As of previous close (2026-09-02) · OPRA historical data
Spot $62.32 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.20
2k P / 8k C
Put/Call (Volume)
0.59
59 P / 100 C that session
30d ATM IV
30%
annualized implied move
Call wall
$65
1k contracts
Put wall
$32.5
802 contracts
Tail hedging
6.4×
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 2026-09-18. 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 |
|---|---|---|---|---|
| 2026-09-18 | 1k | 655 | 0.53 | 107 |
| 2026-10-16 | 1k | 57 | 0.04 | 3 |
| 2026-12-18 | 5k | 974 | 0.18 | 8 |
| 2027-01-15 | 614 | 17 | 0.03 | 35 |
| 2027-04-16 | 48 | 0 | 0.00 | 6 |
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.