As of previous close (2026-10-16) · OPRA historical data
Spot $382.71 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.63
1k P / 2k C
Put/Call (Volume)
0.06
15 P / 241 C that session
30d ATM IV
30%
annualized implied move
Call wall
$400
365 contracts
Put wall
$350
144 contracts
Tail hedging
1.1×
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 2026-11-20. 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 |
|---|---|---|---|---|
| 2026-11-20 | 1k | 858 | 0.74 | 223 |
| 2026-12-18 | 0 | 1 | — | 11 |
| 2027-02-19 | 336 | 269 | 0.80 | 3 |
| 2027-05-21 | 37 | 32 | 0.86 | 0 |
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.