As of previous close (2026-10-06) · OPRA historical data
Spot $13.74 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.73
292k P / 399k C
Put/Call (Volume)
0.10
519 P / 5k C that session
30d ATM IV
55%
annualized implied move
Call wall
$17.5
63k contracts
Put wall
$7.5
108k contracts
Tail hedging
1.3×
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 2026-11-06. 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 | 11k | 3k | 0.26 | 5k |
| 2026-10-16 | 27k | 11k | 0.40 | 201 |
| 2026-10-23 | 2k | 2k | 1.23 | 95 |
| 2026-10-30 | 1k | 2k | 1.08 | 232 |
| 2026-11-06 | 758 | 496 | 0.65 | 35 |
| 2026-11-13 | 185 | 358 | 1.94 | 31 |
| 2026-11-20 | 47k | 24k | 0.52 | 243 |
| 2026-12-18 | 144k | 139k | 0.96 | 64 |
| 2027-01-15 | 71k | 44k | 0.62 | 80 |
| 2027-02-19 | 5k | 3k | 0.67 | 3 |
| 2027-03-19 | 13k | 5k | 0.41 | 36 |
| 2027-05-21 | 4k | 3k | 0.76 | 30 |
| 2027-06-17 | 13k | 20k | 1.55 | 10 |
| 2027-09-17 | 8k | 2k | 0.30 | 0 |
| 2027-12-17 | 22k | 9k | 0.39 | 82 |
| 2028-01-21 | 28k | 20k | 0.72 | 11 |
| 2029-01-19 | 2k | 4k | 1.69 | 14 |
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.