As of previous close (2026-11-05) · OPRA historical data
Spot $91.14 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.90
28k P / 31k C
Put/Call (Volume)
0.62
21 P / 34 C that session
30d ATM IV
25%
annualized implied move
Call wall
$95
4k contracts
Put wall
$65
3k contracts
Tail hedging
5.6×
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 2026-12-18. A steep left side = expensive downside protection.
| Expiry | Call OI | Put OI | P/C | Volume that session |
|---|---|---|---|---|
| 2026-11-20 | 8k | 3k | 0.35 | 6 |
| 2026-12-18 | 5k | 3k | 0.59 | 10 |
| 2027-01-15 | 8k | 14k | 1.74 | 4 |
| 2027-02-19 | 2k | 2k | 1.13 | 35 |
| 2027-05-21 | 205 | 48 | 0.23 | 0 |
| 2027-06-17 | 2k | 913 | 0.47 | 0 |
| 2027-12-17 | 1k | 2k | 1.51 | 0 |
| 2028-01-21 | 4k | 3k | 0.73 | 0 |
| 2029-01-19 | 340 | 120 | 0.35 | 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.