As of previous close (2026-09-21) · OPRA historical data
Spot $72.43 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.84
1k P / 1k C
Put/Call (Volume)
4.13
66 P / 16 C that session
30d ATM IV
41%
annualized implied move
Call wall
$100
517 contracts
Put wall
$70
388 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 2026-10-16. 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 | 201 | 510 | 2.54 | 23 |
| 2026-11-20 | 3 | 5 | 1.67 | 8 |
| 2026-12-18 | 96 | 449 | 4.68 | 51 |
| 2027-01-15 | 1k | 245 | 0.24 | 0 |
| 2027-03-19 | 32 | 10 | 0.31 | 0 |
| 2028-01-21 | 127 | 40 | 0.31 | 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.