Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
45.2%
own all (<3y) · n=241
IV rank
33.6%
own all (<1y) · n=241
range
38.3% – 99.1%
own all (<1y) · n=241
low 38.3% 241 sessions, all (<1y) · today 58.7% high 99.1%
Term structure · constant maturity 12 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 11-24 time? Earnings 2026-11-24, time unknown - date stated by the vendor's estimate
First session it can move: 2026-11-24, 67 calendar days from the 2026-09-18 curve - every tenor of 67d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 87.1% 54.0% ━ 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: 2026-11-24 time unknown, stated by the vendor's estimate, first moves the 2026-11-24 session (67d 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
66.1%
own all (<3y) 64.7% · n=241
slope, 30d − 90d
-7.4 pts
own all (<3y) 1.0% · n=241
variance risk premium, 30d
-4.2 pts
own all (<3y) 47.2% · n=236
Skew · risk reversal 25-delta
-1.2 pts
own all (<3y) 64.3% · n=35
10-delta
+0.1 pts
own all (<3y) 75.7% · 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: 6 put and 5 call strikes within ±2.3%, IV 63% to 67% 70% 57% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 15 put and 15 call strikes within ±6.5%, IV 58% to 60% 70% 57% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 20 put and 11 call strikes within ±8.8%, IV 59% to 63% 70% 57% −8.8% book spot +8.8% 22d 2026-10-09
2026-10-09: 12 put and 12 call strikes within ±11%, IV 60% to 62% 70% 57% −11% book spot +11% 29d 2026-10-16
2026-10-16: 7 put and 8 call strikes within ±12%, IV 61% to 62% 70% 57% −12% book spot +12% 64d 2026-11-20
2026-11-20: 10 put and 11 call strikes within ±18%, IV 63% to 66% 70% 57% −18% book spot +18% 92d 2026-12-18
2026-12-18: 13 put and 13 call strikes within ±22%, IV 68% to 69% 70% 57% −22% book spot +22% 120d 2027-01-15
2027-01-15: 14 put and 14 call strikes within ±25%, IV 67% to 69% 70% 57% −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 (57%–70%), set by the expiries past 7 DTE. Next earnings: 2026-11-24 time unknown, stated by the vendor's estimate, first moves the 2026-11-24 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 11-24 time?the vendor's estimate
ATM IV · 09-17 expected move 2026-10-23 Fri weekly 35 2026-09-25 7d clear · 32d 61.7% c 590 — 2026-10-30 Fri weekly 42 2026-10-02 14d clear · 25d 60.5% c 590 — 2026-11-20 Fri 63 2026-10-23 35d clear · 4d 64.4% c 590 —
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 DELL 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
+$196.8m per 1%
own all (<3y) 99.2% · n=64
gamma flip
$538.99
flip within ±25% of book spot
flip distance
-1.34 ATR
own all (<3y) 57.9% · n=63
0DTE share of volume
not listed daily
book spot $588.40 (unadjusted close, 2026-09-17) · call wall $600.00 (+1.97% from book spot) · put wall $500.00 (-15.02% from book spot) · max pain $490.00 (-16.72% 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 $588.40 × (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. DELL headlines $568.06 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $588.40 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, and the strike nearest 0.20 delta on each side - call 660 (Δ 0.20), put 535 (Δ -0.19).
book spot call wall put wall max pain gamma flip floors, marked not filtered: ▸◂ strike nearest 0.20 delta, beside the spread panel · × no two-sided quote · | spread past 25%
OI changes are 2026-09-16'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 730 720 710 700 690 680 670 660 650 640 635 630 625 620 615 610 605 600 595 590 587.5 585 582.5 580 577.5 575 572.5 570 567.5 565 562.5 560 557.5 555 552.5 550 547.5 545 542.5 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 put strike nearest 0.20 delta: 535 call strike nearest 0.20 delta: 660 724 0 724 1.1k 1.1k 25% 10% 10% 25% -$1.2m +$1.2m call wall 600 book spot 588.4 γ flip 538.99 put wall 500 strike 730
calls: OI 15 (+2) · vol 212 (at ask 202, at bid 6, multi-leg 11) · NBBO 1.56 × 1.94, spread 21.7% of mid · Δ 0.06
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 140.30 × 143.60, spread 2.3% of mid · Δ -0.97
net GEX +$7k per 1% (calls +$8k, puts -$340) strike 720
calls: OI 24 (+6) · vol 18 (at ask 15, at bid 3, multi-leg 5) · NBBO 1.90 × 2.44, spread 24.9% of mid · Δ 0.07
puts: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 130.55 × 134.05, spread 2.6% of mid · Δ -0.96
net GEX +$13k per 1% (calls +$14k, puts -$921) strike 710
calls: OI 21 (+3) · vol 76 (at ask 74, at bid 2, multi-leg 6) · NBBO 2.35 × 3.15, spread 29.1% of mid · Δ 0.08
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 121.15 × 124.30, spread 2.6% of mid · Δ -0.95
net GEX +$15k per 1% (calls +$15k, puts +$0) strike 700
calls: OI 324 (+65) · vol 208 (at ask 76, at bid 121, sweep 1, multi-leg 21) · NBBO 2.87 × 3.80, spread 27.9% of mid · Δ 0.10
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 111.80 × 114.90, spread 2.7% of mid · Δ -0.93
net GEX +$261k per 1% (calls +$261k, puts -$693) strike 690
calls: OI 230 (+15) · vol 16 (at ask 12, at bid 4, multi-leg 7) · NBBO 3.80 × 4.70, spread 21.2% of mid · Δ 0.12
puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 102.50 × 105.95, spread 3.3% of mid · Δ -0.91
net GEX +$212k per 1% (calls +$212k, puts +$0) strike 680
calls: OI 287 (+19) · vol 8 (at ask 7, at bid 0, multi-leg 3) · NBBO 4.55 × 5.75, spread 23.3% of mid · Δ 0.14
puts: OI 7 (+1) · vol 4 (at ask 0, at bid 4) · NBBO 93.40 × 96.75, spread 3.5% of mid · Δ -0.88
net GEX +$293k per 1% (calls +$300k, puts -$7k) strike 670
calls: OI 273 (+3) · vol 45 (at ask 23, at bid 20, multi-leg 20) · NBBO 5.60 × 6.90, spread 20.8% of mid · Δ 0.17
puts: OI 4 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 85.30 × 87.90, spread 3.0% of mid · Δ -0.85
net GEX +$316k per 1% (calls +$321k, puts -$5k) strike 660
calls: OI 105 (+37) · vol 134 (at ask 31, at bid 57, multi-leg 120) · NBBO 7.30 × 8.50, spread 15.2% of mid · Δ 0.20
puts: OI 3 (+0) · vol 8 (at ask 3, at bid 4) · NBBO 75.80 × 79.20, spread 4.4% of mid · Δ -0.82
net GEX +$133k per 1% (calls +$137k, puts -$4k) strike 650
calls: OI 404 (+95) · vol 177 (at ask 103, at bid 67, multi-leg 40) · NBBO 8.50 × 10.00, spread 16.2% of mid · Δ 0.23
puts: OI 8 (+0) · vol 11 (at ask 1, at bid 10, multi-leg 11) · NBBO 68.05 × 70.70, spread 3.8% of mid · Δ -0.78
net GEX +$572k per 1% (calls +$584k, puts -$12k) strike 640
calls: OI 99 (+5) · vol 111 (at ask 102, at bid 4, multi-leg 101) · NBBO 11.00 × 11.85, spread 7.4% of mid · Δ 0.27
puts: OI 24 (+22) · vol 17 (at ask 8, at bid 9, multi-leg 1) · NBBO 59.95 × 62.70, spread 4.5% of mid · Δ -0.74
net GEX +$117k per 1% (calls +$155k, puts -$39k) strike 635
calls: OI 0 (no prior OI) · vol 51 (at ask 19, at bid 7, multi-leg 36) · NBBO 12.05 × 13.65, spread 12.5% of mid · Δ 0.29
puts: OI 0 (no prior OI) · vol 14 (at ask 7, at bid 7, multi-leg 14) · NBBO 56.10 × 58.65, spread 4.4% of mid · Δ -0.72
no GEX (no side has both gamma and open interest) strike 630
calls: OI 90 (+19) · vol 102 (at ask 43, at bid 59, multi-leg 38) · NBBO 12.95 × 14.75, spread 13.0% of mid · Δ 0.32
puts: OI 3 (-1) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 52.50 × 55.35, spread 5.3% of mid · Δ -0.70
net GEX +$146k per 1% (calls +$151k, puts -$5k) strike 625
calls: OI 18 (+10) · vol 54 (at ask 15, at bid 35, multi-leg 12) · NBBO 14.85 × 16.30, spread 9.3% of mid · Δ 0.34
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.80 × 51.25, spread 4.9% of mid · Δ -0.68
net GEX +$31k per 1% (calls +$31k, puts +$0) strike 620
calls: OI 131 (+20) · vol 76 (at ask 35, at bid 40, multi-leg 33) · NBBO 15.75 × 17.95, spread 13.1% of mid · Δ 0.36
puts: OI 16 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 45.40 × 48.45, spread 6.5% of mid · Δ -0.65
net GEX +$201k per 1% (calls +$231k, puts -$30k) strike 615
calls: OI 22 (+2) · vol 23 (at ask 13, at bid 10, sweep 1, multi-leg 18) · NBBO 17.90 × 18.70, spread 4.4% of mid · Δ 0.39
puts: OI 0 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 42.05 × 45.10, spread 7.0% of mid · Δ -0.62
net GEX +$40k per 1% (calls +$40k, puts +$0) strike 610
calls: OI 102 (+14) · vol 52 (at ask 9, at bid 42, multi-leg 22) · NBBO 19.25 × 21.15, spread 9.4% of mid · Δ 0.41
puts: OI 13 (+1) · vol 5 (at ask 1, at bid 4) · NBBO 38.80 × 41.00, spread 5.5% of mid · Δ -0.60
net GEX +$162k per 1% (calls +$188k, puts -$26k) strike 605
calls: OI 23 (+14) · vol 40 (at ask 25, at bid 13, sweep 2, multi-leg 28) · NBBO 21.20 × 23.10, spread 8.6% of mid · Δ 0.44
puts: OI 0 (+0) · vol 14 (at ask 10, at bid 3, multi-leg 12) · NBBO 35.70 × 37.90, spread 6.0% of mid · Δ -0.57
net GEX +$43k per 1% (calls +$43k, puts +$0) strike 600
calls: OI 272 (+4) · vol 311 (at ask 142, at bid 152, sweep 5, multi-leg 136) · NBBO 22.80 × 24.40, spread 6.8% of mid · Δ 0.46
puts: OI 23 (+5) · vol 35 (at ask 6, at bid 29, multi-leg 18) · NBBO 33.05 × 34.90, spread 5.4% of mid · Δ -0.54
net GEX +$471k per 1% (calls +$516k, puts -$45k) strike 595
calls: OI 31 (+2) · vol 108 (at ask 68, at bid 39, sweep 14, multi-leg 71) · NBBO 25.65 × 26.60, spread 3.6% of mid · Δ 0.49
puts: OI 2 (+0) · vol 32 (at ask 27, at bid 5, sweep 1, multi-leg 2) · NBBO 30.40 × 31.85, spread 4.7% of mid · Δ -0.51
net GEX +$55k per 1% (calls +$59k, puts -$4k) strike 590
calls: OI 158 (-4) · vol 510 (at ask 187, at bid 145, sweep 2, multi-leg 362) · NBBO 27.90 × 29.70, spread 6.3% of mid · Δ 0.52
puts: OI 5 (+0) · vol 108 (at ask 55, at bid 50, sweep 1, multi-leg 15) · NBBO 27.30 × 29.50, spread 7.7% of mid · Δ -0.48
net GEX +$287k per 1% (calls +$297k, puts -$10k) strike 587.5
calls: OI 8 (+5) · vol 43 (at ask 22, at bid 18, sweep 1, multi-leg 13) · NBBO 29.10 × 30.90, spread 6.0% of mid · Δ 0.53
puts: OI 3 (+1) · vol 61 (at ask 30, at bid 31, multi-leg 1) · NBBO 26.55 × 28.20, spread 6.0% of mid · Δ -0.47
net GEX +$9k per 1% (calls +$15k, puts -$6k) strike 585
calls: OI 45 (+6) · vol 96 (at ask 62, at bid 34, multi-leg 65) · NBBO 30.35 × 31.30, spread 3.1% of mid · Δ 0.55
puts: OI 7 (+5) · vol 254 (at ask 35, at bid 208, multi-leg 17) · NBBO 25.45 × 27.15, spread 6.5% of mid · Δ -0.45
net GEX +$70k per 1% (calls +$84k, puts -$13k) strike 582.5
calls: OI 18 (+18) · vol 18 (at ask 4, at bid 12, multi-leg 5) · NBBO 31.50 × 33.55, spread 6.3% of mid · Δ 0.56
puts: OI 0 (+0) · vol 85 (at ask 36, at bid 48, multi-leg 4) · NBBO 23.55 × 26.00, spread 9.9% of mid · Δ -0.44
net GEX +$33k per 1% (calls +$33k, puts +$0) strike 580
calls: OI 221 (+58) · vol 1,134 (at ask 421, at bid 432, sweep 83, multi-leg 328) · NBBO 32.35 × 34.85, spread 7.4% of mid · Δ 0.57
puts: OI 115 (+103) · vol 258 (at ask 69, at bid 153, sweep 1, multi-leg 14) · NBBO 23.10 × 25.00, spread 7.9% of mid · Δ -0.43
net GEX +$186k per 1% (calls +$406k, puts -$220k) strike 577.5
calls: OI 105 (+99) · vol 21 (at ask 14, at bid 7, sweep 3, multi-leg 6) · NBBO 34.15 × 36.25, spread 6.0% of mid · Δ 0.59
puts: OI 3 (+3) · vol 94 (at ask 6, at bid 85, multi-leg 5) · NBBO 21.40 × 23.40, spread 8.9% of mid · Δ -0.41
net GEX +$186k per 1% (calls +$191k, puts -$6k) strike 575
calls: OI 113 (+76) · vol 70 (at ask 12, at bid 58, sweep 2, multi-leg 34) · NBBO 35.25 × 37.65, spread 6.6% of mid · Δ 0.60
puts: OI 37 (+25) · vol 63 (at ask 22, at bid 35, multi-leg 11) · NBBO 20.30 × 22.55, spread 10.5% of mid · Δ -0.40
net GEX +$134k per 1% (calls +$204k, puts -$70k) strike 572.5
calls: OI 22 (+4) · vol 36 (at ask 14, at bid 20, sweep 9, multi-leg 1) · NBBO 36.30 × 39.05, spread 7.3% of mid · Δ 0.61
puts: OI 22 (+22) · vol 30 (at ask 27, at bid 2, multi-leg 1) · NBBO 19.15 × 21.15, spread 9.9% of mid · Δ -0.38
net GEX -$2k per 1% (calls +$39k, puts -$42k) strike 570
calls: OI 722 (-2) · vol 92 (at ask 57, at bid 26, sweep 3, multi-leg 21) · NBBO 37.95 × 40.55, spread 6.6% of mid · Δ 0.63
puts: OI 58 (+37) · vol 81 (at ask 14, at bid 50, sweep 2, multi-leg 19) · NBBO 18.30 × 20.35, spread 10.6% of mid · Δ -0.37
net GEX +$1.2m per 1% (calls +$1.3m, puts -$109k) strike 567.5
calls: OI 43 (+26) · vol 22 (at ask 6, at bid 16, sweep 3) · NBBO 39.85 × 42.15, spread 5.6% of mid · Δ 0.64
puts: OI 40 (+31) · vol 5 (at ask 0, at bid 5, sweep 1, multi-leg 1) · NBBO 17.25 × 19.70, spread 13.3% of mid · Δ -0.35
net GEX +$994 per 1% (calls +$76k, puts -$75k) strike 565
calls: OI 601 (+20) · vol 28 (at ask 1, at bid 27, sweep 1, multi-leg 8) · NBBO 41.00 × 42.70, spread 4.1% of mid · Δ 0.65
puts: OI 126 (+85) · vol 38 (at ask 18, at bid 20, multi-leg 16) · NBBO 16.25 × 18.70, spread 14.0% of mid · Δ -0.34
net GEX +$813k per 1% (calls +$1.0m, puts -$230k) strike 562.5
calls: OI 19 (+16) · vol 33 (at ask 14, at bid 15, multi-leg 29) · NBBO 42.40 × 45.25, spread 6.5% of mid · Δ 0.67
puts: OI 38 (+32) · vol 27 (at ask 3, at bid 24, multi-leg 3) · NBBO 15.35 × 17.10, spread 10.8% of mid · Δ -0.33
net GEX -$36k per 1% (calls +$32k, puts -$68k) strike 560
calls: OI 614 (-7) · vol 24 (at ask 8, at bid 13, multi-leg 4) · NBBO 44.10 × 46.95, spread 6.3% of mid · Δ 0.68
puts: OI 102 (+31) · vol 214 (at ask 145, at bid 67, sweep 2, multi-leg 18) · NBBO 14.75 × 16.40, spread 10.6% of mid · Δ -0.31
net GEX +$845k per 1% (calls +$1.0m, puts -$178k) strike 557.5
calls: OI 15 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 45.65 × 49.10, spread 7.3% of mid · Δ 0.69
puts: OI 22 (+0) · vol 4 (at ask 4, at bid 0) · NBBO 13.70 × 15.80, spread 14.2% of mid · Δ -0.30
net GEX -$13k per 1% (calls +$24k, puts -$38k) strike 555
calls: OI 50 (+7) · vol 1 (at ask 1, at bid 0) · NBBO 47.55 × 50.65, spread 6.3% of mid · Δ 0.70
puts: OI 39 (+10) · vol 48 (at ask 13, at bid 33, sweep 1, multi-leg 2) · NBBO 12.90 × 14.45, spread 11.3% of mid · Δ -0.29
net GEX +$15k per 1% (calls +$80k, puts -$65k) strike 552.5
calls: OI 8 (+8) · vol 1 (at ask 1, at bid 0) · NBBO 49.40 × 52.45, spread 6.0% of mid · Δ 0.71
puts: OI 8 (+3) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 12.15 × 14.15, spread 15.2% of mid · Δ -0.28
net GEX -$565 per 1% (calls +$12k, puts -$13k) strike 550
calls: OI 175 (-7) · vol 27 (at ask 20, at bid 7, multi-leg 15) · NBBO 50.80 × 53.95, spread 6.0% of mid · Δ 0.73
puts: OI 254 (+13) · vol 244 (at ask 47, at bid 190, sweep 2, multi-leg 29) · NBBO 11.55 × 12.90, spread 11.0% of mid · Δ -0.26
net GEX -$138k per 1% (calls +$267k, puts -$405k) strike 547.5
calls: OI 5 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 52.85 × 55.60, spread 5.1% of mid · Δ 0.74
puts: OI 7 (+4) · vol 22 (at ask 9, at bid 13, multi-leg 15) · NBBO 10.70 × 12.25, spread 13.5% of mid · Δ -0.25
net GEX -$3k per 1% (calls +$7k, puts -$11k) strike 545
calls: OI 79 (-7) · vol 6 (at ask 6, at bid 0, multi-leg 1) · NBBO 54.55 × 57.70, spread 5.6% of mid · Δ 0.75
puts: OI 98 (+7) · vol 65 (at ask 16, at bid 49, multi-leg 53) · NBBO 10.10 × 11.65, spread 14.3% of mid · Δ -0.24
net GEX -$34k per 1% (calls +$115k, puts -$149k) strike 542.5
calls: OI 39 (+0) · vol 7 (at ask 0, at bid 7) · NBBO 56.40 × 59.55, spread 5.4% of mid · Δ 0.76
puts: OI 4 (+2) · vol 13 (at ask 12, at bid 1) · NBBO 9.40 × 11.10, spread 16.6% of mid · Δ -0.23
net GEX +$49k per 1% (calls +$55k, puts -$6k) strike 540
calls: OI 86 (-1) · vol 4 (at ask 2, at bid 2, multi-leg 1) · NBBO 58.35 × 61.40, spread 5.1% of mid · Δ 0.77
puts: OI 252 (+47) · vol 94 (at ask 23, at bid 59, multi-leg 62) · NBBO 8.85 × 9.75, spread 9.7% of mid · Δ -0.22
net GEX -$245k per 1% (calls +$118k, puts -$363k) strike 535
calls: OI 82 (-1) · vol 3 (at ask 1, at bid 2, multi-leg 3) · NBBO 61.70 × 65.25, spread 5.6% of mid · Δ 0.79
puts: OI 81 (+21) · vol 102 (at ask 50, at bid 45, multi-leg 26) · NBBO 7.70 × 9.20, spread 17.8% of mid · Δ -0.19
net GEX -$3k per 1% (calls +$107k, puts -$109k) strike 530
calls: OI 198 (-14) · vol 15 (at ask 6, at bid 9, multi-leg 5) · NBBO 66.05 × 68.60, spread 3.8% of mid · Δ 0.81
puts: OI 367 (+13) · vol 118 (at ask 39, at bid 78, multi-leg 33) · NBBO 6.60 × 7.95, spread 18.6% of mid · Δ -0.17
net GEX -$219k per 1% (calls +$242k, puts -$461k) strike 525
calls: OI 86 (+3) · vol 9 (at ask 5, at bid 4, multi-leg 7) · NBBO 69.75 × 73.25, spread 4.9% of mid · Δ 0.83
puts: OI 69 (+3) · vol 70 (at ask 25, at bid 34, multi-leg 56) · NBBO 5.70 × 7.40, spread 26.0% of mid · Δ -0.15
net GEX +$18k per 1% (calls +$99k, puts -$80k) strike 520
calls: OI 38 (-1) · vol 14 (at ask 8, at bid 6, multi-leg 6) · NBBO 74.20 × 77.40, spread 4.2% of mid · Δ 0.84
puts: OI 172 (+41) · vol 127 (at ask 67, at bid 42, multi-leg 70) · NBBO 5.00 × 5.90, spread 16.5% of mid · Δ -0.14
net GEX -$143k per 1% (calls +$40k, puts -$184k) strike 515
calls: OI 98 (+0) · vol 5 (at ask 2, at bid 3, multi-leg 1) · NBBO 78.20 × 81.65, spread 4.3% of mid · Δ 0.86
puts: OI 184 (+30) · vol 48 (at ask 24, at bid 21, multi-leg 15) · NBBO 4.60 × 5.05, spread 9.3% of mid · Δ -0.13
net GEX -$84k per 1% (calls +$97k, puts -$181k) strike 510
calls: OI 130 (-3) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 82.45 × 86.05, spread 4.3% of mid · Δ 0.87
puts: OI 50 (+1) · vol 159 (at ask 129, at bid 27, multi-leg 130) · NBBO 3.75 × 4.55, spread 19.3% of mid · Δ -0.11
net GEX +$74k per 1% (calls +$119k, puts -$45k) strike 505
calls: OI 36 (+1) · vol 4 (at ask 3, at bid 1, multi-leg 3) · NBBO 86.60 × 90.25, spread 4.1% of mid · Δ 0.88
puts: OI 96 (+6) · vol 16 (at ask 8, at bid 8, multi-leg 7) · NBBO 3.10 × 3.90, spread 22.9% of mid · Δ -0.10
net GEX -$48k per 1% (calls +$30k, puts -$78k) strike 500
calls: OI 83 (-3) · vol 14 (at ask 7, at bid 7, multi-leg 2) · NBBO 91.45 × 95.00, spread 3.8% of mid · Δ 0.89
puts: OI 628 (+336) · vol 895 (at ask 148, at bid 742, multi-leg 209) · NBBO 2.86 × 3.40, spread 17.3% of mid · Δ -0.09
net GEX -$395k per 1% (calls +$64k, puts -$460k) strike 495
calls: OI 20 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 96.10 × 99.30, spread 3.3% of mid · Δ 0.91
puts: OI 64 (+4) · vol 142 (at ask 121, at bid 21, multi-leg 135) · NBBO 2.31 × 2.83, spread 20.2% of mid · Δ -0.07
net GEX -$27k per 1% (calls +$14k, puts -$42k) strike 490
calls: OI 43 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 100.05 × 103.95, spread 3.8% of mid · Δ 0.91
puts: OI 200 (+13) · vol 141 (at ask 70, at bid 52, sweep 1, multi-leg 71) · NBBO 1.98 × 2.44, spread 20.8% of mid · Δ -0.06
net GEX -$88k per 1% (calls +$28k, puts -$116k) strike 485
calls: OI 49 (+0) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 105.20 × 108.60, spread 3.2% of mid · Δ 0.92
puts: OI 76 (+1) · vol 119 (at ask 85, at bid 33, multi-leg 32) · NBBO 1.12 × 2.76, spread 84.5% of mid · Δ -0.06
net GEX -$11k per 1% (calls +$29k, puts -$40k) strike 480
calls: OI 65 (+10) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 110.05 × 113.30, spread 2.9% of mid · Δ 0.93
puts: OI 260 (+12) · vol 66 (at ask 34, at bid 29, multi-leg 13) · NBBO 1.40 × 2.31, spread 49.1% of mid · Δ -0.05
net GEX -$87k per 1% (calls +$36k, puts -$123k) strike 475
calls: OI 53 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 114.65 × 118.05, spread 2.9% of mid · Δ 0.93
puts: OI 103 (-4) · vol 12 (at ask 4, at bid 7, multi-leg 3) · NBBO 1.30 × 3.30, spread 87.0% of mid · Δ -0.05
net GEX -$17k per 1% (calls +$27k, puts -$44k) strike 470
calls: OI 26 (+0) · vol 7 (at ask 0, at bid 7, multi-leg 5) · NBBO 119.65 × 122.85, spread 2.6% of mid · Δ 0.94
puts: OI 144 (+5) · vol 124 (at ask 22, at bid 90, multi-leg 26) · NBBO 1.00 × 1.91, spread 62.5% of mid · Δ -0.04
net GEX -$42k per 1% (calls +$12k, puts -$55k) strike 465
calls: OI 27 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 124.25 × 127.65, spread 2.7% of mid · Δ 0.94
puts: OI 90 (+12) · vol 31 (at ask 3, at bid 12, multi-leg 25) · NBBO 0.70 × 1.30, spread 60.0% of mid · Δ -0.04
net GEX -$19k per 1% (calls +$12k, puts -$30k) strike 460
calls: OI 31 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 128.45 × 132.50, spread 3.1% of mid · Δ 0.95
puts: OI 195 (+36) · vol 41 (at ask 3, at bid 36, multi-leg 15) · NBBO 0.83 × 1.52, spread 58.7% of mid · Δ -0.03
net GEX -$46k per 1% (calls +$12k, puts -$58k) strike 455
calls: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 133.80 × 137.35, spread 2.6% of mid · Δ 0.95
puts: OI 234 (-4) · vol 13 (at ask 7, at bid 6, multi-leg 10) · NBBO 0.60 × 1.00, spread 50.0% of mid · Δ -0.03
net GEX -$48k per 1% (calls +$14k, puts -$63k) strike 450
calls: OI 51 (+1) · vol 11 (at ask 1, at bid 10, multi-leg 10) · NBBO 138.45 × 142.20, spread 2.7% of mid · Δ 0.96
puts: OI 392 (+23) · vol 213 (at ask 18, at bid 194, multi-leg 25) · NBBO 0.65 × 1.00, spread 42.4% of mid · Δ -0.02
net GEX -$76k per 1% (calls +$17k, puts -$93k) strike 445
calls: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 143.85 × 147.10, spread 2.2% of mid · Δ 0.96
puts: OI 86 (-10) · vol 42 (at ask 10, at bid 32, multi-leg 3) · NBBO 0.45 × 2.25, spread 133.3% of mid · Δ -0.02
net GEX -$9k per 1% (calls +$9k, puts -$18k) 2026-10-02 expiry, 59 strikes within ±25% of book spot (the flip search band); 52 hidden (12 above, 40 below), 48 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$5.1m 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 $490.00 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 1 0 0 0 0 0 -0.97 2.3% 143.60 140.30 730 1.56 1.94 21.7% 0.06 212 202 6 0 11 15 +2 -$340 +$8k +$7k +2 2 0 0 0 0 0 -0.96 2.6% 134.05 130.55 720 1.90 2.44 24.9% 0.07 18 15 3 0 5 24 +6 -$921 +$14k +$13k +0 0 0 0 0 0 0 -0.95 2.6% 124.30 121.15 710 2.35 3.15 29.1% 0.08 76 74 2 0 6 21 +3 +$0 +$15k +$15k +0 1 0 0 0 0 0 -0.93 2.7% 114.90 111.80 700 2.87 3.80 27.9% 0.10 208 76 121 1 21 324 +65 -$693 +$261k +$261k +0 0 0 0 1 0 1 -0.91 3.3% 105.95 102.50 690 3.80 4.70 21.2% 0.12 16 12 4 0 7 230 +15 +$0 +$212k +$212k +1 7 0 0 4 0 4 -0.88 3.5% 96.75 93.40 680 4.55 5.75 23.3% 0.14 8 7 0 0 3 287 +19 -$7k +$300k +$293k +0 4 0 0 1 0 1 -0.85 3.0% 87.90 85.30 670 5.60 6.90 20.8% 0.17 45 23 20 0 20 273 +3 -$5k +$321k +$316k +0 3 0 0 4 3 8 -0.82 4.4% 79.20 75.80 660 7.30 8.50 15.2% 0.20 134 31 57 0 120 105 +37 -$4k +$137k +$133k +0 8 11 0 10 1 11 -0.78 3.8% 70.70 68.05 650 8.50 10.00 16.2% 0.23 177 103 67 0 40 404 +95 -$12k +$584k +$572k +22 24 1 0 9 8 17 -0.74 4.5% 62.70 59.95 640 11.00 11.85 7.4% 0.27 111 102 4 0 101 99 +5 -$39k +$155k +$117k — 0 14 0 7 7 14 -0.72 4.4% 58.65 56.10 635 12.05 13.65 12.5% 0.29 51 19 7 0 36 0 — — — — -1 3 2 0 2 0 2 -0.70 5.3% 55.35 52.50 630 12.95 14.75 13.0% 0.32 102 43 59 0 38 90 +19 -$5k +$151k +$146k +0 0 0 0 0 0 0 -0.68 4.9% 51.25 48.80 625 14.85 16.30 9.3% 0.34 54 15 35 0 12 18 +10 +$0 +$31k +$31k +0 16 0 0 1 0 1 -0.65 6.5% 48.45 45.40 620 15.75 17.95 13.1% 0.36 76 35 40 0 33 131 +20 -$30k +$231k +$201k +0 0 2 0 0 2 2 -0.62 7.0% 45.10 42.05 615 17.90 18.70 4.4% 0.39 23 13 10 1 18 22 +2 +$0 +$40k +$40k +1 13 0 0 4 1 5 -0.60 5.5% 41.00 38.80 610 19.25 21.15 9.4% 0.41 52 9 42 0 22 102 +14 -$26k +$188k +$162k +0 0 12 0 3 10 14 -0.57 6.0% 37.90 35.70 605 21.20 23.10 8.6% 0.44 40 25 13 2 28 23 +14 +$0 +$43k +$43k +5 23 18 0 29 6 35 -0.54 5.4% 34.90 33.05 600 22.80 24.40 6.8% 0.46 311 142 152 5 136 272 +4 -$45k +$516k +$471k +0 2 2 1 5 27 32 -0.51 4.7% 31.85 30.40 595 25.65 26.60 3.6% 0.49 108 68 39 14 71 31 +2 -$4k +$59k +$55k +0 5 15 1 50 55 108 -0.48 7.7% 29.50 27.30 590 27.90 29.70 6.3% 0.52 510 187 145 2 362 158 -4 -$10k +$297k +$287k +1 3 1 0 31 30 61 -0.47 6.0% 28.20 26.55 587.5 29.10 30.90 6.0% 0.53 43 22 18 1 13 8 +5 -$6k +$15k +$9k +5 7 17 0 208 35 254 -0.45 6.5% 27.15 25.45 585 30.35 31.30 3.1% 0.55 96 62 34 0 65 45 +6 -$13k +$84k +$70k +0 0 4 0 48 36 85 -0.44 9.9% 26.00 23.55 582.5 31.50 33.55 6.3% 0.56 18 4 12 0 5 18 +18 +$0 +$33k +$33k +103 115 14 1 153 69 258 -0.43 7.9% 25.00 23.10 580 32.35 34.85 7.4% 0.57 1,134 421 432 83 328 221 +58 -$220k +$406k +$186k +3 3 5 0 85 6 94 -0.41 8.9% 23.40 21.40 577.5 34.15 36.25 6.0% 0.59 21 14 7 3 6 105 +99 -$6k +$191k +$186k +25 37 11 0 35 22 63 -0.40 10.5% 22.55 20.30 575 35.25 37.65 6.6% 0.60 70 12 58 2 34 113 +76 -$70k +$204k +$134k +22 22 1 0 2 27 30 -0.38 9.9% 21.15 19.15 572.5 36.30 39.05 7.3% 0.61 36 14 20 9 1 22 +4 -$42k +$39k -$2k +37 58 19 2 50 14 81 -0.37 10.6% 20.35 18.30 570 37.95 40.55 6.6% 0.63 92 57 26 3 21 722 -2 -$109k +$1.3m +$1.2m +31 40 1 1 5 0 5 -0.35 13.3% 19.70 17.25 567.5 39.85 42.15 5.6% 0.64 22 6 16 3 0 43 +26 -$75k +$76k +$994 +85 126 16 0 20 18 38 -0.34 14.0% 18.70 16.25 565 41.00 42.70 4.1% 0.65 28 1 27 1 8 601 +20 -$230k +$1.0m +$813k +32 38 3 0 24 3 27 -0.33 10.8% 17.10 15.35 562.5 42.40 45.25 6.5% 0.67 33 14 15 0 29 19 +16 -$68k +$32k -$36k +31 102 18 2 67 145 214 -0.31 10.6% 16.40 14.75 560 44.10 46.95 6.3% 0.68 24 8 13 0 4 614 -7 -$178k +$1.0m +$845k +0 22 0 0 0 4 4 -0.30 14.2% 15.80 13.70 557.5 45.65 49.10 7.3% 0.69 1 1 0 0 1 15 +1 -$38k +$24k -$13k +10 39 2 1 33 13 48 -0.29 11.3% 14.45 12.90 555 47.55 50.65 6.3% 0.70 1 1 0 0 0 50 +7 -$65k +$80k +$15k +3 8 1 0 1 1 2 -0.28 15.2% 14.15 12.15 552.5 49.40 52.45 6.0% 0.71 1 1 0 0 0 8 +8 -$13k +$12k -$565 +13 254 29 2 190 47 244 -0.26 11.0% 12.90 11.55 550 50.80 53.95 6.0% 0.73 27 20 7 0 15 175 -7 -$405k +$267k -$138k +4 7 15 0 13 9 22 -0.25 13.5% 12.25 10.70 547.5 52.85 55.60 5.1% 0.74 0 0 0 0 0 5 -1 -$11k +$7k -$3k +7 98 53 0 49 16 65 -0.24 14.3% 11.65 10.10 545 54.55 57.70 5.6% 0.75 6 6 0 0 1 79 -7 -$149k +$115k -$34k +2 4 0 0 1 12 13 -0.23 16.6% 11.10 9.40 542.5 56.40 59.55 5.4% 0.76 7 0 7 0 0 39 +0 -$6k +$55k +$49k +47 252 62 0 59 23 94 -0.22 9.7% 9.75 8.85 540 58.35 61.40 5.1% 0.77 4 2 2 0 1 86 -1 -$363k +$118k -$245k +21 81 26 0 45 50 102 -0.19 17.8% 9.20 7.70 535 61.70 65.25 5.6% 0.79 3 1 2 0 3 82 -1 -$109k +$107k -$3k +13 367 33 0 78 39 118 -0.17 18.6% 7.95 6.60 530 66.05 68.60 3.8% 0.81 15 6 9 0 5 198 -14 -$461k +$242k -$219k +3 69 56 0 34 25 70 -0.15 26.0% 7.40 5.70 525 69.75 73.25 4.9% 0.83 9 5 4 0 7 86 +3 -$80k +$99k +$18k +41 172 70 0 42 67 127 -0.14 16.5% 5.90 5.00 520 74.20 77.40 4.2% 0.84 14 8 6 0 6 38 -1 -$184k +$40k -$143k +30 184 15 0 21 24 48 -0.13 9.3% 5.05 4.60 515 78.20 81.65 4.3% 0.86 5 2 3 0 1 98 +0 -$181k +$97k -$84k +1 50 130 0 27 129 159 -0.11 19.3% 4.55 3.75 510 82.45 86.05 4.3% 0.87 1 0 1 0 1 130 -3 -$45k +$119k +$74k +6 96 7 0 8 8 16 -0.10 22.9% 3.90 3.10 505 86.60 90.25 4.1% 0.88 4 3 1 0 3 36 +1 -$78k +$30k -$48k +336 628 209 0 742 148 895 -0.09 17.3% 3.40 2.86 500 91.45 95.00 3.8% 0.89 14 7 7 0 2 83 -3 -$460k +$64k -$395k +4 64 135 0 21 121 142 -0.07 20.2% 2.83 2.31 495 96.10 99.30 3.3% 0.91 2 0 2 0 0 20 +0 -$42k +$14k -$27k +13 200 71 1 52 70 141 -0.06 20.8% 2.44 1.98 490 100.05 103.95 3.8% 0.91 3 2 1 0 3 43 +0 -$116k +$28k -$88k +1 76 32 0 33 85 119 -0.06 84.5% 2.76 1.12 485 105.20 108.60 3.2% 0.92 2 1 1 1 0 49 +0 -$40k +$29k -$11k +12 260 13 0 29 34 66 -0.05 49.1% 2.31 1.40 480 110.05 113.30 2.9% 0.93 2 1 1 1 0 65 +10 -$123k +$36k -$87k -4 103 3 0 7 4 12 -0.05 87.0% 3.30 1.30 475 114.65 118.05 2.9% 0.93 2 1 1 0 0 53 +0 -$44k +$27k -$17k +5 144 26 0 90 22 124 -0.04 62.5% 1.91 1.00 470 119.65 122.85 2.6% 0.94 7 0 7 0 5 26 +0 -$55k +$12k -$42k +12 90 25 0 12 3 31 -0.04 60.0% 1.30 0.70 465 124.25 127.65 2.7% 0.94 2 0 2 0 0 27 +0 -$30k +$12k -$19k +36 195 15 0 36 3 41 -0.03 58.7% 1.52 0.83 460 128.45 132.50 3.1% 0.95 1 0 1 0 1 31 +0 -$58k +$12k -$46k -4 234 10 0 6 7 13 -0.03 50.0% 1.00 0.60 455 133.80 137.35 2.6% 0.95 0 0 0 0 0 40 +0 -$63k +$14k -$48k +23 392 25 0 194 18 213 -0.02 42.4% 1.00 0.65 450 138.45 142.20 2.7% 0.96 11 1 10 0 10 51 +1 -$93k +$17k -$76k -10 86 3 0 32 10 42 -0.02 133.3% 2.25 0.45 445 143.85 147.10 2.2% 0.96 0 0 0 0 0 30 +0 -$18k +$9k -$9k