As of previous close (2026-10-02) · OPRA historical data
Spot $99.85 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.69
3k P / 5k C
Put/Call (Volume)
0.08
15 P / 186 C that session
30d ATM IV
45%
annualized implied move
Call wall
$105
2k contracts
Put wall
$60
841 contracts
Tail hedging
1.4×
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 2026-10-16. A steep left side = expensive downside protection.
| Expiry | Call OI | Put OI | P/C | Volume that session |
|---|---|---|---|---|
| 2026-10-16 | 827 | 1k | 1.73 | 73 |
| 2026-11-20 | 2k | 694 | 0.33 | 23 |
| 2026-12-18 | 722 | 825 | 1.14 | 0 |
| 2027-01-15 | 815 | 404 | 0.50 | 103 |
| 2027-02-19 | 7 | 16 | 2.29 | 0 |
| 2027-04-16 | 22 | 47 | 2.14 | 0 |
| 2027-09-17 | 434 | 10 | 0.02 | 2 |
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.