As of previous close (2026-10-02) · OPRA historical data
Spot $112.79 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.78
169k P / 215k C
Put/Call (Volume)
0.79
6k P / 7k C that session
30d ATM IV
55%
annualized implied move
Call wall
$120
47k contracts
Put wall
$20
13k contracts
Tail hedging
1.2×
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 | 8k | 4k | 0.47 | 5k |
| 2026-10-16 | 96k | 16k | 0.17 | 2k |
| 2026-10-23 | 2k | 1k | 0.50 | 107 |
| 2026-10-30 | 1k | 827 | 0.57 | 54 |
| 2026-11-06 | 187 | 198 | 1.06 | 78 |
| 2026-11-13 | 0 | 4 | — | 166 |
| 2026-11-20 | 19k | 15k | 0.77 | 1k |
| 2026-12-18 | 20k | 45k | 2.32 | 1k |
| 2027-01-15 | 31k | 42k | 1.38 | 288 |
| 2027-03-19 | 6k | 10k | 1.58 | 74 |
| 2027-06-17 | 2k | 3k | 1.11 | 41 |
| 2027-09-17 | 204 | 750 | 3.68 | 0 |
| 2027-12-17 | 11k | 11k | 1.03 | 42 |
| 2028-01-21 | 9k | 12k | 1.42 | 77 |
| 2028-06-16 | 143 | 511 | 3.57 | 5 |
| 2028-09-15 | 114 | 79 | 0.69 | 248 |
| 2029-01-19 | 120 | 247 | 2.06 | 49 |
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.