As of previous close (2026-10-02) · OPRA historical data
Spot $364.98 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.76
2k P / 3k C
Put/Call (Volume)
0.27
22 P / 83 C that session
30d ATM IV
26%
annualized implied move
Call wall
$400
398 contracts
Put wall
$270
544 contracts
Tail hedging
4.5×
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 | 709 | 128 | 0.18 | 62 |
| 2026-11-20 | 108 | 45 | 0.42 | 24 |
| 2026-12-18 | 916 | 1k | 1.35 | 4 |
| 2027-01-15 | 654 | 428 | 0.65 | 5 |
| 2027-03-19 | 47 | 43 | 0.91 | 8 |
| 2027-05-21 | 7 | 3 | 0.43 | 1 |
| 2027-12-17 | 270 | 179 | 0.66 | 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.