As of previous close (2026-10-01) · OPRA historical data
Spot $43.06 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.64
150k P / 233k C
Put/Call (Volume)
0.49
6k P / 12k C that session
30d ATM IV
73%
annualized implied move
Call wall
$50
20k contracts
Put wall
$35
24k contracts
Tail hedging
0.3×
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 | 18k | 8k | 0.45 | 3k |
| 2026-10-09 | 4k | 2k | 0.58 | 1k |
| 2026-10-16 | 38k | 25k | 0.65 | 3k |
| 2026-10-23 | 4k | 5k | 1.30 | 386 |
| 2026-10-30 | 3k | 2k | 0.74 | 218 |
| 2026-11-06 | 344 | 298 | 0.87 | 226 |
| 2026-11-13 | 0 | 0 | — | 18 |
| 2026-11-20 | 21k | 9k | 0.45 | 1k |
| 2026-12-18 | 35k | 35k | 1.00 | 2k |
| 2027-01-15 | 67k | 33k | 0.50 | 5k |
| 2027-02-19 | 3k | 4k | 1.34 | 239 |
| 2027-03-19 | 6k | 4k | 0.67 | 176 |
| 2027-04-16 | 2k | 662 | 0.42 | 36 |
| 2027-06-17 | 4k | 4k | 1.19 | 48 |
| 2027-09-17 | 790 | 335 | 0.42 | 6 |
| 2028-01-21 | 28k | 15k | 0.56 | 416 |
| 2029-01-19 | 316 | 424 | 1.34 | 27 |
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.