Options data

Options data for 26 tickers

Expected move, implied volatility, put wall, call wall and max pain for 26 US‑listed stock, ETF and index options, from ThetaData market data.

Each page is a snapshot with the time it was taken in Eastern Time. During US market hours a page can lag the market by up to about 35 minutes. After the close it keeps the closing snapshot until the next open.

Index options

European style, cash settled, $100 per index point. Standard monthly SPX and RUT expiries settle on the opening prices of expiry day and stop trading the day before. Weekly and daily expiries settle on the closing level.

ETF options

American style and physically settled: each contract covers 100 ETF shares.

Stock options

American style and physically settled: each contract covers 100 shares.

What each page shows

Expected move by expiry
The at-the-money straddle for the nearest expiry, the nearest weekly, the next two monthlies, and the expiries closest to 30 and 60 days.
ATM implied volatility
One reading per expiry, drawn as a term structure.
Put wall, call wall and max pain
For the next two monthly expiries, from open interest and gamma.
Earnings date and contract terms
The next report date for stocks, and the exercise style and settlement for each product.

Figures come from the same calculations as the Options Matrix and Visualizer, on ThetaData market data. Each page is a snapshot, so its figures can differ slightly from the live screens. For the strike-level view, see put wall vs max pain and the implied volatility guide.

Educational and informational only, not financial advice. Figures on these pages are calculated from ThetaData quotes and open interest at the time shown, and describe what option prices imply, not what will happen. You make every trading decision. Options trading involves risk and is not suitable for all investors.