As of previous close (2026-10-02) · OPRA historical data
Spot $381.73 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.41
1k P / 3k C
Put/Call (Volume)
0.41
20 P / 49 C that session
30d ATM IV
35%
annualized implied move
Call wall
$400
248 contracts
Put wall
$320
263 contracts
Tail hedging
1.1×
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 | 692 | 370 | 0.53 | 47 |
| 2026-11-20 | 653 | 275 | 0.42 | 15 |
| 2026-12-18 | 208 | 159 | 0.76 | 4 |
| 2027-01-15 | 497 | 86 | 0.17 | 0 |
| 2027-03-19 | 213 | 73 | 0.34 | 2 |
| 2027-04-16 | 84 | 66 | 0.79 | 0 |
| 2027-05-21 | 9 | 15 | 1.67 | 0 |
| 2027-06-17 | 0 | 4 | — | 0 |
| 2027-07-16 | 226 | 2 | 0.01 | 1 |
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.