As of previous close (2026-10-02) · OPRA historical data
Spot $59.58 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.86
32k P / 38k C
Put/Call (Volume)
0.79
914 P / 1k C that session
30d ATM IV
22%
annualized implied move
Call wall
$70
6k contracts
Put wall
$57.5
5k 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 2026-10-30. A steep left side = expensive downside protection.
| Expiry | Call OI | Put OI | P/C | Volume that session |
|---|---|---|---|---|
| 2026-10-09 | 309 | 223 | 0.72 | 35 |
| 2026-10-16 | 3k | 2k | 0.82 | 773 |
| 2026-10-23 | 27 | 35 | 1.30 | 5 |
| 2026-10-30 | 47 | 11 | 0.23 | 53 |
| 2026-11-20 | 5k | 4k | 0.73 | 566 |
| 2026-12-18 | 8k | 12k | 1.66 | 141 |
| 2027-01-15 | 9k | 3k | 0.37 | 86 |
| 2027-02-19 | 475 | 622 | 1.31 | 37 |
| 2027-05-21 | 10 | 10 | 1.00 | 4 |
| 2027-06-17 | 5k | 3k | 0.58 | 7 |
| 2027-12-17 | 7k | 6k | 0.88 | 69 |
| 2028-01-21 | 75 | 56 | 0.75 | 248 |
| 2029-01-19 | 68 | 0 | 0.00 | 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.