As of previous close (2026-10-02) · OPRA historical data
Spot $30.08 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.65
117k P / 179k C
Put/Call (Volume)
0.73
2k P / 3k C that session
30d ATM IV
34%
annualized implied move
Call wall
$50
29k contracts
Put wall
$25
25k contracts
Tail hedging
0.5×
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 2026-10-30. 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 |
|---|---|---|---|---|
| 2026-10-09 | 4k | 4k | 1.14 | 883 |
| 2026-10-16 | 29k | 11k | 0.39 | 247 |
| 2026-10-23 | 2k | 432 | 0.27 | 358 |
| 2026-10-30 | 871 | 409 | 0.47 | 75 |
| 2026-11-06 | 99 | 84 | 0.85 | 19 |
| 2026-11-13 | 8 | 1 | 0.13 | 1 |
| 2026-11-20 | 7k | 5k | 0.68 | 393 |
| 2026-12-18 | 17k | 16k | 0.94 | 146 |
| 2027-01-15 | 83k | 61k | 0.73 | 229 |
| 2027-03-19 | 4k | 2k | 0.53 | 17 |
| 2027-05-21 | 415 | 834 | 2.01 | 56 |
| 2028-01-21 | 29k | 11k | 0.39 | 122 |
| 2029-01-19 | 336 | 215 | 0.64 | 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.