Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
21.8%
own all (<3y) · n=241
IV rank
25.5%
own all (<1y) · n=241
range
27.1% – 55.7%
own all (<1y) · n=241
low 27.1% 241 sessions, all (<1y) · today 34.4% high 55.7%
Term structure · constant maturity 32 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 11-04 time? Earnings 2026-11-04, time unknown - date stated by the vendor's estimate
First session it can move: 2026-11-04, 47 calendar days from the 2026-09-18 curve - every tenor of 47d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 44.3% 32.1% ━ 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: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session (47d 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
38.9%
own all (<3y) 42.1% · n=241
slope, 30d − 90d
-4.5 pts
own all (<3y) 13.3% · n=241
variance risk premium, 30d
+9.6 pts
own all (<3y) 94.3% · n=236
Skew · risk reversal 25-delta
-1.1 pts
own all (<3y) 52.9% · n=35
10-delta
+0.7 pts
own all (<3y) 55.7% · 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: 4 put and 5 call strikes within ±2.3%, IV 37% to 40% 44% 32% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 11 put and 17 call strikes within ±6.5%, IV 32% to 39% 44% 32% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 12 put and 18 call strikes within ±8.8%, IV 35% to 42% 44% 32% −8.8% book spot +8.8% 29d 2026-10-16
2026-10-16: 9 put and 10 call strikes within ±12%, IV 34% to 37% 44% 32% −12% book spot +12% 36d 2026-10-23
2026-10-23: 19 put and 20 call strikes within ±14%, IV 34% to 39% 44% 32% −14% book spot +14% 64d 2026-11-20
2026-11-20: 14 put and 13 call strikes within ±18%, IV 40% to 44% 44% 32% −18% book spot +18% 92d 2026-12-18
2026-12-18: 12 put and 12 call strikes within ±22%, IV 39% to 42% 44% 32% −22% book spot +22% 120d 2027-01-15
2027-01-15: 9 put and 15 call strikes within ±25%, IV 37% to 42% 44% 32% −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 (32%–44%), set by the expiries past 7 DTE. Next earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session, no expected move served . As the vendor's calendar stood on 2026-09-20, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-04 time?the vendor's estimate
ATM IV · 09-17 expected move 2026-09-18 Fri 0 2026-08-21 inside clear · 47d 37.2% p 797.5 — 2026-09-25 Fri weekly 7 2026-08-28 inside clear · 40d 34.2% c 797.5 — 2026-10-02 Fri weekly 14 2026-09-04 inside clear · 33d 36.0% p 797.5 — 2026-10-09 Fri weekly 21 2026-09-11 inside clear · 26d 37.1% c 800 — 2026-10-16 Fri 28 2026-09-18 0d clear · 19d 35.5% c 800 — 2026-10-23 Fri weekly 35 2026-09-25 7d clear · 12d 37.6% c 800 — 2026-10-30 Fri weekly 42 2026-10-02 14d clear · 5d 42.1% c 800 — 2026-11-20 Fri 63 2026-10-23 35d spans · +16d exit 12d before
40.8% c 800 none served 2026-12-18 Fri 91 2026-11-20 63dexit by 11-03 · 46d
spans · +44d exit 16d after
41.0% c 800 none served 2027-01-15 Fri 119 2026-12-18 91dexit by 11-03 · 46d
spans · +72d exit 44d after
39.9% c 800 none served
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 CAT 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
-$34.6m per 1%
own all (<3y) 25.8% · n=64
gamma flip
$806.14
flip within ±25% of book spot
flip distance
+0.34 ATR
own all (<3y) 44.9% · n=59
0DTE share of volume
not listed daily
book spot $798.57 (unadjusted close, 2026-09-17) · call wall $800.00 (+0.18% from book spot) · put wall $800.00 (+0.18% from book spot) · max pain $820.00 (+2.68% 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 $798.57 × (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. CAT headlines $808.99 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $798.57 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 09-25 · 8d 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 2026-10-02 expiry: 14 calendar days from 2026-09-18 (15 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 850 (Δ 0.20), put 750 (Δ -0.19).
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 995 990 985 980 975 970 965 960 955 950 945 940 935 930 925 920 915 910 905 900 895 890 885 880 875 870 865 860 855 850 845 840 835 832.5 830 827.5 825 822.5 820 817.5 815 812.5 810 805 800 797.5 795 790 785 780 775 770 765 760 755 750 745 740 735 730 725 720 715 710 705 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 put strike nearest 0.20 delta: 750 call strike nearest 0.20 delta: 850 165 0 165 513 513 25% 10% 10% 25% -$476k +$476k γ flip 806.14 call wall 800 put wall 800 book spot 798.57 strike 995
calls: OI 27 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.20, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 191.25 × 202.40, spread 5.7% of mid · Δ -0.98
net GEX +$8k per 1% (calls +$8k, puts +$0) strike 990
calls: OI 23 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.45, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 186.25 × 196.95, spread 5.6% of mid · Δ -0.98
net GEX +$8k per 1% (calls +$8k, puts +$0) strike 985
calls: OI 50 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.50, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 181.25 × 191.55, spread 5.5% of mid · Δ -0.98
net GEX +$18k per 1% (calls +$18k, puts +$0) strike 980
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.45, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 175.80 × 188.50, spread 7.0% of mid · Δ -0.97
net GEX +$6k per 1% (calls +$6k, puts +$0) strike 975
calls: OI 7 (+0) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 0.00 × 1.56, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 169.45 × 182.50, spread 7.4% of mid · Δ -0.97
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 970
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.55, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 166.20 × 177.65, spread 6.7% of mid · Δ -0.97
net GEX +$7k per 1% (calls +$7k, puts +$0) strike 965
calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.55, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 161.25 × 173.00, spread 7.0% of mid · Δ -0.97
net GEX +$8k per 1% (calls +$8k, puts +$0) strike 960
calls: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.55, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 156.25 × 166.05, spread 6.1% of mid · Δ -0.96
net GEX +$14k per 1% (calls +$14k, puts +$0) strike 955
calls: OI 19 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 3.70, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 152.80 × 161.55, spread 5.6% of mid · Δ -0.96
net GEX +$11k per 1% (calls +$11k, puts +$0) strike 950
calls: OI 40 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 1.66, spread 197.6% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 146.30 × 157.80, spread 7.6% of mid · Δ -0.96
net GEX +$24k per 1% (calls +$24k, puts +$0) strike 945
calls: OI 34 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.92, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 141.30 × 151.70, spread 7.1% of mid · Δ -0.96
net GEX +$22k per 1% (calls +$22k, puts +$0) strike 940
calls: OI 20 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 0.00 × 2.35, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 136.30 × 147.20, spread 7.7% of mid · Δ -0.95
net GEX +$14k per 1% (calls +$14k, puts +$0) strike 935
calls: OI 93 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.50, spread no two-sided quote (zero bid) · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 131.15 × 143.45, spread 9.0% of mid · Δ -0.95
net GEX +$68k per 1% (calls +$68k, puts +$0) strike 930
calls: OI 40 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 0.20 × 1.51, spread 153.2% of mid · Δ 0.04
puts: OI 0 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 126.60 × 138.75, spread 9.2% of mid · Δ -0.95
net GEX +$32k per 1% (calls +$32k, puts +$0) strike 925
calls: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.21 × 4.30, spread 181.4% of mid · Δ 0.05
puts: OI 1 (-6) · vol 0 (at ask 0, at bid 0) · NBBO 118.95 × 132.95, spread 11.1% of mid · Δ -0.94
net GEX +$36k per 1% (calls +$37k, puts -$1k) strike 920
calls: OI 19 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.43 × 3.10, spread 151.3% of mid · Δ 0.05
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 116.60 × 127.95, spread 9.3% of mid · Δ -0.94
net GEX +$17k per 1% (calls +$20k, puts -$2k) strike 915
calls: OI 60 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.34 × 5.30, spread 175.9% of mid · Δ 0.06
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.95 × 123.70, spread 10.9% of mid · Δ -0.94
net GEX +$67k per 1% (calls +$68k, puts -$1k) strike 910
calls: OI 27 (-5) · vol 1 (at ask 1, at bid 0) · NBBO 0.47 × 3.30, spread 150.1% of mid · Δ 0.07
puts: OI 3 (+0) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 108.70 × 117.35, spread 7.7% of mid · Δ -0.93
net GEX +$30k per 1% (calls +$34k, puts -$4k) strike 905
calls: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.44 × 5.65, spread 171.1% of mid · Δ 0.08
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.85 × 114.05, spread 10.3% of mid · Δ -0.93
net GEX +$38k per 1% (calls +$39k, puts -$1k) strike 900
calls: OI 165 (+0) · vol 32 (at ask 28, at bid 4, multi-leg 28) · NBBO 0.83 × 3.00, spread 113.3% of mid · Δ 0.08
puts: OI 3 (+0) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 98.80 × 106.90, spread 7.9% of mid · Δ -0.93
net GEX +$238k per 1% (calls +$243k, puts -$4k) strike 895
calls: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.65 × 6.05, spread 161.2% of mid · Δ 0.09
puts: OI 0 (+0) · vol 4 (at ask 2, at bid 2) · NBBO 93.85 × 101.25, spread 7.6% of mid · Δ -0.92
net GEX +$50k per 1% (calls +$50k, puts +$0) strike 890
calls: OI 103 (+57) · vol 10 (at ask 1, at bid 9) · NBBO 0.66 × 6.05, spread 160.7% of mid · Δ 0.10
puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 89.45 × 97.45, spread 8.6% of mid · Δ -0.92
net GEX +$161k per 1% (calls +$178k, puts -$18k) strike 885
calls: OI 27 (+10) · vol 5 (at ask 3, at bid 2) · NBBO 1.10 × 6.55, spread 142.5% of mid · Δ 0.11
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.90 × 91.90, spread 9.1% of mid · Δ -0.91
net GEX +$42k per 1% (calls +$51k, puts -$9k) strike 880
calls: OI 23 (+2) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 1.12 × 6.80, spread 143.4% of mid · Δ 0.12
puts: OI 4 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 80.10 × 87.45, spread 8.8% of mid · Δ -0.91
net GEX +$39k per 1% (calls +$46k, puts -$8k) strike 875
calls: OI 75 (+2) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 1.61 × 7.20, spread 126.9% of mid · Δ 0.13
puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.80 × 81.50, spread 11.3% of mid · Δ -0.90
net GEX +$141k per 1% (calls +$163k, puts -$22k) strike 870
calls: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.65 × 7.40, spread 127.1% of mid · Δ 0.14
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.10 × 77.80, spread 11.8% of mid · Δ -0.89
net GEX +$68k per 1% (calls +$73k, puts -$4k) strike 865
calls: OI 28 (+1) · vol 26 (at ask 0, at bid 26, multi-leg 26) · NBBO 2.08 × 8.55, spread 121.7% of mid · Δ 0.15
puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 63.90 × 72.90, spread 13.2% of mid · Δ -0.89
net GEX +$35k per 1% (calls +$71k, puts -$36k) strike 860
calls: OI 21 (-2) · vol 33 (at ask 3, at bid 30, multi-leg 32) · NBBO 2.70 × 7.95, spread 98.6% of mid · Δ 0.16
puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.80 × 68.50, spread 13.6% of mid · Δ -0.87
net GEX +$25k per 1% (calls +$57k, puts -$32k) strike 855
calls: OI 15 (+0) · vol 5 (at ask 4, at bid 1, multi-leg 1) · NBBO 4.00 × 7.00, spread 54.5% of mid · Δ 0.18
puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.75 × 64.25, spread 14.2% of mid · Δ -0.84
net GEX +$12k per 1% (calls +$44k, puts -$33k) strike 850
calls: OI 50 (+3) · vol 44 (at ask 7, at bid 23, multi-leg 27) · NBBO 4.65 × 7.90, spread 51.8% of mid · Δ 0.20
puts: OI 14 (+1) · vol 12 (at ask 6, at bid 6) · NBBO 51.55 × 60.00, spread 15.2% of mid · Δ -0.82
net GEX +$114k per 1% (calls +$159k, puts -$45k) strike 845
calls: OI 155 (+4) · vol 4 (at ask 0, at bid 4, multi-leg 1) · NBBO 6.05 × 11.45, spread 61.7% of mid · Δ 0.23
puts: OI 14 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 47.80 × 56.20, spread 16.2% of mid · Δ -0.79
net GEX +$476k per 1% (calls +$524k, puts -$48k) strike 840
calls: OI 58 (+0) · vol 43 (at ask 7, at bid 36, sweep 5, multi-leg 30) · NBBO 6.85 × 11.75, spread 52.7% of mid · Δ 0.26
puts: OI 14 (-1) · vol 1 (at ask 1, at bid 0) · NBBO 44.50 × 52.15, spread 15.8% of mid · Δ -0.76
net GEX +$154k per 1% (calls +$206k, puts -$52k) strike 835
calls: OI 39 (+2) · vol 1 (at ask 0, at bid 1) · NBBO 6.60 × 13.25, spread 67.0% of mid · Δ 0.29
puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 40.20 × 48.45, spread 18.6% of mid · Δ -0.73
net GEX +$86k per 1% (calls +$144k, puts -$58k) strike 832.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.85 × 13.75, spread 67.0% of mid · Δ 0.30
puts: OI 8 (+8) · vol 0 (at ask 0, at bid 0) · NBBO 38.20 × 46.50, spread 19.6% of mid · Δ -0.71
net GEX -$28k per 1% (calls +$4k, puts -$32k) strike 830
calls: OI 47 (+3) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 7.55 × 15.05, spread 66.4% of mid · Δ 0.32
puts: OI 26 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 37.10 × 44.85, spread 18.9% of mid · Δ -0.70
net GEX +$74k per 1% (calls +$180k, puts -$106k) strike 827.5
calls: OI 3 (+3) · vol 1 (at ask 0, at bid 1) · NBBO 11.50 × 15.70, spread 30.9% of mid · Δ 0.33
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.75 × 43.50, spread 22.4% of mid · Δ -0.68
net GEX +$12k per 1% (calls +$12k, puts +$0) strike 825
calls: OI 23 (+5) · vol 513 (at ask 508, at bid 5, multi-leg 5) · NBBO 11.00 × 14.75, spread 29.1% of mid · Δ 0.35
puts: OI 25 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 33.50 × 40.75, spread 19.5% of mid · Δ -0.67
net GEX -$15k per 1% (calls +$92k, puts -$106k) strike 822.5
calls: OI 0 (+0) · vol 26 (at ask 26, at bid 0, multi-leg 26) · NBBO 9.75 × 17.00, spread 54.2% of mid · Δ 0.36
puts: OI 0 (+0) · vol 4 (at ask 2, at bid 2) · NBBO 31.65 × 39.85, spread 22.9% of mid · Δ -0.65
no GEX (no side has both gamma and open interest) strike 820
calls: OI 18 (+5) · vol 7 (at ask 7, at bid 0, multi-leg 1) · NBBO 10.30 × 17.10, spread 49.6% of mid · Δ 0.38
puts: OI 45 (+11) · vol 0 (at ask 0, at bid 0) · NBBO 29.65 × 37.70, spread 23.9% of mid · Δ -0.63
net GEX -$120k per 1% (calls +$74k, puts -$194k) strike 817.5
calls: OI 2 (+0) · vol 6 (at ask 5, at bid 1, multi-leg 1) · NBBO 13.10 × 19.30, spread 38.3% of mid · Δ 0.39
puts: OI 6 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 27.55 × 35.95, spread 26.5% of mid · Δ -0.61
net GEX -$18k per 1% (calls +$8k, puts -$26k) strike 815
calls: OI 66 (+54) · vol 288 (at ask 61, at bid 169, sweep 10, multi-leg 28) · NBBO 12.85 × 19.40, spread 40.6% of mid · Δ 0.41
puts: OI 25 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 26.90 × 35.20, spread 26.7% of mid · Δ -0.59
net GEX +$169k per 1% (calls +$278k, puts -$109k) strike 812.5
calls: OI 7 (+7) · vol 1 (at ask 0, at bid 1) · NBBO 13.90 × 21.25, spread 41.8% of mid · Δ 0.43
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 25.60 × 33.25, spread 26.0% of mid · Δ -0.58
net GEX +$25k per 1% (calls +$30k, puts -$4k) strike 810
calls: OI 21 (+4) · vol 2 (at ask 0, at bid 2) · NBBO 15.00 × 22.00, spread 37.8% of mid · Δ 0.44
puts: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.95 × 31.85, spread 28.3% of mid · Δ -0.56
net GEX -$15k per 1% (calls +$91k, puts -$106k) strike 805
calls: OI 11 (+0) · vol 13 (at ask 0, at bid 12, multi-leg 1) · NBBO 16.65 × 23.60, spread 34.5% of mid · Δ 0.47
puts: OI 29 (+0) · vol 9 (at ask 1, at bid 8) · NBBO 22.55 × 29.10, spread 25.4% of mid · Δ -0.53
net GEX -$80k per 1% (calls +$49k, puts -$129k) strike 800
calls: OI 140 (+103) · vol 7 (at ask 2, at bid 2, multi-leg 5) · NBBO 21.00 × 25.00, spread 17.4% of mid · Δ 0.51
puts: OI 43 (+0) · vol 13 (at ask 1, at bid 12) · NBBO 20.70 × 24.90, spread 18.4% of mid · Δ -0.49
net GEX +$429k per 1% (calls +$622k, puts -$193k) strike 797.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.75 × 28.50, spread 31.5% of mid · Δ 0.53
puts: OI 1 (+0) · vol 17 (at ask 1, at bid 16) · NBBO 17.55 × 25.35, spread 36.4% of mid · Δ -0.47
net GEX -$87 per 1% (calls +$4k, puts -$4k) strike 795
calls: OI 15 (+0) · vol 3 (at ask 2, at bid 1) · NBBO 22.30 × 29.40, spread 27.5% of mid · Δ 0.54
puts: OI 58 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 16.60 × 24.15, spread 37.1% of mid · Δ -0.46
net GEX -$193k per 1% (calls +$66k, puts -$259k) strike 790
calls: OI 11 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 24.70 × 32.65, spread 27.7% of mid · Δ 0.58
puts: OI 57 (-2) · vol 3 (at ask 2, at bid 1, sweep 1) · NBBO 15.75 × 21.95, spread 32.9% of mid · Δ -0.42
net GEX -$204k per 1% (calls +$47k, puts -$251k) strike 785
calls: OI 38 (+0) · vol 8 (at ask 0, at bid 8) · NBBO 27.70 × 34.25, spread 21.1% of mid · Δ 0.61
puts: OI 34 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 13.40 × 18.75, spread 33.3% of mid · Δ -0.39
net GEX +$12k per 1% (calls +$160k, puts -$148k) strike 780
calls: OI 91 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.35 × 38.15, spread 22.8% of mid · Δ 0.64
puts: OI 63 (+13) · vol 5 (at ask 1, at bid 4, multi-leg 2) · NBBO 10.75 × 15.55, spread 36.5% of mid · Δ -0.35
net GEX +$103k per 1% (calls +$370k, puts -$267k) strike 775
calls: OI 9 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 33.60 × 41.75, spread 21.6% of mid · Δ 0.67
puts: OI 81 (-7) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 8.95 × 16.60, spread 59.9% of mid · Δ -0.32
net GEX -$290k per 1% (calls +$35k, puts -$325k) strike 770
calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.00 × 45.00, spread 19.5% of mid · Δ 0.70
puts: OI 81 (+0) · vol 7 (at ask 5, at bid 2, multi-leg 6) · NBBO 7.45 × 13.85, spread 60.1% of mid · Δ -0.29
net GEX -$284k per 1% (calls +$22k, puts -$306k) strike 765
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 40.50 × 48.70, spread 18.4% of mid · Δ 0.73
puts: OI 50 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 6.95 × 12.15, spread 54.5% of mid · Δ -0.26
net GEX -$139k per 1% (calls +$38k, puts -$177k) strike 760
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.15 × 52.35, spread 17.0% of mid · Δ 0.76
puts: OI 112 (+1) · vol 14 (at ask 2, at bid 12, multi-leg 1) · NBBO 6.55 × 12.15, spread 59.9% of mid · Δ -0.24
net GEX -$321k per 1% (calls +$49k, puts -$371k) strike 755
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.00 × 55.75, spread 14.9% of mid · Δ 0.79
puts: OI 47 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 5.30 × 10.15, spread 62.8% of mid · Δ -0.21
net GEX -$145k per 1% (calls +$0, puts -$145k) strike 750
calls: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.25 × 59.50, spread 14.9% of mid · Δ 0.81
puts: OI 121 (+2) · vol 7 (at ask 4, at bid 2, multi-leg 3) · NBBO 4.70 × 7.65, spread 47.8% of mid · Δ -0.19
net GEX -$298k per 1% (calls +$49k, puts -$347k) strike 745
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.20 × 63.35, spread 12.0% of mid · Δ 0.84
puts: OI 44 (+1) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 4.15 × 7.40, spread 56.3% of mid · Δ -0.17
net GEX -$113k per 1% (calls +$3k, puts -$116k) strike 740
calls: OI 5 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 59.20 × 67.75, spread 13.5% of mid · Δ 0.87
puts: OI 71 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 2.96 × 6.45, spread 74.2% of mid · Δ -0.15
net GEX -$159k per 1% (calls +$12k, puts -$171k) strike 735
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.50 × 73.50, spread 13.0% of mid · Δ 0.88
puts: OI 33 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.39 × 7.25, spread 100.8% of mid · Δ -0.13
net GEX -$70k per 1% (calls +$2k, puts -$72k) strike 730
calls: OI 3 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 68.40 × 76.80, spread 11.6% of mid · Δ 0.90
puts: OI 60 (+15) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 2.43 × 4.25, spread 54.5% of mid · Δ -0.11
net GEX -$113k per 1% (calls +$6k, puts -$118k) strike 725
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.30 × 81.00, spread 10.0% of mid · Δ 0.91
puts: OI 56 (+18) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 1.09 × 4.80, spread 126.0% of mid · Δ -0.09
net GEX -$96k per 1% (calls +$2k, puts -$98k) strike 720
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 76.55 × 85.45, spread 11.0% of mid · Δ 0.92
puts: OI 123 (+44) · vol 6 (at ask 2, at bid 3, multi-leg 2) · NBBO 0.96 × 4.85, spread 133.9% of mid · Δ -0.07
net GEX -$184k per 1% (calls +$2k, puts -$185k) strike 715
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.15 × 90.55, spread 9.7% of mid · Δ 0.93
puts: OI 88 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 0.84 × 2.31, spread 93.3% of mid · Δ -0.06
net GEX -$109k per 1% (calls +$1k, puts -$110k) strike 710
calls: OI 3 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 86.20 × 94.70, spread 9.4% of mid · Δ 0.94
puts: OI 42 (+11) · vol 13 (at ask 1, at bid 12, multi-leg 13) · NBBO 0.50 × 2.10, spread 123.1% of mid · Δ -0.05
net GEX -$43k per 1% (calls +$4k, puts -$46k) strike 705
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.40 × 99.40, spread 9.5% of mid · Δ 0.94
puts: OI 90 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.63 × 4.50, spread 150.9% of mid · Δ -0.04
net GEX -$89k per 1% (calls +$0, puts -$89k) strike 700
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 96.25 × 104.05, spread 7.8% of mid · Δ 0.95
puts: OI 145 (+3) · vol 4 (at ask 0, at bid 4, multi-leg 2) · NBBO 0.36 × 2.05, spread 140.2% of mid · Δ -0.04
net GEX -$125k per 1% (calls +$5k, puts -$130k) strike 695
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 101.15 × 113.10, spread 11.2% of mid · Δ 0.95
puts: OI 69 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 2.84, spread 198.6% of mid · Δ -0.04
net GEX -$56k per 1% (calls +$0, puts -$56k) strike 690
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 103.90 × 117.30, spread 12.1% of mid · Δ 0.95
puts: OI 25 (-1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.08 × 2.04, spread 184.9% of mid · Δ -0.03
net GEX -$18k per 1% (calls +$0, puts -$18k) strike 685
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.75 × 121.20, spread 9.0% of mid · Δ 0.96
puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.40, spread no two-sided quote (zero bid) · Δ -0.03
net GEX -$8k per 1% (calls +$808, puts -$9k) strike 680
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.30 × 126.00, spread 8.9% of mid · Δ 0.96
puts: OI 12 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 1.26, spread 193.8% of mid · Δ -0.03
net GEX -$7k per 1% (calls +$0, puts -$7k) strike 675
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.70 × 130.80, spread 8.0% of mid · Δ 0.96
puts: OI 16 (+1) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 0.00 × 1.80, spread no two-sided quote (zero bid) · Δ -0.03
net GEX -$9k per 1% (calls +$0, puts -$9k) strike 670
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 125.65 × 135.70, spread 7.7% of mid · Δ 0.96
puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.65, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$5k per 1% (calls +$0, puts -$5k) strike 665
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 130.05 × 142.50, spread 9.1% of mid · Δ 0.96
puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.70, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$10k per 1% (calls +$0, puts -$10k) strike 660
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 134.45 × 146.55, spread 8.6% of mid · Δ 0.97
puts: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.20, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$10k per 1% (calls +$0, puts -$10k) strike 655
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 140.05 × 152.05, spread 8.2% of mid · Δ 0.97
puts: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.60, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$11k per 1% (calls +$516, puts -$11k) strike 650
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 145.55 × 155.45, spread 6.6% of mid · Δ 0.97
puts: OI 21 (+0) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 0.00 × 3.30, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$7k per 1% (calls +$0, puts -$7k) strike 645
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 150.85 × 162.35, spread 7.3% of mid · Δ 0.97
puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.50, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$6k per 1% (calls +$0, puts -$6k) strike 640
calls: OI 1 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 153.05 × 166.05, spread 8.1% of mid · Δ 0.97
puts: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.86, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$7k per 1% (calls +$414, puts -$7k) strike 635
calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 159.95 × 172.00, spread 7.3% of mid · Δ 0.97
puts: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.75, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$5k per 1% (calls +$5k, puts -$9k) strike 630
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 164.95 × 175.25, spread 6.1% of mid · Δ 0.98
puts: OI 35 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.04, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$7k per 1% (calls +$0, puts -$7k) strike 625
calls: OI 1 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 170.35 × 178.50, spread 4.7% of mid · Δ 0.98
puts: OI 2 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 0.00 × 3.30, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$22 per 1% (calls +$332, puts -$354) strike 620
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 175.30 × 183.60, spread 4.6% of mid · Δ 0.98
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.40, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$763 per 1% (calls +$0, puts -$763) strike 615
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 179.35 × 190.15, spread 5.8% of mid · Δ 0.98
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.20, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$407 per 1% (calls +$0, puts -$407) strike 610
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 184.40 × 195.55, spread 5.9% of mid · Δ 0.98
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.00, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$873 per 1% (calls +$0, puts -$873) strike 605
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 189.35 × 202.10, spread 6.5% of mid · Δ 0.98
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 3.40, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$115 per 1% (calls +$0, puts -$115) strike 600
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 194.40 × 206.60, spread 6.1% of mid · Δ 0.98
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 3.45, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$214 per 1% (calls +$0, puts -$214) 2026-10-02 expiry, 86 strikes within ±25% of book spot (the flip search band); 49 hidden (31 above, 18 below), 46 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$469k 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 $820.00 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 · 86 strikes puts strike calls GEX, $ per 1% ΔOI OI multi-leg sweep @bid @ask vol Δ spr ask bid bid ask spr Δ vol @ask @bid sweep multi-leg OI ΔOI put call net +0 0 0 0 0 0 0 -0.98 5.7% 202.40 191.25 995 0.00 4.20 no two-sided quote 0.01 0 0 0 0 0 27 +0 +$0 +$8k +$8k +0 0 0 0 0 0 0 -0.98 5.6% 196.95 186.25 990 0.00 4.45 no two-sided quote 0.02 0 0 0 0 0 23 +0 +$0 +$8k +$8k +0 0 0 0 0 0 0 -0.98 5.5% 191.55 181.25 985 0.00 4.50 no two-sided quote 0.02 0 0 0 0 0 50 +0 +$0 +$18k +$18k +0 0 0 0 0 0 0 -0.97 7.0% 188.50 175.80 980 0.00 4.45 no two-sided quote 0.02 0 0 0 0 0 15 +0 +$0 +$6k +$6k +0 0 0 0 0 0 0 -0.97 7.4% 182.50 169.45 975 0.00 1.56 no two-sided quote 0.02 2 1 1 1 0 7 +0 +$0 +$3k +$3k +0 0 0 0 0 0 0 -0.97 6.7% 177.65 166.20 970 0.00 4.55 no two-sided quote 0.02 0 0 0 0 0 15 +0 +$0 +$7k +$7k +0 0 0 0 0 0 0 -0.97 7.0% 173.00 161.25 965 0.00 4.55 no two-sided quote 0.02 0 0 0 0 0 16 +0 +$0 +$8k +$8k +0 0 0 0 0 0 0 -0.96 6.1% 166.05 156.25 960 0.00 4.55 no two-sided quote 0.03 0 0 0 0 0 28 +0 +$0 +$14k +$14k +0 0 0 0 0 0 0 -0.96 5.6% 161.55 152.80 955 0.00 3.70 no two-sided quote 0.03 0 0 0 0 0 19 -1 +$0 +$11k +$11k +0 0 0 0 0 0 0 -0.96 7.6% 157.80 146.30 950 0.01 1.66 197.6% 0.03 0 0 0 0 0 40 -3 +$0 +$24k +$24k +0 0 0 0 0 0 0 -0.96 7.1% 151.70 141.30 945 0.00 1.92 no two-sided quote 0.03 0 0 0 0 0 34 +0 +$0 +$22k +$22k +0 0 0 0 0 0 0 -0.95 7.7% 147.20 136.30 940 0.00 2.35 no two-sided quote 0.03 1 0 1 0 0 20 +1 +$0 +$14k +$14k +0 0 0 0 0 0 0 -0.95 9.0% 143.45 131.15 935 0.00 1.50 no two-sided quote 0.04 0 0 0 0 0 93 +0 +$0 +$68k +$68k -1 0 0 0 0 0 0 -0.95 9.2% 138.75 126.60 930 0.20 1.51 153.2% 0.04 2 1 1 0 0 40 +0 +$0 +$32k +$32k -6 1 0 0 0 0 0 -0.94 11.1% 132.95 118.95 925 0.21 4.30 181.4% 0.05 0 0 0 0 0 40 +0 -$1k +$37k +$36k +0 2 0 0 0 0 0 -0.94 9.3% 127.95 116.60 920 0.43 3.10 151.3% 0.05 0 0 0 0 0 19 +0 -$2k +$20k +$17k +0 1 0 0 0 0 0 -0.94 10.9% 123.70 110.95 915 0.34 5.30 175.9% 0.06 0 0 0 0 0 60 +0 -$1k +$68k +$67k +0 3 3 0 0 3 3 -0.93 7.7% 117.35 108.70 910 0.47 3.30 150.1% 0.07 1 1 0 0 0 27 -5 -$4k +$34k +$30k +0 1 0 0 0 0 0 -0.93 10.3% 114.05 102.85 905 0.44 5.65 171.1% 0.08 0 0 0 0 0 29 +0 -$1k +$39k +$38k +0 3 3 0 0 3 3 -0.93 7.9% 106.90 98.80 900 0.83 3.00 113.3% 0.08 32 28 4 0 28 165 +0 -$4k +$243k +$238k +0 0 0 0 2 2 4 -0.92 7.6% 101.25 93.85 895 0.65 6.05 161.2% 0.09 0 0 0 0 0 31 +0 +$0 +$50k +$50k +0 11 0 0 0 0 0 -0.92 8.6% 97.45 89.45 890 0.66 6.05 160.7% 0.10 10 1 9 0 0 103 +57 -$18k +$178k +$161k +0 5 0 0 0 0 0 -0.91 9.1% 91.90 83.90 885 1.10 6.55 142.5% 0.11 5 3 2 0 0 27 +10 -$9k +$51k +$42k -1 4 0 0 0 0 0 -0.91 8.8% 87.45 80.10 880 1.12 6.80 143.4% 0.12 1 0 1 0 1 23 +2 -$8k +$46k +$39k +0 11 0 0 0 0 0 -0.90 11.3% 81.50 72.80 875 1.61 7.20 126.9% 0.13 2 2 0 0 2 75 +2 -$22k +$163k +$141k +0 2 0 0 0 0 0 -0.89 11.8% 77.80 69.10 870 1.65 7.40 127.1% 0.14 0 0 0 0 0 31 +0 -$4k +$73k +$68k +0 15 0 0 0 0 0 -0.89 13.2% 72.90 63.90 865 2.08 8.55 121.7% 0.15 26 0 26 0 26 28 +1 -$36k +$71k +$35k +0 12 0 0 0 0 0 -0.87 13.6% 68.50 59.80 860 2.70 7.95 98.6% 0.16 33 3 30 0 32 21 -2 -$32k +$57k +$25k +0 11 0 0 0 0 0 -0.84 14.2% 64.25 55.75 855 4.00 7.00 54.5% 0.18 5 4 1 0 1 15 +0 -$33k +$44k +$12k +1 14 0 0 6 6 12 -0.82 15.2% 60.00 51.55 850 4.65 7.90 51.8% 0.20 44 7 23 0 27 50 +3 -$45k +$159k +$114k +0 14 1 0 1 0 1 -0.79 16.2% 56.20 47.80 845 6.05 11.45 61.7% 0.23 4 0 4 0 1 155 +4 -$48k +$524k +$476k -1 14 0 0 0 1 1 -0.76 15.8% 52.15 44.50 840 6.85 11.75 52.7% 0.26 43 7 36 5 30 58 +0 -$52k +$206k +$154k +0 15 0 0 0 0 0 -0.73 18.6% 48.45 40.20 835 6.60 13.25 67.0% 0.29 1 0 1 0 0 39 +2 -$58k +$144k +$86k +8 8 0 0 0 0 0 -0.71 19.6% 46.50 38.20 832.5 6.85 13.75 67.0% 0.30 0 0 0 0 0 1 +0 -$32k +$4k -$28k +1 26 0 0 0 0 0 -0.70 18.9% 44.85 37.10 830 7.55 15.05 66.4% 0.32 2 2 0 0 2 47 +3 -$106k +$180k +$74k +0 0 0 0 0 0 0 -0.68 22.4% 43.50 34.75 827.5 11.50 15.70 30.9% 0.33 1 0 1 0 0 3 +3 +$0 +$12k +$12k +1 25 1 0 1 0 1 -0.67 19.5% 40.75 33.50 825 11.00 14.75 29.1% 0.35 513 508 5 0 5 23 +5 -$106k +$92k -$15k +0 0 0 0 2 2 4 -0.65 22.9% 39.85 31.65 822.5 9.75 17.00 54.2% 0.36 26 26 0 0 26 0 +0 — — — +11 45 0 0 0 0 0 -0.63 23.9% 37.70 29.65 820 10.30 17.10 49.6% 0.38 7 7 0 0 1 18 +5 -$194k +$74k -$120k +5 6 0 0 0 0 0 -0.61 26.5% 35.95 27.55 817.5 13.10 19.30 38.3% 0.39 6 5 1 0 1 2 +0 -$26k +$8k -$18k +0 25 0 0 1 1 2 -0.59 26.7% 35.20 26.90 815 12.85 19.40 40.6% 0.41 288 61 169 10 28 66 +54 -$109k +$278k +$169k +1 1 0 0 0 0 0 -0.58 26.0% 33.25 25.60 812.5 13.90 21.25 41.8% 0.43 1 0 1 0 0 7 +7 -$4k +$30k +$25k +0 24 0 0 0 0 0 -0.56 28.3% 31.85 23.95 810 15.00 22.00 37.8% 0.44 2 0 2 0 0 21 +4 -$106k +$91k -$15k +0 29 0 0 8 1 9 -0.53 25.4% 29.10 22.55 805 16.65 23.60 34.5% 0.47 13 0 12 0 1 11 +0 -$129k +$49k -$80k +0 43 0 0 12 1 13 -0.49 18.4% 24.90 20.70 800 21.00 25.00 17.4% 0.51 7 2 2 0 5 140 +103 -$193k +$622k +$429k +0 1 0 0 16 1 17 -0.47 36.4% 25.35 17.55 797.5 20.75 28.50 31.5% 0.53 0 0 0 0 0 1 +0 -$4k +$4k -$87 +1 58 0 0 1 0 1 -0.46 37.1% 24.15 16.60 795 22.30 29.40 27.5% 0.54 3 2 1 0 0 15 +0 -$259k +$66k -$193k -2 57 0 1 1 2 3 -0.42 32.9% 21.95 15.75 790 24.70 32.65 27.7% 0.58 0 0 0 0 0 11 -1 -$251k +$47k -$204k +0 34 0 0 2 0 2 -0.39 33.3% 18.75 13.40 785 27.70 34.25 21.1% 0.61 8 0 8 0 0 38 +0 -$148k +$160k +$12k +13 63 2 0 4 1 5 -0.35 36.5% 15.55 10.75 780 30.35 38.15 22.8% 0.64 0 0 0 0 0 91 +0 -$267k +$370k +$103k -7 81 2 0 1 1 2 -0.32 59.9% 16.60 8.95 775 33.60 41.75 21.6% 0.67 0 0 0 0 0 9 +4 -$325k +$35k -$290k +0 81 6 0 2 5 7 -0.29 60.1% 13.85 7.45 770 37.00 45.00 19.5% 0.70 0 0 0 0 0 6 +0 -$306k +$22k -$284k +1 50 0 0 0 0 0 -0.26 54.5% 12.15 6.95 765 40.50 48.70 18.4% 0.73 0 0 0 0 0 11 +0 -$177k +$38k -$139k +1 112 1 0 12 2 14 -0.24 59.9% 12.15 6.55 760 44.15 52.35 17.0% 0.76 0 0 0 0 0 15 +0 -$371k +$49k -$321k +1 47 0 0 0 0 0 -0.21 62.8% 10.15 5.30 755 48.00 55.75 14.9% 0.79 0 0 0 0 0 0 +0 -$145k +$0 -$145k +2 121 3 0 2 4 7 -0.19 47.8% 7.65 4.70 750 51.25 59.50 14.9% 0.81 0 0 0 0 0 17 +0 -$347k +$49k -$298k +1 44 2 0 2 0 2 -0.17 56.3% 7.40 4.15 745 56.20 63.35 12.0% 0.84 0 0 0 0 0 1 +0 -$116k +$3k -$113k +0 71 1 0 1 1 2 -0.15 74.2% 6.45 2.96 740 59.20 67.75 13.5% 0.87 0 0 0 0 0 5 +1 -$171k +$12k -$159k +0 33 0 0 0 0 0 -0.13 100.8% 7.25 2.39 735 64.50 73.50 13.0% 0.88 0 0 0 0 0 1 +0 -$72k +$2k -$70k +15 60 1 0 0 1 1 -0.11 54.5% 4.25 2.43 730 68.40 76.80 11.6% 0.90 0 0 0 0 0 3 +3 -$118k +$6k -$113k +18 56 2 0 1 2 3 -0.09 126.0% 4.80 1.09 725 73.30 81.00 10.0% 0.91 0 0 0 0 0 1 +0 -$98k +$2k -$96k +44 123 2 0 3 2 6 -0.07 133.9% 4.85 0.96 720 76.55 85.45 11.0% 0.92 0 0 0 0 0 1 +0 -$185k +$2k -$184k +0 88 0 0 0 0 1 -0.06 93.3% 2.31 0.84 715 82.15 90.55 9.7% 0.93 0 0 0 0 0 1 +0 -$110k +$1k -$109k +11 42 13 0 12 1 13 -0.05 123.1% 2.10 0.50 710 86.20 94.70 9.4% 0.94 0 0 0 0 0 3 +1 -$46k +$4k -$43k +1 90 0 0 0 0 0 -0.04 150.9% 4.50 0.63 705 90.40 99.40 9.5% 0.94 0 0 0 0 0 0 +0 -$89k +$0 -$89k +3 145 2 0 4 0 4 -0.04 140.2% 2.05 0.36 700 96.25 104.05 7.8% 0.95 0 0 0 0 0 5 +0 -$130k +$5k -$125k +2 69 0 0 0 0 0 -0.04 198.6% 2.84 0.01 695 101.15 113.10 11.2% 0.95 0 0 0 0 0 0 +0 -$56k +$0 -$56k -1 25 1 0 0 1 1 -0.03 184.9% 2.04 0.08 690 103.90 117.30 12.1% 0.95 0 0 0 0 0 0 +0 -$18k +$0 -$18k +0 13 0 0 0 0 0 -0.03 no two-sided quote 4.40 0.00 685 110.75 121.20 9.0% 0.96 0 0 0 0 0 1 +0 -$9k +$808 -$8k +2 12 0 0 0 0 0 -0.03 193.8% 1.26 0.02 680 115.30 126.00 8.9% 0.96 0 0 0 0 0 0 +0 -$7k +$0 -$7k +1 16 3 0 3 0 3 -0.03 no two-sided quote 1.80 0.00 675 120.70 130.80 8.0% 0.96 0 0 0 0 0 0 +0 -$9k +$0 -$9k +0 10 0 0 0 0 0 -0.02 no two-sided quote 4.65 0.00 670 125.65 135.70 7.7% 0.96 0 0 0 0 0 0 +0 -$5k +$0 -$5k +0 22 0 0 0 0 0 -0.02 no two-sided quote 4.70 0.00 665 130.05 142.50 9.1% 0.96 0 0 0 0 0 0 +0 -$10k +$0 -$10k +0 25 0 0 0 0 0 -0.02 no two-sided quote 1.20 0.00 660 134.45 146.55 8.6% 0.97 0 0 0 0 0 0 +0 -$10k +$0 -$10k +0 31 0 0 0 0 0 -0.02 no two-sided quote 4.60 0.00 655 140.05 152.05 8.2% 0.97 0 0 0 0 0 1 +0 -$11k +$516 -$11k +0 21 3 0 0 3 3 -0.02 no two-sided quote 3.30 0.00 650 145.55 155.45 6.6% 0.97 0 0 0 0 0 0 +0 -$7k +$0 -$7k +0 22 0 0 0 0 0 -0.01 no two-sided quote 4.50 0.00 645 150.85 162.35 7.3% 0.97 0 0 0 0 0 0 +0 -$6k +$0 -$6k +0 28 0 0 0 0 0 -0.01 no two-sided quote 0.86 0.00 640 153.05 166.05 8.1% 0.97 0 0 0 0 0 1 -1 -$7k +$414 -$7k +0 40 0 0 0 0 0 -0.01 no two-sided quote 2.75 0.00 635 159.95 172.00 7.3% 0.97 0 0 0 0 0 12 +0 -$9k +$5k -$5k +0 35 0 0 0 0 0 -0.01 no two-sided quote 1.04 0.00 630 164.95 175.25 6.1% 0.98 0 0 0 0 0 0 +0 -$7k +$0 -$7k +0 2 2 0 0 0 2 -0.01 no two-sided quote 3.30 0.00 625 170.35 178.50 4.7% 0.98 1 1 0 0 0 1 +0 -$354 +$332 -$22 +0 5 0 0 0 0 0 -0.01 no two-sided quote 4.40 0.00 620 175.30 183.60 4.6% 0.98 0 0 0 0 0 0 +0 -$763 +$0 -$763 +0 3 0 0 0 0 0 -0.01 no two-sided quote 4.20 0.00 615 179.35 190.15 5.8% 0.98 0 0 0 0 0 0 +0 -$407 +$0 -$407 +0 7 0 0 0 0 0 -0.01 no two-sided quote 4.00 0.00 610 184.40 195.55 5.9% 0.98 0 0 0 0 0 0 +0 -$873 +$0 -$873 +0 1 0 0 0 0 0 -0.01 no two-sided quote 3.40 0.00 605 189.35 202.10 6.5% 0.98 0 0 0 0 0 0 +0 -$115 +$0 -$115 +0 2 0 0 0 0 0 -0.01 no two-sided quote 3.45 0.00 600 194.40 206.60 6.1% 0.98 0 0 0 0 0 0 +0 -$214 +$0 -$214