As of previous close (2026-10-01) · OPRA historical data
Spot $336.19 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.75
1k P / 2k C
Put/Call (Volume)
107.00
107 P / 1 C that session
30d ATM IV
38%
annualized implied move
Call wall
$450
291 contracts
Put wall
$330
342 contracts
Tail hedging
0.3×
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 2026-10-16. 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 | 612 | 836 | 1.37 | 57 |
| 2026-11-20 | 38 | 12 | 0.32 | 50 |
| 2026-12-18 | 451 | 306 | 0.68 | 0 |
| 2027-01-15 | 531 | 75 | 0.14 | 1 |
| 2027-04-16 | 17 | 9 | 0.53 | 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.