Simplify Analytics
AAPL

AAPL

$336.13 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
22.8%
IV percentile
18.7%
own all (<3y) · n=241
IV rank
36.3%
own all (<1y) · n=241
range
17.0% – 33.0%
own all (<1y) · n=241
low 17.0%241 sessions, all (<1y) · today 22.8%high 33.0%

Term structure · constant maturity

35 consecutive sessions in contango (the normal upward slope).

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)E 10-29 time?Earnings 2026-10-29, time unknown - date stated by the vendor's estimate First session it can move: 2026-10-29, 41 calendar days from the 2026-09-18 curve - every tenor of 41d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d28.7%16.0%
━ 2026-09-18┅ 2026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 2026-10-29 time unknown, stated by the vendor's estimate, first moves the 2026-10-29 session (41d on the tenor axis), no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

90-day IV
25.8%
own all (<3y) 41.9% · n=241
slope, 30d − 90d
-3.0 pts
own all (<3y) 12.7% · n=241
variance risk premium, 30d
+2.5 pts
own all (<3y) 48.9% · n=236

Skew · risk reversal

25-delta
-0.0 pts
own all (<3y) 75.7% · n=35
10-delta
+3.6 pts
own all (<3y) 92.9% · n=35

Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.

Smile by expiry: the 8 expiries within 120 DTE carrying the most open interest · book as of 2026-09-17

1d2026-09-18 · short
2026-09-18: 3 put and 3 call strikes within ±2.3%, IV 27% to 32%34%22%−2.3%book spot+2.3%
4d2026-09-21 · short
2026-09-21: 6 put and 6 call strikes within ±4.6%, IV 19% to 26%strike 330: IV 21.1%, beyond the shared scalestrike 332.5: IV 20.1%, beyond the shared scalestrike 335: IV 19.9%, beyond the shared scalestrike 337.5: IV 19.1%, beyond the shared scalestrike 340: IV 19.7%, beyond the shared scalestrike 342.5: IV 19.8%, beyond the shared scalestrike 345: IV 20.1%, beyond the shared scalestrike 347.5: IV 20.3%, beyond the shared scalestrike 350: IV 20.9%, beyond the shared scale34%22%−4.6%book spot+4.6%
8d2026-09-25
2026-09-25: 8 put and 9 call strikes within ±6.5%, IV 23% to 28%34%22%−6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 11 put and 11 call strikes within ±8.8%, IV 23% to 28%34%22%−8.8%book spot+8.8%
29d2026-10-16
2026-10-16: 8 put and 8 call strikes within ±12%, IV 22% to 28%34%22%−12%book spot+12%
64d2026-11-20
2026-11-20: 12 put and 12 call strikes within ±18%, IV 25% to 33%34%22%−18%book spot+18%
92d2026-12-18
2026-12-18: 15 put and 9 call strikes within ±22%, IV 24% to 33%34%22%−22%book spot+22%
120d2027-01-15
2027-01-15: 17 put and 15 call strikes within ±25%, IV 24% to 33%34%22%−25%book spot+25%
IV against strike, out-of-the-money side. Each window widens with √DTE, to ±25% at the longest expiry, so every panel shows a comparable slice of its smile; all share one IV scale (22%–34%), set by the expiries past 7 DTE. 9 short-dated points beyond it are pinned to the edge as open circles.

Expiry window · 35–65 DTE

Next earnings: 2026-10-29 time unknown, stated by the vendor's estimate, first moves the 2026-10-29 session, no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

expiryDTE28-DTE exitthesisearnings 10-29 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dclear · 6d23.9% p 335—
2026-10-30 Friweekly422026-10-0214dspans · +1d
exit 27d before
26.9% p 335none served
2026-11-20 Fri632026-10-2335dspans · +22d
exit 6d before
26.7% p 335none served

DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-18 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-18, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-17 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.

Chain · one strike axis

Book as of 2026-09-17: 1 session behind 2026-09-18: no AAPL chain statistics (net_gex) dated after 2026-09-17 are knowable as of 2026-09-18, and no ticker has newer ones. The strikes drawn below are 2026-09-17's rows as stored now; the levels and statistics are the readings dated 2026-09-17, computed from those rows when the readings were derived, and a fetch of 2026-09-17 after that can revise rows. Open interest is what entered 2026-09-17 (OCC's settlement of 2026-09-16), valued at the 2026-09-17 close.

net GEX · carried book
+$1.74bn per 1%
own all (<3y) 99.2% · n=64
gamma flip
$304.60
flip within ±25% of book spot
flip distance
-4.14 ATR
own all (<3y) 35.2% · n=64
0DTE share of volume
not listed daily

book spot $337.00 (unadjusted close, 2026-09-17) · call wall $340.00 (+0.89% from book spot) · put wall $335.00 (-0.59% from book spot) · max pain $310.00 (-8.01% from book spot, 2026-10-16 monthly)

Each level is stored as a distance from the book's own spot, so each is drawn at $337.00 × (1 + that distance) - the 2026-09-17 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. AAPL headlines $336.13, its newest unadjusted close, on 2026-09-18; the book was taken at $337.00 on 2026-09-17, because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-17 book's levels, on the 2026-09-17 close.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

Tradability of the 2026-10-30 expiry: 42 calendar days from 2026-09-18 (43 from the book date), inside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 365 (Δ 0.21), put 315 (Δ -0.21).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move415410405400395390385380375370365360355350345340335330325320315310305300295290285280275270265260255put strike nearest 0.20 delta: 315call strike nearest 0.20 delta: 3651.6k01.6k97697625%10%10%25%-$2.3m+$2.3mcall wall 340book spot 337put wall 335γ flip 304.6strike 415 calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.93, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.95 × 80.15, spread 5.4% of mid · Δ -1.00 net GEX +$2k per 1% (calls +$2k, puts +$0)strike 410 calls: OI 1 (+0) · vol 8 (at ask 7, at bid 0) · NBBO 0.10 × 0.25, spread 85.7% of mid · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.95 × 75.15, spread 5.7% of mid · Δ -1.00 net GEX +$138 per 1% (calls +$138, puts +$0)strike 405 calls: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.00 × 0.84, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.90 × 70.15, spread 6.2% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 400 calls: OI 220 (+0) · vol 20 (at ask 9, at bid 11) · NBBO 0.20 × 0.50, spread 85.7% of mid · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.95 × 65.15, spread 6.7% of mid · Δ -1.00 net GEX +$58k per 1% (calls +$58k, puts +$0)strike 395 calls: OI 59 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.00 × 0.80, spread no two-sided quote (zero bid) · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.95 × 60.15, spread 7.2% of mid · Δ -1.00 net GEX +$20k per 1% (calls +$20k, puts +$0)strike 390 calls: OI 1 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 0.00 × 1.75, spread no two-sided quote (zero bid) · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.95 × 55.15, spread 7.9% of mid · Δ -1.00 net GEX +$407 per 1% (calls +$407, puts +$0)strike 385 calls: OI 53 (-1) · vol 5 (at ask 2, at bid 3, multi-leg 4) · NBBO 0.35 × 1.21, spread 110.3% of mid · Δ 0.07 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.95 × 49.90, spread 8.2% of mid · Δ -0.99 net GEX +$27k per 1% (calls +$27k, puts +$0)strike 380 calls: OI 117 (+3) · vol 84 (at ask 63, at bid 15, multi-leg 11) · NBBO 0.63 × 1.89, spread 100.0% of mid · Δ 0.09 puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.45 × 44.35, spread 6.8% of mid · Δ -0.97 net GEX +$74k per 1% (calls +$75k, puts -$683)strike 375 calls: OI 51 (+25) · vol 119 (at ask 60, at bid 57, multi-leg 15) · NBBO 0.95 × 2.81, spread 98.9% of mid · Δ 0.12 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.45 × 40.10, spread 9.5% of mid · Δ -0.94 net GEX +$40k per 1% (calls +$40k, puts +$0)strike 370 calls: OI 197 (+69) · vol 183 (at ask 123, at bid 59, multi-leg 22) · NBBO 1.20 × 2.83, spread 80.9% of mid · Δ 0.16 puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 32.55 × 35.60, spread 9.0% of mid · Δ -0.89 net GEX +$181k per 1% (calls +$181k, puts +$0)strike 365 calls: OI 69 (+4) · vol 187 (at ask 136, at bid 47, multi-leg 9) · NBBO 2.65 × 3.40, spread 24.8% of mid · Δ 0.21 puts: OI 1 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 28.25 × 31.40, spread 10.6% of mid · Δ -0.85 net GEX +$71k per 1% (calls +$72k, puts -$1k)strike 360 calls: OI 348 (+28) · vol 620 (at ask 269, at bid 248, sweep 7, multi-leg 49) · NBBO 4.30 × 4.55, spread 5.6% of mid · Δ 0.25 puts: OI 3 (+0) · vol 28 (at ask 0, at bid 28) · NBBO 24.20 × 26.95, spread 10.8% of mid · Δ -0.79 net GEX +$405k per 1% (calls +$409k, puts -$4k)strike 355 calls: OI 1,212 (+27) · vol 276 (at ask 85, at bid 118, multi-leg 101) · NBBO 4.85 × 6.00, spread 21.2% of mid · Δ 0.30 puts: OI 4 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 20.55 × 23.70, spread 14.2% of mid · Δ -0.73 net GEX +$1.6m per 1% (calls +$1.6m, puts -$6k)strike 350 calls: OI 1,612 (+14) · vol 352 (at ask 213, at bid 99, sweep 1, multi-leg 45) · NBBO 6.00 × 7.65, spread 24.2% of mid · Δ 0.35 puts: OI 25 (+20) · vol 1 (at ask 0, at bid 1) · NBBO 17.00 × 19.75, spread 15.0% of mid · Δ -0.67 net GEX +$2.3m per 1% (calls +$2.3m, puts -$39k)strike 345 calls: OI 319 (+33) · vol 976 (at ask 144, at bid 789, sweep 1, multi-leg 48) · NBBO 8.45 × 9.70, spread 13.8% of mid · Δ 0.42 puts: OI 1 (+1) · vol 17 (at ask 17, at bid 0) · NBBO 14.10 × 16.70, spread 16.9% of mid · Δ -0.60 net GEX +$465k per 1% (calls +$467k, puts -$2k)strike 340 calls: OI 554 (+67) · vol 194 (at ask 130, at bid 59, sweep 3, multi-leg 52) · NBBO 11.30 × 12.00, spread 6.0% of mid · Δ 0.48 puts: OI 129 (+7) · vol 53 (at ask 19, at bid 33, multi-leg 16) · NBBO 12.20 × 13.25, spread 8.3% of mid · Δ -0.52 net GEX +$573k per 1% (calls +$780k, puts -$207k)strike 335 calls: OI 999 (+162) · vol 463 (at ask 202, at bid 246, sweep 2, multi-leg 142) · NBBO 14.05 × 15.00, spread 6.5% of mid · Δ 0.55 puts: OI 47 (-3) · vol 48 (at ask 15, at bid 27, sweep 1, multi-leg 5) · NBBO 10.20 × 10.85, spread 6.2% of mid · Δ -0.45 net GEX +$1.3m per 1% (calls +$1.3m, puts -$73k)strike 330 calls: OI 331 (+12) · vol 564 (at ask 89, at bid 472, sweep 3, multi-leg 32) · NBBO 16.65 × 18.05, spread 8.1% of mid · Δ 0.60 puts: OI 294 (+28) · vol 109 (at ask 38, at bid 28, sweep 1, multi-leg 45) · NBBO 8.20 × 8.85, spread 7.6% of mid · Δ -0.39 net GEX -$9k per 1% (calls +$420k, puts -$429k)strike 325 calls: OI 129 (+19) · vol 20 (at ask 1, at bid 6, multi-leg 1) · NBBO 19.40 × 22.05, spread 12.8% of mid · Δ 0.66 puts: OI 306 (+45) · vol 160 (at ask 32, at bid 118, multi-leg 31) · NBBO 6.50 × 7.00, spread 7.4% of mid · Δ -0.32 net GEX -$264k per 1% (calls +$154k, puts -$418k)strike 320 calls: OI 71 (+7) · vol 3 (at ask 3, at bid 0, multi-leg 2) · NBBO 22.40 × 25.60, spread 13.3% of mid · Δ 0.71 puts: OI 287 (+14) · vol 197 (at ask 64, at bid 125, sweep 1, multi-leg 55) · NBBO 4.65 × 5.60, spread 18.5% of mid · Δ -0.26 net GEX -$275k per 1% (calls +$79k, puts -$354k)strike 315 calls: OI 262 (+6) · vol 80 (at ask 7, at bid 73, multi-leg 78) · NBBO 26.70 × 28.50, spread 6.5% of mid · Δ 0.76 puts: OI 412 (+38) · vol 291 (at ask 43, at bid 243, sweep 1, multi-leg 54) · NBBO 3.75 × 4.35, spread 14.8% of mid · Δ -0.21 net GEX -$177k per 1% (calls +$266k, puts -$443k)strike 310 calls: OI 72 (+34) · vol 26 (at ask 14, at bid 12, multi-leg 23) · NBBO 30.25 × 33.55, spread 10.3% of mid · Δ 0.80 puts: OI 330 (+58) · vol 205 (at ask 148, at bid 39, sweep 1, multi-leg 171) · NBBO 3.00 × 3.45, spread 14.0% of mid · Δ -0.18 net GEX -$239k per 1% (calls +$63k, puts -$302k)strike 305 calls: OI 37 (+1) · vol 3 (at ask 0, at bid 1) · NBBO 34.95 × 37.80, spread 7.8% of mid · Δ 0.82 puts: OI 363 (+39) · vol 92 (at ask 50, at bid 36, multi-leg 44) · NBBO 2.15 × 2.75, spread 24.5% of mid · Δ -0.14 net GEX -$252k per 1% (calls +$28k, puts -$280k)strike 300 calls: OI 12 (+1) · vol 9 (at ask 6, at bid 0, multi-leg 6) · NBBO 39.35 × 42.40, spread 7.5% of mid · Δ 0.84 puts: OI 357 (+9) · vol 226 (at ask 61, at bid 159, sweep 1, multi-leg 34) · NBBO 1.65 × 2.21, spread 29.0% of mid · Δ -0.11 net GEX -$220k per 1% (calls +$8k, puts -$228k)strike 295 calls: OI 177 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 43.65 × 47.15, spread 7.7% of mid · Δ 0.86 puts: OI 290 (+8) · vol 25 (at ask 12, at bid 13, multi-leg 22) · NBBO 1.38 × 1.71, spread 21.4% of mid · Δ -0.09 net GEX -$51k per 1% (calls +$101k, puts -$152k)strike 290 calls: OI 110 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 48.10 × 51.75, spread 7.3% of mid · Δ 0.88 puts: OI 151 (-1) · vol 22 (at ask 2, at bid 20, multi-leg 18) · NBBO 1.04 × 1.35, spread 25.9% of mid · Δ -0.07 net GEX -$9k per 1% (calls +$54k, puts -$64k)strike 285 calls: OI 15 (+9) · vol 2 (at ask 0, at bid 1, multi-leg 2) · NBBO 52.80 × 56.50, spread 6.8% of mid · Δ 0.90 puts: OI 74 (+12) · vol 20 (at ask 8, at bid 1, multi-leg 9) · NBBO 0.77 × 1.24, spread 46.8% of mid · Δ -0.06 net GEX -$19k per 1% (calls +$6k, puts -$26k)strike 280 calls: OI 32 (+14) · vol 2 (at ask 1, at bid 0, multi-leg 2) · NBBO 57.60 × 61.30, spread 6.2% of mid · Δ 0.91 puts: OI 71 (+14) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.13 × 1.15, spread 159.4% of mid · Δ -0.05 net GEX -$8k per 1% (calls +$12k, puts -$20k)strike 275 calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.40 × 66.10, spread 5.8% of mid · Δ 0.91 puts: OI 76 (+2) · vol 5 (at ask 0, at bid 5, multi-leg 5) · NBBO 0.24 × 0.87, spread 113.5% of mid · Δ -0.04 net GEX -$12k per 1% (calls +$5k, puts -$17k)strike 270 calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.30 × 70.90, spread 5.2% of mid · Δ 0.92 puts: OI 502 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 0.00 × 2.03, spread no two-sided quote (zero bid) · Δ -0.03 net GEX -$87k per 1% (calls +$3k, puts -$89k)strike 265 calls: OI 13 (+0) · vol 4 (at ask 4, at bid 0) · NBBO 72.15 × 75.85, spread 5.0% of mid · Δ 0.93 puts: OI 30 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.97, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$562 per 1% (calls +$3k, puts -$4k)strike 260 calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.05 × 80.70, spread 3.3% of mid · Δ 0.94 puts: OI 8 (+2) · vol 10 (at ask 0, at bid 0, multi-leg 10) · NBBO 0.00 × 0.70, spread no two-sided quote (zero bid) · Δ -0.01 net GEX +$357 per 1% (calls +$1k, puts -$753)strike 255 calls: OI 26 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.00 × 85.70, spread 4.4% of mid · Δ 0.95 puts: OI 74 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.89, spread no two-sided quote (zero bid) · Δ -0.01 net GEX +$13 per 1% (calls +$5k, puts -$5k)

2026-10-30 expiry, 33 strikes within ±25% of book spot (the flip search band); 28 hidden (0 above, 28 below), 8 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$5.4m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.

max pain $310.00 belongs to the 2026-10-16 monthly (29 days from 2026-09-17, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.

Table view · 33 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.005.4%80.1575.954150.000.93no two-sided quote0.010000016+0+$0+$2k+$2k
+0000000-1.005.7%75.1570.954100.100.2585.7%0.01870001+0+$0+$138+$138
+0000000-1.006.2%70.1565.904050.000.84no two-sided quote0.02101000+0———
+0000000-1.006.7%65.1560.954000.200.5085.7%0.032091100220+0+$0+$58k+$58k
+0000000-1.007.2%60.1555.953950.000.80no two-sided quote0.042000159+0+$0+$20k+$20k
+0000000-1.007.9%55.1550.953900.001.75no two-sided quote0.05100001+0+$0+$407+$407
+0000000-0.998.2%49.9045.953850.351.21110.3%0.075230453-1+$0+$27k+$27k
+0200000-0.976.8%44.3541.453800.631.89100.0%0.09846315011117+3-$683+$75k+$74k
+0000000-0.949.5%40.1036.453750.952.8198.9%0.12119605701551+25+$0+$40k+$40k
+0000101-0.899.0%35.6032.553701.202.8380.9%0.1618312359022197+69+$0+$181k+$181k
+0100101-0.8510.6%31.4028.253652.653.4024.8%0.21187136470969+4-$1k+$72k+$71k
+030028028-0.7910.8%26.9524.203604.304.555.6%0.25620269248749348+28-$4k+$409k+$405k
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+050200011-0.03no two-sided quote2.030.0027067.3070.905.2%0.920000010+0-$89k+$3k-$87k
+43000000-0.02no two-sided quote0.970.0026572.1575.855.0%0.934400013+0-$4k+$3k-$562
+281000010-0.01no two-sided quote0.700.0026078.0580.703.3%0.94000005+0-$753+$1k+$357
+07400000-0.01no two-sided quote0.890.0025582.0085.704.4%0.950000026+0-$5k+$5k+$13