As of previous close (2026-10-02) · OPRA historical data
Spot $74.15 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
1.58
15k P / 9k C
Put/Call (Volume)
0.22
32 P / 146 C that session
30d ATM IV
30%
annualized implied move
Call wall
$90
2k contracts
Put wall
$70
2k contracts
Tail hedging
0.6×
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 | 3k | 1k | 0.47 | 63 |
| 2026-11-20 | 1k | 6k | 5.20 | 55 |
| 2026-12-18 | 2k | 5k | 2.15 | 6 |
| 2027-01-15 | 1k | 449 | 0.30 | 6 |
| 2027-03-19 | 652 | 1k | 1.65 | 0 |
| 2027-04-16 | 22 | 21 | 0.95 | 0 |
| 2027-05-21 | 0 | 0 | — | 16 |
| 2027-06-17 | 378 | 211 | 0.56 | 5 |
| 2027-09-17 | 85 | 48 | 0.56 | 3 |
| 2028-01-21 | 452 | 206 | 0.46 | 24 |
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.