As of previous close (2026-10-02) · OPRA historical data
Spot $207 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.70
20k P / 28k C
Put/Call (Volume)
0.19
168 P / 898 C that session
30d ATM IV
39%
annualized implied move
Call wall
$230
3k contracts
Put wall
$80
3k contracts
Tail hedging
2.2×
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 2026-10-16. 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 |
|---|---|---|---|---|
| 2026-10-16 | 5k | 2k | 0.35 | 502 |
| 2026-11-20 | 437 | 447 | 1.02 | 209 |
| 2026-12-18 | 4k | 6k | 1.53 | 35 |
| 2027-01-15 | 11k | 4k | 0.37 | 180 |
| 2027-03-19 | 698 | 487 | 0.70 | 18 |
| 2027-05-21 | 393 | 163 | 0.41 | 9 |
| 2027-08-20 | 101 | 170 | 1.68 | 0 |
| 2027-11-19 | 112 | 452 | 4.04 | 0 |
| 2028-01-21 | 5k | 6k | 1.05 | 112 |
| 2028-12-15 | 409 | 92 | 0.22 | 0 |
| 2029-01-19 | 47 | 0 | 0.00 | 1 |
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.