As of previous close (2026-10-02) · OPRA historical data
Spot $1,090.38 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.63
2k P / 4k C
Put/Call (Volume)
0.12
4 P / 33 C that session
30d ATM IV
28%
annualized implied move
Call wall
$1,210
703 contracts
Put wall
$1,000
643 contracts
Tail hedging
0.3×
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 | 488 | 0.29 | 4 |
| 2026-11-20 | 719 | 880 | 1.22 | 27 |
| 2026-12-18 | 661 | 493 | 0.75 | 0 |
| 2027-02-19 | 339 | 229 | 0.68 | 2 |
| 2027-05-21 | 2 | 11 | 5.50 | 3 |
| 2027-12-17 | 128 | 131 | 1.02 | 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.