As of previous close (2026-10-02) · OPRA historical data
Spot $288.32 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.14
2k P / 13k C
Put/Call (Volume)
3.18
124 P / 39 C that session
30d ATM IV
26%
annualized implied move
Call wall
$310
3k contracts
Put wall
$260
630 contracts
Tail hedging
0.2×
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 2026-10-16. 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 | 7k | 246 | 0.04 | 152 |
| 2026-11-20 | 3k | 993 | 0.37 | 2 |
| 2026-12-18 | 3k | 203 | 0.08 | 5 |
| 2027-01-15 | 385 | 291 | 0.76 | 1 |
| 2027-03-19 | 164 | 75 | 0.46 | 3 |
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.