As of previous close (2026-10-02) · OPRA historical data
Spot $232.3 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.62
4k P / 7k C
Put/Call (Volume)
1.54
57 P / 37 C that session
30d ATM IV
33%
annualized implied move
Call wall
$250
2k contracts
Put wall
$210
499 contracts
Tail hedging
1.0×
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 2026-10-16. 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 | 1k | 838 | 0.71 | 24 |
| 2026-11-20 | 778 | 946 | 1.22 | 21 |
| 2026-12-18 | 2k | 523 | 0.26 | 14 |
| 2027-01-15 | 2k | 949 | 0.52 | 10 |
| 2027-02-19 | 86 | 155 | 1.80 | 20 |
| 2027-03-19 | 294 | 321 | 1.09 | 0 |
| 2027-05-21 | 1 | 4 | 4.00 | 5 |
| 2027-06-17 | 175 | 65 | 0.37 | 0 |
| 2027-09-17 | 8 | 14 | 1.75 | 0 |
| 2028-01-21 | 336 | 319 | 0.95 | 0 |
| 2029-01-19 | 48 | 13 | 0.27 | 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.