As of previous close (2026-10-12) · OPRA historical data
Spot $1,056.92 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
1.08
14k P / 13k C
Put/Call (Volume)
3.75
2k P / 632 C that session
30d ATM IV
49%
annualized implied move
Call wall
$1,100
1k contracts
Put wall
$830
851 contracts
Tail hedging
2.0×
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 2026-11-13. 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 | 2k | 4k | 1.68 | 1k |
| 2026-10-23 | 242 | 553 | 2.29 | 230 |
| 2026-10-30 | 302 | 204 | 0.68 | 948 |
| 2026-11-06 | 305 | 247 | 0.81 | 83 |
| 2026-11-13 | 18 | 38 | 2.11 | 19 |
| 2026-11-20 | 560 | 743 | 1.33 | 53 |
| 2026-11-27 | 0 | 0 | — | 1 |
| 2026-12-18 | 2k | 2k | 1.28 | 11 |
| 2027-01-15 | 5k | 4k | 0.85 | 169 |
| 2027-03-19 | 394 | 385 | 0.98 | 12 |
| 2027-06-17 | 828 | 395 | 0.48 | 53 |
| 2027-09-17 | 132 | 35 | 0.27 | 10 |
| 2028-01-21 | 1k | 1k | 1.06 | 9 |
| 2029-01-19 | 124 | 31 | 0.25 | 8 |
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.