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.
Tradability of the 2026-09-25 expiry: 7 calendar days from 2026-09-18 (8 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 362.5 (Δ 0.19), put 332.5 (Δ -0.18).
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 432.5 430 427.5 425 422.5 420 417.5 415 412.5 410 407.5 405 402.5 400 397.5 395 392.5 390 387.5 385 382.5 380 377.5 375 372.5 370 367.5 365 362.5 360 357.5 355 352.5 350 347.5 345 342.5 340 337.5 335 332.5 330 327.5 325 322.5 320 317.5 315 312.5 310 305 300 295 290 285 280 275 270 265 put strike nearest 0.20 delta: 332.5 call strike nearest 0.20 delta: 362.5 4.1k 0 4.1k 5.7k 5.7k 25% 10% 10% 25% -$7.8m +$7.8m γ flip 350.03 call wall 350 put wall 350 book spot 347.3 strike 432.5
calls: OI 9 (+2) · vol 4 (at ask 0, at bid 1) · NBBO 0.01 × 0.06, spread 142.9% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.65 × 86.80, spread 3.7% of mid · Δ -1.00
net GEX +$573 per 1% (calls +$573, puts +$0) strike 430
calls: OI 619 (+6) · vol 11 (at ask 1, at bid 10, multi-leg 2) · NBBO 0.01 × 0.13, spread 171.4% of mid · Δ 0.01
puts: OI 13 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 81.40 × 84.20, spread 3.4% of mid · Δ -1.00
net GEX +$42k per 1% (calls +$42k, puts -$133) strike 427.5
calls: OI 15 (+4) · vol 2 (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 78.65 × 81.50, spread 3.6% of mid · Δ -1.00
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 425
calls: OI 771 (+8) · vol 26 (at ask 18, at bid 5, multi-leg 1) · NBBO 0.01 × 0.19, spread 180.0% of mid · Δ 0.01
puts: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 76.40 × 79.30, spread 3.7% of mid · Δ -1.00
net GEX +$58k per 1% (calls +$58k, puts -$280) strike 422.5
calls: OI 12 (+1) · vol 7 (at ask 1, at bid 4) · NBBO 0.01 × 0.15, spread 175.0% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.90 × 76.50, spread 3.5% of mid · Δ -1.00
net GEX +$968 per 1% (calls +$968, puts +$0) strike 420
calls: OI 504 (-9) · vol 51 (at ask 13, at bid 24, multi-leg 9) · NBBO 0.03 × 0.10, spread 107.7% of mid · Δ 0.01
puts: OI 102 (-4) · vol 6 (at ask 0, at bid 6, multi-leg 6) · NBBO 71.15 × 74.00, spread 3.9% of mid · Δ -1.00
net GEX +$43k per 1% (calls +$44k, puts -$1k) strike 417.5
calls: OI 9 (+1) · vol 7 (at ask 3, at bid 1) · NBBO 0.02 × 0.15, spread 152.9% 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 +$890 per 1% (calls +$890, puts +$0) strike 415
calls: OI 448 (+4) · vol 11 (at ask 2, at bid 5, multi-leg 1) · NBBO 0.03 × 0.17, spread 140.0% of mid · Δ 0.01
puts: OI 58 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.15 × 69.00, spread 4.2% of mid · Δ -1.00
net GEX +$49k per 1% (calls +$50k, puts -$906) strike 412.5
calls: OI 14 (+6) · vol 22 (at ask 2, at bid 1) · NBBO 0.04 × 0.17, spread 123.8% 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 +$2k per 1% (calls +$2k, puts +$0) strike 410
calls: OI 351 (-15) · vol 118 (at ask 75, at bid 34, sweep 1, multi-leg 14) · NBBO 0.08 × 0.20, spread 85.7% of mid · Δ 0.01
puts: OI 52 (+7) · vol 13 (at ask 13, at bid 0, multi-leg 13) · NBBO 61.15 × 64.05, spread 4.6% of mid · Δ -1.00
net GEX +$49k per 1% (calls +$50k, puts -$954) strike 407.5
calls: OI 5 (+0) · vol 3 (at ask 0, at bid 2) · NBBO 0.04 × 0.17, spread 123.8% of mid · Δ 0.01
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 58.70 × 61.55, spread 4.7% of mid · Δ -1.00
net GEX +$754 per 1% (calls +$794, puts -$40) strike 405
calls: OI 400 (-8) · vol 34 (at ask 9, at bid 7, multi-leg 26) · NBBO 0.10 × 0.17, spread 51.9% of mid · Δ 0.01
puts: OI 44 (-33) · vol 0 (at ask 0, at bid 0) · NBBO 56.20 × 59.05, spread 4.9% of mid · Δ -1.00
net GEX +$70k per 1% (calls +$71k, puts -$959) strike 402.5
calls: OI 216 (+0) · vol 5 (at ask 1, at bid 0) · NBBO 0.08 × 0.19, spread 81.5% 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 +$42k per 1% (calls +$42k, puts +$0) strike 400
calls: OI 4,115 (+162) · vol 1,162 (at ask 395, at bid 591, sweep 2, multi-leg 111) · NBBO 0.11 × 0.15, spread 30.8% of mid · Δ 0.02
puts: OI 205 (-11) · vol 83 (at ask 1, at bid 77, multi-leg 23) · NBBO 51.50 × 54.05, spread 4.8% of mid · Δ -1.00
net GEX +$890k per 1% (calls +$895k, puts -$5k) strike 397.5
calls: OI 5 (+0) · vol 8 (at ask 1, at bid 3, multi-leg 2) · NBBO 0.11 × 0.18, spread 48.3% of mid · Δ 0.02
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.75 × 51.55, spread 5.6% of mid · Δ -1.00
net GEX +$1k per 1% (calls +$1k, puts -$42) strike 395
calls: OI 649 (+1) · vol 29 (at ask 9, at bid 13, multi-leg 11) · NBBO 0.13 × 0.23, spread 55.6% of mid · Δ 0.02
puts: OI 145 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 46.50 × 49.10, spread 5.4% of mid · Δ -0.99
net GEX +$159k per 1% (calls +$176k, puts -$16k) strike 392.5
calls: OI 11 (+0) · vol 8 (at ask 5, at bid 2) · NBBO 0.01 × 0.23, spread 183.3% of mid · Δ 0.02
puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.00 × 46.75, spread 6.1% of mid · Δ -0.99
net GEX +$2k per 1% (calls +$3k, puts -$2k) strike 390
calls: OI 1,303 (+77) · vol 468 (at ask 113, at bid 308, multi-leg 97) · NBBO 0.18 × 0.24, spread 28.6% of mid · Δ 0.03
puts: OI 177 (-51) · vol 58 (at ask 1, at bid 56, multi-leg 3) · NBBO 41.15 × 44.10, spread 6.9% of mid · Δ -0.98
net GEX +$419k per 1% (calls +$476k, puts -$57k) strike 387.5
calls: OI 132 (+107) · vol 114 (at ask 109, at bid 5) · NBBO 0.04 × 0.37, spread 161.0% of mid · Δ 0.03
puts: OI 5 (+3) · vol 4 (at ask 0, at bid 4) · NBBO 39.05 × 41.65, spread 6.4% of mid · Δ -0.97
net GEX +$54k per 1% (calls +$56k, puts -$2k) strike 385
calls: OI 597 (+48) · vol 226 (at ask 73, at bid 126, multi-leg 60) · NBBO 0.25 × 0.33, spread 27.6% of mid · Δ 0.04
puts: OI 264 (+4) · vol 48 (at ask 10, at bid 38) · NBBO 36.65 × 39.20, spread 6.7% of mid · Δ -0.96
net GEX +$156k per 1% (calls +$292k, puts -$136k) strike 382.5
calls: OI 273 (+11) · vol 247 (at ask 194, at bid 48, multi-leg 171) · NBBO 0.31 × 0.53, spread 52.4% of mid · Δ 0.04
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.15 × 36.90, spread 7.7% of mid · Δ -0.95
net GEX +$153k per 1% (calls +$156k, puts -$3k) strike 380
calls: OI 1,781 (+146) · vol 385 (at ask 260, at bid 73, sweep 1, multi-leg 33) · NBBO 0.38 × 0.45, spread 16.9% of mid · Δ 0.05
puts: OI 392 (+1) · vol 14 (at ask 8, at bid 6, multi-leg 14) · NBBO 31.45 × 34.30, spread 8.7% of mid · Δ -0.94
net GEX +$928k per 1% (calls +$1.2m, puts -$280k) strike 377.5
calls: OI 82 (+6) · vol 67 (at ask 36, at bid 22, multi-leg 8) · NBBO 0.46 × 0.58, spread 23.1% of mid · Δ 0.06
puts: OI 25 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 29.00 × 32.15, spread 10.3% of mid · Δ -0.93
net GEX +$45k per 1% (calls +$65k, puts -$21k) strike 375
calls: OI 878 (-2) · vol 716 (at ask 543, at bid 140, multi-leg 102) · NBBO 0.50 × 0.71, spread 34.7% of mid · Δ 0.07
puts: OI 558 (+0) · vol 3 (at ask 0, at bid 2, multi-leg 2) · NBBO 27.30 × 29.50, spread 7.7% of mid · Δ -0.92
net GEX +$272k per 1% (calls +$820k, puts -$548k) strike 372.5
calls: OI 53 (+6) · vol 123 (at ask 67, at bid 46, multi-leg 7) · NBBO 0.53 × 0.76, spread 35.7% of mid · Δ 0.09
puts: OI 17 (+12) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 24.50 × 27.60, spread 11.9% of mid · Δ -0.90
net GEX +$39k per 1% (calls +$59k, puts -$20k) strike 370
calls: OI 1,396 (+120) · vol 1,457 (at ask 854, at bid 453, sweep 6, multi-leg 139) · NBBO 0.88 × 0.93, spread 5.5% of mid · Δ 0.11
puts: OI 1,109 (+241) · vol 94 (at ask 24, at bid 67, multi-leg 61) · NBBO 22.65 × 24.75, spread 8.9% of mid · Δ -0.88
net GEX +$334k per 1% (calls +$1.8m, puts -$1.5m) strike 367.5
calls: OI 222 (+5) · vol 424 (at ask 175, at bid 142, multi-leg 179) · NBBO 1.05 × 1.16, spread 10.0% of mid · Δ 0.13
puts: OI 126 (+79) · vol 65 (at ask 64, at bid 1, multi-leg 6) · NBBO 19.90 × 22.50, spread 12.3% of mid · Δ -0.85
net GEX +$142k per 1% (calls +$335k, puts -$193k) strike 365
calls: OI 1,004 (+11) · vol 723 (at ask 297, at bid 354, sweep 5, multi-leg 130) · NBBO 1.30 × 1.43, spread 9.5% of mid · Δ 0.16
puts: OI 529 (-2) · vol 27 (at ask 14, at bid 9, multi-leg 18) · NBBO 17.65 × 20.25, spread 13.7% of mid · Δ -0.82
net GEX +$831k per 1% (calls +$1.8m, puts -$922k) strike 362.5
calls: OI 228 (+55) · vol 247 (at ask 72, at bid 171, sweep 1, multi-leg 77) · NBBO 1.50 × 1.80, spread 18.2% of mid · Δ 0.19
puts: OI 49 (+5) · vol 58 (at ask 21, at bid 5, multi-leg 58) · NBBO 15.95 × 18.10, spread 12.6% of mid · Δ -0.79
net GEX +$359k per 1% (calls +$456k, puts -$97k) strike 360
calls: OI 1,937 (+417) · vol 5,697 (at ask 2,333, at bid 2,380, sweep 44, multi-leg 308) · NBBO 2.14 × 2.34, spread 8.9% of mid · Δ 0.23
puts: OI 1,006 (+9) · vol 119 (at ask 84, at bid 29, sweep 11, multi-leg 36) · NBBO 14.30 × 15.45, spread 7.7% of mid · Δ -0.76
net GEX +$2.1m per 1% (calls +$4.4m, puts -$2.2m) strike 357.5
calls: OI 165 (+27) · vol 97 (at ask 55, at bid 14, sweep 6, multi-leg 42) · NBBO 2.52 × 2.85, spread 12.3% of mid · Δ 0.28
puts: OI 342 (+257) · vol 21 (at ask 18, at bid 2, sweep 5, multi-leg 11) · NBBO 12.20 × 13.95, spread 13.4% of mid · Δ -0.71
net GEX -$420k per 1% (calls +$412k, puts -$831k) strike 355
calls: OI 944 (+180) · vol 1,633 (at ask 449, at bid 1,077, sweep 23, multi-leg 943) · NBBO 3.25 × 3.60, spread 10.2% of mid · Δ 0.33
puts: OI 598 (+0) · vol 126 (at ask 85, at bid 38, sweep 11, multi-leg 39) · NBBO 11.00 × 11.55, spread 4.9% of mid · Δ -0.66
net GEX +$978k per 1% (calls +$2.5m, puts -$1.6m) strike 352.5
calls: OI 95 (+29) · vol 289 (at ask 184, at bid 90, sweep 7, multi-leg 69) · NBBO 4.15 × 4.45, spread 7.0% of mid · Δ 0.39
puts: OI 36 (-4) · vol 76 (at ask 17, at bid 57, sweep 1, multi-leg 9) · NBBO 9.40 × 9.80, spread 4.2% of mid · Δ -0.61
net GEX +$170k per 1% (calls +$270k, puts -$100k) strike 350
calls: OI 946 (+214) · vol 2,633 (at ask 1,584, at bid 861, sweep 25, multi-leg 817) · NBBO 5.15 × 5.70, spread 10.1% of mid · Δ 0.45
puts: OI 2,850 (+6) · vol 1,078 (at ask 336, at bid 712, sweep 3, multi-leg 687) · NBBO 7.90 × 8.25, spread 4.3% of mid · Δ -0.55
net GEX -$5.4m per 1% (calls +$2.8m, puts -$8.2m) strike 347.5
calls: OI 338 (-124) · vol 639 (at ask 320, at bid 285, sweep 20, multi-leg 226) · NBBO 6.00 × 6.60, spread 9.5% of mid · Δ 0.51
puts: OI 460 (+2) · vol 251 (at ask 187, at bid 49, sweep 12, multi-leg 70) · NBBO 6.55 × 6.90, spread 5.2% of mid · Δ -0.49
net GEX -$313k per 1% (calls +$1.0m, puts -$1.3m) strike 345
calls: OI 988 (+331) · vol 386 (at ask 131, at bid 147, sweep 33, multi-leg 129) · NBBO 7.35 × 7.95, spread 7.8% of mid · Δ 0.57
puts: OI 3,788 (+6) · vol 933 (at ask 173, at bid 743, sweep 7, multi-leg 61) · NBBO 5.50 × 5.65, spread 2.7% of mid · Δ -0.43
net GEX -$7.8m per 1% (calls +$2.9m, puts -$10.8m) strike 342.5
calls: OI 300 (+18) · vol 69 (at ask 52, at bid 10, multi-leg 42) · NBBO 8.90 × 9.45, spread 6.0% of mid · Δ 0.63
puts: OI 418 (-4) · vol 442 (at ask 251, at bid 171, multi-leg 334) · NBBO 4.35 × 4.60, spread 5.6% of mid · Δ -0.37
net GEX -$300k per 1% (calls +$839k, puts -$1.1m) strike 340
calls: OI 1,054 (+29) · vol 272 (at ask 99, at bid 73, multi-leg 127) · NBBO 10.55 × 11.05, spread 4.6% of mid · Δ 0.69
puts: OI 3,233 (+71) · vol 895 (at ask 355, at bid 452, sweep 1, multi-leg 549) · NBBO 3.50 × 3.70, spread 5.6% of mid · Δ -0.32
net GEX -$5.5m per 1% (calls +$2.7m, puts -$8.3m) strike 337.5
calls: OI 82 (+37) · vol 44 (at ask 24, at bid 17, sweep 4, multi-leg 3) · NBBO 12.20 × 13.35, spread 9.0% of mid · Δ 0.74
puts: OI 262 (+18) · vol 244 (at ask 85, at bid 146, sweep 5, multi-leg 33) · NBBO 2.44 × 3.00, spread 20.6% of mid · Δ -0.27
net GEX -$417k per 1% (calls +$194k, puts -$611k) strike 335
calls: OI 563 (+63) · vol 80 (at ask 61, at bid 17, multi-leg 5) · NBBO 13.95 × 15.25, spread 8.9% of mid · Δ 0.78
puts: OI 1,377 (+184) · vol 294 (at ask 100, at bid 170, multi-leg 101) · NBBO 2.18 × 2.34, spread 7.1% of mid · Δ -0.22
net GEX -$1.7m per 1% (calls +$1.2m, puts -$2.9m) strike 332.5
calls: OI 11 (+7) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 15.50 × 17.35, spread 11.3% of mid · Δ 0.83
puts: OI 608 (+1) · vol 80 (at ask 10, at bid 60, sweep 1, multi-leg 22) · NBBO 1.70 × 2.06, spread 19.1% of mid · Δ -0.18
net GEX -$1.1m per 1% (calls +$20k, puts -$1.1m) strike 330
calls: OI 102 (+12) · vol 59 (at ask 31, at bid 9, multi-leg 34) · NBBO 17.70 × 19.40, spread 9.2% of mid · Δ 0.87
puts: OI 1,445 (-6) · vol 892 (at ask 84, at bid 766, multi-leg 94) · NBBO 1.33 × 1.43, spread 7.2% of mid · Δ -0.15
net GEX -$2.1m per 1% (calls +$161k, puts -$2.3m) strike 327.5
calls: OI 3 (+1) · vol 1 (at ask 0, at bid 0) · NBBO 19.85 × 22.40, spread 12.1% of mid · Δ 0.89
puts: OI 65 (+5) · vol 90 (at ask 60, at bid 16, multi-leg 33) · NBBO 0.76 × 1.24, spread 48.0% of mid · Δ -0.12
net GEX -$84k per 1% (calls +$4k, puts -$88k) strike 325
calls: OI 15 (+2) · vol 2 (at ask 2, at bid 0) · NBBO 21.60 × 24.70, spread 13.4% of mid · Δ 0.90
puts: OI 814 (+78) · vol 190 (at ask 88, at bid 81, multi-leg 91) · NBBO 0.80 × 1.07, spread 28.9% of mid · Δ -0.10
net GEX -$910k per 1% (calls +$17k, puts -$927k) strike 322.5
calls: OI 13 (+1) · vol 10 (at ask 10, at bid 0) · NBBO 24.30 × 27.05, spread 10.7% of mid · Δ 0.91
puts: OI 79 (+23) · vol 41 (at ask 14, at bid 22, multi-leg 16) · NBBO 0.62 × 0.87, spread 33.6% of mid · Δ -0.08
net GEX -$62k per 1% (calls +$13k, puts -$75k) strike 320
calls: OI 70 (+19) · vol 20 (at ask 15, at bid 5, sweep 15, multi-leg 3) · NBBO 26.70 × 29.75, spread 10.8% of mid · Δ 0.92
puts: OI 1,927 (+98) · vol 328 (at ask 74, at bid 162, multi-leg 152) · NBBO 0.50 × 0.53, spread 5.8% of mid · Δ -0.06
net GEX -$1.4m per 1% (calls +$60k, puts -$1.5m) strike 317.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 29.50 × 32.15, spread 8.6% of mid · Δ 0.93
puts: OI 124 (+29) · vol 38 (at ask 18, at bid 18, multi-leg 24) · NBBO 0.22 × 0.61, spread 94.0% of mid · Δ -0.05
net GEX -$79k per 1% (calls +$0, puts -$79k) strike 315
calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.70 × 34.00, spread 7.0% of mid · Δ 0.94
puts: OI 695 (+27) · vol 225 (at ask 185, at bid 27, multi-leg 30) · NBBO 0.28 × 0.35, spread 22.2% of mid · Δ -0.04
net GEX -$352k per 1% (calls +$8k, puts -$360k) strike 312.5
calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 34.20 × 36.75, spread 7.2% of mid · Δ 0.94
puts: OI 269 (+26) · vol 18 (at ask 1, at bid 17, multi-leg 1) · NBBO 0.03 × 0.29, spread 162.5% of mid · Δ -0.03
net GEX -$110k per 1% (calls +$575, puts -$111k) strike 310
calls: OI 22 (-3) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 36.90 × 39.25, spread 6.2% of mid · Δ 0.95
puts: OI 463 (+6) · vol 142 (at ask 33, at bid 58, multi-leg 81) · NBBO 0.17 × 0.22, spread 25.6% of mid · Δ -0.02
net GEX -$143k per 1% (calls +$11k, puts -$154k) strike 305
calls: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.35 × 44.55, spread 7.5% of mid · Δ 0.96
puts: OI 351 (+3) · vol 24 (at ask 4, at bid 19, multi-leg 22) · NBBO 0.11 × 0.17, spread 42.9% of mid · Δ -0.02
net GEX -$75k per 1% (calls +$7k, puts -$82k) strike 300
calls: OI 112 (+0) · vol 5 (at ask 1, at bid 3, multi-leg 4) · NBBO 46.60 × 49.55, spread 6.1% of mid · Δ 0.97
puts: OI 877 (+7) · vol 107 (at ask 24, at bid 77, multi-leg 19) · NBBO 0.09 × 0.10, spread 10.5% of mid · Δ -0.01
net GEX -$107k per 1% (calls +$35k, puts -$142k) strike 295
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.80 × 54.15, spread 4.4% of mid · Δ 0.97
puts: OI 312 (+36) · vol 11 (at ask 6, at bid 0) · NBBO 0.05 × 0.09, spread 57.1% of mid · Δ -0.01
net GEX -$33k per 1% (calls +$2k, puts -$35k) strike 290
calls: OI 7 (+1) · vol 4 (at ask 4, at bid 0) · NBBO 56.60 × 59.50, spread 5.0% of mid · Δ 0.98
puts: OI 517 (+100) · vol 22 (at ask 14, at bid 4, multi-leg 5) · NBBO 0.02 × 0.10, spread 133.3% of mid · Δ -0.01
net GEX -$42k per 1% (calls +$1k, puts -$43k) 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 183 (+0) · vol 19 (at ask 2, at bid 16) · NBBO 0.01 × 0.08, spread 155.6% of mid · Δ -0.01
net GEX -$12k per 1% (calls +$0, puts -$12k) strike 280
calls: OI 10 (+1) · vol 2 (at ask 0, at bid 2) · NBBO 66.15 × 69.50, spread 4.9% of mid · Δ 0.99
puts: OI 87 (+1) · vol 12 (at ask 3, at bid 5) · NBBO 0.01 × 0.07, spread 150.0% of mid · Δ -0.00
net GEX -$4k per 1% (calls +$777, puts -$5k) strike 275
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.30 × 74.50, spread 4.4% of mid · Δ 1.00
puts: OI 117 (+28) · vol 20 (at ask 5, at bid 9, multi-leg 1) · NBBO 0.01 × 0.07, spread 150.0% of mid · Δ -0.00
net GEX -$6k per 1% (calls +$82, puts -$6k) strike 270
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 76.30 × 79.50, spread 4.1% of mid · Δ 1.00
puts: OI 75 (+1) · vol 18 (at ask 12, at bid 0) · NBBO 0.01 × 0.06, spread 142.9% of mid · Δ -0.00
net GEX -$3k per 1% (calls +$9, puts -$3k) strike 265
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 81.25 × 84.50, spread 3.9% of mid · Δ 1.00
puts: OI 22 (+5) · vol 14 (at ask 6, at bid 5) · NBBO 0.00 × 0.13, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$749 per 1% (calls +$6, puts -$755) 2026-09-25 expiry, 59 strikes within ±25% of book spot (the flip search band); 40 hidden (29 above, 11 below), 40 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$20.0m 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 · 59 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 3.7% 86.80 83.65 432.5 0.01 0.06 142.9% 0.01 4 0 1 0 0 9 +2 +$0 +$573 +$573 +1 13 0 0 0 0 0 -1.00 3.4% 84.20 81.40 430 0.01 0.13 171.4% 0.01 11 1 10 0 2 619 +6 -$133 +$42k +$42k +0 0 0 0 0 0 0 -1.00 3.6% 81.50 78.65 427.5 0.01 0.13 171.4% 0.01 2 0 1 0 0 15 +4 +$0 +$1k +$1k +0 24 0 0 0 0 0 -1.00 3.7% 79.30 76.40 425 0.01 0.19 180.0% 0.01 26 18 5 0 1 771 +8 -$280 +$58k +$58k +0 0 0 0 0 0 0 -1.00 3.5% 76.50 73.90 422.5 0.01 0.15 175.0% 0.01 7 1 4 0 0 12 +1 +$0 +$968 +$968 -4 102 6 0 6 0 6 -1.00 3.9% 74.00 71.15 420 0.03 0.10 107.7% 0.01 51 13 24 0 9 504 -9 -$1k +$44k +$43k +0 0 0 0 0 0 0 -1.00 4.1% 71.50 68.65 417.5 0.02 0.15 152.9% 0.01 7 3 1 0 0 9 +1 +$0 +$890 +$890 +0 58 0 0 0 0 0 -1.00 4.2% 69.00 66.15 415 0.03 0.17 140.0% 0.01 11 2 5 0 1 448 +4 -$906 +$50k +$49k +0 0 0 0 0 0 0 -1.00 4.4% 66.50 63.65 412.5 0.04 0.17 123.8% 0.01 22 2 1 0 0 14 +6 +$0 +$2k +$2k +7 52 13 0 0 13 13 -1.00 4.6% 64.05 61.15 410 0.08 0.20 85.7% 0.01 118 75 34 1 14 351 -15 -$954 +$50k +$49k +0 2 0 0 0 0 0 -1.00 4.7% 61.55 58.70 407.5 0.04 0.17 123.8% 0.01 3 0 2 0 0 5 +0 -$40 +$794 +$754 -33 44 0 0 0 0 0 -1.00 4.9% 59.05 56.20 405 0.10 0.17 51.9% 0.01 34 9 7 0 26 400 -8 -$959 +$71k +$70k +0 0 0 0 0 0 0 -1.00 4.7% 56.55 53.95 402.5 0.08 0.19 81.5% 0.01 5 1 0 0 0 216 +0 +$0 +$42k +$42k -11 205 23 0 77 1 83 -1.00 4.8% 54.05 51.50 400 0.11 0.15 30.8% 0.02 1,162 395 591 2 111 4,115 +162 -$5k +$895k +$890k +0 1 0 0 0 0 0 -1.00 5.6% 51.55 48.75 397.5 0.11 0.18 48.3% 0.02 8 1 3 0 2 5 +0 -$42 +$1k +$1k -1 145 0 0 0 0 0 -0.99 5.4% 49.10 46.50 395 0.13 0.23 55.6% 0.02 29 9 13 0 11 649 +1 -$16k +$176k +$159k +0 8 0 0 0 0 0 -0.99 6.1% 46.75 44.00 392.5 0.01 0.23 183.3% 0.02 8 5 2 0 0 11 +0 -$2k +$3k +$2k -51 177 3 0 56 1 58 -0.98 6.9% 44.10 41.15 390 0.18 0.24 28.6% 0.03 468 113 308 0 97 1,303 +77 -$57k +$476k +$419k +3 5 0 0 4 0 4 -0.97 6.4% 41.65 39.05 387.5 0.04 0.37 161.0% 0.03 114 109 5 0 0 132 +107 -$2k +$56k +$54k +4 264 0 0 38 10 48 -0.96 6.7% 39.20 36.65 385 0.25 0.33 27.6% 0.04 226 73 126 0 60 597 +48 -$136k +$292k +$156k +0 5 0 0 0 0 0 -0.95 7.7% 36.90 34.15 382.5 0.31 0.53 52.4% 0.04 247 194 48 0 171 273 +11 -$3k +$156k +$153k +1 392 14 0 6 8 14 -0.94 8.7% 34.30 31.45 380 0.38 0.45 16.9% 0.05 385 260 73 1 33 1,781 +146 -$280k +$1.2m +$928k +1 25 1 0 0 1 1 -0.93 10.3% 32.15 29.00 377.5 0.46 0.58 23.1% 0.06 67 36 22 0 8 82 +6 -$21k +$65k +$45k +0 558 2 0 2 0 3 -0.92 7.7% 29.50 27.30 375 0.50 0.71 34.7% 0.07 716 543 140 0 102 878 -2 -$548k +$820k +$272k +12 17 1 0 0 1 1 -0.90 11.9% 27.60 24.50 372.5 0.53 0.76 35.7% 0.09 123 67 46 0 7 53 +6 -$20k +$59k +$39k +241 1,109 61 0 67 24 94 -0.88 8.9% 24.75 22.65 370 0.88 0.93 5.5% 0.11 1,457 854 453 6 139 1,396 +120 -$1.5m +$1.8m +$334k +79 126 6 0 1 64 65 -0.85 12.3% 22.50 19.90 367.5 1.05 1.16 10.0% 0.13 424 175 142 0 179 222 +5 -$193k +$335k +$142k -2 529 18 0 9 14 27 -0.82 13.7% 20.25 17.65 365 1.30 1.43 9.5% 0.16 723 297 354 5 130 1,004 +11 -$922k +$1.8m +$831k +5 49 58 0 5 21 58 -0.79 12.6% 18.10 15.95 362.5 1.50 1.80 18.2% 0.19 247 72 171 1 77 228 +55 -$97k +$456k +$359k +9 1,006 36 11 29 84 119 -0.76 7.7% 15.45 14.30 360 2.14 2.34 8.9% 0.23 5,697 2,333 2,380 44 308 1,937 +417 -$2.2m +$4.4m +$2.1m +257 342 11 5 2 18 21 -0.71 13.4% 13.95 12.20 357.5 2.52 2.85 12.3% 0.28 97 55 14 6 42 165 +27 -$831k +$412k -$420k +0 598 39 11 38 85 126 -0.66 4.9% 11.55 11.00 355 3.25 3.60 10.2% 0.33 1,633 449 1,077 23 943 944 +180 -$1.6m +$2.5m +$978k -4 36 9 1 57 17 76 -0.61 4.2% 9.80 9.40 352.5 4.15 4.45 7.0% 0.39 289 184 90 7 69 95 +29 -$100k +$270k +$170k +6 2,850 687 3 712 336 1,078 -0.55 4.3% 8.25 7.90 350 5.15 5.70 10.1% 0.45 2,633 1,584 861 25 817 946 +214 -$8.2m +$2.8m -$5.4m +2 460 70 12 49 187 251 -0.49 5.2% 6.90 6.55 347.5 6.00 6.60 9.5% 0.51 639 320 285 20 226 338 -124 -$1.3m +$1.0m -$313k +6 3,788 61 7 743 173 933 -0.43 2.7% 5.65 5.50 345 7.35 7.95 7.8% 0.57 386 131 147 33 129 988 +331 -$10.8m +$2.9m -$7.8m -4 418 334 0 171 251 442 -0.37 5.6% 4.60 4.35 342.5 8.90 9.45 6.0% 0.63 69 52 10 0 42 300 +18 -$1.1m +$839k -$300k +71 3,233 549 1 452 355 895 -0.32 5.6% 3.70 3.50 340 10.55 11.05 4.6% 0.69 272 99 73 0 127 1,054 +29 -$8.3m +$2.7m -$5.5m +18 262 33 5 146 85 244 -0.27 20.6% 3.00 2.44 337.5 12.20 13.35 9.0% 0.74 44 24 17 4 3 82 +37 -$611k +$194k -$417k +184 1,377 101 0 170 100 294 -0.22 7.1% 2.34 2.18 335 13.95 15.25 8.9% 0.78 80 61 17 0 5 563 +63 -$2.9m +$1.2m -$1.7m +1 608 22 1 60 10 80 -0.18 19.1% 2.06 1.70 332.5 15.50 17.35 11.3% 0.83 1 0 1 0 1 11 +7 -$1.1m +$20k -$1.1m -6 1,445 94 0 766 84 892 -0.15 7.2% 1.43 1.33 330 17.70 19.40 9.2% 0.87 59 31 9 0 34 102 +12 -$2.3m +$161k -$2.1m +5 65 33 0 16 60 90 -0.12 48.0% 1.24 0.76 327.5 19.85 22.40 12.1% 0.89 1 0 0 0 0 3 +1 -$88k +$4k -$84k +78 814 91 0 81 88 190 -0.10 28.9% 1.07 0.80 325 21.60 24.70 13.4% 0.90 2 2 0 0 0 15 +2 -$927k +$17k -$910k +23 79 16 0 22 14 41 -0.08 33.6% 0.87 0.62 322.5 24.30 27.05 10.7% 0.91 10 10 0 0 0 13 +1 -$75k +$13k -$62k +98 1,927 152 0 162 74 328 -0.06 5.8% 0.53 0.50 320 26.70 29.75 10.8% 0.92 20 15 5 15 3 70 +19 -$1.5m +$60k -$1.4m +29 124 24 0 18 18 38 -0.05 94.0% 0.61 0.22 317.5 29.50 32.15 8.6% 0.93 0 0 0 0 0 0 +0 -$79k +$0 -$79k +27 695 30 0 27 185 225 -0.04 22.2% 0.35 0.28 315 31.70 34.00 7.0% 0.94 0 0 0 0 0 12 +0 -$360k +$8k -$352k +26 269 1 0 17 1 18 -0.03 162.5% 0.29 0.03 312.5 34.20 36.75 7.2% 0.94 0 0 0 0 0 1 +1 -$111k +$575 -$110k +6 463 81 0 58 33 142 -0.02 25.6% 0.22 0.17 310 36.90 39.25 6.2% 0.95 1 0 1 0 1 22 -3 -$154k +$11k -$143k +3 351 22 0 19 4 24 -0.02 42.9% 0.17 0.11 305 41.35 44.55 7.5% 0.96 0 0 0 0 0 17 +0 -$82k +$7k -$75k +7 877 19 0 77 24 107 -0.01 10.5% 0.10 0.09 300 46.60 49.55 6.1% 0.97 5 1 3 0 4 112 +0 -$142k +$35k -$107k +36 312 0 0 0 6 11 -0.01 57.1% 0.09 0.05 295 51.80 54.15 4.4% 0.97 0 0 0 0 0 9 +0 -$35k +$2k -$33k +100 517 5 0 4 14 22 -0.01 133.3% 0.10 0.02 290 56.60 59.50 5.0% 0.98 4 4 0 0 0 7 +1 -$43k +$1k -$42k +0 183 0 0 16 2 19 -0.01 155.6% 0.08 0.01 285 61.30 64.50 5.1% 0.99 0 0 0 0 0 0 +0 -$12k +$0 -$12k +1 87 0 0 5 3 12 -0.00 150.0% 0.07 0.01 280 66.15 69.50 4.9% 0.99 2 0 2 0 0 10 +1 -$5k +$777 -$4k +28 117 1 0 9 5 20 -0.00 150.0% 0.07 0.01 275 71.30 74.50 4.4% 1.00 0 0 0 0 0 3 +0 -$6k +$82 -$6k +1 75 0 0 0 12 18 -0.00 142.9% 0.06 0.01 270 76.30 79.50 4.1% 1.00 0 0 0 0 0 1 +0 -$3k +$9 -$3k +5 22 0 0 5 6 14 -0.00 no two-sided quote 0.13 0.00 265 81.25 84.50 3.9% 1.00 0 0 0 0 0 1 +0 -$755 +$6 -$749