As of previous close (2026-10-02) · OPRA historical data
Spot $1,442 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
1.03
8k P / 8k C
Put/Call (Volume)
1.10
694 P / 631 C that session
30d ATM IV
53%
annualized implied move
Call wall
$1,500
228 contracts
Put wall
$1,120
426 contracts
Tail hedging
2.4×
deep-OTM puts vs calls
All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.
At-the-money implied volatility per expiry.
IV by strike — expiry 2026-10-16. A steep left side = expensive downside protection.
Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.
| Expiry | Call OI | Put OI | P/C | Volume that session |
|---|---|---|---|---|
| 2026-10-16 | 2k | 1k | 0.63 | 775 |
| 2026-11-20 | 2k | 2k | 0.91 | 282 |
| 2026-12-18 | 459 | 662 | 1.44 | 36 |
| 2027-01-15 | 2k | 2k | 1.20 | 52 |
| 2027-02-19 | 468 | 524 | 1.12 | 2 |
| 2027-03-19 | 179 | 179 | 1.00 | 39 |
| 2027-05-21 | 605 | 953 | 1.58 | 100 |
| 2027-06-17 | 0 | 1 | — | 6 |
| 2027-09-17 | 0 | 0 | — | 2 |
| 2027-12-17 | 589 | 920 | 1.56 | 31 |
Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.