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AMD as of 2026-10-02 $633.91 unadjusted close, 2026-10-02 One ticker's chain: implied vol, term structure, skew and expiries
Implied volatility · 30-day constant maturity IV percentile
14.5%
own all (<3y) · n=251
IV rank
16.7%
own 1y · n=245
range
42.0% – 89.2%
own 1y · n=245
Term structure · constant maturity 41 consecutive sessions in contango (the normal upward slope).
2 3 calendar days out: every tenor of 3d or longer spans it
Mon 10-05 09:45 ET · US Services PMI (September)
Mon 10-05 10:00 ET · ISM Report On Business Services PMI (September) 4 calendar days out: every tenor of 4d or longer spans it
Tue 10-06 08:30 ET · U.S. Trade Balance (August) 3 5 calendar days out: every tenor of 5d or longer spans it
Tue 10-06 18:00 ET · FRB Dallas President Lorie Logan participates in Global Perspectives event
Wed 10-07 14:00 ET · Federal Open Market Committee meeting minutes
Wed 10-07 15:00 ET · Consumer Credit (August) 2 6 calendar days out: every tenor of 6d or longer spans it
Thu 10-08 08:30 ET · Weekly Jobless Claims (October)
Thu 10-08 10:00 ET · Monthly Wholesale Trade (August) 2 7 calendar days out: every tenor of 7d or longer spans it
Fri 10-09 09:30 ET · FRB Kansas City President Jeffrey Schmid speaks at Kansas City Economic Outlook event
Fri 10-09 10:00 ET · U. Michigan Prelim Consumer Survey (October) E 11-03 time? Earnings 2026-11-03, time unknown - date stated by the vendor's estimate
First session it can move: 2026-11-03, 32 calendar days from the 2026-10-02 curve - every tenor of 32d or longer spans it
No expected move served for this date Skew · risk reversal 25-delta
-1.4 pts
own all (<3y) 61.1% · n=45
10-delta
-1.7 pts
own all (<3y) 30.0% · n=45
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 2026-10-01 1d 2026-10-02 · short
2026-10-02: 6 put and 6 call strikes within ±2.4%, IV 51% to 54% 57% 46% Next earnings: 2026-11-03 time unknown, stated by the vendor's estimate, first moves the 2026-11-03 session, no expected move served . As the vendor's calendar stood on 2026-10-04, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-03 time?the vendor's estimate
ATM IV · 10-01 expected move 2026-11-06 Fri weekly 35 2026-10-09 7d spans · +3d
Chain · one strike axis Book as of 2026-10-01 : 1 session behind 2026-10-02: no AMD chain statistics (net_gex) dated after 2026-10-01 are knowable as of 2026-10-02, and no ticker has newer ones. The strikes drawn below are 2026-10-01's rows as stored now; the levels and statistics are the readings dated 2026-10-01, computed from those rows when the readings were derived, and a fetch of 2026-10-01 after that can revise rows. Open interest is what entered 2026-10-01 (OCC's settlement of 2026-09-30), valued at the 2026-10-01 close.
net GEX · carried book
+$284.3m per 1%
own all (<3y) 89.9% · n=74
gamma flip
$597.27
flip within ±25% of book spot
flip distance
-0.72 ATR
own all (<3y) 53.4% · n=74
low 42.0% 245 sessions, 1y · today 49.9% high 89.2%
1d 5d 7d 14d 30d 60d 90d 180d 365d 54.5% 27.8% ━ 2026-10-02 ┅ 2026-09-02 (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 2026-10-02 close, from the 2026-10-02 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Mon 10-05 09:45 · 3d US Services PMI (September) · prev 56.5Mon 10-05 10:00 · 3d ISM Report On Business Services PMI (September) · prev 55.4Tue 10-06 08:30 · 4d U.S. Trade Balance (August) · prev -88600000000Tue 10-06 18:00 · 5d FRB Dallas President Lorie Logan participates in Global Perspectives eventWed 10-07 14:00 · 5d Federal Open Market Committee meeting minutesWed 10-07 15:00 · 5d Consumer Credit (August) · prev 18100000000Thu 10-08 08:30 · 6d Weekly Jobless Claims (October)Thu 10-08 10:00 · 6d Monthly Wholesale Trade (August) · prev 1.3%Fri 10-09 09:30 · 7d FRB Kansas City President Jeffrey Schmid speaks at Kansas City Economic Outlook eventFri 10-09 10:00 · 7d U. Michigan Prelim Consumer Survey (October) · prev 47.8Earnings: 2026-11-03 time unknown, stated by the vendor's estimate, first moves the 2026-11-03 session (32d on the tenor axis), no expected move served . As the vendor's calendar stood on 2026-10-04, not on the page's date.
90-day IV
51.7%
own all (<3y) 8.2% · n=251
slope, 30d − 90d
-1.8 pts
own all (<3y) 44.0% · n=251
variance risk premium, 30d
-6.5 pts
own all (<3y) 37.2% · n=246
−2.4% book spot +2.4% 8d 2026-10-09
2026-10-09: 17 put and 17 call strikes within ±6.9%, IV 47% to 49% 57% 46% −6.9% book spot +6.9% 15d 2026-10-16
2026-10-16: 13 put and 6 call strikes within ±9.4%, IV 47% to 49% 57% 46% −9.4% book spot +9.4% 22d 2026-10-23
2026-10-23: 14 put and 14 call strikes within ±11%, IV 48% to 50% 57% 46% −11% book spot +11% 29d 2026-10-30
2026-10-30: 16 put and 16 call strikes within ±13%, IV 49% to 53% 57% 46% −13% book spot +13% 50d 2026-11-20
2026-11-20: 10 put and 11 call strikes within ±17%, IV 55% to 56% 57% 46% −17% book spot +17% 78d 2026-12-18
2026-12-18: 13 put and 13 call strikes within ±21%, IV 53% to 55% 57% 46% −21% book spot +21% 106d 2027-01-15
2027-01-15: 15 put and 15 call strikes within ±25%, IV 52% to 54% 57% 46% −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 (46%–57%), set by the expiries past 7 DTE.
2026-11-13 Fri weekly 42 2026-10-16 14d spans · +10d exit 18d before
55.7% p 615 none served
2026-11-20 Fri 49 2026-10-23 21d spans · +17d exit 11d before
55.6% c 620 none served
DTE counts calendar days from 2026-10-02, the page's date and the earliest an entry could be made - not from the 2026-10-01 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-10-01 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 2026-10-02 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 2026-10-02, 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 its month's standard monthly is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the monthly is read from core.option_expirations, which is derived from the session calendar, so a monthly pulled back to a Thursday by a holiday is the monthly here and carries no mark. ATM IV is the vendor's at the 2026-10-01 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.
book spot $615.73 (unadjusted close, 2026-10-01) · call wall $620.00 (+0.69% from book spot) · put wall $600.00 (-2.55% from book spot) · max pain $500.00 (-18.80% 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 $615.73 × (1 + that distance) - the 2026-10-01 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. AMD headlines $633.91 , its newest unadjusted close, on 2026-10-02 ; the book was taken at $615.73 on 2026-10-01 , 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 2026-10-01 book's levels, on the 2026-10-01 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: 28 calendar days from 2026-10-02 (29 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-10-01 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 705 (Δ 0.20), put 550 (Δ -0.19).
call put OI carried through 2026-09-30 · opened by 2026-09-30's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flip floors, 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 2026-09-30's trading; volume is 2026-10-01's. ◀ put OI call OI ▶ entering 2026-10-01 ◀ put vol call vol ▶ traded 2026-10-01 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 760 750 740 730 720 710 705 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 put strike nearest 0.20 delta: 550 call strike nearest 0.20 delta: 705 1.2k 0 1.2k 709 709 25% 10% 10% 25% -$1.2m +$1.2m call wall 620 book spot 615.73 put wall 600 γ flip 597.27 strike 760
calls: OI 130 (-3) · vol 7 (at ask 2, at bid 5, multi-leg 5) · NBBO 3.50 × 3.90, spread 10.8% of mid · Δ 0.09
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 142.55 × 149.75, spread 4.9% of mid · Δ -0.95
net GEX +$88k per 1% (calls +$88k, puts +$0) strike 750
calls: OI 380 (-10) · vol 48 (at ask 18, at bid 29, multi-leg 10) · NBBO 4.20 × 4.60, spread 9.1% of mid · Δ 0.10
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 133.15 × 138.30, spread 3.8% of mid · Δ -0.93
net GEX +$287k per 1% (calls +$287k, puts +$0) strike 740
calls: OI 122 (-4) · vol 41 (at ask 34, at bid 7, multi-leg 35) · NBBO 5.00 × 5.40, spread 7.7% of mid · Δ 0.12
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 123.90 × 130.05, spread 4.8% of mid · Δ -0.91
net GEX +$103k per 1% (calls +$103k, puts +$0) strike 730
calls: OI 174 (-3) · vol 16 (at ask 9, at bid 7, sweep 1, multi-leg 3) · NBBO 5.35 × 6.35, spread 17.1% of mid · Δ 0.14
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 114.80 × 121.15, spread 5.4% of mid · Δ -0.89
net GEX +$161k per 1% (calls +$163k, puts -$2k) strike 720
calls: OI 582 (+2) · vol 68 (at ask 36, at bid 10, multi-leg 34) · NBBO 6.35 × 7.55, spread 17.3% of mid · Δ 0.16
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.80 × 112.20, spread 5.9% of mid · Δ -0.86
net GEX +$599k per 1% (calls +$599k, puts +$0) strike 710
calls: OI 245 (+40) · vol 29 (at ask 6, at bid 21, multi-leg 3) · NBBO 7.65 × 8.75, spread 13.4% of mid · Δ 0.19
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.05 × 103.20, spread 6.1% of mid · Δ -0.84
net GEX +$273k per 1% (calls +$275k, puts -$2k) strike 705
calls: OI 158 (+2) · vol 13 (at ask 4, at bid 9, multi-leg 8) · NBBO 9.00 × 9.45, spread 4.9% of mid · Δ 0.20
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.75 × 99.05, spread 6.6% of mid · Δ -0.83
net GEX +$185k per 1% (calls +$185k, puts +$0) strike 700
calls: OI 1,023 (+35) · vol 142 (at ask 64, at bid 63, multi-leg 16) · NBBO 9.85 × 10.25, spread 4.0% of mid · Δ 0.21
puts: OI 19 (+0) · vol 4 (at ask 1, at bid 3, multi-leg 1) · NBBO 88.65 × 95.00, spread 6.9% of mid · Δ -0.82
net GEX +$1.2m per 1% (calls +$1.2m, puts -$24k) strike 695
calls: OI 138 (+0) · vol 20 (at ask 6, at bid 14, multi-leg 1) · NBBO 10.70 × 11.10, spread 3.7% of mid · Δ 0.23
puts: OI 2 (+0) · vol 4 (at ask 1, at bid 3, multi-leg 2) · NBBO 84.15 × 89.40, spread 6.1% of mid · Δ -0.80
net GEX +$173k per 1% (calls +$175k, puts -$3k) strike 690
calls: OI 206 (-3) · vol 62 (at ask 30, at bid 32, sweep 1, multi-leg 38) · NBBO 11.55 × 12.00, spread 3.8% of mid · Δ 0.24
puts: OI 6 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 80.25 × 85.35, spread 6.2% of mid · Δ -0.79
net GEX +$263k per 1% (calls +$271k, puts -$8k) 2026-10-30 expiry, 55 strikes within ±25% of book spot (the flip search band); 78 hidden (20 above, 58 below), 70 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$4.9m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-10-01's own - whether it opened positions shows in the 2026-10-02 book's change.
max pain $500.00 belongs to the 2026-10-16 monthly (15 days from 2026-10-01, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
Table view · 55 strikes puts strike calls GEX, $ per 1% ΔOI OI multi-leg sweep @bid @ask vol Δ spr ask bid bid ask spr Δ vol @ask @bid sweep multi-leg OI ΔOI put call net +0 0 0 0 0 0 0 -0.95 4.9% 149.75 142.55 760 3.50 3.90 10.8% 0.09 7 2 5 0 5 130 -3 +$0 +$88k +$88k +0 0 0 0 0 0 0 -0.93 3.8% 138.30 133.15 750 4.20 4.60 9.1% 0.10 48 18 29 0 10 380 -10 +$0 +$287k +$287k +0 0 0 0 0 0 0 -0.91 4.8% 130.05 123.90 740 5.00 5.40 7.7% 0.12 41 34 7 0 35 122 -4 +$0 +$103k +$103k +0 2 0 0 0 0 0 -0.89 5.4% 121.15 114.80 730 5.35 6.35 17.1% 0.14 16 9 7 1 3 174 -3 -$2k +$163k +$161k +0 0 0 0 0 0 0 -0.86 5.9% 112.20 105.80 720 6.35 7.55 17.3% 0.16 68 36 10 0 34 582 +2 +$0 +$599k +$599k +0 2 0 0 0 0 0 -0.84 6.1% 103.20 97.05 710 7.65 8.75 13.4% 0.19 29 6 21 0 3 245 +40 -$2k +$275k +$273k +0 0 0 0 0 0 0 -0.83 6.6% 99.05 92.75 705 9.00 9.45 4.9% 0.20 13 4 9 0 8 158 +2 +$0 +$185k +$185k +0 19 1 0 3 1 4 -0.82 6.9% 95.00 88.65 700 9.85 10.25 4.0% 0.21 142 64 63 0 16 1,023 +35 -$24k +$1.2m +$1.2m +0 2 2 0 3 1 4 -0.80 6.1% 89.40 84.15 695 10.70 11.10 3.7% 0.23 20 6 14 0 1 138 +0 -$3k +$175k +$173k +0 6 1 0 0 1 1 -0.79 6.2% 85.35 80.25 690 11.55 12.00 3.8% 0.24 62 30 32 1 38 206 -3 -$8k +$271k +$263k +0 14 0 0 0 0 0 -0.77 6.5% 81.35 76.20 685 11.35 13.00 13.6% 0.26 15 12 3 0 10 104 +6 -$20k +$142k +$122k +0 4 0 0 0 0 0 -0.75 8.1% 78.45 72.35 680 13.60 14.05 3.3% 0.27 27 15 12 2 2 362 -5 -$6k +$509k +$503k +0 31 0 0 0 0 0 -0.73 9.2% 74.95 68.35 675 14.70 15.20 3.3% 0.29 75 11 64 1 60 177 +4 -$47k +$257k +$210k +0 8 0 0 0 0 0 -0.71 7.1% 70.05 65.25 670 15.90 17.65 10.4% 0.31 86 58 28 1 5 347 +6 -$12k +$518k +$506k +0 22 0 0 0 0 0 -0.69 9.0% 66.60 60.85 665 17.20 17.75 3.1% 0.32 134 25 109 0 2 118 +22 -$35k +$181k +$146k +0 7 0 0 0 1 1 -0.67 7.6% 61.80 57.30 660 18.60 19.15 2.9% 0.34 34 6 26 6 6 209 +46 -$11k +$329k +$317k +1 14 0 0 0 0 0 -0.65 4.2% 59.00 56.55 655 19.55 20.75 6.0% 0.36 39 31 8 3 3 102 +3 -$23k +$164k +$141k +3 32 40 0 40 0 40 -0.63 4.6% 55.65 53.15 650 21.65 22.25 2.7% 0.38 125 40 84 3 15 591 +79 -$54k +$967k +$912k +2 23 0 0 5 0 5 -0.60 3.4% 51.65 49.90 645 23.30 24.00 3.0% 0.40 42 9 32 4 15 275 +11 -$40k +$456k +$416k +1 87 5 0 11 1 12 -0.58 3.6% 48.40 46.70 640 25.10 26.25 4.5% 0.42 214 63 140 9 14 472 +19 -$152k +$788k +$636k +2 18 0 0 2 1 3 -0.56 4.6% 45.60 43.55 635 26.15 28.20 7.5% 0.45 91 37 54 5 26 372 +18 -$32k +$626k +$594k +0 139 45 1 49 3 52 -0.54 4.8% 42.60 40.60 630 28.60 30.25 5.6% 0.47 139 40 98 4 40 526 +24 -$246k +$890k +$645k +6 76 0 0 4 2 6 -0.51 5.7% 40.00 37.80 625 30.95 32.40 4.6% 0.49 42 9 33 1 7 556 +8 -$135k +$944k +$810k +10 125 7 4 16 12 28 -0.49 6.1% 37.25 35.05 620 32.75 34.65 5.6% 0.51 172 92 75 0 104 520 +15 -$222k +$884k +$662k +32 623 1 3 61 11 72 -0.47 3.3% 33.55 32.45 615 35.65 36.80 3.2% 0.53 91 36 53 5 10 327 +27 -$1.1m +$553k -$559k +4 143 3 0 44 10 54 -0.44 6.8% 32.05 29.95 610 38.00 39.35 3.5% 0.56 162 70 90 4 45 360 +7 -$252k +$603k +$350k +2 96 1 1 27 23 52 -0.42 3.7% 28.65 27.60 605 40.40 42.05 4.0% 0.58 107 42 65 3 7 206 +8 -$168k +$340k +$173k +21 301 58 2 97 32 130 -0.40 9.0% 27.80 25.40 600 42.55 44.80 5.2% 0.60 709 404 297 6 17 516 -61 -$519k +$840k +$321k -1 157 6 1 25 4 29 -0.37 3.6% 24.10 23.25 595 45.40 47.65 4.8% 0.62 4 2 2 0 0 99 +7 -$265k +$158k -$107k +2 168 9 0 62 16 79 -0.35 3.9% 22.15 21.30 590 48.60 50.60 4.0% 0.64 15 2 12 0 10 83 +2 -$277k +$130k -$148k +12 126 13 0 26 29 56 -0.33 4.8% 20.30 19.35 585 51.60 53.70 4.0% 0.67 9 9 0 0 1 63 +0 -$202k +$96k -$107k +19 493 18 0 66 33 101 -0.31 4.4% 18.40 17.60 580 54.35 57.60 5.8% 0.69 12 6 6 0 1 189 -2 -$768k +$279k -$489k +11 476 14 6 16 26 43 -0.28 4.9% 16.80 16.00 575 58.35 61.75 5.7% 0.71 2 1 1 0 1 89 +0 -$716k +$127k -$589k +13 219 33 0 44 232 280 -0.26 13.3% 16.45 14.40 570 61.15 64.35 5.1% 0.73 6 2 2 0 6 162 -1 -$317k +$223k -$93k +13 154 32 0 33 3 38 -0.24 5.6% 13.75 13.00 565 64.95 68.80 5.8% 0.74 2 1 1 0 2 138 +10 -$213k +$182k -$31k +6 368 21 6 36 30 70 -0.23 5.8% 12.45 11.75 560 68.60 72.45 5.5% 0.76 1 1 0 0 1 215 +5 -$486k +$271k -$214k +12 151 73 1 68 58 127 -0.21 6.9% 11.30 10.55 555 72.20 76.30 5.5% 0.78 1 1 0 0 0 108 -3 -$189k +$130k -$59k +35 582 85 0 40 398 464 -0.19 7.7% 10.15 9.40 550 75.60 80.05 5.7% 0.79 3 3 0 0 0 281 +12 -$688k +$322k -$365k +13 268 6 0 14 41 55 -0.18 7.9% 9.20 8.50 545 80.10 84.15 4.9% 0.81 9 8 1 0 6 209 +1 -$298k +$227k -$72k +64 633 48 2 33 42 86 -0.16 8.8% 8.30 7.60 540 84.15 88.35 4.9% 0.82 10 0 10 0 10 61 +0 -$662k +$63k -$599k +33 312 20 0 13 19 38 -0.15 6.9% 7.45 6.95 535 88.35 92.50 4.6% 0.83 11 1 0 0 11 101 -13 -$305k +$98k -$208k +98 430 37 0 34 28 69 -0.13 9.2% 6.85 6.25 530 91.45 97.80 6.7% 0.85 10 0 10 0 10 120 -2 -$392k +$109k -$283k +39 364 6 0 5 214 222 -0.12 11.4% 6.05 5.40 525 96.50 101.05 4.6% 0.86 2 0 0 0 2 43 +0 -$309k +$37k -$272k +56 491 14 0 12 11 34 -0.11 9.9% 5.30 4.80 520 100.90 105.45 4.4% 0.87 0 0 0 0 0 76 +1 -$385k +$61k -$324k +20 176 12 0 13 17 31 -0.10 11.1% 4.75 4.25 515 105.65 109.90 3.9% 0.88 0 0 0 0 0 32 +0 -$127k +$24k -$103k +24 285 11 0 7 3 16 -0.09 14.6% 4.40 3.80 510 108.65 115.45 6.1% 0.89 0 0 0 0 0 40 +0 -$190k +$28k -$162k +14 640 5 0 10 4 15 -0.08 15.0% 3.95 3.40 505 113.75 119.55 5.0% 0.89 3 0 3 0 0 49 +0 -$394k +$32k -$361k +70 1,175 34 0 57 213 291 -0.07 14.0% 3.45 3.00 500 117.85 124.60 5.6% 0.90 9 1 8 0 9 76 +0 -$662k +$47k -$616k +3 234 8 0 10 4 14 -0.07 15.1% 3.20 2.75 495 123.30 129.25 4.7% 0.91 2 0 2 0 0 46 +0 -$121k +$26k -$94k +15 231 2 0 6 8 14 -0.06 16.4% 2.84 2.41 490 127.25 133.95 5.1% 0.92 0 0 0 0 0 59 +0 -$109k +$31k -$77k -16 110 1 0 3 0 4 -0.05 19.3% 2.61 2.15 485 132.55 138.70 4.5% 0.93 0 0 0 0 0 51 +0 -$47k +$25k -$22k +28 267 9 0 5 18 27 -0.05 13.9% 2.15 1.87 480 136.70 143.45 4.8% 0.93 0 0 0 0 0 28 +0 -$105k +$13k -$92k +3 256 9 0 16 5 26 -0.04 10.9% 1.93 1.73 475 140.95 148.20 5.0% 0.93 0 0 0 0 0 19 +1 -$91k +$8k -$83k +4 123 16 0 19 2 22 -0.04 11.4% 1.76 1.57 470 145.80 153.00 4.8% 0.94 0 0 0 0 0 22 +0 -$40k +$9k -$31k +5 135 1 0 1 26 27 -0.03 32.0% 1.85 1.34 465 150.65 158.10 4.8% 0.94 8 0 8 0 8 23 +0 -$39k +$9k -$30k
strike 685
calls: OI 104 (+6) · vol 15 (at ask 12, at bid 3, multi-leg 10) · NBBO 11.35 × 13.00, spread 13.6% of mid · Δ 0.26
puts: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 76.20 × 81.35, spread 6.5% of mid · Δ -0.77
net GEX +$122k per 1% (calls +$142k, puts -$20k) strike 680
calls: OI 362 (-5) · vol 27 (at ask 15, at bid 12, sweep 2, multi-leg 2) · NBBO 13.60 × 14.05, spread 3.3% of mid · Δ 0.27
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.35 × 78.45, spread 8.1% of mid · Δ -0.75
net GEX +$503k per 1% (calls +$509k, puts -$6k) strike 675
calls: OI 177 (+4) · vol 75 (at ask 11, at bid 64, sweep 1, multi-leg 60) · NBBO 14.70 × 15.20, spread 3.3% of mid · Δ 0.29
puts: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 68.35 × 74.95, spread 9.2% of mid · Δ -0.73
net GEX +$210k per 1% (calls +$257k, puts -$47k) strike 670
calls: OI 347 (+6) · vol 86 (at ask 58, at bid 28, sweep 1, multi-leg 5) · NBBO 15.90 × 17.65, spread 10.4% of mid · Δ 0.31
puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.25 × 70.05, spread 7.1% of mid · Δ -0.71
net GEX +$506k per 1% (calls +$518k, puts -$12k) strike 665
calls: OI 118 (+22) · vol 134 (at ask 25, at bid 109, multi-leg 2) · NBBO 17.20 × 17.75, spread 3.1% of mid · Δ 0.32
puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.85 × 66.60, spread 9.0% of mid · Δ -0.69
net GEX +$146k per 1% (calls +$181k, puts -$35k) strike 660
calls: OI 209 (+46) · vol 34 (at ask 6, at bid 26, sweep 6, multi-leg 6) · NBBO 18.60 × 19.15, spread 2.9% of mid · Δ 0.34
puts: OI 7 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 57.30 × 61.80, spread 7.6% of mid · Δ -0.67
net GEX +$317k per 1% (calls +$329k, puts -$11k) strike 655
calls: OI 102 (+3) · vol 39 (at ask 31, at bid 8, sweep 3, multi-leg 3) · NBBO 19.55 × 20.75, spread 6.0% of mid · Δ 0.36
puts: OI 14 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 56.55 × 59.00, spread 4.2% of mid · Δ -0.65
net GEX +$141k per 1% (calls +$164k, puts -$23k) strike 650
calls: OI 591 (+79) · vol 125 (at ask 40, at bid 84, sweep 3, multi-leg 15) · NBBO 21.65 × 22.25, spread 2.7% of mid · Δ 0.38
puts: OI 32 (+3) · vol 40 (at ask 0, at bid 40, multi-leg 40) · NBBO 53.15 × 55.65, spread 4.6% of mid · Δ -0.63
net GEX +$912k per 1% (calls +$967k, puts -$54k) strike 645
calls: OI 275 (+11) · vol 42 (at ask 9, at bid 32, sweep 4, multi-leg 15) · NBBO 23.30 × 24.00, spread 3.0% of mid · Δ 0.40
puts: OI 23 (+2) · vol 5 (at ask 0, at bid 5) · NBBO 49.90 × 51.65, spread 3.4% of mid · Δ -0.60
net GEX +$416k per 1% (calls +$456k, puts -$40k) strike 640
calls: OI 472 (+19) · vol 214 (at ask 63, at bid 140, sweep 9, multi-leg 14) · NBBO 25.10 × 26.25, spread 4.5% of mid · Δ 0.42
puts: OI 87 (+1) · vol 12 (at ask 1, at bid 11, multi-leg 5) · NBBO 46.70 × 48.40, spread 3.6% of mid · Δ -0.58
net GEX +$636k per 1% (calls +$788k, puts -$152k) strike 635
calls: OI 372 (+18) · vol 91 (at ask 37, at bid 54, sweep 5, multi-leg 26) · NBBO 26.15 × 28.20, spread 7.5% of mid · Δ 0.45
puts: OI 18 (+2) · vol 3 (at ask 1, at bid 2) · NBBO 43.55 × 45.60, spread 4.6% of mid · Δ -0.56
net GEX +$594k per 1% (calls +$626k, puts -$32k) strike 630
calls: OI 526 (+24) · vol 139 (at ask 40, at bid 98, sweep 4, multi-leg 40) · NBBO 28.60 × 30.25, spread 5.6% of mid · Δ 0.47
puts: OI 139 (+0) · vol 52 (at ask 3, at bid 49, sweep 1, multi-leg 45) · NBBO 40.60 × 42.60, spread 4.8% of mid · Δ -0.54
net GEX +$645k per 1% (calls +$890k, puts -$246k) strike 625
calls: OI 556 (+8) · vol 42 (at ask 9, at bid 33, sweep 1, multi-leg 7) · NBBO 30.95 × 32.40, spread 4.6% of mid · Δ 0.49
puts: OI 76 (+6) · vol 6 (at ask 2, at bid 4) · NBBO 37.80 × 40.00, spread 5.7% of mid · Δ -0.51
net GEX +$810k per 1% (calls +$944k, puts -$135k) strike 620
calls: OI 520 (+15) · vol 172 (at ask 92, at bid 75, multi-leg 104) · NBBO 32.75 × 34.65, spread 5.6% of mid · Δ 0.51
puts: OI 125 (+10) · vol 28 (at ask 12, at bid 16, sweep 4, multi-leg 7) · NBBO 35.05 × 37.25, spread 6.1% of mid · Δ -0.49
net GEX +$662k per 1% (calls +$884k, puts -$222k) strike 615
calls: OI 327 (+27) · vol 91 (at ask 36, at bid 53, sweep 5, multi-leg 10) · NBBO 35.65 × 36.80, spread 3.2% of mid · Δ 0.53
puts: OI 623 (+32) · vol 72 (at ask 11, at bid 61, sweep 3, multi-leg 1) · NBBO 32.45 × 33.55, spread 3.3% of mid · Δ -0.47
net GEX -$559k per 1% (calls +$553k, puts -$1.1m) strike 610
calls: OI 360 (+7) · vol 162 (at ask 70, at bid 90, sweep 4, multi-leg 45) · NBBO 38.00 × 39.35, spread 3.5% of mid · Δ 0.56
puts: OI 143 (+4) · vol 54 (at ask 10, at bid 44, multi-leg 3) · NBBO 29.95 × 32.05, spread 6.8% of mid · Δ -0.44
net GEX +$350k per 1% (calls +$603k, puts -$252k) strike 605
calls: OI 206 (+8) · vol 107 (at ask 42, at bid 65, sweep 3, multi-leg 7) · NBBO 40.40 × 42.05, spread 4.0% of mid · Δ 0.58
puts: OI 96 (+2) · vol 52 (at ask 23, at bid 27, sweep 1, multi-leg 1) · NBBO 27.60 × 28.65, spread 3.7% of mid · Δ -0.42
net GEX +$173k per 1% (calls +$340k, puts -$168k) strike 600
calls: OI 516 (-61) · vol 709 (at ask 404, at bid 297, sweep 6, multi-leg 17) · NBBO 42.55 × 44.80, spread 5.2% of mid · Δ 0.60
puts: OI 301 (+21) · vol 130 (at ask 32, at bid 97, sweep 2, multi-leg 58) · NBBO 25.40 × 27.80, spread 9.0% of mid · Δ -0.40
net GEX +$321k per 1% (calls +$840k, puts -$519k) strike 595
calls: OI 99 (+7) · vol 4 (at ask 2, at bid 2) · NBBO 45.40 × 47.65, spread 4.8% of mid · Δ 0.62
puts: OI 157 (-1) · vol 29 (at ask 4, at bid 25, sweep 1, multi-leg 6) · NBBO 23.25 × 24.10, spread 3.6% of mid · Δ -0.37
net GEX -$107k per 1% (calls +$158k, puts -$265k) strike 590
calls: OI 83 (+2) · vol 15 (at ask 2, at bid 12, multi-leg 10) · NBBO 48.60 × 50.60, spread 4.0% of mid · Δ 0.64
puts: OI 168 (+2) · vol 79 (at ask 16, at bid 62, multi-leg 9) · NBBO 21.30 × 22.15, spread 3.9% of mid · Δ -0.35
net GEX -$148k per 1% (calls +$130k, puts -$277k) strike 585
calls: OI 63 (+0) · vol 9 (at ask 9, at bid 0, multi-leg 1) · NBBO 51.60 × 53.70, spread 4.0% of mid · Δ 0.67
puts: OI 126 (+12) · vol 56 (at ask 29, at bid 26, multi-leg 13) · NBBO 19.35 × 20.30, spread 4.8% of mid · Δ -0.33
net GEX -$107k per 1% (calls +$96k, puts -$202k) strike 580
calls: OI 189 (-2) · vol 12 (at ask 6, at bid 6, multi-leg 1) · NBBO 54.35 × 57.60, spread 5.8% of mid · Δ 0.69
puts: OI 493 (+19) · vol 101 (at ask 33, at bid 66, multi-leg 18) · NBBO 17.60 × 18.40, spread 4.4% of mid · Δ -0.31
net GEX -$489k per 1% (calls +$279k, puts -$768k) strike 575
calls: OI 89 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 58.35 × 61.75, spread 5.7% of mid · Δ 0.71
puts: OI 476 (+11) · vol 43 (at ask 26, at bid 16, sweep 6, multi-leg 14) · NBBO 16.00 × 16.80, spread 4.9% of mid · Δ -0.28
net GEX -$589k per 1% (calls +$127k, puts -$716k) strike 570
calls: OI 162 (-1) · vol 6 (at ask 2, at bid 2, multi-leg 6) · NBBO 61.15 × 64.35, spread 5.1% of mid · Δ 0.73
puts: OI 219 (+13) · vol 280 (at ask 232, at bid 44, multi-leg 33) · NBBO 14.40 × 16.45, spread 13.3% of mid · Δ -0.26
net GEX -$93k per 1% (calls +$223k, puts -$317k) strike 565
calls: OI 138 (+10) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 64.95 × 68.80, spread 5.8% of mid · Δ 0.74
puts: OI 154 (+13) · vol 38 (at ask 3, at bid 33, multi-leg 32) · NBBO 13.00 × 13.75, spread 5.6% of mid · Δ -0.24
net GEX -$31k per 1% (calls +$182k, puts -$213k) strike 560
calls: OI 215 (+5) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 68.60 × 72.45, spread 5.5% of mid · Δ 0.76
puts: OI 368 (+6) · vol 70 (at ask 30, at bid 36, sweep 6, multi-leg 21) · NBBO 11.75 × 12.45, spread 5.8% of mid · Δ -0.23
net GEX -$214k per 1% (calls +$271k, puts -$486k) strike 555
calls: OI 108 (-3) · vol 1 (at ask 1, at bid 0) · NBBO 72.20 × 76.30, spread 5.5% of mid · Δ 0.78
puts: OI 151 (+12) · vol 127 (at ask 58, at bid 68, sweep 1, multi-leg 73) · NBBO 10.55 × 11.30, spread 6.9% of mid · Δ -0.21
net GEX -$59k per 1% (calls +$130k, puts -$189k) strike 550
calls: OI 281 (+12) · vol 3 (at ask 3, at bid 0) · NBBO 75.60 × 80.05, spread 5.7% of mid · Δ 0.79
puts: OI 582 (+35) · vol 464 (at ask 398, at bid 40, multi-leg 85) · NBBO 9.40 × 10.15, spread 7.7% of mid · Δ -0.19
net GEX -$365k per 1% (calls +$322k, puts -$688k) strike 545
calls: OI 209 (+1) · vol 9 (at ask 8, at bid 1, multi-leg 6) · NBBO 80.10 × 84.15, spread 4.9% of mid · Δ 0.81
puts: OI 268 (+13) · vol 55 (at ask 41, at bid 14, multi-leg 6) · NBBO 8.50 × 9.20, spread 7.9% of mid · Δ -0.18
net GEX -$72k per 1% (calls +$227k, puts -$298k) strike 540
calls: OI 61 (+0) · vol 10 (at ask 0, at bid 10, multi-leg 10) · NBBO 84.15 × 88.35, spread 4.9% of mid · Δ 0.82
puts: OI 633 (+64) · vol 86 (at ask 42, at bid 33, sweep 2, multi-leg 48) · NBBO 7.60 × 8.30, spread 8.8% of mid · Δ -0.16
net GEX -$599k per 1% (calls +$63k, puts -$662k) strike 535
calls: OI 101 (-13) · vol 11 (at ask 1, at bid 0, multi-leg 11) · NBBO 88.35 × 92.50, spread 4.6% of mid · Δ 0.83
puts: OI 312 (+33) · vol 38 (at ask 19, at bid 13, multi-leg 20) · NBBO 6.95 × 7.45, spread 6.9% of mid · Δ -0.15
net GEX -$208k per 1% (calls +$98k, puts -$305k) strike 530
calls: OI 120 (-2) · vol 10 (at ask 0, at bid 10, multi-leg 10) · NBBO 91.45 × 97.80, spread 6.7% of mid · Δ 0.85
puts: OI 430 (+98) · vol 69 (at ask 28, at bid 34, multi-leg 37) · NBBO 6.25 × 6.85, spread 9.2% of mid · Δ -0.13
net GEX -$283k per 1% (calls +$109k, puts -$392k) strike 525
calls: OI 43 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 96.50 × 101.05, spread 4.6% of mid · Δ 0.86
puts: OI 364 (+39) · vol 222 (at ask 214, at bid 5, multi-leg 6) · NBBO 5.40 × 6.05, spread 11.4% of mid · Δ -0.12
net GEX -$272k per 1% (calls +$37k, puts -$309k) strike 520
calls: OI 76 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 100.90 × 105.45, spread 4.4% of mid · Δ 0.87
puts: OI 491 (+56) · vol 34 (at ask 11, at bid 12, multi-leg 14) · NBBO 4.80 × 5.30, spread 9.9% of mid · Δ -0.11
net GEX -$324k per 1% (calls +$61k, puts -$385k) strike 515
calls: OI 32 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.65 × 109.90, spread 3.9% of mid · Δ 0.88
puts: OI 176 (+20) · vol 31 (at ask 17, at bid 13, multi-leg 12) · NBBO 4.25 × 4.75, spread 11.1% of mid · Δ -0.10
net GEX -$103k per 1% (calls +$24k, puts -$127k) strike 510
calls: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.65 × 115.45, spread 6.1% of mid · Δ 0.89
puts: OI 285 (+24) · vol 16 (at ask 3, at bid 7, multi-leg 11) · NBBO 3.80 × 4.40, spread 14.6% of mid · Δ -0.09
net GEX -$162k per 1% (calls +$28k, puts -$190k) strike 505
calls: OI 49 (+0) · vol 3 (at ask 0, at bid 3) · NBBO 113.75 × 119.55, spread 5.0% of mid · Δ 0.89
puts: OI 640 (+14) · vol 15 (at ask 4, at bid 10, multi-leg 5) · NBBO 3.40 × 3.95, spread 15.0% of mid · Δ -0.08
net GEX -$361k per 1% (calls +$32k, puts -$394k) strike 500
calls: OI 76 (+0) · vol 9 (at ask 1, at bid 8, multi-leg 9) · NBBO 117.85 × 124.60, spread 5.6% of mid · Δ 0.90
puts: OI 1,175 (+70) · vol 291 (at ask 213, at bid 57, multi-leg 34) · NBBO 3.00 × 3.45, spread 14.0% of mid · Δ -0.07
net GEX -$616k per 1% (calls +$47k, puts -$662k) strike 495
calls: OI 46 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 123.30 × 129.25, spread 4.7% of mid · Δ 0.91
puts: OI 234 (+3) · vol 14 (at ask 4, at bid 10, multi-leg 8) · NBBO 2.75 × 3.20, spread 15.1% of mid · Δ -0.07
net GEX -$94k per 1% (calls +$26k, puts -$121k) strike 490
calls: OI 59 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.25 × 133.95, spread 5.1% of mid · Δ 0.92
puts: OI 231 (+15) · vol 14 (at ask 8, at bid 6, multi-leg 2) · NBBO 2.41 × 2.84, spread 16.4% of mid · Δ -0.06
net GEX -$77k per 1% (calls +$31k, puts -$109k) strike 485
calls: OI 51 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.55 × 138.70, spread 4.5% of mid · Δ 0.93
puts: OI 110 (-16) · vol 4 (at ask 0, at bid 3, multi-leg 1) · NBBO 2.15 × 2.61, spread 19.3% of mid · Δ -0.05
net GEX -$22k per 1% (calls +$25k, puts -$47k) strike 480
calls: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 136.70 × 143.45, spread 4.8% of mid · Δ 0.93
puts: OI 267 (+28) · vol 27 (at ask 18, at bid 5, multi-leg 9) · NBBO 1.87 × 2.15, spread 13.9% of mid · Δ -0.05
net GEX -$92k per 1% (calls +$13k, puts -$105k) strike 475
calls: OI 19 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 140.95 × 148.20, spread 5.0% of mid · Δ 0.93
puts: OI 256 (+3) · vol 26 (at ask 5, at bid 16, multi-leg 9) · NBBO 1.73 × 1.93, spread 10.9% of mid · Δ -0.04
net GEX -$83k per 1% (calls +$8k, puts -$91k) strike 470
calls: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 145.80 × 153.00, spread 4.8% of mid · Δ 0.94
puts: OI 123 (+4) · vol 22 (at ask 2, at bid 19, multi-leg 16) · NBBO 1.57 × 1.76, spread 11.4% of mid · Δ -0.04
net GEX -$31k per 1% (calls +$9k, puts -$40k) strike 465
calls: OI 23 (+0) · vol 8 (at ask 0, at bid 8, multi-leg 8) · NBBO 150.65 × 158.10, spread 4.8% of mid · Δ 0.94
puts: OI 135 (+5) · vol 27 (at ask 26, at bid 1, multi-leg 1) · NBBO 1.34 × 1.85, spread 32.0% of mid · Δ -0.03
net GEX -$30k per 1% (calls +$9k, puts -$39k)