Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
23.1%
own all (<3y) · n=245
IV rank
21.8%
own all (<1y) · n=245
range
42.0% – 89.2%
own all (<1y) · n=245
Term structure · constant maturity 35 consecutive sessions in contango (the normal upward slope).
2 1 calendar day out: every tenor of 1d 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 11-03 time? Earnings 2026-11-03, time unknown - date stated by the vendor's estimate
First session it can move: 2026-11-03, 40 calendar days from the 2026-09-24 curve - every tenor of 40d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 58.4% 47.4% ━ 2026-09-24 ┅ 2026-08-25 (21 sessions earlier) ◆ scheduled release, at the first tenor spanning it Skew · risk reversal 25-delta
-0.0 pts
own all (<3y) 77.6% · n=38
10-delta
+1.8 pts
own all (<3y) 80.3% · n=38
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 2026-09-23 2d 2026-09-25 · short
2026-09-25: 8 put and 8 call strikes within ±3.3%, IV 54% to 59% 59% 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 2026-09-25, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-03 time?the vendor's estimate
ATM IV · 09-23 expected move 2026-10-30 Fri weekly 36 2026-10-02 8d clear · 4d
Chain · one strike axis Book as of 2026-09-23 : 1 session behind 2026-09-24: no AMD chain statistics (net_gex) dated after 2026-09-23 are knowable as of 2026-09-24, and no ticker has newer ones. The strikes drawn below are 2026-09-23's rows as stored now; the levels and statistics are the readings dated 2026-09-23, computed from those rows when the readings were derived, and a fetch of 2026-09-23 after that can revise rows. Open interest is what entered 2026-09-23 (OCC's settlement of 2026-09-22), valued at the 2026-09-23 close.
net GEX · carried book
+$271.2m per 1%
own all (<3y) 91.9% · n=68
gamma flip
$520.15
flip within ±25% of book spot
flip distance
-3.63 ATR
own all (<3y) 3.7% · n=68
low 42.0% 245 sessions, all (<1y) · today 52.3% high 89.2%
■ earnings, at the first session it can move (□ no expected move served)
tenors in calendar days, log scale
Scheduled after the 2026-09-24 close, from the 2026-09-24 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Fri 09-25 08:30 · 1d Durable Goods (August) · f -0.3% · prev 1.1%Fri 09-25 10:00 · 1d U. Michigan Final Consumer Survey (September) · f 47.1 · prev 51.7Earnings: 2026-11-03 time unknown, stated by the vendor's estimate, first moves the 2026-11-03 session (40d on the tenor axis), no expected move served . As the vendor's calendar stood on 2026-09-25, not on the page's date.
90-day IV
56.4%
own all (<3y) 42.0% · n=245
slope, 30d − 90d
-4.1 pts
own all (<3y) 24.1% · n=245
variance risk premium, 30d
+0.2 pts
own all (<3y) 59.0% · n=240
50% −3.3% book spot +3.3% 9d 2026-10-02
2026-10-02: 17 put and 18 call strikes within ±7.0%, IV 51% to 53% 59% 50% −7.0% book spot +7.0% 16d 2026-10-09
2026-10-09: 13 put and 12 call strikes within ±9.4%, IV 50% to 52% 59% 50% −9.4% book spot +9.4% 23d 2026-10-16
2026-10-16: 17 put and 8 call strikes within ±11%, IV 51% to 52% 59% 50% −11% book spot +11% 30d 2026-10-23
2026-10-23: 15 put and 16 call strikes within ±13%, IV 51% to 54% 59% 50% −13% book spot +13% 58d 2026-11-20
2026-11-20: 11 put and 11 call strikes within ±18%, IV 58% to 59% 59% 50% −18% book spot +18% 86d 2026-12-18
2026-12-18: 13 put and 13 call strikes within ±22%, IV 56% to 58% 59% 50% −22% book spot +22% 114d 2027-01-15
2027-01-15: 15 put and 15 call strikes within ±25%, IV 55% to 57% 59% 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%–59%), set by the expiries past 7 DTE.
53.4% c 615
2026-11-20 Fri 57 2026-10-23 29d spans · +17d exit 11d before
58.2% p 610 none served
DTE counts calendar days from 2026-09-24, the page's date and the earliest an entry could be made - not from the 2026-09-23 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-23 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 2026-09-24 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 2026-09-24, 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 2026-09-23 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 $614.61 (unadjusted close, 2026-09-23) · call wall $600.00 (-2.38% from book spot) · put wall $600.00 (-2.38% from book spot) · max pain $490.00 (-20.27% 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 $614.61 × (1 + that distance) - the 2026-09-23 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. AMD headlines $629.26 , its newest unadjusted close, on 2026-09-24 ; the book was taken at $614.61 on 2026-09-23 , 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 2026-09-23 book's levels, on the 2026-09-23 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-10-05 expiry: 11 calendar days from 2026-09-24 (12 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-23 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 (no strike drawn reaches 500 on either side, before or after 2026-09-22's trading, so that line is off the panel), and the strike nearest 0.20 delta on each side - call 665 (Δ 0.20), put 572.5 (Δ -0.20).
call put OI carried through 2026-09-22 · opened by 2026-09-22'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 2026-09-22's trading; volume is 2026-09-23's. ◀ put OI call OI ▶ entering 2026-09-23 ◀ put vol call vol ▶ traded 2026-09-23 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 740 735 730 725 720 715 710 705 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 500 490 475 465 put strike nearest 0.20 delta: 572.5 call strike nearest 0.20 delta: 665 300 0 300 1.0k 1.0k 25% 10% 10% 25% -$307k +$307k book spot 614.61 call wall 600 put wall 600 γ flip 520.15 strike 740
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.30 × 1.69, spread 139.7% of mid · Δ 0.03
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 122.75 × 128.40, spread 4.5% of mid · Δ -0.97
no GEX (no side has both gamma and open interest) strike 737.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.34 × 1.76, spread 135.2% of mid · Δ 0.04
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 119.70 × 126.00, spread 5.1% of mid · Δ -0.97
no GEX (no side has both gamma and open interest) strike 735
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.03 × 1.52, spread 192.3% of mid · Δ 0.04
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 117.85 × 123.55, spread 4.7% of mid · Δ -0.97
no GEX (no side has both gamma and open interest) strike 732.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.41 × 1.91, spread 129.3% of mid · Δ 0.04
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 115.35 × 121.10, spread 4.9% of mid · Δ -0.97
no GEX (no side has both gamma and open interest) strike 730
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.44 × 1.05, spread 81.9% of mid · Δ 0.04
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 114.05 × 118.70, spread 4.0% of mid · Δ -0.96
no GEX (no side has both gamma and open interest) strike 727.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.41 × 2.08, spread 134.1% of mid · Δ 0.04
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 110.50 × 116.25, spread 5.1% of mid · Δ -0.96
no GEX (no side has both gamma and open interest) strike 725
calls: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 1) · NBBO 0.52 × 2.18, spread 123.0% of mid · Δ 0.05
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 109.10 × 113.80, spread 4.2% of mid · Δ -0.96
no GEX (no side has both gamma and open interest) strike 722.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.51 × 2.28, spread 126.9% of mid · Δ 0.05
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 105.50 × 111.40, spread 5.4% of mid · Δ -0.96
no GEX (no side has both gamma and open interest) strike 720
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.60 × 2.38, spread 119.5% of mid · Δ 0.05
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 104.30 × 109.00, spread 4.4% of mid · Δ -0.96
no GEX (no side has both gamma and open interest) strike 717.5
calls: OI 0 (no prior OI) · vol 6 (at ask 2, at bid 4) · NBBO 0.61 × 2.43, spread 119.7% of mid · Δ 0.06
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 100.65 × 106.60, spread 5.7% of mid · Δ -0.95
no GEX (no side has both gamma and open interest) 2026-10-05 expiry, 103 strikes within ±25% of book spot (the flip search band); 31 hidden (0 above, 31 below), 4 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$1.5m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-23's own - whether it opened positions shows in the 2026-09-24 book's change.
max pain $490.00 belongs to the 2026-10-16 monthly (23 days from 2026-09-23, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
Table view · 103 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 -0.97 4.5% 128.40 122.75 740 0.30 1.69 139.7% 0.03 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.97 5.1% 126.00 119.70 737.5 0.34 1.76 135.2% 0.04 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.97 4.7% 123.55 117.85 735 0.03 1.52 192.3% 0.04 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.97 4.9% 121.10 115.35 732.5 0.41 1.91 129.3% 0.04 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.96 4.0% 118.70 114.05 730 0.44 1.05 81.9% 0.04 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.96 5.1% 116.25 110.50 727.5 0.41 2.08 134.1% 0.04 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.96 4.2% 113.80 109.10 725 0.52 2.18 123.0% 0.05 1 0 1 0 0 0 — — — — — 0 0 0 0 0 0 -0.96 5.4% 111.40 105.50 722.5 0.51 2.28 126.9% 0.05 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.96 4.4% 109.00 104.30 720 0.60 2.38 119.5% 0.05 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.95 5.7% 106.60 100.65 717.5 0.61 2.43 119.7% 0.06 6 2 4 0 0 0 — — — — — 0 0 0 0 0 0 -0.95 4.6% 104.15 99.45 715 0.54 2.61 131.4% 0.06 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.94 5.5% 101.75 96.35 712.5 0.60 2.73 127.9% 0.06 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.94 4.9% 99.45 94.65 710 0.77 2.86 115.2% 0.07 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.93 6.3% 97.05 91.10 707.5 0.80 2.49 102.7% 0.07 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.93 5.3% 94.70 89.85 705 0.83 3.15 116.6% 0.08 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.92 5.5% 92.35 87.45 702.5 0.93 3.35 113.1% 0.08 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.92 5.6% 90.00 85.10 700 1.45 2.75 61.9% 0.09 10 4 6 0 1 100 +100 +$0 +$104k +$104k — 0 0 0 0 0 0 -0.91 5.8% 87.65 82.70 697.5 1.11 3.70 107.7% 0.09 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.90 6.7% 84.85 79.35 695 1.23 3.90 104.1% 0.10 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.90 7.0% 82.95 77.35 692.5 1.39 4.10 98.7% 0.10 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.89 6.2% 80.65 75.80 690 1.57 3.85 84.1% 0.11 1 1 0 0 1 2 +2 +$0 +$3k +$3k — 0 0 0 0 0 0 -0.89 6.3% 78.35 73.55 687.5 1.77 4.55 88.0% 0.12 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.88 6.5% 76.10 71.30 685 1.98 4.80 83.2% 0.12 3 3 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.87 8.5% 73.90 67.85 682.5 2.21 5.05 78.2% 0.13 0 0 0 0 0 0 — — — — +1 1 0 0 2 0 2 -0.86 7.2% 71.70 66.70 680 2.45 5.35 74.4% 0.14 5 1 3 0 2 10 +10 -$2k +$15k +$14k — 0 0 0 0 0 0 -0.86 9.3% 69.55 63.40 677.5 2.72 5.65 70.0% 0.15 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.85 7.7% 67.25 62.25 675 3.05 5.95 64.4% 0.16 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.84 7.9% 65.05 60.10 672.5 3.30 6.30 62.5% 0.18 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.83 7.9% 62.80 58.00 670 3.65 6.65 58.3% 0.17 0 0 0 0 0 32 +32 +$0 +$57k +$57k — 0 0 0 0 0 0 -0.82 8.2% 60.65 55.90 667.5 4.00 7.05 55.2% 0.18 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.80 9.8% 58.50 53.05 665 4.40 7.45 51.5% 0.20 0 0 0 0 0 0 — — — — — 0 0 0 0 0 0 -0.79 11.3% 56.40 50.35 662.5 4.80 7.90 48.8% 0.22 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.78 10.7% 54.35 48.85 660 5.25 7.55 35.9% 0.23 3 1 1 0 1 5 +5 +$0 +$10k +$10k — 0 0 0 0 0 0 -0.77 8.8% 52.35 47.95 657.5 5.70 8.85 43.3% 0.23 46 44 2 0 0 0 — — — — — 0 0 0 0 0 0 -0.75 9.2% 50.40 45.95 655 6.20 9.35 40.5% 0.25 8 4 4 1 0 0 — — — — — 0 0 0 0 0 0 -0.74 12.2% 48.45 42.90 652.5 6.75 9.90 37.8% 0.26 152 151 1 0 150 0 — — — — +1 1 0 0 0 1 1 -0.73 10.7% 46.45 41.75 650 7.30 10.50 36.0% 0.28 171 160 11 4 151 21 +21 -$2k +$48k +$46k — 0 0 0 0 0 0 -0.72 10.4% 44.55 40.15 647.5 7.90 11.10 33.7% 0.29 8 4 4 1 0 0 — — — — +0 0 0 0 0 0 0 -0.70 9.9% 42.60 38.60 645 8.55 11.75 31.5% 0.30 8 4 4 1 0 5 +5 +$0 +$12k +$12k — 0 0 0 0 0 0 -0.69 11.1% 40.75 36.45 642.5 9.25 12.45 29.5% 0.32 1 1 0 0 0 0 — — — — +1 1 0 0 0 0 0 -0.67 11.2% 38.75 34.65 640 10.00 13.20 27.6% 0.34 9 6 3 0 0 18 +18 -$3k +$46k +$43k — 0 0 0 0 0 0 -0.65 12.0% 37.15 32.95 637.5 10.70 13.95 26.4% 0.35 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.64 13.2% 35.45 31.05 635 12.00 14.40 18.2% 0.37 10 0 10 0 0 17 +17 +$0 +$45k +$45k — 0 0 0 0 0 0 -0.62 13.1% 33.80 29.65 632.5 12.35 15.65 23.6% 0.38 5 1 4 1 3 0 — — — — +4 4 0 0 5 6 11 -0.60 13.2% 32.00 28.05 630 13.40 16.55 21.0% 0.40 3 3 0 0 1 10 +10 -$11k +$27k +$16k — 0 0 0 0 0 0 -0.58 14.0% 30.55 26.55 627.5 14.20 17.50 20.8% 0.42 6 4 2 0 0 0 — — — — +3 3 0 0 0 1 1 -0.57 14.4% 28.95 25.05 625 16.65 18.45 10.3% 0.44 107 82 21 0 40 19 +19 -$9k +$52k +$44k +6 6 0 0 0 0 0 -0.55 14.9% 27.45 23.65 622.5 16.20 19.50 18.5% 0.46 41 9 32 2 36 26 +26 -$17k +$72k +$54k +6 6 34 0 33 13 46 -0.53 10.8% 24.35 21.85 620 18.50 20.05 8.0% 0.47 103 86 15 0 90 56 +56 -$17k +$154k +$137k +17 17 36 0 15 34 49 -0.51 11.8% 24.30 21.60 617.5 19.50 21.65 10.4% 0.49 118 13 103 1 86 9 +9 -$48k +$25k -$23k +18 87 91 0 97 16 115 -0.49 15.3% 23.25 19.95 615 19.80 22.85 14.3% 0.51 71 33 38 0 56 63 +24 -$245k +$172k -$73k +32 32 93 1 34 95 131 -0.47 18.4% 21.95 18.25 612.5 20.80 24.05 14.5% 0.53 60 28 32 0 51 3 +3 -$89k +$8k -$81k +1 76 50 1 49 30 79 -0.45 12.9% 19.85 17.45 610 22.05 25.30 13.7% 0.55 23 11 12 2 4 22 +6 -$210k +$60k -$150k +4 4 50 0 13 27 50 -0.43 20.6% 19.55 15.90 607.5 23.35 27.00 14.5% 0.56 2 1 1 0 0 1 +1 -$11k +$3k -$8k +0 25 8 1 10 4 14 -0.42 16.0% 17.85 15.20 605 24.70 28.00 12.5% 0.58 19 3 16 0 17 23 +11 -$68k +$62k -$6k +6 6 1 1 3 0 3 -0.40 17.3% 17.25 14.50 602.5 26.70 29.40 9.6% 0.60 4 3 1 1 0 0 +0 -$16k +$0 -$16k +30 186 1 6 17 26 43 -0.38 18.0% 15.75 13.15 600 28.75 32.10 11.0% 0.62 64 3 61 0 37 72 +32 -$498k +$191k -$307k +0 0 0 0 0 1 1 -0.36 26.1% 15.15 11.65 597.5 29.45 33.65 13.3% 0.64 35 35 0 0 35 35 +35 +$0 +$90k +$90k +32 56 38 0 14 37 51 -0.34 28.1% 14.20 10.70 595 30.50 34.55 12.5% 0.66 4 2 0 0 4 3 +0 -$147k +$8k -$139k +35 35 35 1 36 2 38 -0.32 22.1% 13.30 10.65 592.5 32.55 36.25 10.8% 0.67 0 0 0 0 0 0 +0 -$91k +$0 -$91k +60 82 0 0 1 11 12 -0.31 28.6% 12.00 9.00 590 33.85 37.95 11.4% 0.69 0 0 0 0 0 20 +2 -$207k +$49k -$157k +0 0 0 0 0 0 0 -0.29 34.2% 11.65 8.25 587.5 35.35 39.30 10.6% 0.70 0 0 0 0 0 2 +2 +$0 +$5k +$5k -1 20 1 0 4 1 5 -0.27 36.5% 10.85 7.50 585 37.10 40.85 9.6% 0.72 6 1 5 0 0 5 +0 -$47k +$12k -$36k +0 0 10 0 0 10 10 -0.26 31.3% 10.15 7.40 582.5 38.90 43.75 11.7% 0.74 0 0 0 0 0 0 +0 — — — +17 44 2 0 5 3 9 -0.24 29.7% 9.10 6.75 580 40.70 44.50 8.9% 0.75 8 7 1 0 1 4 -1 -$97k +$9k -$88k +14 14 2 0 3 0 3 -0.23 45.3% 8.80 5.55 577.5 42.60 47.45 10.8% 0.77 0 0 0 0 0 0 +0 -$30k +$0 -$30k +12 55 0 0 11 15 26 -0.21 46.7% 8.05 5.00 575 44.45 48.45 8.6% 0.79 10 10 0 0 10 2 +2 -$113k +$4k -$109k +28 28 0 0 6 6 12 -0.20 51.9% 7.65 4.50 572.5 46.45 52.00 11.3% 0.79 0 0 0 0 0 65 +65 -$55k +$127k +$72k +38 85 1 0 15 9 24 -0.19 32.6% 6.60 4.75 570 48.45 54.05 10.9% 0.82 0 0 0 0 0 4 +0 -$160k +$8k -$152k — 0 0 0 1 0 1 -0.18 60.2% 6.70 3.60 567.5 50.50 56.05 10.4% 0.83 0 0 0 0 0 0 — — — — +2 13 0 2 2 15 17 -0.17 45.1% 6.25 3.95 565 51.05 58.00 12.7% 0.84 0 0 0 0 0 0 +0 -$22k +$0 -$22k — 0 0 0 2 12 14 -0.15 45.0% 5.85 3.70 562.5 54.65 60.10 9.5% 0.84 0 0 0 0 0 0 — — — — +55 124 7 3 54 34 89 -0.14 28.6% 4.80 3.60 560 56.65 63.30 11.1% 0.86 0 0 0 0 0 8 +7 -$191k +$12k -$179k — 0 0 0 0 0 0 -0.13 79.1% 5.10 2.21 557.5 59.00 64.50 8.9% 0.87 0 0 0 0 0 0 — — — — +8 15 1 0 2 1 3 -0.12 35.3% 4.00 2.80 555 61.20 67.70 10.1% 0.88 0 0 0 0 0 1 +1 -$21k +$1k -$19k — 0 0 0 0 0 0 -0.11 89.4% 4.45 1.70 552.5 63.45 69.95 9.7% 0.87 0 0 0 0 0 0 — — — — +31 128 23 0 18 22 50 -0.10 78.4% 3.55 1.55 550 65.70 72.15 9.4% 0.88 0 0 0 0 0 12 +1 -$156k +$15k -$141k — 0 0 0 0 8 8 -0.10 89.4% 3.95 1.51 547.5 68.00 74.45 9.1% 0.91 0 0 0 0 0 0 — — — — +1 4 1,008 0 973 25 1,008 -0.09 107.7% 3.70 1.11 545 70.30 75.70 7.4% 0.92 1 0 1 0 1 0 +0 -$4k +$0 -$4k — 0 0 0 2 0 2 -0.08 115.3% 3.50 0.94 542.5 72.60 78.05 7.2% 0.92 0 0 0 0 0 0 — — — — +1 4 0 0 1 0 1 -0.08 62.4% 3.30 1.73 540 73.45 81.40 10.3% 0.91 1 0 1 0 1 1 +0 -$4k +$1k -$3k — 0 0 0 0 0 0 -0.07 91.0% 3.15 1.18 537.5 77.30 82.50 6.5% 0.93 0 0 0 0 0 0 — — — — +6 44 20 0 20 0 20 -0.07 123.7% 2.25 0.53 535 79.65 86.05 7.7% 0.93 1 1 0 0 1 0 +0 -$37k +$0 -$37k — 0 0 0 0 0 0 -0.06 112.2% 2.81 0.79 532.5 82.05 87.35 6.3% 0.94 0 0 0 0 0 0 — — — — +18 60 20 0 23 13 46 -0.06 34.0% 1.86 1.32 530 84.45 90.80 7.2% 0.94 0 0 0 0 0 1 +1 -$45k +$741 -$44k — 0 0 0 0 0 0 -0.06 105.7% 2.27 0.70 527.5 86.85 93.20 7.1% 0.95 0 0 0 0 0 0 — — — — +3 8 0 0 6 1 7 -0.05 115.0% 2.26 0.61 525 89.25 95.60 6.9% 0.93 0 0 0 0 0 0 +0 -$5k +$0 -$5k — 0 0 0 2 2 4 -0.05 128.2% 2.33 0.51 522.5 91.65 97.95 6.6% 0.95 0 0 0 0 0 0 — — — — +10 11 0 0 0 0 0 -0.04 131.6% 2.23 0.46 520 94.10 100.40 6.5% 0.96 0 0 0 0 0 0 +0 -$6k +$0 -$6k — 0 0 0 0 0 0 -0.04 188.5% 2.03 0.06 517.5 96.35 102.80 6.5% 0.96 0 0 0 0 0 0 — — — — +0 2 20 0 11 12 23 -0.04 130.1% 1.37 0.29 515 98.95 105.20 6.1% 0.94 0 0 0 0 0 9 +0 -$975 +$6k +$5k — 0 0 0 0 0 0 -0.03 198.0% 1.97 0.01 512.5 101.40 107.65 6.0% 0.96 0 0 0 0 0 0 — — — — +1 25 0 0 0 0 0 -0.03 57.8% 1.07 0.59 510 102.35 110.05 7.3% 0.96 0 0 0 0 0 0 +0 -$11k +$0 -$11k — 0 0 0 0 0 0 -0.03 197.8% 1.83 0.01 507.5 106.30 111.45 4.7% 0.96 0 0 0 0 0 0 — — — — +0 300 8 0 8 0 8 -0.03 129.3% 1.77 0.38 505 108.55 114.95 5.7% 0.97 0 0 0 0 0 0 +0 -$121k +$0 -$121k +2 16 0 0 0 0 0 -0.03 168.9% 1.66 0.14 500 113.65 119.85 5.3% 0.97 1 0 1 0 1 0 +0 -$6k +$0 -$6k +0 15 0 0 0 0 0 -0.03 197.5% 1.56 0.01 495 117.10 123.75 5.5% 0.97 0 0 0 0 0 1 +0 -$5k +$341 -$5k +10 92 8 0 9 0 9 -0.03 163.4% 1.49 0.15 490 122.05 129.70 6.1% 0.97 0 0 0 0 0 0 +0 -$28k +$0 -$28k +0 42 0 0 0 0 0 -0.02 197.3% 1.46 0.01 485 128.45 134.65 4.7% 0.98 0 0 0 0 0 0 +0 -$12k +$0 -$12k +0 296 0 0 73 1 74 -0.02 138.5% 1.21 0.22 480 133.35 139.60 4.6% 0.98 0 0 0 0 0 0 +0 -$76k +$0 -$76k +0 40 0 0 0 0 10 -0.02 150.0% 1.19 0.17 475 138.25 144.55 4.5% 0.97 0 0 0 0 0 0 +0 -$9k +$0 -$9k +7 88 0 0 0 0 0 -0.02 196.3% 1.07 0.01 470 143.20 149.50 4.3% 0.98 2 1 1 0 2 0 +0 -$19k +$0 -$19k +0 0 0 0 14 0 14 -0.02 197.1% 1.36 0.01 465 148.15 153.00 3.2% 0.99 0 0 0 0 0 0 +0 — — —
strike 715
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.54 × 2.61, spread 131.4% of mid · Δ 0.06
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 99.45 × 104.15, spread 4.6% of mid · Δ -0.95
no GEX (no side has both gamma and open interest) strike 712.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.60 × 2.73, spread 127.9% of mid · Δ 0.06
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 96.35 × 101.75, spread 5.5% of mid · Δ -0.94
no GEX (no side has both gamma and open interest) strike 710
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.77 × 2.86, spread 115.2% of mid · Δ 0.07
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 94.65 × 99.45, spread 4.9% of mid · Δ -0.94
no GEX (no side has both gamma and open interest) strike 707.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.80 × 2.49, spread 102.7% of mid · Δ 0.07
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 91.10 × 97.05, spread 6.3% of mid · Δ -0.93
no GEX (no side has both gamma and open interest) strike 705
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.83 × 3.15, spread 116.6% of mid · Δ 0.08
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 89.85 × 94.70, spread 5.3% of mid · Δ -0.93
no GEX (no side has both gamma and open interest) strike 702.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.93 × 3.35, spread 113.1% of mid · Δ 0.08
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 87.45 × 92.35, spread 5.5% of mid · Δ -0.92
no GEX (no side has both gamma and open interest) strike 700
calls: OI 100 (+100) · vol 10 (at ask 4, at bid 6, multi-leg 1) · NBBO 1.45 × 2.75, spread 61.9% of mid · Δ 0.09
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.10 × 90.00, spread 5.6% of mid · Δ -0.92
net GEX +$104k per 1% (calls +$104k, puts +$0) strike 697.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.11 × 3.70, spread 107.7% of mid · Δ 0.09
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 82.70 × 87.65, spread 5.8% of mid · Δ -0.91
no GEX (no side has both gamma and open interest) strike 695
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.23 × 3.90, spread 104.1% of mid · Δ 0.10
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 79.35 × 84.85, spread 6.7% of mid · Δ -0.90
no GEX (no side has both gamma and open interest) strike 692.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.39 × 4.10, spread 98.7% of mid · Δ 0.10
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 77.35 × 82.95, spread 7.0% of mid · Δ -0.90
no GEX (no side has both gamma and open interest) strike 690
calls: OI 2 (+2) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 1.57 × 3.85, spread 84.1% of mid · Δ 0.11
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.80 × 80.65, spread 6.2% of mid · Δ -0.89
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 687.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.77 × 4.55, spread 88.0% of mid · Δ 0.12
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 73.55 × 78.35, spread 6.3% of mid · Δ -0.89
no GEX (no side has both gamma and open interest) strike 685
calls: OI 0 (no prior OI) · vol 3 (at ask 3, at bid 0) · NBBO 1.98 × 4.80, spread 83.2% of mid · Δ 0.12
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 71.30 × 76.10, spread 6.5% of mid · Δ -0.88
no GEX (no side has both gamma and open interest) strike 682.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 2.21 × 5.05, spread 78.2% of mid · Δ 0.13
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 67.85 × 73.90, spread 8.5% of mid · Δ -0.87
no GEX (no side has both gamma and open interest) strike 680
calls: OI 10 (+10) · vol 5 (at ask 1, at bid 3, multi-leg 2) · NBBO 2.45 × 5.35, spread 74.4% of mid · Δ 0.14
puts: OI 1 (+1) · vol 2 (at ask 0, at bid 2) · NBBO 66.70 × 71.70, spread 7.2% of mid · Δ -0.86
net GEX +$14k per 1% (calls +$15k, puts -$2k) strike 677.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 2.72 × 5.65, spread 70.0% of mid · Δ 0.15
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 63.40 × 69.55, spread 9.3% of mid · Δ -0.86
no GEX (no side has both gamma and open interest) strike 675
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 3.05 × 5.95, spread 64.4% of mid · Δ 0.16
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 62.25 × 67.25, spread 7.7% of mid · Δ -0.85
no GEX (no side has both gamma and open interest) strike 672.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 3.30 × 6.30, spread 62.5% of mid · Δ 0.18
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 60.10 × 65.05, spread 7.9% of mid · Δ -0.84
no GEX (no side has both gamma and open interest) strike 670
calls: OI 32 (+32) · vol 0 (at ask 0, at bid 0) · NBBO 3.65 × 6.65, spread 58.3% of mid · Δ 0.17
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 58.00 × 62.80, spread 7.9% of mid · Δ -0.83
net GEX +$57k per 1% (calls +$57k, puts +$0) strike 667.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 4.00 × 7.05, spread 55.2% of mid · Δ 0.18
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 55.90 × 60.65, spread 8.2% of mid · Δ -0.82
no GEX (no side has both gamma and open interest) strike 665
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 4.40 × 7.45, spread 51.5% of mid · Δ 0.20
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 53.05 × 58.50, spread 9.8% of mid · Δ -0.80
no GEX (no side has both gamma and open interest) strike 662.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 4.80 × 7.90, spread 48.8% of mid · Δ 0.22
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 50.35 × 56.40, spread 11.3% of mid · Δ -0.79
no GEX (no side has both gamma and open interest) strike 660
calls: OI 5 (+5) · vol 3 (at ask 1, at bid 1, multi-leg 1) · NBBO 5.25 × 7.55, spread 35.9% of mid · Δ 0.23
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.85 × 54.35, spread 10.7% of mid · Δ -0.78
net GEX +$10k per 1% (calls +$10k, puts +$0) strike 657.5
calls: OI 0 (no prior OI) · vol 46 (at ask 44, at bid 2) · NBBO 5.70 × 8.85, spread 43.3% of mid · Δ 0.23
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 47.95 × 52.35, spread 8.8% of mid · Δ -0.77
no GEX (no side has both gamma and open interest) strike 655
calls: OI 0 (no prior OI) · vol 8 (at ask 4, at bid 4, sweep 1) · NBBO 6.20 × 9.35, spread 40.5% of mid · Δ 0.25
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 45.95 × 50.40, spread 9.2% of mid · Δ -0.75
no GEX (no side has both gamma and open interest) strike 652.5
calls: OI 0 (no prior OI) · vol 152 (at ask 151, at bid 1, multi-leg 150) · NBBO 6.75 × 9.90, spread 37.8% of mid · Δ 0.26
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 42.90 × 48.45, spread 12.2% of mid · Δ -0.74
no GEX (no side has both gamma and open interest) strike 650
calls: OI 21 (+21) · vol 171 (at ask 160, at bid 11, sweep 4, multi-leg 151) · NBBO 7.30 × 10.50, spread 36.0% of mid · Δ 0.28
puts: OI 1 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 41.75 × 46.45, spread 10.7% of mid · Δ -0.73
net GEX +$46k per 1% (calls +$48k, puts -$2k) strike 647.5
calls: OI 0 (no prior OI) · vol 8 (at ask 4, at bid 4, sweep 1) · NBBO 7.90 × 11.10, spread 33.7% of mid · Δ 0.29
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 40.15 × 44.55, spread 10.4% of mid · Δ -0.72
no GEX (no side has both gamma and open interest) strike 645
calls: OI 5 (+5) · vol 8 (at ask 4, at bid 4, sweep 1) · NBBO 8.55 × 11.75, spread 31.5% of mid · Δ 0.30
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.60 × 42.60, spread 9.9% of mid · Δ -0.70
net GEX +$12k per 1% (calls +$12k, puts +$0) strike 642.5
calls: OI 0 (no prior OI) · vol 1 (at ask 1, at bid 0) · NBBO 9.25 × 12.45, spread 29.5% of mid · Δ 0.32
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 36.45 × 40.75, spread 11.1% of mid · Δ -0.69
no GEX (no side has both gamma and open interest) strike 640
calls: OI 18 (+18) · vol 9 (at ask 6, at bid 3) · NBBO 10.00 × 13.20, spread 27.6% of mid · Δ 0.34
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 34.65 × 38.75, spread 11.2% of mid · Δ -0.67
net GEX +$43k per 1% (calls +$46k, puts -$3k) strike 637.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 10.70 × 13.95, spread 26.4% of mid · Δ 0.35
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 32.95 × 37.15, spread 12.0% of mid · Δ -0.65
no GEX (no side has both gamma and open interest) strike 635
calls: OI 17 (+17) · vol 10 (at ask 0, at bid 10) · NBBO 12.00 × 14.40, spread 18.2% of mid · Δ 0.37
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.05 × 35.45, spread 13.2% of mid · Δ -0.64
net GEX +$45k per 1% (calls +$45k, puts +$0) strike 632.5
calls: OI 0 (no prior OI) · vol 5 (at ask 1, at bid 4, sweep 1, multi-leg 3) · NBBO 12.35 × 15.65, spread 23.6% of mid · Δ 0.38
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 29.65 × 33.80, spread 13.1% of mid · Δ -0.62
no GEX (no side has both gamma and open interest) strike 630
calls: OI 10 (+10) · vol 3 (at ask 3, at bid 0, multi-leg 1) · NBBO 13.40 × 16.55, spread 21.0% of mid · Δ 0.40
puts: OI 4 (+4) · vol 11 (at ask 6, at bid 5) · NBBO 28.05 × 32.00, spread 13.2% of mid · Δ -0.60
net GEX +$16k per 1% (calls +$27k, puts -$11k) strike 627.5
calls: OI 0 (no prior OI) · vol 6 (at ask 4, at bid 2) · NBBO 14.20 × 17.50, spread 20.8% of mid · Δ 0.42
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 26.55 × 30.55, spread 14.0% of mid · Δ -0.58
no GEX (no side has both gamma and open interest) strike 625
calls: OI 19 (+19) · vol 107 (at ask 82, at bid 21, multi-leg 40) · NBBO 16.65 × 18.45, spread 10.3% of mid · Δ 0.44
puts: OI 3 (+3) · vol 1 (at ask 1, at bid 0) · NBBO 25.05 × 28.95, spread 14.4% of mid · Δ -0.57
net GEX +$44k per 1% (calls +$52k, puts -$9k) strike 622.5
calls: OI 26 (+26) · vol 41 (at ask 9, at bid 32, sweep 2, multi-leg 36) · NBBO 16.20 × 19.50, spread 18.5% of mid · Δ 0.46
puts: OI 6 (+6) · vol 0 (at ask 0, at bid 0) · NBBO 23.65 × 27.45, spread 14.9% of mid · Δ -0.55
net GEX +$54k per 1% (calls +$72k, puts -$17k) strike 620
calls: OI 56 (+56) · vol 103 (at ask 86, at bid 15, multi-leg 90) · NBBO 18.50 × 20.05, spread 8.0% of mid · Δ 0.47
puts: OI 6 (+6) · vol 46 (at ask 13, at bid 33, multi-leg 34) · NBBO 21.85 × 24.35, spread 10.8% of mid · Δ -0.53
net GEX +$137k per 1% (calls +$154k, puts -$17k) strike 617.5
calls: OI 9 (+9) · vol 118 (at ask 13, at bid 103, sweep 1, multi-leg 86) · NBBO 19.50 × 21.65, spread 10.4% of mid · Δ 0.49
puts: OI 17 (+17) · vol 49 (at ask 34, at bid 15, multi-leg 36) · NBBO 21.60 × 24.30, spread 11.8% of mid · Δ -0.51
net GEX -$23k per 1% (calls +$25k, puts -$48k) strike 615
calls: OI 63 (+24) · vol 71 (at ask 33, at bid 38, multi-leg 56) · NBBO 19.80 × 22.85, spread 14.3% of mid · Δ 0.51
puts: OI 87 (+18) · vol 115 (at ask 16, at bid 97, multi-leg 91) · NBBO 19.95 × 23.25, spread 15.3% of mid · Δ -0.49
net GEX -$73k per 1% (calls +$172k, puts -$245k) strike 612.5
calls: OI 3 (+3) · vol 60 (at ask 28, at bid 32, multi-leg 51) · NBBO 20.80 × 24.05, spread 14.5% of mid · Δ 0.53
puts: OI 32 (+32) · vol 131 (at ask 95, at bid 34, sweep 1, multi-leg 93) · NBBO 18.25 × 21.95, spread 18.4% of mid · Δ -0.47
net GEX -$81k per 1% (calls +$8k, puts -$89k) strike 610
calls: OI 22 (+6) · vol 23 (at ask 11, at bid 12, sweep 2, multi-leg 4) · NBBO 22.05 × 25.30, spread 13.7% of mid · Δ 0.55
puts: OI 76 (+1) · vol 79 (at ask 30, at bid 49, sweep 1, multi-leg 50) · NBBO 17.45 × 19.85, spread 12.9% of mid · Δ -0.45
net GEX -$150k per 1% (calls +$60k, puts -$210k) strike 607.5
calls: OI 1 (+1) · vol 2 (at ask 1, at bid 1) · NBBO 23.35 × 27.00, spread 14.5% of mid · Δ 0.56
puts: OI 4 (+4) · vol 50 (at ask 27, at bid 13, multi-leg 50) · NBBO 15.90 × 19.55, spread 20.6% of mid · Δ -0.43
net GEX -$8k per 1% (calls +$3k, puts -$11k) strike 605
calls: OI 23 (+11) · vol 19 (at ask 3, at bid 16, multi-leg 17) · NBBO 24.70 × 28.00, spread 12.5% of mid · Δ 0.58
puts: OI 25 (+0) · vol 14 (at ask 4, at bid 10, sweep 1, multi-leg 8) · NBBO 15.20 × 17.85, spread 16.0% of mid · Δ -0.42
net GEX -$6k per 1% (calls +$62k, puts -$68k) strike 602.5
calls: OI 0 (+0) · vol 4 (at ask 3, at bid 1, sweep 1) · NBBO 26.70 × 29.40, spread 9.6% of mid · Δ 0.60
puts: OI 6 (+6) · vol 3 (at ask 0, at bid 3, sweep 1, multi-leg 1) · NBBO 14.50 × 17.25, spread 17.3% of mid · Δ -0.40
net GEX -$16k per 1% (calls +$0, puts -$16k) strike 600
calls: OI 72 (+32) · vol 64 (at ask 3, at bid 61, multi-leg 37) · NBBO 28.75 × 32.10, spread 11.0% of mid · Δ 0.62
puts: OI 186 (+30) · vol 43 (at ask 26, at bid 17, sweep 6, multi-leg 1) · NBBO 13.15 × 15.75, spread 18.0% of mid · Δ -0.38
net GEX -$307k per 1% (calls +$191k, puts -$498k) strike 597.5
calls: OI 35 (+35) · vol 35 (at ask 35, at bid 0, multi-leg 35) · NBBO 29.45 × 33.65, spread 13.3% of mid · Δ 0.64
puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 11.65 × 15.15, spread 26.1% of mid · Δ -0.36
net GEX +$90k per 1% (calls +$90k, puts +$0) strike 595
calls: OI 3 (+0) · vol 4 (at ask 2, at bid 0, multi-leg 4) · NBBO 30.50 × 34.55, spread 12.5% of mid · Δ 0.66
puts: OI 56 (+32) · vol 51 (at ask 37, at bid 14, multi-leg 38) · NBBO 10.70 × 14.20, spread 28.1% of mid · Δ -0.34
net GEX -$139k per 1% (calls +$8k, puts -$147k) strike 592.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.55 × 36.25, spread 10.8% of mid · Δ 0.67
puts: OI 35 (+35) · vol 38 (at ask 2, at bid 36, sweep 1, multi-leg 35) · NBBO 10.65 × 13.30, spread 22.1% of mid · Δ -0.32
net GEX -$91k per 1% (calls +$0, puts -$91k) strike 590
calls: OI 20 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 33.85 × 37.95, spread 11.4% of mid · Δ 0.69
puts: OI 82 (+60) · vol 12 (at ask 11, at bid 1) · NBBO 9.00 × 12.00, spread 28.6% of mid · Δ -0.31
net GEX -$157k per 1% (calls +$49k, puts -$207k) strike 587.5
calls: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 35.35 × 39.30, spread 10.6% of mid · Δ 0.70
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.25 × 11.65, spread 34.2% of mid · Δ -0.29
net GEX +$5k per 1% (calls +$5k, puts +$0) strike 585
calls: OI 5 (+0) · vol 6 (at ask 1, at bid 5) · NBBO 37.10 × 40.85, spread 9.6% of mid · Δ 0.72
puts: OI 20 (-1) · vol 5 (at ask 1, at bid 4, multi-leg 1) · NBBO 7.50 × 10.85, spread 36.5% of mid · Δ -0.27
net GEX -$36k per 1% (calls +$12k, puts -$47k) strike 582.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.90 × 43.75, spread 11.7% of mid · Δ 0.74
puts: OI 0 (+0) · vol 10 (at ask 10, at bid 0, multi-leg 10) · NBBO 7.40 × 10.15, spread 31.3% of mid · Δ -0.26
no GEX (no side has both gamma and open interest) strike 580
calls: OI 4 (-1) · vol 8 (at ask 7, at bid 1, multi-leg 1) · NBBO 40.70 × 44.50, spread 8.9% of mid · Δ 0.75
puts: OI 44 (+17) · vol 9 (at ask 3, at bid 5, multi-leg 2) · NBBO 6.75 × 9.10, spread 29.7% of mid · Δ -0.24
net GEX -$88k per 1% (calls +$9k, puts -$97k) strike 577.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 42.60 × 47.45, spread 10.8% of mid · Δ 0.77
puts: OI 14 (+14) · vol 3 (at ask 0, at bid 3, multi-leg 2) · NBBO 5.55 × 8.80, spread 45.3% of mid · Δ -0.23
net GEX -$30k per 1% (calls +$0, puts -$30k) strike 575
calls: OI 2 (+2) · vol 10 (at ask 10, at bid 0, multi-leg 10) · NBBO 44.45 × 48.45, spread 8.6% of mid · Δ 0.79
puts: OI 55 (+12) · vol 26 (at ask 15, at bid 11) · NBBO 5.00 × 8.05, spread 46.7% of mid · Δ -0.21
net GEX -$109k per 1% (calls +$4k, puts -$113k) strike 572.5
calls: OI 65 (+65) · vol 0 (at ask 0, at bid 0) · NBBO 46.45 × 52.00, spread 11.3% of mid · Δ 0.79
puts: OI 28 (+28) · vol 12 (at ask 6, at bid 6) · NBBO 4.50 × 7.65, spread 51.9% of mid · Δ -0.20
net GEX +$72k per 1% (calls +$127k, puts -$55k) strike 570
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.45 × 54.05, spread 10.9% of mid · Δ 0.82
puts: OI 85 (+38) · vol 24 (at ask 9, at bid 15, multi-leg 1) · NBBO 4.75 × 6.60, spread 32.6% of mid · Δ -0.19
net GEX -$152k per 1% (calls +$8k, puts -$160k) strike 567.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 50.50 × 56.05, spread 10.4% of mid · Δ 0.83
puts: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 1) · NBBO 3.60 × 6.70, spread 60.2% of mid · Δ -0.18
no GEX (no side has both gamma and open interest) strike 565
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.05 × 58.00, spread 12.7% of mid · Δ 0.84
puts: OI 13 (+2) · vol 17 (at ask 15, at bid 2, sweep 2) · NBBO 3.95 × 6.25, spread 45.1% of mid · Δ -0.17
net GEX -$22k per 1% (calls +$0, puts -$22k) strike 562.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 54.65 × 60.10, spread 9.5% of mid · Δ 0.84
puts: OI 0 (no prior OI) · vol 14 (at ask 12, at bid 2) · NBBO 3.70 × 5.85, spread 45.0% of mid · Δ -0.15
no GEX (no side has both gamma and open interest) strike 560
calls: OI 8 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 56.65 × 63.30, spread 11.1% of mid · Δ 0.86
puts: OI 124 (+55) · vol 89 (at ask 34, at bid 54, sweep 3, multi-leg 7) · NBBO 3.60 × 4.80, spread 28.6% of mid · Δ -0.14
net GEX -$179k per 1% (calls +$12k, puts -$191k) strike 557.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 59.00 × 64.50, spread 8.9% of mid · Δ 0.87
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 2.21 × 5.10, spread 79.1% of mid · Δ -0.13
no GEX (no side has both gamma and open interest) strike 555
calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 61.20 × 67.70, spread 10.1% of mid · Δ 0.88
puts: OI 15 (+8) · vol 3 (at ask 1, at bid 2, multi-leg 1) · NBBO 2.80 × 4.00, spread 35.3% of mid · Δ -0.12
net GEX -$19k per 1% (calls +$1k, puts -$21k) strike 552.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 63.45 × 69.95, spread 9.7% of mid · Δ 0.87
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.70 × 4.45, spread 89.4% of mid · Δ -0.11
no GEX (no side has both gamma and open interest) strike 550
calls: OI 12 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 65.70 × 72.15, spread 9.4% of mid · Δ 0.88
puts: OI 128 (+31) · vol 50 (at ask 22, at bid 18, multi-leg 23) · NBBO 1.55 × 3.55, spread 78.4% of mid · Δ -0.10
net GEX -$141k per 1% (calls +$15k, puts -$156k) strike 547.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 68.00 × 74.45, spread 9.1% of mid · Δ 0.91
puts: OI 0 (no prior OI) · vol 8 (at ask 8, at bid 0) · NBBO 1.51 × 3.95, spread 89.4% of mid · Δ -0.10
no GEX (no side has both gamma and open interest) strike 545
calls: OI 0 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 70.30 × 75.70, spread 7.4% of mid · Δ 0.92
puts: OI 4 (+1) · vol 1,008 (at ask 25, at bid 973, multi-leg 1,008) · NBBO 1.11 × 3.70, spread 107.7% of mid · Δ -0.09
net GEX -$4k per 1% (calls +$0, puts -$4k) strike 542.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 72.60 × 78.05, spread 7.2% of mid · Δ 0.92
puts: OI 0 (no prior OI) · vol 2 (at ask 0, at bid 2) · NBBO 0.94 × 3.50, spread 115.3% of mid · Δ -0.08
no GEX (no side has both gamma and open interest) strike 540
calls: OI 1 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 73.45 × 81.40, spread 10.3% of mid · Δ 0.91
puts: OI 4 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 1.73 × 3.30, spread 62.4% of mid · Δ -0.08
net GEX -$3k per 1% (calls +$1k, puts -$4k) strike 537.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 77.30 × 82.50, spread 6.5% of mid · Δ 0.93
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.18 × 3.15, spread 91.0% of mid · Δ -0.07
no GEX (no side has both gamma and open interest) strike 535
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 79.65 × 86.05, spread 7.7% of mid · Δ 0.93
puts: OI 44 (+6) · vol 20 (at ask 0, at bid 20, multi-leg 20) · NBBO 0.53 × 2.25, spread 123.7% of mid · Δ -0.07
net GEX -$37k per 1% (calls +$0, puts -$37k) strike 532.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 82.05 × 87.35, spread 6.3% of mid · Δ 0.94
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.79 × 2.81, spread 112.2% of mid · Δ -0.06
no GEX (no side has both gamma and open interest) strike 530
calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 84.45 × 90.80, spread 7.2% of mid · Δ 0.94
puts: OI 60 (+18) · vol 46 (at ask 13, at bid 23, multi-leg 20) · NBBO 1.32 × 1.86, spread 34.0% of mid · Δ -0.06
net GEX -$44k per 1% (calls +$741, puts -$45k) strike 527.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 86.85 × 93.20, spread 7.1% of mid · Δ 0.95
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.70 × 2.27, spread 105.7% of mid · Δ -0.06
no GEX (no side has both gamma and open interest) strike 525
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 89.25 × 95.60, spread 6.9% of mid · Δ 0.93
puts: OI 8 (+3) · vol 7 (at ask 1, at bid 6) · NBBO 0.61 × 2.26, spread 115.0% of mid · Δ -0.05
net GEX -$5k per 1% (calls +$0, puts -$5k) strike 522.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 91.65 × 97.95, spread 6.6% of mid · Δ 0.95
puts: OI 0 (no prior OI) · vol 4 (at ask 2, at bid 2) · NBBO 0.51 × 2.33, spread 128.2% of mid · Δ -0.05
no GEX (no side has both gamma and open interest) strike 520
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.10 × 100.40, spread 6.5% of mid · Δ 0.96
puts: OI 11 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 0.46 × 2.23, spread 131.6% of mid · Δ -0.04
net GEX -$6k per 1% (calls +$0, puts -$6k) strike 517.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 96.35 × 102.80, spread 6.5% of mid · Δ 0.96
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.06 × 2.03, spread 188.5% of mid · Δ -0.04
no GEX (no side has both gamma and open interest) strike 515
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 98.95 × 105.20, spread 6.1% of mid · Δ 0.94
puts: OI 2 (+0) · vol 23 (at ask 12, at bid 11, multi-leg 20) · NBBO 0.29 × 1.37, spread 130.1% of mid · Δ -0.04
net GEX +$5k per 1% (calls +$6k, puts -$975) strike 512.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 101.40 × 107.65, spread 6.0% of mid · Δ 0.96
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 1.97, spread 198.0% of mid · Δ -0.03
no GEX (no side has both gamma and open interest) strike 510
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.35 × 110.05, spread 7.3% of mid · Δ 0.96
puts: OI 25 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.59 × 1.07, spread 57.8% of mid · Δ -0.03
net GEX -$11k per 1% (calls +$0, puts -$11k) strike 507.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 106.30 × 111.45, spread 4.7% of mid · Δ 0.96
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 1.83, spread 197.8% of mid · Δ -0.03
no GEX (no side has both gamma and open interest) strike 505
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.55 × 114.95, spread 5.7% of mid · Δ 0.97
puts: OI 300 (+0) · vol 8 (at ask 0, at bid 8, multi-leg 8) · NBBO 0.38 × 1.77, spread 129.3% of mid · Δ -0.03
net GEX -$121k per 1% (calls +$0, puts -$121k) strike 500
calls: OI 0 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 113.65 × 119.85, spread 5.3% of mid · Δ 0.97
puts: OI 16 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.14 × 1.66, spread 168.9% of mid · Δ -0.03
net GEX -$6k per 1% (calls +$0, puts -$6k) strike 495
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.10 × 123.75, spread 5.5% of mid · Δ 0.97
puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 1.56, spread 197.5% of mid · Δ -0.03
net GEX -$5k per 1% (calls +$341, puts -$5k) strike 490
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.05 × 129.70, spread 6.1% of mid · Δ 0.97
puts: OI 92 (+10) · vol 9 (at ask 0, at bid 9, multi-leg 8) · NBBO 0.15 × 1.49, spread 163.4% of mid · Δ -0.03
net GEX -$28k per 1% (calls +$0, puts -$28k) strike 485
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 128.45 × 134.65, spread 4.7% of mid · Δ 0.98
puts: OI 42 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 1.46, spread 197.3% of mid · Δ -0.02
net GEX -$12k per 1% (calls +$0, puts -$12k) strike 480
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 133.35 × 139.60, spread 4.6% of mid · Δ 0.98
puts: OI 296 (+0) · vol 74 (at ask 1, at bid 73) · NBBO 0.22 × 1.21, spread 138.5% of mid · Δ -0.02
net GEX -$76k per 1% (calls +$0, puts -$76k) strike 475
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 138.25 × 144.55, spread 4.5% of mid · Δ 0.97
puts: OI 40 (+0) · vol 10 (at ask 0, at bid 0) · NBBO 0.17 × 1.19, spread 150.0% of mid · Δ -0.02
net GEX -$9k per 1% (calls +$0, puts -$9k) strike 470
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 143.20 × 149.50, spread 4.3% of mid · Δ 0.98
puts: OI 88 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 1.07, spread 196.3% of mid · Δ -0.02
net GEX -$19k per 1% (calls +$0, puts -$19k) strike 465
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 148.15 × 153.00, spread 3.2% of mid · Δ 0.99
puts: OI 0 (+0) · vol 14 (at ask 0, at bid 14) · NBBO 0.01 × 1.36, spread 197.1% of mid · Δ -0.02
no GEX (no side has both gamma and open interest)