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.
2027-06-17 is not an expiry on the 2026-09-23 book; showing 2026-10-23.
Tradability of the 2026-10-23 expiry: 29 calendar days from 2026-09-24 (30 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, and the strike nearest 0.20 delta on each side - call 710 (Δ 0.19), put 550 (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 2026-09-22'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 760 750 740 735 730 725 720 715 710 705 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 put strike nearest 0.20 delta: 550 call strike nearest 0.20 delta: 710 2.7k 0 2.7k 186 186 25% 10% 10% 25% -$3.1m +$3.1m book spot 614.61 call wall 600 put wall 600 γ flip 520.15 strike 760
calls: OI 48 (+8) · vol 23 (at ask 2, at bid 20, multi-leg 2) · NBBO 4.20 × 4.65, spread 10.2% of mid · Δ 0.10
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 145.20 × 151.10, spread 4.0% of mid · Δ -0.92
net GEX +$33k per 1% (calls +$33k, puts +$0) strike 750
calls: OI 79 (+28) · vol 39 (at ask 6, at bid 32, sweep 1, multi-leg 3) · NBBO 4.10 × 5.80, spread 34.3% of mid · Δ 0.12
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 136.85 × 141.90, spread 3.6% of mid · Δ -0.91
net GEX +$60k per 1% (calls +$60k, puts +$0) strike 740
calls: OI 133 (+42) · vol 6 (at ask 0, at bid 4, multi-leg 1) · NBBO 6.00 × 6.65, spread 10.3% of mid · Δ 0.13
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 128.15 × 132.60, spread 3.4% of mid · Δ -0.88
net GEX +$112k per 1% (calls +$112k, puts +$0) strike 735
calls: OI 160 (+64) · vol 15 (at ask 15, at bid 0, multi-leg 1) · NBBO 6.45 × 7.30, spread 12.4% of mid · Δ 0.14
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 123.60 × 127.95, spread 3.5% of mid · Δ -0.88
net GEX +$141k per 1% (calls +$141k, puts +$0) strike 730
calls: OI 143 (+9) · vol 19 (at ask 12, at bid 5, multi-leg 4) · NBBO 6.80 × 8.05, spread 16.8% of mid · Δ 0.15
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 118.45 × 123.45, spread 4.1% of mid · Δ -0.86
net GEX +$132k per 1% (calls +$132k, puts +$0) strike 725
calls: OI 44 (+11) · vol 65 (at ask 13, at bid 52, multi-leg 30) · NBBO 7.40 × 8.40, spread 12.7% of mid · Δ 0.16
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.80 × 118.90, spread 5.3% of mid · Δ -0.86
net GEX +$42k per 1% (calls +$42k, puts +$0) strike 720
calls: OI 112 (+27) · vol 41 (at ask 13, at bid 16) · NBBO 8.00 × 9.15, spread 13.4% of mid · Δ 0.17
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 109.60 × 114.60, spread 4.5% of mid · Δ -0.84
net GEX +$113k per 1% (calls +$113k, puts +$0) strike 715
calls: OI 156 (+89) · vol 3 (at ask 2, at bid 1, multi-leg 1) · NBBO 8.65 × 9.35, spread 7.8% of mid · Δ 0.18
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.50 × 111.15, spread 6.2% of mid · Δ -0.83
net GEX +$163k per 1% (calls +$164k, puts -$1k) strike 710
calls: OI 146 (+49) · vol 60 (at ask 47, at bid 7, multi-leg 14) · NBBO 9.35 × 10.10, spread 7.7% of mid · Δ 0.19
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 101.95 × 106.85, spread 4.7% of mid · Δ -0.82
net GEX +$160k per 1% (calls +$160k, puts +$0) strike 705
calls: OI 2,432 (+2,345) · vol 53 (at ask 24, at bid 25, multi-leg 32) · NBBO 10.10 × 10.80, spread 6.7% of mid · Δ 0.21
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.75 × 101.75, spread 4.0% of mid · Δ -0.81
net GEX +$2.8m per 1% (calls +$2.8m, puts +$0) 2026-10-23 expiry, 58 strikes within ±25% of book spot (the flip search band); 105 hidden (20 above, 85 below), 89 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$16.5m 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 · 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 0 0 0 0 0 0 -0.92 4.0% 151.10 145.20 760 4.20 4.65 10.2% 0.10 23 2 20 0 2 48 +8 +$0 +$33k +$33k +0 0 0 0 0 0 0 -0.91 3.6% 141.90 136.85 750 4.10 5.80 34.3% 0.12 39 6 32 1 3 79 +28 +$0 +$60k +$60k +0 0 0 0 0 0 0 -0.88 3.4% 132.60 128.15 740 6.00 6.65 10.3% 0.13 6 0 4 0 1 133 +42 +$0 +$112k +$112k +0 0 0 0 0 0 0 -0.88 3.5% 127.95 123.60 735 6.45 7.30 12.4% 0.14 15 15 0 0 1 160 +64 +$0 +$141k +$141k +0 0 0 0 0 0 0 -0.86 4.1% 123.45 118.45 730 6.80 8.05 16.8% 0.15 19 12 5 0 4 143 +9 +$0 +$132k +$132k +0 0 0 0 0 0 0 -0.86 5.3% 118.90 112.80 725 7.40 8.40 12.7% 0.16 65 13 52 0 30 44 +11 +$0 +$42k +$42k +0 0 0 0 0 0 0 -0.84 4.5% 114.60 109.60 720 8.00 9.15 13.4% 0.17 41 13 16 0 0 112 +27 +$0 +$113k +$113k +0 1 0 0 0 0 0 -0.83 6.2% 111.15 104.50 715 8.65 9.35 7.8% 0.18 3 2 1 0 1 156 +89 -$1k +$164k +$163k +0 0 0 0 0 0 0 -0.82 4.7% 106.85 101.95 710 9.35 10.10 7.7% 0.19 60 47 7 0 14 146 +49 +$0 +$160k +$160k +0 0 0 0 0 0 0 -0.81 4.0% 101.75 97.75 705 10.10 10.80 6.7% 0.21 53 24 25 0 32 2,432 +2,345 +$0 +$2.8m +$2.8m +0 3 0 0 0 0 0 -0.80 4.6% 97.25 92.85 700 10.90 12.55 14.1% 0.22 102 43 56 2 14 2,662 +2,331 -$4k +$3.1m +$3.1m +0 17 0 0 0 0 0 -0.78 7.8% 94.30 87.25 695 11.75 13.30 12.4% 0.23 40 34 4 0 10 103 +47 -$21k +$126k +$105k +0 3 0 0 0 0 0 -0.77 5.0% 89.00 84.70 690 12.70 14.35 12.2% 0.25 48 6 42 1 2 114 +71 -$4k +$144k +$140k +0 8 1 0 1 0 1 -0.75 7.3% 86.25 80.20 685 13.70 15.35 11.4% 0.26 84 34 45 4 27 119 +15 -$11k +$156k +$145k +0 14 1 0 0 1 1 -0.74 8.0% 82.30 76.00 680 14.75 16.45 10.9% 0.28 54 35 14 0 27 715 +51 -$19k +$963k +$944k +1 1 0 0 0 0 0 -0.72 9.3% 78.45 71.45 675 15.90 16.80 5.5% 0.29 79 34 45 1 6 148 +7 -$1k +$205k +$203k +1 13 0 0 0 1 1 -0.70 5.3% 73.20 69.40 670 17.10 19.05 10.8% 0.31 15 13 1 0 9 161 +25 -$19k +$228k +$209k +1 10 0 0 0 7 7 -0.69 6.1% 69.45 65.35 665 18.45 20.35 9.8% 0.33 20 5 13 0 17 84 +25 -$15k +$122k +$107k +0 24 0 0 0 0 0 -0.67 5.5% 65.75 62.20 660 19.85 21.60 8.4% 0.35 99 81 17 1 11 595 -63 -$37k +$881k +$843k +1 4 0 0 0 0 0 -0.65 5.9% 62.15 58.60 655 21.30 22.70 6.4% 0.36 80 34 46 6 41 100 +10 -$6k +$151k +$145k -2 18 3 1 4 2 6 -0.63 6.3% 58.10 54.55 650 22.80 23.75 4.1% 0.38 65 44 17 2 13 312 +32 -$29k +$479k +$450k +20 34 0 0 0 0 0 -0.61 4.3% 54.15 51.85 645 24.45 26.60 8.4% 0.40 18 3 14 1 3 163 -14 -$56k +$254k +$198k +17 20 0 2 2 2 4 -0.59 6.4% 51.80 48.60 640 26.30 28.35 7.5% 0.42 123 56 67 24 27 261 +94 -$34k +$413k +$379k +14 34 2 0 0 2 2 -0.56 6.1% 48.15 45.30 635 28.10 30.05 6.7% 0.44 93 49 31 1 52 139 +14 -$57k +$221k +$164k +4 16 0 1 6 34 40 -0.54 7.4% 45.70 42.45 630 30.05 31.25 3.9% 0.46 80 37 40 2 39 1,771 +66 -$27k +$2.8m +$2.8m +3 18 7 1 27 2 39 -0.52 6.3% 41.60 39.05 625 32.10 33.40 4.0% 0.48 64 17 47 3 18 163 +37 -$31k +$262k +$231k +655 669 2 0 73 43 116 -0.50 6.9% 38.80 36.20 620 34.25 36.90 7.4% 0.50 104 52 47 3 34 347 -14 -$1.1m +$558k -$582k +59 81 8 0 42 33 86 -0.48 3.1% 36.10 35.00 615 36.60 37.80 3.2% 0.53 51 18 30 1 27 375 +50 -$139k +$602k +$463k +37 172 7 2 19 44 67 -0.45 3.2% 33.50 32.45 610 38.95 40.35 3.5% 0.55 69 21 42 0 17 269 -6 -$291k +$429k +$138k +1 65 9 0 16 23 40 -0.43 7.9% 31.05 28.70 605 41.25 42.70 3.5% 0.57 76 24 48 1 65 523 -14 -$109k +$827k +$718k +118 342 3 3 59 75 135 -0.41 8.9% 28.70 26.25 600 44.10 46.70 5.7% 0.59 80 32 43 7 58 457 -19 -$566k +$708k +$143k -1 115 16 0 40 53 93 -0.39 9.1% 26.45 24.15 595 46.65 49.10 5.1% 0.61 2 1 1 0 1 127 +14 -$187k +$195k +$8k +6 45 12 1 15 47 63 -0.36 8.8% 24.35 22.30 590 49.50 52.45 5.8% 0.63 19 3 15 0 4 169 +10 -$72k +$254k +$183k +41 63 7 4 21 25 47 -0.34 9.9% 22.35 20.25 585 51.70 54.80 5.8% 0.65 8 5 3 0 7 123 +8 -$98k +$180k +$82k +15 126 21 4 32 84 117 -0.32 10.3% 20.45 18.45 580 55.65 58.00 4.1% 0.67 6 5 1 0 3 507 -5 -$191k +$728k +$537k +92 126 22 0 13 14 27 -0.30 8.1% 18.70 17.25 575 58.00 61.30 5.5% 0.69 13 2 11 0 12 144 -6 -$186k +$201k +$15k +40 112 21 0 20 48 68 -0.28 8.2% 17.20 15.85 570 61.30 64.65 5.3% 0.71 11 8 3 0 10 419 -2 -$159k +$566k +$407k +3 97 15 0 4 17 22 -0.26 8.0% 15.65 14.45 565 64.90 67.60 4.1% 0.73 9 7 2 0 8 195 +1 -$132k +$255k +$123k +41 283 20 2 20 58 80 -0.24 12.1% 14.05 12.45 560 68.30 72.30 5.7% 0.75 28 21 2 0 27 248 +1 -$370k +$313k -$57k +11 92 6 0 4 6 10 -0.22 11.0% 12.95 11.60 555 71.95 76.35 5.9% 0.77 3 2 1 0 2 138 -2 -$115k +$168k +$53k +68 627 40 1 70 50 128 -0.21 9.0% 11.65 10.65 550 75.75 78.65 3.8% 0.78 13 9 4 0 7 210 -6 -$745k +$243k -$502k +50 237 5 0 26 31 58 -0.19 10.5% 10.50 9.45 545 79.60 84.05 5.4% 0.80 2 2 0 0 1 172 +0 -$267k +$189k -$78k +90 336 24 0 68 29 97 -0.17 13.4% 9.55 8.35 540 83.55 87.60 4.7% 0.81 4 1 3 0 3 173 -5 -$358k +$181k -$177k +72 405 33 0 38 53 92 -0.16 16.5% 8.55 7.25 535 87.60 92.25 5.2% 0.83 0 0 0 0 0 119 +0 -$405k +$117k -$288k +44 300 10 0 32 19 53 -0.15 12.4% 7.70 6.80 530 91.80 96.30 4.8% 0.84 3 0 1 0 3 900 -4 -$281k +$838k +$556k +23 135 10 0 20 18 40 -0.13 20.9% 7.40 6.00 525 96.50 100.60 4.2% 0.85 1 1 0 0 1 259 -1 -$118k +$227k +$108k +101 440 4 0 41 12 55 -0.12 18.2% 6.30 5.25 520 100.35 104.85 4.4% 0.86 5 0 5 0 4 2,372 +3 -$359k +$1.9m +$1.6m +10 226 19 4 49 17 70 -0.11 15.5% 5.55 4.75 515 104.70 109.30 4.3% 0.87 2 0 2 0 2 243 +0 -$171k +$188k +$16k +28 248 13 0 7 20 31 -0.10 32.2% 5.05 3.65 510 109.15 113.65 4.0% 0.88 0 0 0 0 0 100 -5 -$174k +$72k -$102k +0 151 13 0 12 26 39 -0.09 29.3% 4.50 3.35 505 113.65 118.15 3.9% 0.89 2 0 2 0 0 71 -1 -$98k +$48k -$50k +71 395 29 1 21 58 186 -0.08 10.4% 4.05 3.65 500 117.35 122.95 4.7% 0.90 2 0 1 0 2 150 -15 -$236k +$94k -$142k -6 177 6 0 3 12 15 -0.08 38.6% 3.65 2.47 495 122.75 126.95 3.4% 0.91 0 0 0 0 0 61 +0 -$97k +$36k -$62k -48 220 37 0 37 9 55 -0.07 19.3% 3.30 2.72 490 127.45 131.75 3.3% 0.91 2 0 1 0 0 116 -1 -$112k +$64k -$48k +7 265 4 0 16 0 16 -0.06 14.0% 3.05 2.65 485 132.15 136.25 3.1% 0.92 0 0 0 0 0 46 +5 -$124k +$24k -$100k +92 256 15 0 116 3 122 -0.06 41.6% 2.76 1.81 480 136.85 141.60 3.4% 0.92 1 0 0 0 1 62 -2 -$110k +$30k -$80k +103 236 7 0 5 3 12 -0.05 12.7% 2.52 2.22 475 141.55 146.10 3.2% 0.93 0 0 0 0 0 155 +0 -$93k +$68k -$25k +23 300 2 0 7 15 22 -0.05 8.9% 2.22 2.03 470 144.85 152.45 5.1% 0.93 0 0 0 0 0 69 +0 -$108k +$29k -$79k +30 229 3 0 0 6 6 -0.04 29.2% 2.24 1.67 465 151.15 157.25 4.0% 0.94 0 0 0 0 0 42 +0 -$76k +$16k -$59k
strike 700
calls: OI 2,662 (+2,331) · vol 102 (at ask 43, at bid 56, sweep 2, multi-leg 14) · NBBO 10.90 × 12.55, spread 14.1% of mid · Δ 0.22
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.85 × 97.25, spread 4.6% of mid · Δ -0.80
net GEX +$3.1m per 1% (calls +$3.1m, puts -$4k) strike 695
calls: OI 103 (+47) · vol 40 (at ask 34, at bid 4, multi-leg 10) · NBBO 11.75 × 13.30, spread 12.4% of mid · Δ 0.23
puts: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.25 × 94.30, spread 7.8% of mid · Δ -0.78
net GEX +$105k per 1% (calls +$126k, puts -$21k) strike 690
calls: OI 114 (+71) · vol 48 (at ask 6, at bid 42, sweep 1, multi-leg 2) · NBBO 12.70 × 14.35, spread 12.2% of mid · Δ 0.25
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.70 × 89.00, spread 5.0% of mid · Δ -0.77
net GEX +$140k per 1% (calls +$144k, puts -$4k) strike 685
calls: OI 119 (+15) · vol 84 (at ask 34, at bid 45, sweep 4, multi-leg 27) · NBBO 13.70 × 15.35, spread 11.4% of mid · Δ 0.26
puts: OI 8 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 80.20 × 86.25, spread 7.3% of mid · Δ -0.75
net GEX +$145k per 1% (calls +$156k, puts -$11k) strike 680
calls: OI 715 (+51) · vol 54 (at ask 35, at bid 14, multi-leg 27) · NBBO 14.75 × 16.45, spread 10.9% of mid · Δ 0.28
puts: OI 14 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 76.00 × 82.30, spread 8.0% of mid · Δ -0.74
net GEX +$944k per 1% (calls +$963k, puts -$19k) strike 675
calls: OI 148 (+7) · vol 79 (at ask 34, at bid 45, sweep 1, multi-leg 6) · NBBO 15.90 × 16.80, spread 5.5% of mid · Δ 0.29
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 71.45 × 78.45, spread 9.3% of mid · Δ -0.72
net GEX +$203k per 1% (calls +$205k, puts -$1k) strike 670
calls: OI 161 (+25) · vol 15 (at ask 13, at bid 1, multi-leg 9) · NBBO 17.10 × 19.05, spread 10.8% of mid · Δ 0.31
puts: OI 13 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 69.40 × 73.20, spread 5.3% of mid · Δ -0.70
net GEX +$209k per 1% (calls +$228k, puts -$19k) strike 665
calls: OI 84 (+25) · vol 20 (at ask 5, at bid 13, multi-leg 17) · NBBO 18.45 × 20.35, spread 9.8% of mid · Δ 0.33
puts: OI 10 (+1) · vol 7 (at ask 7, at bid 0) · NBBO 65.35 × 69.45, spread 6.1% of mid · Δ -0.69
net GEX +$107k per 1% (calls +$122k, puts -$15k) strike 660
calls: OI 595 (-63) · vol 99 (at ask 81, at bid 17, sweep 1, multi-leg 11) · NBBO 19.85 × 21.60, spread 8.4% of mid · Δ 0.35
puts: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.20 × 65.75, spread 5.5% of mid · Δ -0.67
net GEX +$843k per 1% (calls +$881k, puts -$37k) strike 655
calls: OI 100 (+10) · vol 80 (at ask 34, at bid 46, sweep 6, multi-leg 41) · NBBO 21.30 × 22.70, spread 6.4% of mid · Δ 0.36
puts: OI 4 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 58.60 × 62.15, spread 5.9% of mid · Δ -0.65
net GEX +$145k per 1% (calls +$151k, puts -$6k) strike 650
calls: OI 312 (+32) · vol 65 (at ask 44, at bid 17, sweep 2, multi-leg 13) · NBBO 22.80 × 23.75, spread 4.1% of mid · Δ 0.38
puts: OI 18 (-2) · vol 6 (at ask 2, at bid 4, sweep 1, multi-leg 3) · NBBO 54.55 × 58.10, spread 6.3% of mid · Δ -0.63
net GEX +$450k per 1% (calls +$479k, puts -$29k) strike 645
calls: OI 163 (-14) · vol 18 (at ask 3, at bid 14, sweep 1, multi-leg 3) · NBBO 24.45 × 26.60, spread 8.4% of mid · Δ 0.40
puts: OI 34 (+20) · vol 0 (at ask 0, at bid 0) · NBBO 51.85 × 54.15, spread 4.3% of mid · Δ -0.61
net GEX +$198k per 1% (calls +$254k, puts -$56k) strike 640
calls: OI 261 (+94) · vol 123 (at ask 56, at bid 67, sweep 24, multi-leg 27) · NBBO 26.30 × 28.35, spread 7.5% of mid · Δ 0.42
puts: OI 20 (+17) · vol 4 (at ask 2, at bid 2, sweep 2) · NBBO 48.60 × 51.80, spread 6.4% of mid · Δ -0.59
net GEX +$379k per 1% (calls +$413k, puts -$34k) strike 635
calls: OI 139 (+14) · vol 93 (at ask 49, at bid 31, sweep 1, multi-leg 52) · NBBO 28.10 × 30.05, spread 6.7% of mid · Δ 0.44
puts: OI 34 (+14) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 45.30 × 48.15, spread 6.1% of mid · Δ -0.56
net GEX +$164k per 1% (calls +$221k, puts -$57k) strike 630
calls: OI 1,771 (+66) · vol 80 (at ask 37, at bid 40, sweep 2, multi-leg 39) · NBBO 30.05 × 31.25, spread 3.9% of mid · Δ 0.46
puts: OI 16 (+4) · vol 40 (at ask 34, at bid 6, sweep 1) · NBBO 42.45 × 45.70, spread 7.4% of mid · Δ -0.54
net GEX +$2.8m per 1% (calls +$2.8m, puts -$27k) strike 625
calls: OI 163 (+37) · vol 64 (at ask 17, at bid 47, sweep 3, multi-leg 18) · NBBO 32.10 × 33.40, spread 4.0% of mid · Δ 0.48
puts: OI 18 (+3) · vol 39 (at ask 2, at bid 27, sweep 1, multi-leg 7) · NBBO 39.05 × 41.60, spread 6.3% of mid · Δ -0.52
net GEX +$231k per 1% (calls +$262k, puts -$31k) strike 620
calls: OI 347 (-14) · vol 104 (at ask 52, at bid 47, sweep 3, multi-leg 34) · NBBO 34.25 × 36.90, spread 7.4% of mid · Δ 0.50
puts: OI 669 (+655) · vol 116 (at ask 43, at bid 73, multi-leg 2) · NBBO 36.20 × 38.80, spread 6.9% of mid · Δ -0.50
net GEX -$582k per 1% (calls +$558k, puts -$1.1m) strike 615
calls: OI 375 (+50) · vol 51 (at ask 18, at bid 30, sweep 1, multi-leg 27) · NBBO 36.60 × 37.80, spread 3.2% of mid · Δ 0.53
puts: OI 81 (+59) · vol 86 (at ask 33, at bid 42, multi-leg 8) · NBBO 35.00 × 36.10, spread 3.1% of mid · Δ -0.48
net GEX +$463k per 1% (calls +$602k, puts -$139k) strike 610
calls: OI 269 (-6) · vol 69 (at ask 21, at bid 42, multi-leg 17) · NBBO 38.95 × 40.35, spread 3.5% of mid · Δ 0.55
puts: OI 172 (+37) · vol 67 (at ask 44, at bid 19, sweep 2, multi-leg 7) · NBBO 32.45 × 33.50, spread 3.2% of mid · Δ -0.45
net GEX +$138k per 1% (calls +$429k, puts -$291k) strike 605
calls: OI 523 (-14) · vol 76 (at ask 24, at bid 48, sweep 1, multi-leg 65) · NBBO 41.25 × 42.70, spread 3.5% of mid · Δ 0.57
puts: OI 65 (+1) · vol 40 (at ask 23, at bid 16, multi-leg 9) · NBBO 28.70 × 31.05, spread 7.9% of mid · Δ -0.43
net GEX +$718k per 1% (calls +$827k, puts -$109k) strike 600
calls: OI 457 (-19) · vol 80 (at ask 32, at bid 43, sweep 7, multi-leg 58) · NBBO 44.10 × 46.70, spread 5.7% of mid · Δ 0.59
puts: OI 342 (+118) · vol 135 (at ask 75, at bid 59, sweep 3, multi-leg 3) · NBBO 26.25 × 28.70, spread 8.9% of mid · Δ -0.41
net GEX +$143k per 1% (calls +$708k, puts -$566k) strike 595
calls: OI 127 (+14) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 46.65 × 49.10, spread 5.1% of mid · Δ 0.61
puts: OI 115 (-1) · vol 93 (at ask 53, at bid 40, multi-leg 16) · NBBO 24.15 × 26.45, spread 9.1% of mid · Δ -0.39
net GEX +$8k per 1% (calls +$195k, puts -$187k) strike 590
calls: OI 169 (+10) · vol 19 (at ask 3, at bid 15, multi-leg 4) · NBBO 49.50 × 52.45, spread 5.8% of mid · Δ 0.63
puts: OI 45 (+6) · vol 63 (at ask 47, at bid 15, sweep 1, multi-leg 12) · NBBO 22.30 × 24.35, spread 8.8% of mid · Δ -0.36
net GEX +$183k per 1% (calls +$254k, puts -$72k) strike 585
calls: OI 123 (+8) · vol 8 (at ask 5, at bid 3, multi-leg 7) · NBBO 51.70 × 54.80, spread 5.8% of mid · Δ 0.65
puts: OI 63 (+41) · vol 47 (at ask 25, at bid 21, sweep 4, multi-leg 7) · NBBO 20.25 × 22.35, spread 9.9% of mid · Δ -0.34
net GEX +$82k per 1% (calls +$180k, puts -$98k) strike 580
calls: OI 507 (-5) · vol 6 (at ask 5, at bid 1, multi-leg 3) · NBBO 55.65 × 58.00, spread 4.1% of mid · Δ 0.67
puts: OI 126 (+15) · vol 117 (at ask 84, at bid 32, sweep 4, multi-leg 21) · NBBO 18.45 × 20.45, spread 10.3% of mid · Δ -0.32
net GEX +$537k per 1% (calls +$728k, puts -$191k) strike 575
calls: OI 144 (-6) · vol 13 (at ask 2, at bid 11, multi-leg 12) · NBBO 58.00 × 61.30, spread 5.5% of mid · Δ 0.69
puts: OI 126 (+92) · vol 27 (at ask 14, at bid 13, multi-leg 22) · NBBO 17.25 × 18.70, spread 8.1% of mid · Δ -0.30
net GEX +$15k per 1% (calls +$201k, puts -$186k) strike 570
calls: OI 419 (-2) · vol 11 (at ask 8, at bid 3, multi-leg 10) · NBBO 61.30 × 64.65, spread 5.3% of mid · Δ 0.71
puts: OI 112 (+40) · vol 68 (at ask 48, at bid 20, multi-leg 21) · NBBO 15.85 × 17.20, spread 8.2% of mid · Δ -0.28
net GEX +$407k per 1% (calls +$566k, puts -$159k) strike 565
calls: OI 195 (+1) · vol 9 (at ask 7, at bid 2, multi-leg 8) · NBBO 64.90 × 67.60, spread 4.1% of mid · Δ 0.73
puts: OI 97 (+3) · vol 22 (at ask 17, at bid 4, multi-leg 15) · NBBO 14.45 × 15.65, spread 8.0% of mid · Δ -0.26
net GEX +$123k per 1% (calls +$255k, puts -$132k) strike 560
calls: OI 248 (+1) · vol 28 (at ask 21, at bid 2, multi-leg 27) · NBBO 68.30 × 72.30, spread 5.7% of mid · Δ 0.75
puts: OI 283 (+41) · vol 80 (at ask 58, at bid 20, sweep 2, multi-leg 20) · NBBO 12.45 × 14.05, spread 12.1% of mid · Δ -0.24
net GEX -$57k per 1% (calls +$313k, puts -$370k) strike 555
calls: OI 138 (-2) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 71.95 × 76.35, spread 5.9% of mid · Δ 0.77
puts: OI 92 (+11) · vol 10 (at ask 6, at bid 4, multi-leg 6) · NBBO 11.60 × 12.95, spread 11.0% of mid · Δ -0.22
net GEX +$53k per 1% (calls +$168k, puts -$115k) strike 550
calls: OI 210 (-6) · vol 13 (at ask 9, at bid 4, multi-leg 7) · NBBO 75.75 × 78.65, spread 3.8% of mid · Δ 0.78
puts: OI 627 (+68) · vol 128 (at ask 50, at bid 70, sweep 1, multi-leg 40) · NBBO 10.65 × 11.65, spread 9.0% of mid · Δ -0.21
net GEX -$502k per 1% (calls +$243k, puts -$745k) strike 545
calls: OI 172 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 79.60 × 84.05, spread 5.4% of mid · Δ 0.80
puts: OI 237 (+50) · vol 58 (at ask 31, at bid 26, multi-leg 5) · NBBO 9.45 × 10.50, spread 10.5% of mid · Δ -0.19
net GEX -$78k per 1% (calls +$189k, puts -$267k) strike 540
calls: OI 173 (-5) · vol 4 (at ask 1, at bid 3, multi-leg 3) · NBBO 83.55 × 87.60, spread 4.7% of mid · Δ 0.81
puts: OI 336 (+90) · vol 97 (at ask 29, at bid 68, multi-leg 24) · NBBO 8.35 × 9.55, spread 13.4% of mid · Δ -0.17
net GEX -$177k per 1% (calls +$181k, puts -$358k) strike 535
calls: OI 119 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.60 × 92.25, spread 5.2% of mid · Δ 0.83
puts: OI 405 (+72) · vol 92 (at ask 53, at bid 38, multi-leg 33) · NBBO 7.25 × 8.55, spread 16.5% of mid · Δ -0.16
net GEX -$288k per 1% (calls +$117k, puts -$405k) strike 530
calls: OI 900 (-4) · vol 3 (at ask 0, at bid 1, multi-leg 3) · NBBO 91.80 × 96.30, spread 4.8% of mid · Δ 0.84
puts: OI 300 (+44) · vol 53 (at ask 19, at bid 32, multi-leg 10) · NBBO 6.80 × 7.70, spread 12.4% of mid · Δ -0.15
net GEX +$556k per 1% (calls +$838k, puts -$281k) strike 525
calls: OI 259 (-1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 96.50 × 100.60, spread 4.2% of mid · Δ 0.85
puts: OI 135 (+23) · vol 40 (at ask 18, at bid 20, multi-leg 10) · NBBO 6.00 × 7.40, spread 20.9% of mid · Δ -0.13
net GEX +$108k per 1% (calls +$227k, puts -$118k) strike 520
calls: OI 2,372 (+3) · vol 5 (at ask 0, at bid 5, multi-leg 4) · NBBO 100.35 × 104.85, spread 4.4% of mid · Δ 0.86
puts: OI 440 (+101) · vol 55 (at ask 12, at bid 41, multi-leg 4) · NBBO 5.25 × 6.30, spread 18.2% of mid · Δ -0.12
net GEX +$1.6m per 1% (calls +$1.9m, puts -$359k) strike 515
calls: OI 243 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 104.70 × 109.30, spread 4.3% of mid · Δ 0.87
puts: OI 226 (+10) · vol 70 (at ask 17, at bid 49, sweep 4, multi-leg 19) · NBBO 4.75 × 5.55, spread 15.5% of mid · Δ -0.11
net GEX +$16k per 1% (calls +$188k, puts -$171k) strike 510
calls: OI 100 (-5) · vol 0 (at ask 0, at bid 0) · NBBO 109.15 × 113.65, spread 4.0% of mid · Δ 0.88
puts: OI 248 (+28) · vol 31 (at ask 20, at bid 7, multi-leg 13) · NBBO 3.65 × 5.05, spread 32.2% of mid · Δ -0.10
net GEX -$102k per 1% (calls +$72k, puts -$174k) strike 505
calls: OI 71 (-1) · vol 2 (at ask 0, at bid 2) · NBBO 113.65 × 118.15, spread 3.9% of mid · Δ 0.89
puts: OI 151 (+0) · vol 39 (at ask 26, at bid 12, multi-leg 13) · NBBO 3.35 × 4.50, spread 29.3% of mid · Δ -0.09
net GEX -$50k per 1% (calls +$48k, puts -$98k) strike 500
calls: OI 150 (-15) · vol 2 (at ask 0, at bid 1, multi-leg 2) · NBBO 117.35 × 122.95, spread 4.7% of mid · Δ 0.90
puts: OI 395 (+71) · vol 186 (at ask 58, at bid 21, sweep 1, multi-leg 29) · NBBO 3.65 × 4.05, spread 10.4% of mid · Δ -0.08
net GEX -$142k per 1% (calls +$94k, puts -$236k) strike 495
calls: OI 61 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.75 × 126.95, spread 3.4% of mid · Δ 0.91
puts: OI 177 (-6) · vol 15 (at ask 12, at bid 3, multi-leg 6) · NBBO 2.47 × 3.65, spread 38.6% of mid · Δ -0.08
net GEX -$62k per 1% (calls +$36k, puts -$97k) strike 490
calls: OI 116 (-1) · vol 2 (at ask 0, at bid 1) · NBBO 127.45 × 131.75, spread 3.3% of mid · Δ 0.91
puts: OI 220 (-48) · vol 55 (at ask 9, at bid 37, multi-leg 37) · NBBO 2.72 × 3.30, spread 19.3% of mid · Δ -0.07
net GEX -$48k per 1% (calls +$64k, puts -$112k) strike 485
calls: OI 46 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 132.15 × 136.25, spread 3.1% of mid · Δ 0.92
puts: OI 265 (+7) · vol 16 (at ask 0, at bid 16, multi-leg 4) · NBBO 2.65 × 3.05, spread 14.0% of mid · Δ -0.06
net GEX -$100k per 1% (calls +$24k, puts -$124k) strike 480
calls: OI 62 (-2) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 136.85 × 141.60, spread 3.4% of mid · Δ 0.92
puts: OI 256 (+92) · vol 122 (at ask 3, at bid 116, multi-leg 15) · NBBO 1.81 × 2.76, spread 41.6% of mid · Δ -0.06
net GEX -$80k per 1% (calls +$30k, puts -$110k) strike 475
calls: OI 155 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 141.55 × 146.10, spread 3.2% of mid · Δ 0.93
puts: OI 236 (+103) · vol 12 (at ask 3, at bid 5, multi-leg 7) · NBBO 2.22 × 2.52, spread 12.7% of mid · Δ -0.05
net GEX -$25k per 1% (calls +$68k, puts -$93k) strike 470
calls: OI 69 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 144.85 × 152.45, spread 5.1% of mid · Δ 0.93
puts: OI 300 (+23) · vol 22 (at ask 15, at bid 7, multi-leg 2) · NBBO 2.03 × 2.22, spread 8.9% of mid · Δ -0.05
net GEX -$79k per 1% (calls +$29k, puts -$108k) strike 465
calls: OI 42 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 151.15 × 157.25, spread 4.0% of mid · Δ 0.94
puts: OI 229 (+30) · vol 6 (at ask 6, at bid 0, multi-leg 3) · NBBO 1.67 × 2.24, spread 29.2% of mid · Δ -0.04
net GEX -$59k per 1% (calls +$16k, puts -$76k) 
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