Simplify Analytics
AVGO

AVGO

$357.61 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
34.6%
IV percentile
0.8%
own all (<3y) · n=241
IV rank
1.6%
own all (<1y) · n=241
range
34.1% – 66.3%
own all (<1y) · n=241
low 34.1%241 sessions, all (<1y) · today 34.6%high 66.3%

Term structure · constant maturity

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

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)E 12-10 time?Earnings 2026-12-10, time unknown - date stated by the vendor's estimate First session it can move: 2026-12-10, 83 calendar days from the 2026-09-18 curve - every tenor of 83d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d53.9%23.4%
2026-09-182026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 2026-12-10 time unknown, stated by the vendor's estimate, first moves the 2026-12-10 session (83d on the tenor axis), no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

90-day IV
40.6%
own all (<3y) 2.1% · n=241
slope, 30d − 90d
-6.0 pts
own all (<3y) 5.8% · n=241
variance risk premium, 30d
+16.8 pts
own all (<3y) 90.0% · n=236

Skew · risk reversal

25-delta
-1.9 pts
own all (<3y) 55.7% · n=35
10-delta
-5.0 pts
own all (<3y) 18.6% · n=35

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

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

1d2026-09-18 · short
2026-09-18: 3 put and 4 call strikes within ±2.3%, IV 32% to 37%43%30%2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 9 put and 9 call strikes within ±6.5%, IV 31% to 36%43%30%6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 12 put and 13 call strikes within ±8.8%, IV 32% to 37%43%30%8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 7 put and 7 call strikes within ±11%, IV 33% to 36%43%30%11%book spot+11%
29d2026-10-16
2026-10-16: 4 put and 4 call strikes within ±12%, IV 34% to 37%43%30%12%book spot+12%
64d2026-11-20
2026-11-20: 6 put and 7 call strikes within ±18%, IV 36% to 39%43%30%18%book spot+18%
92d2026-12-18
2026-12-18: 8 put and 8 call strikes within ±22%, IV 40% to 43%43%30%22%book spot+22%
120d2027-01-15
2027-01-15: 8 put and 9 call strikes within ±25%, IV 40% to 41%43%30%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 (30%43%), set by the expiries past 7 DTE.

Expiry window · 3565 DTE

Next earnings: 2026-12-10 time unknown, stated by the vendor's estimate, first moves the 2026-12-10 session, no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

expiryDTE28-DTE exitthesisearnings 12-10 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dclear · 48d35.1% p 345
2026-10-30 Friweekly422026-10-0214dclear · 41d35.5% p 345
2026-11-20 Fri632026-10-2335dclear · 20d36.4% c 350

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

Chain · one strike axis

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

net GEX · carried book
-$71.2m per 1%
own all (<3y) 24.2% · n=64
gamma flip
$350.03
flip within ±25% of book spot
flip distance
+0.26 ATR
own all (<3y) 68.5% · n=62
0DTE share of volume
not listed daily

book spot $347.30 (unadjusted close, 2026-09-17) · call wall $350.00 (+0.78% from book spot) · put wall $350.00 (+0.78% from book spot) · max pain $370.00 (+6.54% 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 $347.30 × (1 + that distance) - the 2026-09-17 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. AVGO headlines $357.61, its newest unadjusted close, on 2026-09-18; the book was taken at $347.30 on 2026-09-17, because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-17 book's levels, on the 2026-09-17 close.

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

4 DTE: at 7 days or less the vendor's gamma scatters - SPY's 3-DTE contracts sat at 0.38× a model reprice at the 10th percentile (2026-09-11) - so read this expiry's per-strike GEX as rough.

Tradability of the 2026-09-21 expiry: 3 calendar days from 2026-09-18 (4 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 355 (Δ 0.22), put 340 (Δ -0.23).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move430425422.5420417.5415412.5410407.5405402.5400397.5395392.5390387.5385382.5380377.5375372.5370367.5365362.5360357.5355352.5350347.5345342.5340337.5335332.5330327.5325322.5320317.5315312.5310307.5305300295290285put strike nearest 0.20 delta: 340call strike nearest 0.20 delta: 3551.2k01.2k1.6k1.6k25%10%10%25%-$3.7m+$3.7mγ flip 350.03call wall 350put wall 350book spot 347.3strike 430 calls: OI 139 (+5) · vol 24 (at ask 23, at bid 0, multi-leg 2) · NBBO 0.01 × 0.04, spread 120.0% of mid · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 81.10 × 83.95, spread 3.5% of mid · Δ -1.00 net GEX +$5k per 1% (calls +$5k, puts +$0)strike 425 calls: OI 35 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.91, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 76.10 × 78.95, spread 3.7% of mid · Δ -1.00 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 422.5 calls: OI 21 (+0) · vol 7 (at ask 2, at bid 5) · NBBO 0.01 × 0.10, spread 163.6% of mid · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.60 × 76.45, spread 3.8% of mid · Δ -1.00 net GEX +$908 per 1% (calls +$908, puts +$0)strike 420 calls: OI 37 (+0) · vol 21 (at ask 20, at bid 1) · NBBO 0.00 × 0.08, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.10 × 73.95, spread 3.9% of mid · Δ -1.00 net GEX +$2k per 1% (calls +$2k, puts +$0)strike 417.5 calls: OI 12 (+0) · vol 23 (at ask 22, at bid 1) · NBBO 0.00 × 0.08, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 68.60 × 71.45, spread 4.1% of mid · Δ -1.00 net GEX +$600 per 1% (calls +$600, puts +$0)strike 415 calls: OI 111 (-1) · vol 23 (at ask 20, at bid 2, multi-leg 1) · NBBO 0.01 × 0.10, spread 163.6% of mid · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.10 × 68.95, spread 4.2% of mid · Δ -1.00 net GEX +$6k per 1% (calls +$6k, puts +$0)strike 412.5 calls: OI 1 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 0.00 × 0.08, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 63.60 × 66.50, spread 4.5% of mid · Δ -1.00 net GEX +$58 per 1% (calls +$58, puts +$0)strike 410 calls: OI 25 (+1) · vol 2 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 61.10 × 64.00, spread 4.6% of mid · Δ -1.00 net GEX +$2k per 1% (calls +$2k, puts +$0)strike 407.5 calls: OI 11 (+6) · vol 11 (at ask 3, at bid 7) · NBBO 0.01 × 0.08, spread 155.6% of mid · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 58.60 × 61.50, spread 4.8% of mid · Δ -1.00 net GEX +$748 per 1% (calls +$748, puts +$0)strike 405 calls: OI 25 (+10) · vol 4 (at ask 1, at bid 3) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.25 × 59.00, spread 4.8% of mid · Δ -1.00 net GEX +$972 per 1% (calls +$2k, puts -$872)strike 402.5 calls: OI 52 (+2) · vol 7 (at ask 1, at bid 5) · NBBO 0.01 × 0.10, spread 163.6% of mid · Δ 0.00 puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 53.60 × 56.50, spread 5.3% of mid · Δ -1.00 net GEX +$4k per 1% (calls +$4k, puts -$48)strike 400 calls: OI 380 (-8) · vol 157 (at ask 3, at bid 144, multi-leg 53) · NBBO 0.02 × 0.03, spread 40.0% of mid · Δ 0.00 puts: OI 124 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.10 × 54.00, spread 5.5% of mid · Δ -1.00 net GEX +$30k per 1% (calls +$34k, puts -$3k)strike 397.5 calls: OI 24 (+2) · vol 4 (at ask 0, at bid 2) · NBBO 0.00 × 0.29, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.60 × 51.50, spread 5.8% of mid · Δ -1.00 net GEX +$2k per 1% (calls +$2k, puts +$0)strike 395 calls: OI 50 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.10, spread 163.6% of mid · Δ 0.01 puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.45 × 49.00, spread 5.3% of mid · Δ -1.00 net GEX +$6k per 1% (calls +$6k, puts -$64)strike 392.5 calls: OI 6 (+1) · vol 3 (at ask 1, at bid 0) · NBBO 0.03 × 0.05, spread 50.0% of mid · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.65 × 46.50, spread 6.3% of mid · Δ -1.00 net GEX +$786 per 1% (calls +$786, puts +$0)strike 390 calls: OI 215 (+7) · vol 9 (at ask 1, at bid 5, multi-leg 3) · NBBO 0.01 × 0.07, spread 150.0% of mid · Δ 0.01 puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.45 × 44.00, spread 6.0% of mid · Δ -1.00 net GEX +$32k per 1% (calls +$32k, puts -$480)strike 387.5 calls: OI 19 (+3) · vol 8 (at ask 8, at bid 0, multi-leg 2) · NBBO 0.02 × 0.12, spread 142.9% of mid · Δ 0.01 puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.65 × 41.50, spread 7.1% of mid · Δ -1.00 net GEX +$3k per 1% (calls +$3k, puts -$360)strike 385 calls: OI 29 (+2) · vol 14 (at ask 8, at bid 5, multi-leg 2) · NBBO 0.02 × 0.09, spread 127.3% of mid · Δ 0.01 puts: OI 6 (+1) · vol 5 (at ask 0, at bid 5, multi-leg 5) · NBBO 36.45 × 39.05, spread 6.9% of mid · Δ -1.00 net GEX +$5k per 1% (calls +$6k, puts -$305)strike 382.5 calls: OI 13 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.03 × 0.07, spread 80.0% of mid · Δ 0.01 puts: OI 3 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 33.65 × 36.55, spread 8.3% of mid · Δ -1.00 net GEX +$3k per 1% (calls +$3k, puts -$392)strike 380 calls: OI 238 (+9) · vol 217 (at ask 206, at bid 7, multi-leg 4) · NBBO 0.04 × 0.15, spread 115.8% of mid · Δ 0.01 puts: OI 7 (+4) · vol 7 (at ask 0, at bid 6, multi-leg 6) · NBBO 31.50 × 34.05, spread 7.8% of mid · Δ -0.98 net GEX +$61k per 1% (calls +$63k, puts -$2k)strike 377.5 calls: OI 20 (+0) · vol 6 (at ask 2, at bid 2) · NBBO 0.05 × 0.12, spread 82.4% of mid · Δ 0.02 puts: OI 1 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 28.70 × 31.70, spread 9.9% of mid · Δ -0.97 net GEX +$6k per 1% (calls +$7k, puts -$540)strike 375 calls: OI 101 (+5) · vol 37 (at ask 15, at bid 8, multi-leg 7) · NBBO 0.06 × 0.20, spread 107.7% of mid · Δ 0.02 puts: OI 14 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 26.60 × 29.10, spread 9.0% of mid · Δ -0.96 net GEX +$38k per 1% (calls +$48k, puts -$10k)strike 372.5 calls: OI 41 (+2) · vol 27 (at ask 21, at bid 3, multi-leg 8) · NBBO 0.08 × 0.24, spread 100.0% of mid · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.75 × 26.60, spread 11.3% of mid · Δ -0.94 net GEX +$25k per 1% (calls +$25k, puts +$0)strike 370 calls: OI 568 (+9) · vol 247 (at ask 51, at bid 185, multi-leg 23) · NBBO 0.12 × 0.22, spread 58.8% of mid · Δ 0.04 puts: OI 62 (-2) · vol 6 (at ask 1, at bid 5, multi-leg 5) · NBBO 22.35 × 24.15, spread 7.7% of mid · Δ -0.93 net GEX +$375k per 1% (calls +$444k, puts -$68k)strike 367.5 calls: OI 261 (+8) · vol 72 (at ask 54, at bid 15, multi-leg 44) · NBBO 0.16 × 0.40, spread 85.7% of mid · Δ 0.04 puts: OI 3 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 18.80 × 21.70, spread 14.3% of mid · Δ -0.92 net GEX +$257k per 1% (calls +$261k, puts -$4k)strike 365 calls: OI 1,197 (+34) · vol 309 (at ask 148, at bid 142, multi-leg 61) · NBBO 0.24 × 0.31, spread 25.5% of mid · Δ 0.06 puts: OI 98 (-8) · vol 14 (at ask 11, at bid 3, multi-leg 4) · NBBO 16.70 × 19.30, spread 14.4% of mid · Δ -0.90 net GEX +$1.4m per 1% (calls +$1.6m, puts -$158k)strike 362.5 calls: OI 607 (+25) · vol 248 (at ask 96, at bid 116, sweep 1, multi-leg 57) · NBBO 0.20 × 0.42, spread 71.0% of mid · Δ 0.08 puts: OI 57 (-2) · vol 30 (at ask 30, at bid 0, sweep 20) · NBBO 14.30 × 16.90, spread 16.7% of mid · Δ -0.88 net GEX +$942k per 1% (calls +$1.1m, puts -$112k)strike 360 calls: OI 1,061 (-4) · vol 922 (at ask 451, at bid 358, sweep 6, multi-leg 73) · NBBO 0.52 × 0.61, spread 15.9% of mid · Δ 0.12 puts: OI 144 (-2) · vol 8 (at ask 3, at bid 5, multi-leg 7) · NBBO 12.60 × 14.55, spread 14.4% of mid · Δ -0.84 net GEX +$2.1m per 1% (calls +$2.5m, puts -$347k)strike 357.5 calls: OI 132 (+3) · vol 370 (at ask 154, at bid 180, sweep 1, multi-leg 25) · NBBO 0.44 × 1.12, spread 87.2% of mid · Δ 0.16 puts: OI 12 (+3) · vol 26 (at ask 19, at bid 7, sweep 1, multi-leg 17) · NBBO 10.65 × 12.35, spread 14.8% of mid · Δ -0.80 net GEX +$360k per 1% (calls +$395k, puts -$35k)strike 355 calls: OI 821 (+108) · vol 710 (at ask 355, at bid 279, sweep 28, multi-leg 99) · NBBO 1.15 × 1.28, spread 10.7% of mid · Δ 0.22 puts: OI 332 (+5) · vol 8 (at ask 4, at bid 4, multi-leg 4) · NBBO 9.00 × 10.00, spread 10.5% of mid · Δ -0.75 net GEX +$1.9m per 1% (calls +$3.1m, puts -$1.2m)strike 352.5 calls: OI 142 (+14) · vol 815 (at ask 319, at bid 469, sweep 36, multi-leg 53) · NBBO 1.60 × 1.87, spread 15.6% of mid · Δ 0.30 puts: OI 16 (+1) · vol 99 (at ask 52, at bid 32, multi-leg 2) · NBBO 6.35 × 7.60, spread 17.9% of mid · Δ -0.68 net GEX +$580k per 1% (calls +$648k, puts -$68k)strike 350 calls: OI 878 (+128) · vol 1,573 (at ask 841, at bid 590, sweep 31, multi-leg 195) · NBBO 2.33 × 2.69, spread 14.3% of mid · Δ 0.40 puts: OI 237 (+4) · vol 226 (at ask 127, at bid 88, sweep 2, multi-leg 78) · NBBO 5.35 × 5.80, spread 8.1% of mid · Δ -0.59 net GEX +$3.3m per 1% (calls +$4.4m, puts -$1.1m)strike 347.5 calls: OI 298 (-62) · vol 496 (at ask 263, at bid 178, sweep 37, multi-leg 56) · NBBO 3.55 × 3.80, spread 6.8% of mid · Δ 0.50 puts: OI 63 (+25) · vol 393 (at ask 149, at bid 205, sweep 2, multi-leg 63) · NBBO 3.95 × 4.65, spread 16.3% of mid · Δ -0.50 net GEX +$1.3m per 1% (calls +$1.5m, puts -$294k)strike 345 calls: OI 808 (+430) · vol 961 (at ask 431, at bid 501, sweep 16, multi-leg 27) · NBBO 4.80 × 5.15, spread 7.0% of mid · Δ 0.61 puts: OI 81 (+12) · vol 210 (at ask 57, at bid 146, sweep 1, multi-leg 44) · NBBO 2.55 × 3.25, spread 24.1% of mid · Δ -0.40 net GEX +$3.7m per 1% (calls +$4.0m, puts -$374k)strike 342.5 calls: OI 189 (+129) · vol 503 (at ask 378, at bid 119, sweep 67, multi-leg 32) · NBBO 5.90 × 7.55, spread 24.5% of mid · Δ 0.71 puts: OI 60 (+23) · vol 506 (at ask 368, at bid 117, multi-leg 44) · NBBO 1.82 × 2.26, spread 21.6% of mid · Δ -0.31 net GEX +$594k per 1% (calls +$845k, puts -$251k)strike 340 calls: OI 199 (+88) · vol 134 (at ask 110, at bid 23, sweep 2, multi-leg 36) · NBBO 8.00 × 9.60, spread 18.2% of mid · Δ 0.78 puts: OI 331 (+51) · vol 414 (at ask 242, at bid 159, sweep 21, multi-leg 92) · NBBO 1.30 × 1.53, spread 16.3% of mid · Δ -0.23 net GEX -$444k per 1% (calls +$715k, puts -$1.2m)strike 337.5 calls: OI 52 (+17) · vol 22 (at ask 17, at bid 5, sweep 4, multi-leg 1) · NBBO 9.65 × 12.60, spread 26.5% of mid · Δ 0.83 puts: OI 79 (+33) · vol 111 (at ask 35, at bid 36, sweep 5, multi-leg 56) · NBBO 0.85 × 1.09, spread 24.7% of mid · Δ -0.17 net GEX -$77k per 1% (calls +$148k, puts -$224k)strike 335 calls: OI 47 (+20) · vol 10 (at ask 7, at bid 3) · NBBO 11.90 × 14.50, spread 19.7% of mid · Δ 0.88 puts: OI 269 (+17) · vol 247 (at ask 181, at bid 29, sweep 6, multi-leg 82) · NBBO 0.55 × 0.70, spread 24.0% of mid · Δ -0.12 net GEX -$487k per 1% (calls +$104k, puts -$591k)strike 332.5 calls: OI 41 (+35) · vol 41 (at ask 21, at bid 20, sweep 16, multi-leg 1) · NBBO 14.30 × 16.00, spread 11.2% of mid · Δ 0.92 puts: OI 104 (+26) · vol 132 (at ask 32, at bid 97, multi-leg 27) · NBBO 0.35 × 0.60, spread 52.6% of mid · Δ -0.08 net GEX -$105k per 1% (calls +$67k, puts -$172k)strike 330 calls: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 16.70 × 19.65, spread 16.2% of mid · Δ 0.93 puts: OI 510 (+174) · vol 65 (at ask 38, at bid 23, multi-leg 39) · NBBO 0.15 × 0.45, spread 100.0% of mid · Δ -0.06 net GEX -$615k per 1% (calls +$0, puts -$615k)strike 327.5 calls: OI 4 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 19.15 × 22.00, spread 13.9% of mid · Δ 0.94 puts: OI 243 (+11) · vol 29 (at ask 3, at bid 11, multi-leg 6) · NBBO 0.14 × 0.46, spread 106.7% of mid · Δ -0.04 net GEX -$211k per 1% (calls +$4k, puts -$215k)strike 325 calls: OI 9 (+2) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 21.65 × 24.20, spread 11.1% of mid · Δ 0.95 puts: OI 319 (+33) · vol 296 (at ask 260, at bid 19, multi-leg 292) · NBBO 0.11 × 0.20, spread 58.1% of mid · Δ -0.03 net GEX -$207k per 1% (calls +$8k, puts -$215k)strike 322.5 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 24.35 × 26.70, spread 9.2% of mid · Δ 0.96 puts: OI 19 (+1) · vol 29 (at ask 1, at bid 28, multi-leg 4) · NBBO 0.07 × 0.35, spread 133.3% of mid · Δ -0.02 net GEX -$9k per 1% (calls +$725, puts -$10k)strike 320 calls: OI 26 (+9) · vol 17 (at ask 6, at bid 10, multi-leg 1) · NBBO 26.60 × 29.55, spread 10.5% of mid · Δ 0.96 puts: OI 201 (+109) · vol 24 (at ask 8, at bid 5, multi-leg 9) · NBBO 0.06 × 0.10, spread 50.0% of mid · Δ -0.02 net GEX -$57k per 1% (calls +$16k, puts -$73k)strike 317.5 calls: OI 1 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 29.10 × 31.70, spread 8.6% of mid · Δ 0.97 puts: OI 13 (+2) · vol 5 (at ask 0, at bid 3, multi-leg 2) · NBBO 0.03 × 0.09, spread 100.0% of mid · Δ -0.01 net GEX -$3k per 1% (calls +$518, puts -$3k)strike 315 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.60 × 34.20, spread 7.9% of mid · Δ 0.97 puts: OI 35 (+14) · vol 9 (at ask 3, at bid 4, multi-leg 3) · NBBO 0.03 × 0.07, spread 80.0% of mid · Δ -0.01 net GEX -$7k per 1% (calls +$0, puts -$7k)strike 312.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.10 × 37.05, spread 8.3% of mid · Δ 0.97 puts: OI 14 (+2) · vol 18 (at ask 3, at bid 10) · NBBO 0.02 × 0.15, spread 152.9% of mid · Δ -0.01 net GEX -$2k per 1% (calls +$0, puts -$2k)strike 310 calls: OI 1 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 36.60 × 39.20, spread 6.9% of mid · Δ 0.97 puts: OI 150 (+6) · vol 14 (at ask 2, at bid 3) · NBBO 0.02 × 0.05, spread 85.7% of mid · Δ -0.01 net GEX -$21k per 1% (calls +$344, puts -$22k)strike 307.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 39.10 × 42.05, spread 7.3% of mid · Δ 0.98 puts: OI 2 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 0.01 × 0.12, spread 169.2% of mid · Δ -0.01 net GEX -$248 per 1% (calls +$0, puts -$248)strike 305 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.60 × 44.55, spread 6.8% of mid · Δ 0.98 puts: OI 108 (+1) · vol 6 (at ask 1, at bid 5) · NBBO 0.01 × 0.12, spread 169.2% of mid · Δ -0.01 net GEX -$11k per 1% (calls +$0, puts -$11k)strike 300 calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 46.60 × 49.50, spread 6.0% of mid · Δ 0.98 puts: OI 86 (+0) · vol 9 (at ask 3, at bid 6, multi-leg 4) · NBBO 0.02 × 0.04, spread 66.7% of mid · Δ -0.00 net GEX -$7k per 1% (calls +$0, puts -$7k)strike 295 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.80 × 54.15, spread 4.4% of mid · Δ 0.99 puts: OI 17 (+3) · vol 7 (at ask 0, at bid 6) · NBBO 0.00 × 0.09, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$910 per 1% (calls +$0, puts -$910)strike 290 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.25 × 59.55, spread 5.7% of mid · Δ 0.99 puts: OI 9 (-1) · vol 8 (at ask 6, at bid 1, multi-leg 7) · NBBO 0.00 × 0.12, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$319 per 1% (calls +$0, puts -$319)strike 285 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 61.25 × 63.65, spread 3.8% of mid · Δ 0.99 puts: OI 5 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.00 × 0.02, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$78 per 1% (calls +$0, puts -$78)

2026-09-21 expiry, 54 strikes within ±25% of book spot (the flip search band); 3 hidden (3 above, 0 below), 0 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$14.8m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.

max pain $370.00 belongs to the 2026-10-16 monthly (29 days from 2026-09-17, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.

Table view · 54 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.003.5%83.9581.104300.010.04120.0%0.002423002139+5+$0+$5k+$5k
+0000000-1.003.7%78.9576.104250.000.91no two-sided quote0.000000035+7+$0+$1k+$1k
+0000000-1.003.8%76.4573.60422.50.010.10163.6%0.007250021+0+$0+$908+$908
+0000000-1.003.9%73.9571.104200.000.08no two-sided quote0.00212010037+0+$0+$2k+$2k
+0000000-1.004.1%71.4568.60417.50.000.08no two-sided quote0.00232210012+0+$0+$600+$600
+0000000-1.004.2%68.9566.104150.010.10163.6%0.002320201111-1+$0+$6k+$6k
+0000000-1.004.5%66.5063.60412.50.000.08no two-sided quote0.00202001+0+$0+$58+$58
+0000000-1.004.6%64.0061.104100.000.05no two-sided quote0.002010125+1+$0+$2k+$2k
+0000000-1.004.8%61.5058.60407.50.010.08155.6%0.0011370011+6+$0+$748+$748
+04000000-1.004.8%59.0056.254050.000.10no two-sided quote0.004130025+10-$872+$2k+$972
+0200000-1.005.3%56.5053.60402.50.010.10163.6%0.007150052+2-$48+$4k+$4k
+012400000-1.005.5%54.0051.104000.020.0340.0%0.001573144053380-8-$3k+$34k+$30k
+0000000-1.005.8%51.5048.60397.50.000.29no two-sided quote0.014020024+2+$0+$2k+$2k
+0200000-1.005.3%49.0046.453950.010.10163.6%0.010000050-1-$64+$6k+$6k
+0000000-1.006.3%46.5043.65392.50.030.0550.0%0.01310006+1+$0+$786+$786
+01200000-1.006.0%44.0041.453900.010.07150.0%0.0191503215+7-$480+$32k+$32k
+0800000-1.007.1%41.5038.65387.50.020.12142.9%0.018800219+3-$360+$3k+$3k
+1650505-1.006.9%39.0536.453850.020.09127.3%0.0114850229+2-$305+$6k+$5k
+0320202-1.008.3%36.5533.65382.50.030.0780.0%0.012110113+0-$392+$3k+$3k
+4760607-0.987.8%34.0531.503800.040.15115.8%0.01217206704238+9-$2k+$63k+$61k
+0110101-0.979.9%31.7028.70377.50.050.1282.4%0.026220020+0-$540+$7k+$6k
+01410011-0.969.0%29.1026.603750.060.20107.7%0.023715807101+5-$10k+$48k+$38k
+0000000-0.9411.3%26.6023.75372.50.080.24100.0%0.03272130841+2+$0+$25k+$25k
-26250516-0.937.7%24.1522.353700.120.2258.8%0.0424751185023568+9-$68k+$444k+$375k
+0310001-0.9214.3%21.7018.80367.50.160.4085.7%0.04725415044261+8-$4k+$261k+$257k
-8984031114-0.9014.4%19.3016.703650.240.3125.5%0.063091481420611,197+34-$158k+$1.6m+$1.4m
-25702003030-0.8816.7%16.9014.30362.50.200.4271.0%0.0824896116157607+25-$112k+$1.1m+$942k
-214470538-0.8414.4%14.5512.603600.520.6115.9%0.129224513586731,061-4-$347k+$2.5m+$2.1m
+31217171926-0.8014.8%12.3510.65357.50.441.1287.2%0.16370154180125132+3-$35k+$395k+$360k
+533240448-0.7510.5%10.009.003551.151.2810.7%0.227103552792899821+108-$1.2m+$3.1m+$1.9m
+11620325299-0.6817.9%7.606.35352.51.601.8715.6%0.308153194693653142+14-$68k+$648k+$580k
+423778288127226-0.598.1%5.805.353502.332.6914.3%0.401,57384159031195878+128-$1.1m+$4.4m+$3.3m
+2563632205149393-0.5016.3%4.653.95347.53.553.806.8%0.504962631783756298-62-$294k+$1.5m+$1.3m
+128144114657210-0.4024.1%3.252.553454.805.157.0%0.619614315011627808+430-$374k+$4.0m+$3.7m
+2360440117368506-0.3121.6%2.261.82342.55.907.5524.5%0.715033781196732189+129-$251k+$845k+$594k
+513319221159242414-0.2316.3%1.531.303408.009.6018.2%0.7813411023236199+88-$1.2m+$715k-$444k
+33795653635111-0.1724.7%1.090.85337.59.6512.6026.5%0.83221754152+17-$224k+$148k-$77k
+1726982629181247-0.1224.0%0.700.5533511.9014.5019.7%0.8810730047+20-$591k+$104k-$487k
+261042709732132-0.0852.6%0.600.35332.514.3016.0011.2%0.9241212016141+35-$172k+$67k-$105k
+174510390233865-0.06100.0%0.450.1533016.7019.6516.2%0.93101000+0-$615k+$0-$615k
+112436011329-0.04106.7%0.460.14327.519.1522.0013.9%0.94000004+2-$215k+$4k-$211k
+33319292019260296-0.0358.1%0.200.1132521.6524.2011.1%0.95220019+2-$215k+$8k-$207k
+1194028129-0.02133.3%0.350.07322.524.3526.709.2%0.96000001+0-$10k+$725-$9k
+109201905824-0.0250.0%0.100.0632026.6029.5510.5%0.96176100126+9-$73k+$16k-$57k
+21320305-0.01100.0%0.090.03317.529.1031.708.6%0.97101001+0-$3k+$518-$3k
+143530439-0.0180.0%0.070.0331531.6034.207.9%0.97000000+0-$7k+$0-$7k
+2140010318-0.01152.9%0.150.02312.534.1037.058.3%0.97000000+0-$2k+$0-$2k
+6150003214-0.0185.7%0.050.0231036.6039.206.9%0.97110001+0-$22k+$344-$21k
+0200202-0.01169.2%0.120.01307.539.1042.057.3%0.98000000+0-$248+$0-$248
+110800516-0.01169.2%0.120.0130541.6044.556.8%0.98000000+0-$11k+$0-$11k
+08640639-0.0066.7%0.040.0230046.6049.506.0%0.98110010+0-$7k+$0-$7k
+31700607-0.00no two-sided quote0.090.0029551.8054.154.4%0.99000000+0-$910+$0-$910
-1970168-0.00no two-sided quote0.120.0029056.2559.555.7%0.99000000+0-$319+$0-$319
+0500101-0.00no two-sided quote0.020.0028561.2563.653.8%0.99000000+0-$78+$0-$78