As of previous close (2026-09-30) · OPRA historical data
Spot $186.41 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
1.04
1.7M P / 1.6M C
Put/Call (Volume)
0.55
78k P / 141k C that session
30d ATM IV
45%
annualized implied move
Call wall
$200
132k contracts
Put wall
$140
118k contracts
Tail hedging
2.9×
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 2026-10-30. 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 |
|---|---|---|---|---|
| 2026-10-02 | 132k | 82k | 0.62 | 127k |
| 2026-10-09 | 31k | 43k | 1.39 | 26k |
| 2026-10-16 | 151k | 169k | 1.12 | 24k |
| 2026-10-23 | 20k | 14k | 0.67 | 4k |
| 2026-10-30 | 19k | 14k | 0.75 | 6k |
| 2026-11-06 | 2k | 2k | 1.36 | 2k |
| 2026-11-20 | 133k | 134k | 1.01 | 11k |
| 2026-12-18 | 246k | 262k | 1.06 | 3k |
| 2027-01-15 | 306k | 365k | 1.19 | 4k |
| 2027-02-19 | 29k | 27k | 0.92 | 656 |
| 2027-03-19 | 63k | 107k | 1.69 | 3k |
| 2027-05-21 | 2k | 2k | 0.94 | 571 |
| 2027-06-17 | 160k | 161k | 1.01 | 2k |
| 2027-09-17 | 18k | 24k | 1.28 | 874 |
| 2027-12-17 | 124k | 115k | 0.93 | 842 |
| 2028-01-21 | 114k | 84k | 0.73 | 2k |
| 2028-06-16 | 2k | 1k | 0.56 | 167 |
| 2028-12-15 | 83k | 94k | 1.13 | 767 |
| 2029-01-19 | 4k | 2k | 0.38 | 390 |
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.