As of previous close (2026-10-01) · OPRA historical data
Spot $149.25 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.83
233k P / 281k C
Put/Call (Volume)
0.53
14k P / 27k C that session
30d ATM IV
71%
annualized implied move
Call wall
$220
34k contracts
Put wall
$115
32k 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 2026-10-30. 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 | 23k | 21k | 0.89 | 20k |
| 2026-10-09 | 6k | 9k | 1.46 | 9k |
| 2026-10-16 | 35k | 29k | 0.83 | 5k |
| 2026-10-23 | 3k | 5k | 1.73 | 1k |
| 2026-10-30 | 3k | 4k | 1.39 | 1k |
| 2026-11-06 | 998 | 640 | 0.64 | 423 |
| 2026-11-13 | 0 | 0 | — | 58 |
| 2026-11-20 | 16k | 14k | 0.87 | 2k |
| 2026-12-18 | 14k | 12k | 0.88 | 738 |
| 2027-01-15 | 79k | 63k | 0.79 | 1k |
| 2027-02-19 | 212 | 320 | 1.51 | 58 |
| 2027-03-19 | 9k | 12k | 1.37 | 302 |
| 2027-04-16 | 480 | 344 | 0.72 | 81 |
| 2027-06-17 | 23k | 24k | 1.03 | 169 |
| 2027-09-17 | 838 | 1k | 1.74 | 32 |
| 2028-01-21 | 27k | 15k | 0.56 | 141 |
| 2028-06-16 | 28k | 19k | 0.70 | 12 |
| 2028-09-15 | 1k | 496 | 0.38 | 6 |
| 2028-12-15 | 10k | 847 | 0.09 | 35 |
| 2029-01-19 | 164 | 296 | 1.80 | 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.