As of previous close (2026-10-02) · OPRA historical data
Spot $68.03 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.88
650k P / 737k C
Put/Call (Volume)
0.61
30k P / 49k C that session
30d ATM IV
33%
annualized implied move
Call wall
$80
81k contracts
Put wall
$65
91k contracts
Tail hedging
0.4×
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 2026-10-30. 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 | 25k | 12k | 0.46 | 18k |
| 2026-10-16 | 104k | 79k | 0.76 | 11k |
| 2026-10-23 | 13k | 5k | 0.36 | 2k |
| 2026-10-30 | 8k | 18k | 2.13 | 4k |
| 2026-11-06 | 2k | 1k | 0.45 | 3k |
| 2026-11-13 | 67 | 70 | 1.04 | 204 |
| 2026-11-20 | 71k | 57k | 0.81 | 5k |
| 2026-12-18 | 83k | 84k | 1.01 | 6k |
| 2027-01-15 | 167k | 153k | 0.91 | 5k |
| 2027-03-19 | 45k | 33k | 0.74 | 2k |
| 2027-06-17 | 36k | 54k | 1.47 | 2k |
| 2027-09-17 | 13k | 19k | 1.40 | 304 |
| 2027-12-17 | 30k | 23k | 0.78 | 837 |
| 2028-01-21 | 73k | 66k | 0.91 | 1k |
| 2028-06-16 | 8k | 9k | 1.07 | 1k |
| 2028-12-15 | 16k | 17k | 1.07 | 268 |
| 2029-01-19 | 3k | 3k | 1.10 | 469 |
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.