As of previous close (2026-10-02) · OPRA historical data
Spot $110 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.16
535 P / 3k C
Put/Call (Volume)
0.33
2 P / 6 C that session
30d ATM IV
21%
annualized implied move
Call wall
$125
3k contracts
Put wall
$110
47 contracts
Tail hedging
0.0×
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 | 2k | 197 | 0.12 | 7 |
| 2026-11-20 | 211 | 6 | 0.03 | 0 |
| 2026-12-18 | 1k | 263 | 0.18 | 0 |
| 2027-03-19 | 41 | 69 | 1.68 | 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.