Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
21.7%
own all (<3y) · n=246
IV rank
20.6%
own 1y · n=245
range
42.0% – 89.2%
own 1y · n=245
Term structure · constant maturity 36 consecutive sessions in contango (the normal upward slope).
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, 39 calendar days from the 2026-09-25 curve - every tenor of 39d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 68.6% 34.2% ━ 2026-09-25 ┅ 2026-08-26 (21 sessions earlier) ■ earnings, at the first session it can move (□ no expected move served) tenors in calendar days, log scale The 2026-09-24 calendar snapshot lists nothing after the 2026-09-25 close.
Earnings: 2026-11-03 time unknown, stated by the vendor's estimate, first moves the 2026-11-03 session (39d on the tenor axis), no expected move served
Skew · risk reversal 25-delta
-0.9 pts
own all (<3y) 71.3% · n=40
10-delta
-0.5 pts
own all (<3y) 48.8% · n=40
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 2026-09-24 1d 2026-09-25 · short
2026-09-25: 6 put and 6 call strikes within ±2.4%, IV 53% to 55% 60% 50% 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 2026-09-26, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-03 time?the vendor's estimate
ATM IV · 09-24 expected move 2026-10-30 Fri weekly 35 2026-10-02 7d clear · 4d
Chain · one strike axis Book as of 2026-09-24 : 1 session behind 2026-09-25: no AMD chain statistics (net_gex) dated after 2026-09-24 are knowable as of 2026-09-25, and no ticker has newer ones. The strikes drawn below are 2026-09-24's rows as stored now; the levels and statistics are the readings dated 2026-09-24, computed from those rows when the readings were derived, and a fetch of 2026-09-24 after that can revise rows. Open interest is what entered 2026-09-24 (OCC's settlement of 2026-09-23), valued at the 2026-09-24 close.
net GEX · carried book
+$447.2m per 1%
own all (<3y) 96.4% · n=69
gamma flip
$530.71
flip within ±25% of book spot
flip distance
-3.67 ATR
own all (<3y) 3.6% · n=69
low 42.0% 245 sessions, 1y · today 51.7% high 89.2%
As the vendor's calendar stood on 2026-09-26, not on the page's date.
90-day IV
55.9%
own all (<3y) 37.2% · n=246
slope, 30d − 90d
-4.2 pts
own all (<3y) 23.0% · n=246
variance risk premium, 30d
-3.0 pts
own all (<3y) 47.9% · n=241
−2.4% book spot +2.4% 8d 2026-10-02
2026-10-02: 17 put and 17 call strikes within ±6.7%, IV 52% to 54% 60% 50% −6.7% book spot +6.7% 15d 2026-10-09
2026-10-09: 16 put and 12 call strikes within ±9.1%, IV 50% to 54% 60% 50% −9.1% book spot +9.1% 22d 2026-10-16
2026-10-16: 14 put and 7 call strikes within ±11%, IV 52% to 53% 60% 50% −11% book spot +11% 29d 2026-10-23
2026-10-23: 16 put and 16 call strikes within ±13%, IV 52% to 54% 60% 50% −13% book spot +13% 57d 2026-11-20
2026-11-20: 11 put and 12 call strikes within ±18%, IV 58% to 59% 60% 50% −18% book spot +18% 85d 2026-12-18
2026-12-18: 13 put and 14 call strikes within ±22%, IV 57% to 58% 60% 50% −22% book spot +22% 113d 2027-01-15
2027-01-15: 15 put and 16 call strikes within ±25%, IV 55% to 57% 60% 50% −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 (50%–60%), set by the expiries past 7 DTE.
54.5% c 630
2026-11-06 Fri weekly 42 2026-10-09 14d spans · +3d exit 25d before
56.6% c 630 none served
2026-11-20 Fri 56 2026-10-23 28d spans · +17d exit 11d before
58.6% c 630 none served
DTE counts calendar days from 2026-09-25, the page's date and the earliest an entry could be made - not from the 2026-09-24 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-24 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 2026-09-25 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 2026-09-25, 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 2026-09-24 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 $629.26 (unadjusted close, 2026-09-24) · call wall $650.00 (+3.30% from book spot) · put wall $600.00 (-4.65% from book spot) · max pain $490.00 (-22.13% 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 $629.26 × (1 + that distance) - the 2026-09-24 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. AMD headlines $630.63 , its newest unadjusted close, on 2026-09-25 ; the book was taken at $629.26 on 2026-09-24 , 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 2026-09-24 book's levels, on the 2026-09-24 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
2026-08-24 is not an expiry on the 2026-09-24 book; showing 2026-10-23.
Tradability of the 2026-10-23 expiry: 28 calendar days from 2026-09-25 (29 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-24 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 725 (Δ 0.20), put 565 (Δ -0.21).
book spot call wall put wall max pain gamma flip floors, marked not filtered: ▸◂ strike nearest 0.20 delta, beside the spread panel · × no two-sided quote · | spread past 25%
OI changes are 2026-09-23's trading; volume is 2026-09-24's. ◀ put OI call OI ▶ entering 2026-09-24 ◀ put vol call vol ▶ traded 2026-09-24 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 780 770 760 750 740 735 730 725 720 715 710 705 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 put strike nearest 0.20 delta: 565 call strike nearest 0.20 delta: 725 2.7k 0 2.7k 503 503 25% 10% 10% 25% -$3.6m +$3.6m call wall 650 book spot 629.26 put wall 600 γ flip 530.71 strike 780
calls: OI 108 (+0) · vol 35 (at ask 10, at bid 25) · NBBO 4.50 × 4.90, spread 8.5% of mid · Δ 0.10
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 150.60 × 157.35, spread 4.4% of mid · Δ -0.93
net GEX +$75k per 1% (calls +$76k, puts -$1k) strike 770
calls: OI 139 (+0) · vol 56 (at ask 21, at bid 35, sweep 1, multi-leg 12) · NBBO 5.20 × 5.65, spread 8.3% of mid · Δ 0.12
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 142.15 × 146.05, spread 2.7% of mid · Δ -0.92
net GEX +$108k per 1% (calls +$108k, puts +$0) strike 760
calls: OI 66 (+18) · vol 29 (at ask 9, at bid 19, multi-leg 2) · NBBO 6.05 × 6.50, spread 7.2% of mid · Δ 0.13
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 131.70 × 136.85, spread 3.8% of mid · Δ -0.91
net GEX +$56k per 1% (calls +$56k, puts +$0) strike 750
calls: OI 114 (+35) · vol 51 (at ask 37, at bid 12, multi-leg 3) · NBBO 5.95 × 7.45, spread 22.4% of mid · Δ 0.15
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.65 × 127.70, spread 4.0% of mid · Δ -0.89
net GEX +$106k per 1% (calls +$106k, puts +$0) strike 740
calls: OI 138 (+5) · vol 22 (at ask 11, at bid 10, multi-leg 1) · NBBO 8.05 × 8.60, spread 6.6% of mid · Δ 0.17
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.70 × 118.90, spread 4.5% of mid · Δ -0.87
net GEX +$140k per 1% (calls +$140k, puts +$0) strike 735
calls: OI 159 (-1) · vol 54 (at ask 47, at bid 7) · NBBO 8.70 × 9.25, spread 6.1% of mid · Δ 0.18
puts: OI 0 (+0) · vol 10 (at ask 10, at bid 0, multi-leg 10) · NBBO 109.30 × 114.40, spread 4.6% of mid · Δ -0.86
net GEX +$168k per 1% (calls +$168k, puts +$0) strike 730
calls: OI 139 (-4) · vol 114 (at ask 25, at bid 83) · NBBO 9.35 × 9.90, spread 5.7% of mid · Δ 0.19
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.95 × 110.05, spread 4.7% of mid · Δ -0.84
net GEX +$152k per 1% (calls +$152k, puts +$0) strike 725
calls: OI 104 (+60) · vol 35 (at ask 33, at bid 2, sweep 1) · NBBO 8.90 × 10.65, spread 17.9% of mid · Δ 0.20
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.70 × 105.95, spread 5.1% of mid · Δ -0.83
net GEX +$119k per 1% (calls +$119k, puts +$0) strike 720
calls: OI 112 (+0) · vol 39 (at ask 30, at bid 7, sweep 1, multi-leg 3) · NBBO 9.80 × 11.40, spread 15.1% of mid · Δ 0.21
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 96.95 × 101.60, spread 4.7% of mid · Δ -0.81
net GEX +$133k per 1% (calls +$133k, puts +$0) strike 715
calls: OI 158 (+2) · vol 21 (at ask 16, at bid 5, multi-leg 1) · NBBO 10.50 × 12.25, spread 15.4% of mid · Δ 0.23
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.50 × 97.90, spread 4.6% of mid · Δ -0.80
net GEX +$192k per 1% (calls +$194k, puts -$1k) 2026-10-23 expiry, 58 strikes within ±25% of book spot (the flip search band); 105 hidden (18 above, 87 below), 90 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$17.5m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-24's own - whether it opened positions shows in the 2026-09-25 book's change.
max pain $490.00 belongs to the 2026-10-16 monthly (22 days from 2026-09-24, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
Table view · 58 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 2 0 0 0 0 0 -0.93 4.4% 157.35 150.60 780 4.50 4.90 8.5% 0.10 35 10 25 0 0 108 +0 -$1k +$76k +$75k +0 0 0 0 0 0 0 -0.92 2.7% 146.05 142.15 770 5.20 5.65 8.3% 0.12 56 21 35 1 12 139 +0 +$0 +$108k +$108k +0 0 0 0 0 0 0 -0.91 3.8% 136.85 131.70 760 6.05 6.50 7.2% 0.13 29 9 19 0 2 66 +18 +$0 +$56k +$56k +0 0 0 0 0 0 0 -0.89 4.0% 127.70 122.65 750 5.95 7.45 22.4% 0.15 51 37 12 0 3 114 +35 +$0 +$106k +$106k +0 0 0 0 0 0 0 -0.87 4.5% 118.90 113.70 740 8.05 8.60 6.6% 0.17 22 11 10 0 1 138 +5 +$0 +$140k +$140k +0 0 10 0 0 10 10 -0.86 4.6% 114.40 109.30 735 8.70 9.25 6.1% 0.18 54 47 7 0 0 159 -1 +$0 +$168k +$168k +0 0 0 0 0 0 0 -0.84 4.7% 110.05 104.95 730 9.35 9.90 5.7% 0.19 114 25 83 0 0 139 -4 +$0 +$152k +$152k +0 0 0 0 0 0 0 -0.83 5.1% 105.95 100.70 725 8.90 10.65 17.9% 0.20 35 33 2 1 0 104 +60 +$0 +$119k +$119k +0 0 0 0 0 0 0 -0.81 4.7% 101.60 96.95 720 9.80 11.40 15.1% 0.21 39 30 7 1 3 112 +0 +$0 +$133k +$133k +0 1 0 0 0 0 0 -0.80 4.6% 97.90 93.50 715 10.50 12.25 15.4% 0.23 21 16 5 0 1 158 +2 -$1k +$194k +$192k +0 0 0 0 0 0 0 -0.78 5.8% 93.30 88.05 710 12.55 13.15 4.7% 0.24 27 4 3 0 21 120 -26 +$0 +$152k +$152k +0 0 0 0 0 0 0 -0.77 5.3% 89.50 84.85 705 13.50 14.15 4.7% 0.25 59 26 13 1 27 2,459 +27 +$0 +$3.2m +$3.2m +0 3 0 0 0 5 5 -0.75 6.2% 85.35 80.25 700 14.45 15.20 5.1% 0.27 209 69 127 8 29 2,704 +42 -$4k +$3.6m +$3.6m +0 17 0 0 0 0 0 -0.74 4.6% 81.50 77.80 695 15.55 16.30 4.7% 0.28 77 47 29 1 1 120 +17 -$25k +$166k +$142k +0 3 0 0 0 0 0 -0.72 6.4% 77.90 73.05 690 15.10 17.50 14.7% 0.30 60 56 4 2 5 121 +7 -$4k +$172k +$168k +1 9 0 0 0 0 0 -0.70 6.6% 73.55 68.85 685 16.65 20.00 18.3% 0.32 50 36 13 3 12 117 -2 -$14k +$171k +$157k +1 15 0 0 16 13 29 -0.68 7.8% 70.10 64.85 680 17.95 21.40 17.5% 0.33 33 8 25 2 8 718 +3 -$24k +$1.1m +$1.0m +0 1 0 0 0 14 14 -0.66 6.5% 66.25 62.10 675 19.30 22.85 16.8% 0.35 58 32 26 0 7 160 +12 -$2k +$243k +$241k -1 12 0 4 20 4 24 -0.64 8.1% 62.75 57.85 670 20.85 23.00 9.8% 0.37 71 21 47 1 14 164 +3 -$20k +$254k +$234k +0 10 10 0 0 10 10 -0.62 9.3% 59.70 54.40 665 23.45 24.55 4.6% 0.39 122 63 59 9 8 87 +3 -$16k +$137k +$121k +0 24 0 1 10 12 22 -0.60 10.0% 56.45 51.05 660 25.25 26.20 3.7% 0.41 126 101 24 2 11 661 +66 -$40k +$1.1m +$1.0m +0 4 0 0 2 0 2 -0.58 10.5% 53.15 47.85 655 27.00 27.95 3.5% 0.43 29 20 9 0 3 106 +6 -$7k +$171k +$164k +4 22 0 0 1 0 1 -0.56 4.5% 49.60 47.40 650 28.50 29.85 4.6% 0.44 252 88 163 10 44 322 +10 -$38k +$526k +$488k +0 34 8 2 48 0 48 -0.54 8.5% 46.85 43.05 645 30.75 31.75 3.2% 0.46 263 97 166 3 1 165 +2 -$59k +$271k +$212k +2 22 0 0 0 0 0 -0.52 7.2% 42.60 39.65 640 31.80 33.80 6.1% 0.49 173 84 88 3 131 300 +39 -$39k +$494k +$455k +0 34 2 0 3 1 5 -0.50 5.8% 41.35 39.00 635 33.95 35.95 5.7% 0.51 74 61 12 1 5 123 -16 -$61k +$203k +$143k +18 34 6 0 33 14 47 -0.48 7.3% 36.85 34.25 630 37.30 38.00 1.9% 0.53 79 42 36 2 56 1,764 -7 -$61k +$2.9m +$2.9m +23 41 27 2 50 19 70 -0.45 9.9% 34.95 31.65 625 39.60 41.85 5.5% 0.55 145 91 40 4 26 193 +30 -$73k +$318k +$246k +89 758 17 9 344 157 503 -0.43 3.0% 31.85 30.90 620 42.00 43.10 2.6% 0.57 150 86 64 9 31 371 +24 -$1.3m +$606k -$714k +26 107 4 0 29 47 77 -0.41 12.7% 30.60 26.95 615 44.35 46.60 4.9% 0.59 82 37 45 3 21 379 +4 -$183k +$612k +$429k +20 192 5 3 61 79 140 -0.39 3.4% 27.10 26.20 610 47.10 48.95 3.9% 0.61 153 65 86 4 27 287 +18 -$322k +$457k +$135k -3 62 3 2 8 6 14 -0.37 13.6% 26.00 22.70 605 49.85 52.70 5.6% 0.63 131 32 98 1 9 511 -12 -$102k +$803k +$701k +29 371 16 2 132 67 203 -0.34 3.8% 23.00 22.15 600 52.85 54.20 2.5% 0.65 106 53 48 2 24 446 -11 -$598k +$689k +$91k +38 153 3 1 107 10 117 -0.32 14.0% 21.85 19.00 595 55.80 58.80 5.2% 0.67 21 3 18 0 2 128 +1 -$240k +$192k -$48k +40 85 7 6 16 26 42 -0.30 9.8% 20.35 18.45 590 58.70 62.30 6.0% 0.69 41 19 20 0 16 184 +15 -$129k +$266k +$136k +24 87 2 2 9 3 12 -0.28 13.9% 18.05 15.70 585 61.70 66.95 8.2% 0.71 7 4 3 0 5 130 +7 -$128k +$181k +$53k +76 202 12 1 27 11 39 -0.26 6.1% 16.15 15.20 580 65.15 69.65 6.7% 0.72 8 7 1 0 7 507 +0 -$287k +$679k +$393k +14 140 31 1 50 8 58 -0.24 7.0% 14.80 13.80 575 67.85 72.15 6.1% 0.74 36 26 10 0 21 144 +0 -$191k +$186k -$5k +5 117 16 0 10 39 49 -0.23 5.1% 13.10 12.45 570 72.40 77.65 7.0% 0.76 3 2 1 0 3 415 -4 -$153k +$515k +$362k +14 111 11 0 14 6 20 -0.21 4.8% 11.80 11.25 565 76.05 80.90 6.2% 0.78 1 0 1 0 0 188 -7 -$138k +$224k +$86k +52 335 34 1 72 60 134 -0.19 5.3% 10.65 10.10 560 80.25 82.65 2.9% 0.79 2 0 1 0 1 228 -20 -$396k +$260k -$136k +9 101 13 0 5 10 18 -0.18 9.2% 9.65 8.80 555 84.00 88.30 5.0% 0.80 11 9 2 0 11 137 -1 -$113k +$148k +$35k +69 696 39 0 45 11 57 -0.16 5.3% 8.70 8.25 550 88.05 92.65 5.1% 0.82 20 14 6 0 5 214 +4 -$731k +$218k -$512k +16 253 34 0 70 140 210 -0.15 6.6% 7.85 7.35 545 91.30 97.20 6.3% 0.83 1 0 0 0 1 173 +1 -$249k +$167k -$82k -3 333 6 1 16 58 96 -0.13 7.3% 7.10 6.60 540 96.25 101.90 5.7% 0.84 12 1 11 0 11 173 +0 -$307k +$158k -$149k +16 421 14 0 5 10 19 -0.12 12.4% 6.40 5.65 535 100.70 105.65 4.8% 0.85 6 0 6 0 6 119 +0 -$361k +$103k -$259k +31 331 16 0 19 44 63 -0.11 12.0% 5.75 5.10 530 105.10 110.05 4.6% 0.86 6 2 4 0 6 900 +0 -$264k +$732k +$467k +5 140 4 0 1 5 8 -0.10 8.0% 5.20 4.80 525 109.55 114.45 4.4% 0.87 8 8 0 0 7 259 +0 -$104k +$198k +$95k +36 476 17 0 31 25 60 -0.09 7.8% 4.65 4.30 520 114.00 118.90 4.2% 0.88 2 1 1 0 2 2,370 -2 -$327k +$1.7m +$1.4m +61 287 4 0 15 15 33 -0.09 10.1% 4.15 3.75 515 118.50 122.85 3.6% 0.89 1 1 0 0 0 243 +0 -$182k +$165k -$18k +15 263 19 0 9 4 25 -0.08 11.0% 3.85 3.45 510 122.95 128.05 4.1% 0.89 5 5 0 0 4 100 +0 -$154k +$64k -$90k +26 177 2 0 3 3 6 -0.07 13.3% 3.60 3.15 505 127.65 132.70 3.9% 0.90 6 2 3 0 6 71 +0 -$95k +$42k -$53k +138 533 5 1 16 107 127 -0.06 6.7% 3.10 2.90 500 132.20 137.35 3.8% 0.91 2 0 1 0 2 148 -2 -$264k +$83k -$181k +9 186 5 0 7 14 22 -0.06 10.8% 2.82 2.53 495 135.60 142.10 4.7% 0.91 1 0 1 0 1 61 +0 -$85k +$32k -$53k +6 226 3 5 2 29 32 -0.05 65.6% 3.30 1.67 490 140.35 146.75 4.5% 0.92 0 0 0 0 0 117 +1 -$95k +$58k -$37k -6 259 3 0 14 16 30 -0.05 13.0% 2.38 2.09 485 145.15 151.55 4.3% 0.92 1 0 0 0 1 46 +0 -$100k +$21k -$78k +87 343 23 0 53 17 76 -0.04 20.5% 2.31 1.88 480 151.30 156.30 3.3% 0.93 0 0 0 0 0 61 -1 -$121k +$27k -$95k -1 235 5 0 2 4 6 -0.04 14.7% 1.97 1.70 475 156.05 161.15 3.2% 0.93 1 1 0 0 1 155 +0 -$76k +$63k -$13k
strike 710
calls: OI 120 (-26) · vol 27 (at ask 4, at bid 3, multi-leg 21) · NBBO 12.55 × 13.15, spread 4.7% of mid · Δ 0.24
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.05 × 93.30, spread 5.8% of mid · Δ -0.78
net GEX +$152k per 1% (calls +$152k, puts +$0) strike 705
calls: OI 2,459 (+27) · vol 59 (at ask 26, at bid 13, sweep 1, multi-leg 27) · NBBO 13.50 × 14.15, spread 4.7% of mid · Δ 0.25
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.85 × 89.50, spread 5.3% of mid · Δ -0.77
net GEX +$3.2m per 1% (calls +$3.2m, puts +$0) strike 700
calls: OI 2,704 (+42) · vol 209 (at ask 69, at bid 127, sweep 8, multi-leg 29) · NBBO 14.45 × 15.20, spread 5.1% of mid · Δ 0.27
puts: OI 3 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 80.25 × 85.35, spread 6.2% of mid · Δ -0.75
net GEX +$3.6m per 1% (calls +$3.6m, puts -$4k) strike 695
calls: OI 120 (+17) · vol 77 (at ask 47, at bid 29, sweep 1, multi-leg 1) · NBBO 15.55 × 16.30, spread 4.7% of mid · Δ 0.28
puts: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.80 × 81.50, spread 4.6% of mid · Δ -0.74
net GEX +$142k per 1% (calls +$166k, puts -$25k) strike 690
calls: OI 121 (+7) · vol 60 (at ask 56, at bid 4, sweep 2, multi-leg 5) · NBBO 15.10 × 17.50, spread 14.7% of mid · Δ 0.30
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.05 × 77.90, spread 6.4% of mid · Δ -0.72
net GEX +$168k per 1% (calls +$172k, puts -$4k) strike 685
calls: OI 117 (-2) · vol 50 (at ask 36, at bid 13, sweep 3, multi-leg 12) · NBBO 16.65 × 20.00, spread 18.3% of mid · Δ 0.32
puts: OI 9 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 68.85 × 73.55, spread 6.6% of mid · Δ -0.70
net GEX +$157k per 1% (calls +$171k, puts -$14k) strike 680
calls: OI 718 (+3) · vol 33 (at ask 8, at bid 25, sweep 2, multi-leg 8) · NBBO 17.95 × 21.40, spread 17.5% of mid · Δ 0.33
puts: OI 15 (+1) · vol 29 (at ask 13, at bid 16) · NBBO 64.85 × 70.10, spread 7.8% of mid · Δ -0.68
net GEX +$1.0m per 1% (calls +$1.1m, puts -$24k) strike 675
calls: OI 160 (+12) · vol 58 (at ask 32, at bid 26, multi-leg 7) · NBBO 19.30 × 22.85, spread 16.8% of mid · Δ 0.35
puts: OI 1 (+0) · vol 14 (at ask 14, at bid 0) · NBBO 62.10 × 66.25, spread 6.5% of mid · Δ -0.66
net GEX +$241k per 1% (calls +$243k, puts -$2k) strike 670
calls: OI 164 (+3) · vol 71 (at ask 21, at bid 47, sweep 1, multi-leg 14) · NBBO 20.85 × 23.00, spread 9.8% of mid · Δ 0.37
puts: OI 12 (-1) · vol 24 (at ask 4, at bid 20, sweep 4) · NBBO 57.85 × 62.75, spread 8.1% of mid · Δ -0.64
net GEX +$234k per 1% (calls +$254k, puts -$20k) strike 665
calls: OI 87 (+3) · vol 122 (at ask 63, at bid 59, sweep 9, multi-leg 8) · NBBO 23.45 × 24.55, spread 4.6% of mid · Δ 0.39
puts: OI 10 (+0) · vol 10 (at ask 10, at bid 0, multi-leg 10) · NBBO 54.40 × 59.70, spread 9.3% of mid · Δ -0.62
net GEX +$121k per 1% (calls +$137k, puts -$16k) strike 660
calls: OI 661 (+66) · vol 126 (at ask 101, at bid 24, sweep 2, multi-leg 11) · NBBO 25.25 × 26.20, spread 3.7% of mid · Δ 0.41
puts: OI 24 (+0) · vol 22 (at ask 12, at bid 10, sweep 1) · NBBO 51.05 × 56.45, spread 10.0% of mid · Δ -0.60
net GEX +$1.0m per 1% (calls +$1.1m, puts -$40k) strike 655
calls: OI 106 (+6) · vol 29 (at ask 20, at bid 9, multi-leg 3) · NBBO 27.00 × 27.95, spread 3.5% of mid · Δ 0.43
puts: OI 4 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 47.85 × 53.15, spread 10.5% of mid · Δ -0.58
net GEX +$164k per 1% (calls +$171k, puts -$7k) strike 650
calls: OI 322 (+10) · vol 252 (at ask 88, at bid 163, sweep 10, multi-leg 44) · NBBO 28.50 × 29.85, spread 4.6% of mid · Δ 0.44
puts: OI 22 (+4) · vol 1 (at ask 0, at bid 1) · NBBO 47.40 × 49.60, spread 4.5% of mid · Δ -0.56
net GEX +$488k per 1% (calls +$526k, puts -$38k) strike 645
calls: OI 165 (+2) · vol 263 (at ask 97, at bid 166, sweep 3, multi-leg 1) · NBBO 30.75 × 31.75, spread 3.2% of mid · Δ 0.46
puts: OI 34 (+0) · vol 48 (at ask 0, at bid 48, sweep 2, multi-leg 8) · NBBO 43.05 × 46.85, spread 8.5% of mid · Δ -0.54
net GEX +$212k per 1% (calls +$271k, puts -$59k) strike 640
calls: OI 300 (+39) · vol 173 (at ask 84, at bid 88, sweep 3, multi-leg 131) · NBBO 31.80 × 33.80, spread 6.1% of mid · Δ 0.49
puts: OI 22 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 39.65 × 42.60, spread 7.2% of mid · Δ -0.52
net GEX +$455k per 1% (calls +$494k, puts -$39k) strike 635
calls: OI 123 (-16) · vol 74 (at ask 61, at bid 12, sweep 1, multi-leg 5) · NBBO 33.95 × 35.95, spread 5.7% of mid · Δ 0.51
puts: OI 34 (+0) · vol 5 (at ask 1, at bid 3, multi-leg 2) · NBBO 39.00 × 41.35, spread 5.8% of mid · Δ -0.50
net GEX +$143k per 1% (calls +$203k, puts -$61k) strike 630
calls: OI 1,764 (-7) · vol 79 (at ask 42, at bid 36, sweep 2, multi-leg 56) · NBBO 37.30 × 38.00, spread 1.9% of mid · Δ 0.53
puts: OI 34 (+18) · vol 47 (at ask 14, at bid 33, multi-leg 6) · NBBO 34.25 × 36.85, spread 7.3% of mid · Δ -0.48
net GEX +$2.9m per 1% (calls +$2.9m, puts -$61k) strike 625
calls: OI 193 (+30) · vol 145 (at ask 91, at bid 40, sweep 4, multi-leg 26) · NBBO 39.60 × 41.85, spread 5.5% of mid · Δ 0.55
puts: OI 41 (+23) · vol 70 (at ask 19, at bid 50, sweep 2, multi-leg 27) · NBBO 31.65 × 34.95, spread 9.9% of mid · Δ -0.45
net GEX +$246k per 1% (calls +$318k, puts -$73k) strike 620
calls: OI 371 (+24) · vol 150 (at ask 86, at bid 64, sweep 9, multi-leg 31) · NBBO 42.00 × 43.10, spread 2.6% of mid · Δ 0.57
puts: OI 758 (+89) · vol 503 (at ask 157, at bid 344, sweep 9, multi-leg 17) · NBBO 30.90 × 31.85, spread 3.0% of mid · Δ -0.43
net GEX -$714k per 1% (calls +$606k, puts -$1.3m) strike 615
calls: OI 379 (+4) · vol 82 (at ask 37, at bid 45, sweep 3, multi-leg 21) · NBBO 44.35 × 46.60, spread 4.9% of mid · Δ 0.59
puts: OI 107 (+26) · vol 77 (at ask 47, at bid 29, multi-leg 4) · NBBO 26.95 × 30.60, spread 12.7% of mid · Δ -0.41
net GEX +$429k per 1% (calls +$612k, puts -$183k) strike 610
calls: OI 287 (+18) · vol 153 (at ask 65, at bid 86, sweep 4, multi-leg 27) · NBBO 47.10 × 48.95, spread 3.9% of mid · Δ 0.61
puts: OI 192 (+20) · vol 140 (at ask 79, at bid 61, sweep 3, multi-leg 5) · NBBO 26.20 × 27.10, spread 3.4% of mid · Δ -0.39
net GEX +$135k per 1% (calls +$457k, puts -$322k) strike 605
calls: OI 511 (-12) · vol 131 (at ask 32, at bid 98, sweep 1, multi-leg 9) · NBBO 49.85 × 52.70, spread 5.6% of mid · Δ 0.63
puts: OI 62 (-3) · vol 14 (at ask 6, at bid 8, sweep 2, multi-leg 3) · NBBO 22.70 × 26.00, spread 13.6% of mid · Δ -0.37
net GEX +$701k per 1% (calls +$803k, puts -$102k) strike 600
calls: OI 446 (-11) · vol 106 (at ask 53, at bid 48, sweep 2, multi-leg 24) · NBBO 52.85 × 54.20, spread 2.5% of mid · Δ 0.65
puts: OI 371 (+29) · vol 203 (at ask 67, at bid 132, sweep 2, multi-leg 16) · NBBO 22.15 × 23.00, spread 3.8% of mid · Δ -0.34
net GEX +$91k per 1% (calls +$689k, puts -$598k) strike 595
calls: OI 128 (+1) · vol 21 (at ask 3, at bid 18, multi-leg 2) · NBBO 55.80 × 58.80, spread 5.2% of mid · Δ 0.67
puts: OI 153 (+38) · vol 117 (at ask 10, at bid 107, sweep 1, multi-leg 3) · NBBO 19.00 × 21.85, spread 14.0% of mid · Δ -0.32
net GEX -$48k per 1% (calls +$192k, puts -$240k) strike 590
calls: OI 184 (+15) · vol 41 (at ask 19, at bid 20, multi-leg 16) · NBBO 58.70 × 62.30, spread 6.0% of mid · Δ 0.69
puts: OI 85 (+40) · vol 42 (at ask 26, at bid 16, sweep 6, multi-leg 7) · NBBO 18.45 × 20.35, spread 9.8% of mid · Δ -0.30
net GEX +$136k per 1% (calls +$266k, puts -$129k) strike 585
calls: OI 130 (+7) · vol 7 (at ask 4, at bid 3, multi-leg 5) · NBBO 61.70 × 66.95, spread 8.2% of mid · Δ 0.71
puts: OI 87 (+24) · vol 12 (at ask 3, at bid 9, sweep 2, multi-leg 2) · NBBO 15.70 × 18.05, spread 13.9% of mid · Δ -0.28
net GEX +$53k per 1% (calls +$181k, puts -$128k) strike 580
calls: OI 507 (+0) · vol 8 (at ask 7, at bid 1, multi-leg 7) · NBBO 65.15 × 69.65, spread 6.7% of mid · Δ 0.72
puts: OI 202 (+76) · vol 39 (at ask 11, at bid 27, sweep 1, multi-leg 12) · NBBO 15.20 × 16.15, spread 6.1% of mid · Δ -0.26
net GEX +$393k per 1% (calls +$679k, puts -$287k) strike 575
calls: OI 144 (+0) · vol 36 (at ask 26, at bid 10, multi-leg 21) · NBBO 67.85 × 72.15, spread 6.1% of mid · Δ 0.74
puts: OI 140 (+14) · vol 58 (at ask 8, at bid 50, sweep 1, multi-leg 31) · NBBO 13.80 × 14.80, spread 7.0% of mid · Δ -0.24
net GEX -$5k per 1% (calls +$186k, puts -$191k) strike 570
calls: OI 415 (-4) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 72.40 × 77.65, spread 7.0% of mid · Δ 0.76
puts: OI 117 (+5) · vol 49 (at ask 39, at bid 10, multi-leg 16) · NBBO 12.45 × 13.10, spread 5.1% of mid · Δ -0.23
net GEX +$362k per 1% (calls +$515k, puts -$153k) strike 565
calls: OI 188 (-7) · vol 1 (at ask 0, at bid 1) · NBBO 76.05 × 80.90, spread 6.2% of mid · Δ 0.78
puts: OI 111 (+14) · vol 20 (at ask 6, at bid 14, multi-leg 11) · NBBO 11.25 × 11.80, spread 4.8% of mid · Δ -0.21
net GEX +$86k per 1% (calls +$224k, puts -$138k) strike 560
calls: OI 228 (-20) · vol 2 (at ask 0, at bid 1, multi-leg 1) · NBBO 80.25 × 82.65, spread 2.9% of mid · Δ 0.79
puts: OI 335 (+52) · vol 134 (at ask 60, at bid 72, sweep 1, multi-leg 34) · NBBO 10.10 × 10.65, spread 5.3% of mid · Δ -0.19
net GEX -$136k per 1% (calls +$260k, puts -$396k) strike 555
calls: OI 137 (-1) · vol 11 (at ask 9, at bid 2, multi-leg 11) · NBBO 84.00 × 88.30, spread 5.0% of mid · Δ 0.80
puts: OI 101 (+9) · vol 18 (at ask 10, at bid 5, multi-leg 13) · NBBO 8.80 × 9.65, spread 9.2% of mid · Δ -0.18
net GEX +$35k per 1% (calls +$148k, puts -$113k) strike 550
calls: OI 214 (+4) · vol 20 (at ask 14, at bid 6, multi-leg 5) · NBBO 88.05 × 92.65, spread 5.1% of mid · Δ 0.82
puts: OI 696 (+69) · vol 57 (at ask 11, at bid 45, multi-leg 39) · NBBO 8.25 × 8.70, spread 5.3% of mid · Δ -0.16
net GEX -$512k per 1% (calls +$218k, puts -$731k) strike 545
calls: OI 173 (+1) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 91.30 × 97.20, spread 6.3% of mid · Δ 0.83
puts: OI 253 (+16) · vol 210 (at ask 140, at bid 70, multi-leg 34) · NBBO 7.35 × 7.85, spread 6.6% of mid · Δ -0.15
net GEX -$82k per 1% (calls +$167k, puts -$249k) strike 540
calls: OI 173 (+0) · vol 12 (at ask 1, at bid 11, multi-leg 11) · NBBO 96.25 × 101.90, spread 5.7% of mid · Δ 0.84
puts: OI 333 (-3) · vol 96 (at ask 58, at bid 16, sweep 1, multi-leg 6) · NBBO 6.60 × 7.10, spread 7.3% of mid · Δ -0.13
net GEX -$149k per 1% (calls +$158k, puts -$307k) strike 535
calls: OI 119 (+0) · vol 6 (at ask 0, at bid 6, multi-leg 6) · NBBO 100.70 × 105.65, spread 4.8% of mid · Δ 0.85
puts: OI 421 (+16) · vol 19 (at ask 10, at bid 5, multi-leg 14) · NBBO 5.65 × 6.40, spread 12.4% of mid · Δ -0.12
net GEX -$259k per 1% (calls +$103k, puts -$361k) strike 530
calls: OI 900 (+0) · vol 6 (at ask 2, at bid 4, multi-leg 6) · NBBO 105.10 × 110.05, spread 4.6% of mid · Δ 0.86
puts: OI 331 (+31) · vol 63 (at ask 44, at bid 19, multi-leg 16) · NBBO 5.10 × 5.75, spread 12.0% of mid · Δ -0.11
net GEX +$467k per 1% (calls +$732k, puts -$264k) strike 525
calls: OI 259 (+0) · vol 8 (at ask 8, at bid 0, multi-leg 7) · NBBO 109.55 × 114.45, spread 4.4% of mid · Δ 0.87
puts: OI 140 (+5) · vol 8 (at ask 5, at bid 1, multi-leg 4) · NBBO 4.80 × 5.20, spread 8.0% of mid · Δ -0.10
net GEX +$95k per 1% (calls +$198k, puts -$104k) strike 520
calls: OI 2,370 (-2) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 114.00 × 118.90, spread 4.2% of mid · Δ 0.88
puts: OI 476 (+36) · vol 60 (at ask 25, at bid 31, multi-leg 17) · NBBO 4.30 × 4.65, spread 7.8% of mid · Δ -0.09
net GEX +$1.4m per 1% (calls +$1.7m, puts -$327k) strike 515
calls: OI 243 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 118.50 × 122.85, spread 3.6% of mid · Δ 0.89
puts: OI 287 (+61) · vol 33 (at ask 15, at bid 15, multi-leg 4) · NBBO 3.75 × 4.15, spread 10.1% of mid · Δ -0.09
net GEX -$18k per 1% (calls +$165k, puts -$182k) strike 510
calls: OI 100 (+0) · vol 5 (at ask 5, at bid 0, multi-leg 4) · NBBO 122.95 × 128.05, spread 4.1% of mid · Δ 0.89
puts: OI 263 (+15) · vol 25 (at ask 4, at bid 9, multi-leg 19) · NBBO 3.45 × 3.85, spread 11.0% of mid · Δ -0.08
net GEX -$90k per 1% (calls +$64k, puts -$154k) strike 505
calls: OI 71 (+0) · vol 6 (at ask 2, at bid 3, multi-leg 6) · NBBO 127.65 × 132.70, spread 3.9% of mid · Δ 0.90
puts: OI 177 (+26) · vol 6 (at ask 3, at bid 3, multi-leg 2) · NBBO 3.15 × 3.60, spread 13.3% of mid · Δ -0.07
net GEX -$53k per 1% (calls +$42k, puts -$95k) strike 500
calls: OI 148 (-2) · vol 2 (at ask 0, at bid 1, multi-leg 2) · NBBO 132.20 × 137.35, spread 3.8% of mid · Δ 0.91
puts: OI 533 (+138) · vol 127 (at ask 107, at bid 16, sweep 1, multi-leg 5) · NBBO 2.90 × 3.10, spread 6.7% of mid · Δ -0.06
net GEX -$181k per 1% (calls +$83k, puts -$264k) strike 495
calls: OI 61 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 135.60 × 142.10, spread 4.7% of mid · Δ 0.91
puts: OI 186 (+9) · vol 22 (at ask 14, at bid 7, multi-leg 5) · NBBO 2.53 × 2.82, spread 10.8% of mid · Δ -0.06
net GEX -$53k per 1% (calls +$32k, puts -$85k) strike 490
calls: OI 117 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 140.35 × 146.75, spread 4.5% of mid · Δ 0.92
puts: OI 226 (+6) · vol 32 (at ask 29, at bid 2, sweep 5, multi-leg 3) · NBBO 1.67 × 3.30, spread 65.6% of mid · Δ -0.05
net GEX -$37k per 1% (calls +$58k, puts -$95k) strike 485
calls: OI 46 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 145.15 × 151.55, spread 4.3% of mid · Δ 0.92
puts: OI 259 (-6) · vol 30 (at ask 16, at bid 14, multi-leg 3) · NBBO 2.09 × 2.38, spread 13.0% of mid · Δ -0.05
net GEX -$78k per 1% (calls +$21k, puts -$100k) strike 480
calls: OI 61 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 151.30 × 156.30, spread 3.3% of mid · Δ 0.93
puts: OI 343 (+87) · vol 76 (at ask 17, at bid 53, multi-leg 23) · NBBO 1.88 × 2.31, spread 20.5% of mid · Δ -0.04
net GEX -$95k per 1% (calls +$27k, puts -$121k) strike 475
calls: OI 155 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 156.05 × 161.15, spread 3.2% of mid · Δ 0.93
puts: OI 235 (-1) · vol 6 (at ask 4, at bid 2, multi-leg 5) · NBBO 1.70 × 1.97, spread 14.7% of mid · Δ -0.04
net GEX -$13k per 1% (calls +$63k, puts -$76k) 
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