Simplify Analytics / OptionsImplied volatility · 30-day constant maturity 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).
2 5 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) 4 6 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) 2 7 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 date 1d 5d 7d 14d 30d 60d 90d 180d 365d 53.9% 23.4% ━ 2026-09-18 ┅ 2026-08-19 (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 53.2Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas BarkinThu 09-24 08:30 · 6d Weekly Jobless Claims (September)Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7Earnings: 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 2026-09-21, 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 1d 2026-09-18 · 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% 8d 2026-09-25
2026-09-25: 9 put and 9 call strikes within ±6.5%, IV 31% to 36% 43% 30% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 12 put and 13 call strikes within ±8.8%, IV 32% to 37% 43% 30% −8.8% book spot +8.8% 22d 2026-10-09
2026-10-09: 7 put and 7 call strikes within ±11%, IV 33% to 36% 43% 30% −11% book spot +11% 29d 2026-10-16
2026-10-16: 4 put and 4 call strikes within ±12%, IV 34% to 37% 43% 30% −12% book spot +12% 64d 2026-11-20
2026-11-20: 6 put and 7 call strikes within ±18%, IV 36% to 39% 43% 30% −18% book spot +18% 92d 2026-12-18
2026-12-18: 8 put and 8 call strikes within ±22%, IV 40% to 43% 43% 30% −22% book spot +22% 120d 2027-01-15
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. 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 2026-09-21, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 12-10 time?the vendor's estimate
ATM IV · 09-17 expected move 2026-10-23 Fri weekly 35 2026-09-25 7d clear · 48d 35.1% p 345 — 2026-10-30 Fri weekly 42 2026-10-02 14d clear · 41d 35.5% p 345 — 2026-11-20 Fri 63 2026-10-23 35d clear · 20d 36.4% 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.
09-18 · 1d 09-21 · 4d 09-23 · 6d 09-25 · 8d 09-28 · 11d 09-30 · 13d 10-02 · 15d 10-09 · 22d 10-16 · 29d · mp 10-23 · 36d 10-30 · 43d 11-20 · 64d 12-18 · 92d 01-15 · 120d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
6 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 2026-09-23 expiry: 5 calendar days from 2026-09-18 (6 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 (no strike drawn reaches 500 on either side, before or after 2026-09-16's trading, so that line is off the panel), and the strike nearest 0.20 delta on each side - call 360 (Δ 0.19), put 337.5 (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 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 2026-09-16's trading; volume is 2026-09-17's. ◀ put OI call OI ▶ entering 2026-09-17 ◀ put vol call vol ▶ traded 2026-09-17 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 430 427.5 425 422.5 420 417.5 415 412.5 410 407.5 405 402.5 400 397.5 395 392.5 390 387.5 385 382.5 380 377.5 375 372.5 370 367.5 365 362.5 360 357.5 355 352.5 350 347.5 345 342.5 340 337.5 335 332.5 330 327.5 325 322.5 320 317.5 315 312.5 310 307.5 305 300 295 290 285 put strike nearest 0.20 delta: 337.5 call strike nearest 0.20 delta: 360 470 0 470 1.5k 1.5k 25% 10% 10% 25% -$887k +$887k γ flip 350.03 call wall 350 put wall 350 book spot 347.3 strike 430
calls: OI 409 (+4) · vol 6 (at ask 4, at bid 0) · NBBO 0.01 × 0.28, spread 186.2% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 81.10 × 84.00, spread 3.5% of mid · Δ -1.00
net GEX +$27k per 1% (calls +$27k, puts +$0) strike 427.5
calls: OI 10 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.12, spread 169.2% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.60 × 81.50, spread 3.6% of mid · Δ -1.00
net GEX +$689 per 1% (calls +$689, puts +$0) strike 425
calls: OI 63 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 0.00 × 0.49, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 76.10 × 79.00, spread 3.7% of mid · Δ -1.00
net GEX +$5k per 1% (calls +$5k, puts +$0) strike 422.5
calls: OI 2 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 0.00 × 0.14, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.60 × 76.50, spread 3.9% of mid · Δ -1.00
net GEX +$154 per 1% (calls +$154, puts +$0) strike 420
calls: OI 34 (+1) · vol 2 (at ask 1, at bid 1) · NBBO 0.00 × 0.49, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.10 × 74.00, spread 4.0% of mid · Δ -1.00
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 417.5
calls: OI 3 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 0.01 × 0.13, spread 171.4% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 68.65 × 71.50, spread 4.1% of mid · Δ -1.00
net GEX +$260 per 1% (calls +$260, puts +$0) strike 415
calls: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.28, spread 186.2% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.15 × 69.00, spread 4.2% of mid · Δ -1.00
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 412.5
calls: OI 4 (+3) · vol 2 (at ask 0, at bid 0) · NBBO 0.01 × 0.16, spread 176.5% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 63.65 × 66.50, spread 4.4% of mid · Δ -1.00
net GEX +$393 per 1% (calls +$393, puts +$0) strike 410
calls: OI 35 (+3) · vol 5 (at ask 0, at bid 4) · NBBO 0.02 × 0.08, spread 120.0% of mid · Δ 0.01
puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 61.15 × 64.00, spread 4.6% of mid · Δ -1.00
net GEX +$3k per 1% (calls +$4k, puts -$183) strike 407.5
calls: OI 4 (+1) · vol 2 (at ask 1, at bid 0) · NBBO 0.01 × 0.14, spread 173.3% of mid · Δ 0.01
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 58.65 × 61.70, spread 5.1% of mid · Δ -1.00
net GEX +$434 per 1% (calls +$454, puts -$20) strike 405
calls: OI 128 (+7) · vol 3 (at ask 3, at bid 0) · NBBO 0.03 × 0.10, spread 107.7% of mid · Δ 0.01
puts: OI 18 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.15 × 59.35, spread 5.5% of mid · Δ -1.00
net GEX +$16k per 1% (calls +$16k, puts -$392) strike 402.5
calls: OI 36 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 0.03 × 0.52, spread 178.2% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 53.95 × 56.55, spread 4.7% of mid · Δ -1.00
net GEX +$5k per 1% (calls +$5k, puts +$0) strike 400
calls: OI 229 (+1) · vol 63 (at ask 3, at bid 15, multi-leg 57) · NBBO 0.07 × 0.13, spread 60.0% of mid · Δ 0.01
puts: OI 37 (-67) · vol 0 (at ask 0, at bid 0) · NBBO 51.15 × 54.05, spread 5.5% of mid · Δ -1.00
net GEX +$36k per 1% (calls +$37k, puts -$971) strike 397.5
calls: OI 5 (+1) · vol 4 (at ask 2, at bid 2) · NBBO 0.01 × 0.14, spread 173.3% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.95 × 51.55, spread 5.2% of mid · Δ -1.00
net GEX +$920 per 1% (calls +$920, puts +$0) strike 395
calls: OI 30 (+0) · vol 8 (at ask 4, at bid 3) · NBBO 0.06 × 0.14, spread 80.0% of mid · Δ 0.01
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.20 × 49.05, spread 6.0% of mid · Δ -1.00
net GEX +$6k per 1% (calls +$6k, puts -$64) strike 392.5
calls: OI 3 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 0.07 × 0.14, spread 66.7% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.70 × 46.55, spread 6.3% of mid · Δ -1.00
net GEX +$697 per 1% (calls +$697, puts +$0) strike 390
calls: OI 50 (+7) · vol 18 (at ask 5, at bid 5, multi-leg 2) · NBBO 0.08 × 0.25, spread 103.0% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.20 × 44.30, spread 7.3% of mid · Δ -1.00
net GEX +$13k per 1% (calls +$13k, puts +$0) strike 387.5
calls: OI 3 (-2) · vol 3 (at ask 1, at bid 2) · NBBO 0.09 × 0.35, spread 118.2% of mid · Δ 0.02
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.75 × 41.60, spread 7.1% of mid · Δ -1.00
net GEX +$793 per 1% (calls +$883, puts -$90) strike 385
calls: OI 135 (+14) · vol 52 (at ask 4, at bid 46, sweep 1, multi-leg 2) · NBBO 0.10 × 0.39, spread 118.4% of mid · Δ 0.02
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.25 × 39.10, spread 7.6% of mid · Δ -1.00
net GEX +$45k per 1% (calls +$45k, puts -$204) strike 382.5
calls: OI 66 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 0.03 × 0.28, spread 161.3% of mid · Δ 0.02
puts: OI 3 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 33.75 × 36.65, spread 8.2% of mid · Δ -1.00
net GEX +$25k per 1% (calls +$26k, puts -$392) strike 380
calls: OI 113 (-7) · vol 22 (at ask 3, at bid 17, multi-leg 4) · NBBO 0.15 × 0.23, spread 42.1% of mid · Δ 0.03
puts: OI 28 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 31.30 × 34.15, spread 8.7% of mid · Δ -0.98
net GEX +$47k per 1% (calls +$57k, puts -$10k) strike 377.5
calls: OI 6 (+2) · vol 2 (at ask 2, at bid 0) · NBBO 0.01 × 0.72, spread 194.5% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.80 × 31.70, spread 9.6% of mid · Δ -0.97
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 375
calls: OI 45 (-1) · vol 61 (at ask 30, at bid 10) · NBBO 0.24 × 0.42, spread 54.5% of mid · Δ 0.05
puts: OI 33 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 26.35 × 29.25, spread 10.4% of mid · Δ -0.96
net GEX +$11k per 1% (calls +$35k, puts -$24k) strike 372.5
calls: OI 93 (+0) · vol 6 (at ask 1, at bid 5) · NBBO 0.15 × 0.68, spread 127.7% of mid · Δ 0.06
puts: OI 50 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.95 × 26.85, spread 11.4% of mid · Δ -0.94
net GEX +$41k per 1% (calls +$86k, puts -$45k) strike 370
calls: OI 123 (+40) · vol 1,010 (at ask 76, at bid 918, multi-leg 28) · NBBO 0.39 × 0.44, spread 12.0% of mid · Δ 0.07
puts: OI 55 (+3) · vol 2 (at ask 1, at bid 0, multi-leg 2) · NBBO 21.50 × 24.65, spread 13.7% of mid · Δ -0.92
net GEX +$73k per 1% (calls +$136k, puts -$63k) strike 367.5
calls: OI 28 (+0) · vol 34 (at ask 23, at bid 4, multi-leg 5) · NBBO 0.14 × 1.05, spread 152.9% of mid · Δ 0.08
puts: OI 35 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 19.15 × 22.20, spread 14.8% of mid · Δ -0.90
net GEX -$12k per 1% (calls +$37k, puts -$50k) strike 365
calls: OI 213 (+4) · vol 1,255 (at ask 309, at bid 870, sweep 2, multi-leg 122) · NBBO 0.49 × 1.00, spread 68.5% of mid · Δ 0.11
puts: OI 31 (+0) · vol 5 (at ask 1, at bid 3, multi-leg 4) · NBBO 17.15 × 20.05, spread 15.6% of mid · Δ -0.87
net GEX +$300k per 1% (calls +$353k, puts -$53k) strike 362.5
calls: OI 77 (+22) · vol 95 (at ask 61, at bid 26, sweep 1, multi-leg 8) · NBBO 0.55 × 1.38, spread 86.0% of mid · Δ 0.15
puts: OI 52 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 14.90 × 17.50, spread 16.0% of mid · Δ -0.84
net GEX +$50k per 1% (calls +$155k, puts -$105k) strike 360
calls: OI 129 (+12) · vol 456 (at ask 286, at bid 150, sweep 2, multi-leg 103) · NBBO 1.05 × 1.44, spread 31.3% of mid · Δ 0.19
puts: OI 263 (-101) · vol 25 (at ask 5, at bid 17, multi-leg 5) · NBBO 13.10 × 15.05, spread 13.9% of mid · Δ -0.79
net GEX -$308k per 1% (calls +$308k, puts -$616k) strike 357.5
calls: OI 87 (+44) · vol 317 (at ask 226, at bid 87, sweep 17, multi-leg 85) · NBBO 1.49 × 2.06, spread 32.1% of mid · Δ 0.23
puts: OI 7 (+3) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 10.70 × 13.55, spread 23.5% of mid · Δ -0.74
net GEX +$224k per 1% (calls +$243k, puts -$18k) strike 355
calls: OI 64 (+22) · vol 342 (at ask 169, at bid 147, sweep 15, multi-leg 35) · NBBO 1.99 × 3.15, spread 45.1% of mid · Δ 0.29
puts: OI 84 (+5) · vol 70 (at ask 46, at bid 21, multi-leg 58) · NBBO 8.80 × 11.40, spread 25.7% of mid · Δ -0.68
net GEX -$40k per 1% (calls +$202k, puts -$243k) strike 352.5
calls: OI 183 (+24) · vol 249 (at ask 129, at bid 112, multi-leg 41) · NBBO 2.78 × 3.90, spread 33.5% of mid · Δ 0.36
puts: OI 8 (+2) · vol 8 (at ask 7, at bid 1, multi-leg 1) · NBBO 7.25 × 9.50, spread 26.9% of mid · Δ -0.63
net GEX +$611k per 1% (calls +$637k, puts -$25k) strike 350
calls: OI 290 (+130) · vol 572 (at ask 327, at bid 175, sweep 13, multi-leg 96) · NBBO 3.55 × 4.10, spread 14.4% of mid · Δ 0.43
puts: OI 251 (+10) · vol 189 (at ask 110, at bid 74, sweep 4, multi-leg 16) · NBBO 6.55 × 7.15, spread 8.8% of mid · Δ -0.57
net GEX +$226k per 1% (calls +$1.1m, puts -$882k) strike 347.5
calls: OI 26 (+8) · vol 58 (at ask 24, at bid 32, multi-leg 4) · NBBO 4.35 × 5.20, spread 17.8% of mid · Δ 0.51
puts: OI 71 (+5) · vol 92 (at ask 23, at bid 67, sweep 5, multi-leg 4) · NBBO 4.55 × 6.00, spread 27.5% of mid · Δ -0.49
net GEX -$170k per 1% (calls +$108k, puts -$279k) strike 345
calls: OI 141 (+11) · vol 88 (at ask 60, at bid 25, sweep 5, multi-leg 14) · NBBO 5.60 × 7.15, spread 24.3% of mid · Δ 0.59
puts: OI 66 (+8) · vol 52 (at ask 11, at bid 30, sweep 1, multi-leg 15) · NBBO 3.35 × 4.55, spread 30.4% of mid · Δ -0.41
net GEX +$277k per 1% (calls +$529k, puts -$252k) strike 342.5
calls: OI 56 (+22) · vol 56 (at ask 50, at bid 6, sweep 7, multi-leg 2) · NBBO 7.00 × 9.05, spread 25.5% of mid · Δ 0.65
puts: OI 51 (+9) · vol 26 (at ask 25, at bid 1, multi-leg 3) · NBBO 2.50 × 3.50, spread 33.3% of mid · Δ -0.35
net GEX +$17k per 1% (calls +$188k, puts -$172k) strike 340
calls: OI 470 (+440) · vol 387 (at ask 314, at bid 73, sweep 1, multi-leg 3) · NBBO 8.70 × 10.95, spread 22.9% of mid · Δ 0.72
puts: OI 177 (+57) · vol 163 (at ask 70, at bid 90, sweep 6, multi-leg 20) · NBBO 1.70 × 2.73, spread 46.5% of mid · Δ -0.28
net GEX +$887k per 1% (calls +$1.4m, puts -$527k) strike 337.5
calls: OI 50 (+24) · vol 25 (at ask 22, at bid 1, multi-leg 1) · NBBO 10.45 × 12.90, spread 21.0% of mid · Δ 0.78
puts: OI 29 (+6) · vol 143 (at ask 39, at bid 99, sweep 6, multi-leg 13) · NBBO 1.38 × 2.65, spread 63.0% of mid · Δ -0.23
net GEX +$56k per 1% (calls +$132k, puts -$76k) strike 335
calls: OI 14 (+8) · vol 1 (at ask 0, at bid 1) · NBBO 12.85 × 14.75, spread 13.8% of mid · Δ 0.83
puts: OI 129 (+17) · vol 163 (at ask 73, at bid 76, sweep 8, multi-leg 25) · NBBO 0.97 × 1.55, spread 46.0% of mid · Δ -0.17
net GEX -$258k per 1% (calls +$31k, puts -$290k) strike 332.5
calls: OI 8 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 14.70 × 16.90, spread 13.9% of mid · Δ 0.86
puts: OI 41 (+7) · vol 39 (at ask 7, at bid 30, multi-leg 6) · NBBO 0.42 × 1.19, spread 95.7% of mid · Δ -0.14
net GEX -$61k per 1% (calls +$15k, puts -$76k) strike 330
calls: OI 23 (+4) · vol 5 (at ask 1, at bid 4, multi-leg 1) · NBBO 16.95 × 19.60, spread 14.5% of mid · Δ 0.88
puts: OI 98 (+4) · vol 1,490 (at ask 1,212, at bid 266, sweep 15, multi-leg 258) · NBBO 0.57 × 1.02, spread 56.6% of mid · Δ -0.11
net GEX -$114k per 1% (calls +$36k, puts -$149k) strike 327.5
calls: OI 18 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 19.30 × 22.25, spread 14.2% of mid · Δ 0.90
puts: OI 41 (+9) · vol 14 (at ask 8, at bid 3, multi-leg 8) · NBBO 0.17 × 0.85, spread 133.3% of mid · Δ -0.08
net GEX -$27k per 1% (calls +$23k, puts -$50k) strike 325
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.75 × 24.65, spread 12.5% of mid · Δ 0.91
puts: OI 43 (+15) · vol 98 (at ask 16, at bid 79, multi-leg 18) · NBBO 0.15 × 0.66, spread 125.9% of mid · Δ -0.06
net GEX -$41k per 1% (calls +$1k, puts -$42k) strike 322.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 24.20 × 27.10, spread 11.3% of mid · Δ 0.93
puts: OI 10 (+0) · vol 17 (at ask 17, at bid 0) · NBBO 0.06 × 0.80, spread 172.1% of mid · Δ -0.05
net GEX -$8k per 1% (calls +$0, puts -$8k) strike 320
calls: OI 25 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 26.65 × 29.25, spread 9.3% of mid · Δ 0.94
puts: OI 44 (+20) · vol 20 (at ask 6, at bid 14, multi-leg 10) · NBBO 0.20 × 0.50, spread 85.7% of mid · Δ -0.03
net GEX -$6k per 1% (calls +$19k, puts -$25k) strike 317.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 29.15 × 32.05, spread 9.5% of mid · Δ 0.95
puts: OI 27 (+2) · vol 50 (at ask 50, at bid 0, multi-leg 50) · NBBO 0.15 × 0.65, spread 125.0% of mid · Δ -0.03
net GEX -$12k per 1% (calls +$0, puts -$12k) 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 0.96
puts: OI 18 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.10 × 0.53, spread 136.5% of mid · Δ -0.02
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 × 36.70, spread 7.3% of mid · Δ 0.97
puts: OI 1 (+0) · vol 2 (at ask 1, at bid 0) · NBBO 0.09 × 0.54, spread 142.9% of mid · Δ -0.02
net GEX -$305 per 1% (calls +$0, puts -$305) strike 310
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.60 × 39.20, spread 6.9% of mid · Δ 0.97
puts: OI 10 (+4) · vol 2 (at ask 0, at bid 0) · NBBO 0.06 × 0.13, spread 73.7% of mid · Δ -0.01
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 307.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.80 × 42.05, spread 8.0% of mid · Δ 0.98
puts: OI 1 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.04 × 0.12, spread 100.0% of mid · Δ -0.01
net GEX -$198 per 1% (calls +$0, puts -$198) strike 305
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.60 × 44.20, spread 6.1% of mid · Δ 0.98
puts: OI 9 (+6) · vol 1 (at ask 0, at bid 0) · NBBO 0.03 × 0.15, spread 133.3% of mid · Δ -0.01
net GEX -$1k per 1% (calls +$0, puts -$1k) strike 300
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.60 × 49.50, spread 6.0% of mid · Δ 0.98
puts: OI 29 (+1) · vol 13 (at ask 4, at bid 3) · NBBO 0.02 × 0.06, spread 100.0% of mid · Δ -0.01
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 295
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.60 × 54.50, spread 5.5% of mid · Δ 0.99
puts: OI 8 (+0) · vol 4 (at ask 0, at bid 4) · NBBO 0.01 × 0.07, spread 150.0% of mid · Δ -0.00
net GEX -$592 per 1% (calls +$0, puts -$592) strike 290
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.30 × 59.40, spread 5.4% of mid · Δ 0.99
puts: OI 5 (+1) · vol 2 (at ask 0, at bid 2) · NBBO 0.00 × 0.22, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$311 per 1% (calls +$0, puts -$311) strike 285
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 61.30 × 64.50, spread 5.1% of mid · Δ 0.99
puts: OI 19 (+2) · vol 17 (at ask 1, at bid 6) · NBBO 0.00 × 0.22, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$1k per 1% (calls +$0, puts -$1k) 2026-09-23 expiry, 55 strikes within ±25% of book spot (the flip search band); 3 hidden (3 above, 0 below), 3 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$1.9m 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 · 55 strikes puts strike calls GEX, $ per 1% ΔOI OI multi-leg sweep @bid @ask vol Δ spr ask bid bid ask spr Δ vol @ask @bid sweep multi-leg OI ΔOI put call net +0 0 0 0 0 0 0 -1.00 3.5% 84.00 81.10 430 0.01 0.28 186.2% 0.01 6 4 0 0 0 409 +4 +$0 +$27k +$27k +0 0 0 0 0 0 0 -1.00 3.6% 81.50 78.60 427.5 0.01 0.12 169.2% 0.01 0 0 0 0 0 10 +2 +$0 +$689 +$689 +0 0 0 0 0 0 0 -1.00 3.7% 79.00 76.10 425 0.00 0.49 no two-sided quote 0.01 1 1 0 0 0 63 +1 +$0 +$5k +$5k +0 0 0 0 0 0 0 -1.00 3.9% 76.50 73.60 422.5 0.00 0.14 no two-sided quote 0.01 1 0 1 0 0 2 +1 +$0 +$154 +$154 +0 0 0 0 0 0 0 -1.00 4.0% 74.00 71.10 420 0.00 0.49 no two-sided quote 0.01 2 1 1 0 0 34 +1 +$0 +$3k +$3k +0 0 0 0 0 0 0 -1.00 4.1% 71.50 68.65 417.5 0.01 0.13 171.4% 0.01 1 0 1 0 0 3 +1 +$0 +$260 +$260 +0 0 0 0 0 0 0 -1.00 4.2% 69.00 66.15 415 0.01 0.28 186.2% 0.01 0 0 0 0 0 30 +0 +$0 +$3k +$3k +0 0 0 0 0 0 0 -1.00 4.4% 66.50 63.65 412.5 0.01 0.16 176.5% 0.01 2 0 0 0 0 4 +3 +$0 +$393 +$393 +0 10 0 0 0 0 0 -1.00 4.6% 64.00 61.15 410 0.02 0.08 120.0% 0.01 5 0 4 0 0 35 +3 -$183 +$4k +$3k +0 1 0 0 0 0 0 -1.00 5.1% 61.70 58.65 407.5 0.01 0.14 173.3% 0.01 2 1 0 0 0 4 +1 -$20 +$454 +$434 +0 18 0 0 0 0 0 -1.00 5.5% 59.35 56.15 405 0.03 0.10 107.7% 0.01 3 3 0 0 0 128 +7 -$392 +$16k +$16k +0 0 0 0 0 0 0 -1.00 4.7% 56.55 53.95 402.5 0.03 0.52 178.2% 0.01 1 1 0 0 0 36 +1 +$0 +$5k +$5k -67 37 0 0 0 0 0 -1.00 5.5% 54.05 51.15 400 0.07 0.13 60.0% 0.01 63 3 15 0 57 229 +1 -$971 +$37k +$36k +0 0 0 0 0 0 0 -1.00 5.2% 51.55 48.95 397.5 0.01 0.14 173.3% 0.01 4 2 2 0 0 5 +1 +$0 +$920 +$920 +0 2 0 0 0 0 0 -1.00 6.0% 49.05 46.20 395 0.06 0.14 80.0% 0.01 8 4 3 0 0 30 +0 -$64 +$6k +$6k +0 0 0 0 0 0 0 -1.00 6.3% 46.55 43.70 392.5 0.07 0.14 66.7% 0.01 2 2 0 0 0 3 +0 +$0 +$697 +$697 +0 0 0 0 0 0 0 -1.00 7.3% 44.30 41.20 390 0.08 0.25 103.0% 0.02 18 5 5 0 2 50 +7 +$0 +$13k +$13k +0 2 0 0 0 0 0 -1.00 7.1% 41.60 38.75 387.5 0.09 0.35 118.2% 0.02 3 1 2 0 0 3 -2 -$90 +$883 +$793 +0 4 0 0 0 0 0 -1.00 7.6% 39.10 36.25 385 0.10 0.39 118.4% 0.02 52 4 46 1 2 135 +14 -$204 +$45k +$45k +0 3 1 0 0 0 1 -1.00 8.2% 36.65 33.75 382.5 0.03 0.28 161.3% 0.02 2 0 2 0 1 66 +0 -$392 +$26k +$25k +0 28 2 0 0 2 2 -0.98 8.7% 34.15 31.30 380 0.15 0.23 42.1% 0.03 22 3 17 0 4 113 -7 -$10k +$57k +$47k +0 0 0 0 0 0 0 -0.97 9.6% 31.70 28.80 377.5 0.01 0.72 194.5% 0.04 2 2 0 0 0 6 +2 +$0 +$4k +$4k +0 33 1 0 1 0 1 -0.96 10.4% 29.25 26.35 375 0.24 0.42 54.5% 0.05 61 30 10 0 0 45 -1 -$24k +$35k +$11k +0 50 0 0 0 0 0 -0.94 11.4% 26.85 23.95 372.5 0.15 0.68 127.7% 0.06 6 1 5 0 0 93 +0 -$45k +$86k +$41k +3 55 2 0 0 1 2 -0.92 13.7% 24.65 21.50 370 0.39 0.44 12.0% 0.07 1,010 76 918 0 28 123 +40 -$63k +$136k +$73k +0 35 0 0 0 0 0 -0.90 14.8% 22.20 19.15 367.5 0.14 1.05 152.9% 0.08 34 23 4 0 5 28 +0 -$50k +$37k -$12k +0 31 4 0 3 1 5 -0.87 15.6% 20.05 17.15 365 0.49 1.00 68.5% 0.11 1,255 309 870 2 122 213 +4 -$53k +$353k +$300k +0 52 1 0 0 1 1 -0.84 16.0% 17.50 14.90 362.5 0.55 1.38 86.0% 0.15 95 61 26 1 8 77 +22 -$105k +$155k +$50k -101 263 5 0 17 5 25 -0.79 13.9% 15.05 13.10 360 1.05 1.44 31.3% 0.19 456 286 150 2 103 129 +12 -$616k +$308k -$308k +3 7 1 0 1 0 1 -0.74 23.5% 13.55 10.70 357.5 1.49 2.06 32.1% 0.23 317 226 87 17 85 87 +44 -$18k +$243k +$224k +5 84 58 0 21 46 70 -0.68 25.7% 11.40 8.80 355 1.99 3.15 45.1% 0.29 342 169 147 15 35 64 +22 -$243k +$202k -$40k +2 8 1 0 1 7 8 -0.63 26.9% 9.50 7.25 352.5 2.78 3.90 33.5% 0.36 249 129 112 0 41 183 +24 -$25k +$637k +$611k +10 251 16 4 74 110 189 -0.57 8.8% 7.15 6.55 350 3.55 4.10 14.4% 0.43 572 327 175 13 96 290 +130 -$882k +$1.1m +$226k +5 71 4 5 67 23 92 -0.49 27.5% 6.00 4.55 347.5 4.35 5.20 17.8% 0.51 58 24 32 0 4 26 +8 -$279k +$108k -$170k +8 66 15 1 30 11 52 -0.41 30.4% 4.55 3.35 345 5.60 7.15 24.3% 0.59 88 60 25 5 14 141 +11 -$252k +$529k +$277k +9 51 3 0 1 25 26 -0.35 33.3% 3.50 2.50 342.5 7.00 9.05 25.5% 0.65 56 50 6 7 2 56 +22 -$172k +$188k +$17k +57 177 20 6 90 70 163 -0.28 46.5% 2.73 1.70 340 8.70 10.95 22.9% 0.72 387 314 73 1 3 470 +440 -$527k +$1.4m +$887k +6 29 13 6 99 39 143 -0.23 63.0% 2.65 1.38 337.5 10.45 12.90 21.0% 0.78 25 22 1 0 1 50 +24 -$76k +$132k +$56k +17 129 25 8 76 73 163 -0.17 46.0% 1.55 0.97 335 12.85 14.75 13.8% 0.83 1 0 1 0 0 14 +8 -$290k +$31k -$258k +7 41 6 0 30 7 39 -0.14 95.7% 1.19 0.42 332.5 14.70 16.90 13.9% 0.86 0 0 0 0 0 8 +1 -$76k +$15k -$61k +4 98 258 15 266 1,212 1,490 -0.11 56.6% 1.02 0.57 330 16.95 19.60 14.5% 0.88 5 1 4 0 1 23 +4 -$149k +$36k -$114k +9 41 8 0 3 8 14 -0.08 133.3% 0.85 0.17 327.5 19.30 22.25 14.2% 0.90 2 2 0 0 0 18 +0 -$50k +$23k -$27k +15 43 18 0 79 16 98 -0.06 125.9% 0.66 0.15 325 21.75 24.65 12.5% 0.91 0 0 0 0 0 1 +0 -$42k +$1k -$41k +0 10 0 0 0 17 17 -0.05 172.1% 0.80 0.06 322.5 24.20 27.10 11.3% 0.93 0 0 0 0 0 0 +0 -$8k +$0 -$8k +20 44 10 0 14 6 20 -0.03 85.7% 0.50 0.20 320 26.65 29.25 9.3% 0.94 2 1 1 0 0 25 +0 -$25k +$19k -$6k +2 27 50 0 0 50 50 -0.03 125.0% 0.65 0.15 317.5 29.15 32.05 9.5% 0.95 0 0 0 0 0 0 +0 -$12k +$0 -$12k +2 18 0 0 0 0 0 -0.02 136.5% 0.53 0.10 315 31.60 34.20 7.9% 0.96 0 0 0 0 0 0 +0 -$7k +$0 -$7k +0 1 0 0 0 1 2 -0.02 142.9% 0.54 0.09 312.5 34.10 36.70 7.3% 0.97 0 0 0 0 0 0 +0 -$305 +$0 -$305 +4 10 0 0 0 0 2 -0.01 73.7% 0.13 0.06 310 36.60 39.20 6.9% 0.97 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 1 0 0 1 0 1 -0.01 100.0% 0.12 0.04 307.5 38.80 42.05 8.0% 0.98 0 0 0 0 0 0 +0 -$198 +$0 -$198 +6 9 0 0 0 0 1 -0.01 133.3% 0.15 0.03 305 41.60 44.20 6.1% 0.98 0 0 0 0 0 0 +0 -$1k +$0 -$1k +1 29 0 0 3 4 13 -0.01 100.0% 0.06 0.02 300 46.60 49.50 6.0% 0.98 0 0 0 0 0 0 +0 -$3k +$0 -$3k +0 8 0 0 4 0 4 -0.00 150.0% 0.07 0.01 295 51.60 54.50 5.5% 0.99 0 0 0 0 0 0 +0 -$592 +$0 -$592 +1 5 0 0 2 0 2 -0.00 no two-sided quote 0.22 0.00 290 56.30 59.40 5.4% 0.99 0 0 0 0 0 0 +0 -$311 +$0 -$311 +2 19 0 0 6 1 17 -0.00 no two-sided quote 0.22 0.00 285 61.30 64.50 5.1% 0.99 0 0 0 0 0 0 +0 -$1k +$0 -$1k