Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
51.4%
own all (<3y) · n=242
IV rank
36.8%
own all (<1y) · n=242
range
38.3% – 99.1%
own all (<1y) · n=242
low 38.3% 242 sessions, all (<1y) · today 60.7% high 99.1%
Term structure · constant maturity 13 consecutive sessions in contango (the normal upward slope).
1 calendar day out: every tenor of 1d or longer spans it
Tue 09-22 13:00 ET · Federal Reserve Bank of Richmond President Thomas Barkin speaks to the CFA Society Baltimore 2 2 calendar days out: every tenor of 2d or longer spans it
Wed 09-23 09:45 ET · US Flash Services PMI (September)
Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) 4 3 calendar days out: every tenor of 3d or longer spans it
Thu 09-24 08:30 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 4 calendar days out: every tenor of 4d 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, 64 calendar days from the 2026-09-21 curve - every tenor of 64d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 88.2% 60.1% ━ 2026-09-21 ┅ 2026-08-20 (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 2026-09-21 close, from the 2026-09-20 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Tue 09-22 13:00 · 1d Federal Reserve Bank of Richmond President Thomas Barkin speaks to the CFA Society BaltimoreWed 09-23 09:45 · 2d US Flash Services PMI (September) · f 55.9 · prev 56.8Wed 09-23 09:45 · 2d US Flash Manufacturing PMI (September) · f 53.5 · prev 53.2Thu 09-24 08:30 · 3d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas BarkinThu 09-24 08:30 · 3d Weekly Jobless Claims (September) · f 204000 · prev 196000Thu 09-24 10:00 · 3d New Home Sales (August) · f 620000 · prev 607000Thu 09-24 11:00 · 3d Kansas City Fed Survey (September) · prev 17Fri 09-25 08:30 · 4d Durable Goods (August) · f -0.3% · prev 1.1%Fri 09-25 10:00 · 4d U. Michigan Final Consumer Survey (September) · f 47.1 · prev 51.7Earnings: 2026-11-24 time unknown, stated by the vendor's estimate, first moves the 2026-11-24 session (64d on the tenor axis), no expected move served As the vendor's calendar stood on 2026-09-21.
90-day IV
66.6%
own all (<3y) 65.9% · n=242
slope, 30d − 90d
-5.9 pts
own all (<3y) 5.4% · n=242
variance risk premium, 30d
-4.5 pts
own all (<3y) 46.2% · n=237
Skew · risk reversal 25-delta 4d old
-1.2 pts
own all (<3y) 64.3% · n=35
10-delta 4d old
+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 2026-09-18 7d 2026-09-25 · short
2026-09-25: 14 put and 14 call strikes within ±6.1%, IV 49% to 57% strike 542.5: IV 53.2%, beyond the shared scale strike 565: IV 48.8%, beyond the shared scale strike 577.5: IV 52.7%, beyond the shared scale strike 582.5: IV 52.7%, beyond the shared scale 69% 54% −6.1% book spot +6.1% 14d 2026-10-02
2026-10-02: 17 put and 19 call strikes within ±8.6%, IV 55% to 60% 69% 54% −8.6% book spot +8.6% 21d 2026-10-09
2026-10-09: 12 put and 12 call strikes within ±11%, IV 55% to 59% 69% 54% −11% book spot +11% 28d 2026-10-16
2026-10-16: 7 put and 7 call strikes within ±12%, IV 58% to 61% 69% 54% −12% book spot +12% 35d 2026-10-23
2026-10-23: 14 put and 13 call strikes within ±14%, IV 58% to 61% 69% 54% −14% book spot +14% 63d 2026-11-20
2026-11-20: 10 put and 11 call strikes within ±18%, IV 62% to 64% 69% 54% −18% book spot +18% 91d 2026-12-18
2026-12-18: 12 put and 13 call strikes within ±22%, IV 65% to 68% 69% 54% −22% book spot +22% 119d 2027-01-15
2027-01-15: 12 put and 15 call strikes within ±25%, IV 65% to 68% 69% 54% −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 (54%–69%), set by the expiries past 7 DTE. 4 short-dated points beyond it are pinned to the edge as open circles. 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.
expiry DTE 28-DTE exit thesis earnings 11-24 time?the vendor's estimate
ATM IV · 09-18 expected move 2026-10-30 Fri weekly 39 2026-10-02 11d clear · 25d 60.0% c 570 — 2026-11-20 Fri 60 2026-10-23 32d clear · 4d 62.0% c 570 —
DTE counts calendar days from 2026-09-21, the page's date and the earliest an entry could be made - not from the 2026-09-18 book the expiries and IVs come from, which would overstate it by 3 days; an expiry first listed after 2026-09-18 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 2026-09-21 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 2026-09-21, 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 2026-09-18 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 2026-09-18 : 1 session behind 2026-09-21: no DELL chain statistics (net_gex) dated after 2026-09-18 are knowable as of 2026-09-21, and no ticker has newer ones. The strikes drawn below are 2026-09-18's rows as stored now; the levels and statistics are the readings dated 2026-09-18, computed from those rows when the readings were derived, and a fetch of 2026-09-18 after that can revise rows. Open interest is what entered 2026-09-18 (OCC's settlement of 2026-09-17), valued at the 2026-09-18 close.
net GEX · carried book
+$35.7m per 1%
own all (<3y) 45.4% · n=65
gamma flip
$530.02
flip within ±25% of book spot
flip distance
-1.02 ATR
own all (<3y) 72.7% · n=64
0DTE share of volume
not listed daily
book spot $568.06 (unadjusted close, 2026-09-18) · call wall $600.00 (+5.62% from book spot) · put wall $500.00 (-11.98% from book spot) · max pain $500.00 (-11.98% 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 $568.06 × (1 + that distance) - the 2026-09-18 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. DELL headlines $575.31 , its newest unadjusted close, on 2026-09-21 ; the book was taken at $568.06 on 2026-09-18 , 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 2026-09-18 book's levels, on the 2026-09-18 close.
09-18 · 0DTE 09-25 · 7d 10-02 · 14d 10-09 · 21d 10-16 · 28d · mp 10-23 · 35d 10-30 · 42d 11-20 · 63d 12-18 · 91d 01-15 · 119d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-10-09 expiry: 18 calendar days from 2026-09-21 (21 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-18 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 650 (Δ 0.20), put 515 (Δ -0.20).
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 2026-09-17's trading; volume is 2026-09-18's. ◀ put OI call OI ▶ entering 2026-09-18 ◀ put vol call vol ▶ traded 2026-09-18 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 710 705 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 440 435 430 put strike nearest 0.20 delta: 515 call strike nearest 0.20 delta: 650 578 0 578 128 128 25% 10% 10% 25% -$442k +$442k call wall 600 book spot 568.06 γ flip 530.02 put wall 500 strike 710
calls: OI 17 (+0) · vol 31 (at ask 0, at bid 31, multi-leg 30) · NBBO 2.00 × 4.05, spread 67.8% of mid · Δ 0.08
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 140.65 × 144.75, spread 2.9% of mid · Δ -0.93
net GEX +$9k per 1% (calls +$10k, puts -$542) strike 705
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 2.03 × 4.00, spread 65.3% of mid · Δ 0.09
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 135.95 × 139.45, spread 2.5% of mid · Δ -0.92
no GEX (no side has both gamma and open interest) strike 700
calls: OI 578 (+34) · vol 54 (at ask 19, at bid 34, multi-leg 25) · NBBO 2.60 × 4.05, spread 43.6% of mid · Δ 0.09
puts: OI 5 (+1) · vol 1 (at ask 0, at bid 0) · NBBO 131.15 × 135.00, spread 2.9% of mid · Δ -0.92
net GEX +$375k per 1% (calls +$378k, puts -$3k) strike 695
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 2.90 × 4.50, spread 43.2% of mid · Δ 0.10
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 126.50 × 130.15, spread 2.8% of mid · Δ -0.91
no GEX (no side has both gamma and open interest) strike 690
calls: OI 51 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 3.10 × 4.95, spread 46.0% of mid · Δ 0.11
puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 121.80 × 126.00, spread 3.4% of mid · Δ -0.90
net GEX +$27k per 1% (calls +$38k, puts -$11k) strike 685
calls: OI 0 (no prior OI) · vol 3 (at ask 2, at bid 1, multi-leg 1) · NBBO 3.60 × 6.05, spread 50.8% of mid · Δ 0.12
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 117.15 × 120.85, spread 3.1% of mid · Δ -0.90
no GEX (no side has both gamma and open interest) strike 680
calls: OI 35 (+4) · vol 4 (at ask 3, at bid 1, multi-leg 4) · NBBO 3.70 × 5.95, spread 46.6% of mid · Δ 0.13
puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.50 × 116.50, spread 3.5% of mid · Δ -0.88
net GEX +$24k per 1% (calls +$29k, puts -$5k) strike 675
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 4.25 × 6.40, spread 40.4% of mid · Δ 0.14
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 107.95 × 111.35, spread 3.1% of mid · Δ -0.87
no GEX (no side has both gamma and open interest) strike 670
calls: OI 409 (-5) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 4.60 × 7.25, spread 44.7% of mid · Δ 0.15
puts: OI 2 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 103.40 × 107.50, spread 3.9% of mid · Δ -0.86
net GEX +$380k per 1% (calls +$382k, puts -$2k) strike 665
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 5.15 × 7.95, spread 42.7% of mid · Δ 0.16
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 98.95 × 102.30, spread 3.3% of mid · Δ -0.85
no GEX (no side has both gamma and open interest) strike 660
calls: OI 54 (+2) · vol 4 (at ask 3, at bid 1, multi-leg 4) · NBBO 5.65 × 8.80, spread 43.6% of mid · Δ 0.17
puts: OI 3 (+1) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 94.50 × 98.50, spread 4.1% of mid · Δ -0.84
net GEX +$53k per 1% (calls +$56k, puts -$3k) strike 655
calls: OI 0 (no prior OI) · vol 23 (at ask 23, at bid 0) · NBBO 6.25 × 9.40, spread 40.3% of mid · Δ 0.19
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 90.15 × 93.60, spread 3.8% of mid · Δ -0.82
no GEX (no side has both gamma and open interest) strike 650
calls: OI 97 (+16) · vol 5 (at ask 4, at bid 1, multi-leg 3) · NBBO 6.70 × 10.15, spread 40.9% of mid · Δ 0.20
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.85 × 89.30, spread 3.9% of mid · Δ -0.81
net GEX +$106k per 1% (calls +$111k, puts -$5k) strike 645
calls: OI 0 (no prior OI) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 7.80 × 10.90, spread 33.2% of mid · Δ 0.21
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 82.15 × 85.10, spread 3.5% of mid · Δ -0.79
no GEX (no side has both gamma and open interest) strike 640
calls: OI 67 (+2) · vol 5 (at ask 3, at bid 2, multi-leg 3) · NBBO 8.50 × 11.60, spread 30.8% of mid · Δ 0.23
puts: OI 3 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 77.35 × 80.85, spread 4.4% of mid · Δ -0.77
net GEX +$81k per 1% (calls +$84k, puts -$4k) strike 635
calls: OI 4 (+4) · vol 10 (at ask 10, at bid 0, multi-leg 10) · NBBO 9.45 × 12.30, spread 26.2% of mid · Δ 0.24
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.35 × 76.70, spread 4.5% of mid · Δ -0.75
net GEX +$5k per 1% (calls +$5k, puts +$0) strike 630
calls: OI 197 (+97) · vol 36 (at ask 7, at bid 19, multi-leg 33) · NBBO 10.50 × 13.20, spread 22.8% of mid · Δ 0.26
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.85 × 72.85, spread 4.2% of mid · Δ -0.73
net GEX +$266k per 1% (calls +$270k, puts -$4k) strike 625
calls: OI 151 (+151) · vol 24 (at ask 7, at bid 17, multi-leg 23) · NBBO 11.45 × 14.45, spread 23.2% of mid · Δ 0.28
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.25 × 68.85, spread 5.4% of mid · Δ -0.71
net GEX +$214k per 1% (calls +$214k, puts +$0) strike 620
calls: OI 62 (+9) · vol 21 (at ask 5, at bid 15, multi-leg 16) · NBBO 12.75 × 15.80, spread 21.4% of mid · Δ 0.30
puts: OI 4 (+1) · vol 2 (at ask 0, at bid 2) · NBBO 61.35 × 64.95, spread 5.7% of mid · Δ -0.70
net GEX +$85k per 1% (calls +$91k, puts -$6k) strike 615
calls: OI 30 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 14.00 × 17.10, spread 19.9% of mid · Δ 0.32
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.75 × 61.15, spread 5.7% of mid · Δ -0.67
net GEX +$45k per 1% (calls +$45k, puts +$0) strike 610
calls: OI 94 (-10) · vol 4 (at ask 2, at bid 1, multi-leg 3) · NBBO 15.30 × 18.00, spread 16.2% of mid · Δ 0.35
puts: OI 1 (+0) · vol 6 (at ask 3, at bid 3) · NBBO 54.65 × 57.65, spread 5.3% of mid · Δ -0.65
net GEX +$144k per 1% (calls +$146k, puts -$2k) strike 605
calls: OI 86 (+79) · vol 4 (at ask 1, at bid 1, multi-leg 3) · NBBO 16.80 × 19.90, spread 16.9% of mid · Δ 0.37
puts: OI 1 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 50.45 × 54.30, spread 7.4% of mid · Δ -0.63
net GEX +$134k per 1% (calls +$135k, puts -$2k) strike 600
calls: OI 292 (+10) · vol 63 (at ask 24, at bid 38, sweep 3, multi-leg 23) · NBBO 18.45 × 21.05, spread 13.2% of mid · Δ 0.40
puts: OI 14 (+5) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 47.00 × 50.40, spread 7.0% of mid · Δ -0.60
net GEX +$442k per 1% (calls +$464k, puts -$22k) strike 595
calls: OI 15 (+6) · vol 11 (at ask 3, at bid 8, multi-leg 11) · NBBO 19.60 × 22.75, spread 14.9% of mid · Δ 0.42
puts: OI 5 (+5) · vol 5 (at ask 3, at bid 2) · NBBO 43.70 × 47.00, spread 7.3% of mid · Δ -0.58
net GEX +$16k per 1% (calls +$24k, puts -$8k) strike 590
calls: OI 81 (+30) · vol 25 (at ask 12, at bid 11, multi-leg 12) · NBBO 21.40 × 24.50, spread 13.5% of mid · Δ 0.44
puts: OI 78 (+15) · vol 22 (at ask 14, at bid 8) · NBBO 40.45 × 43.75, spread 7.8% of mid · Δ -0.56
net GEX +$4k per 1% (calls +$132k, puts -$127k) strike 585
calls: OI 57 (+19) · vol 5 (at ask 3, at bid 1, multi-leg 3) · NBBO 23.30 × 26.80, spread 14.0% of mid · Δ 0.47
puts: OI 60 (+60) · vol 72 (at ask 41, at bid 10, multi-leg 3) · NBBO 37.40 × 41.05, spread 9.3% of mid · Δ -0.53
net GEX -$5k per 1% (calls +$94k, puts -$98k) strike 580
calls: OI 116 (+19) · vol 94 (at ask 44, at bid 49, multi-leg 19) · NBBO 25.50 × 28.40, spread 10.8% of mid · Δ 0.49
puts: OI 145 (+121) · vol 128 (at ask 120, at bid 5, multi-leg 4) · NBBO 34.75 × 38.00, spread 8.9% of mid · Δ -0.51
net GEX -$46k per 1% (calls +$193k, puts -$239k) strike 575
calls: OI 104 (-1) · vol 20 (at ask 9, at bid 8, multi-leg 4) · NBBO 27.80 × 30.60, spread 9.6% of mid · Δ 0.52
puts: OI 23 (+16) · vol 17 (at ask 12, at bid 5, multi-leg 1) · NBBO 31.60 × 34.80, spread 9.6% of mid · Δ -0.48
net GEX +$135k per 1% (calls +$173k, puts -$38k) strike 570
calls: OI 91 (+0) · vol 89 (at ask 36, at bid 53, multi-leg 12) · NBBO 31.00 × 33.35, spread 7.3% of mid · Δ 0.54
puts: OI 113 (+27) · vol 49 (at ask 30, at bid 18, sweep 5, multi-leg 6) · NBBO 28.90 × 32.20, spread 10.8% of mid · Δ -0.46
net GEX -$36k per 1% (calls +$149k, puts -$185k) strike 565
calls: OI 88 (-4) · vol 11 (at ask 1, at bid 6, multi-leg 9) · NBBO 32.05 × 35.45, spread 10.1% of mid · Δ 0.57
puts: OI 104 (+35) · vol 3 (at ask 0, at bid 3, sweep 2) · NBBO 26.30 × 29.55, spread 11.6% of mid · Δ -0.43
net GEX -$27k per 1% (calls +$141k, puts -$168k) strike 560
calls: OI 199 (-19) · vol 9 (at ask 7, at bid 2, multi-leg 9) · NBBO 34.95 × 38.00, spread 8.4% of mid · Δ 0.59
puts: OI 46 (+9) · vol 10 (at ask 5, at bid 5) · NBBO 23.90 × 27.05, spread 12.4% of mid · Δ -0.41
net GEX +$240k per 1% (calls +$313k, puts -$73k) strike 555
calls: OI 28 (+0) · vol 25 (at ask 25, at bid 0, multi-leg 25) · NBBO 37.80 × 40.60, spread 7.1% of mid · Δ 0.62
puts: OI 20 (-3) · vol 3 (at ask 1, at bid 2, sweep 1) · NBBO 21.60 × 25.10, spread 15.0% of mid · Δ -0.38
net GEX +$12k per 1% (calls +$43k, puts -$31k) strike 550
calls: OI 154 (-3) · vol 31 (at ask 25, at bid 4, multi-leg 29) · NBBO 40.45 × 43.90, spread 8.2% of mid · Δ 0.64
puts: OI 52 (+16) · vol 12 (at ask 7, at bid 5, multi-leg 4) · NBBO 19.45 × 22.50, spread 14.5% of mid · Δ -0.36
net GEX +$153k per 1% (calls +$232k, puts -$79k) strike 545
calls: OI 37 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.45 × 46.85, spread 7.5% of mid · Δ 0.67
puts: OI 26 (+2) · vol 6 (at ask 3, at bid 3, multi-leg 6) · NBBO 17.40 × 20.50, spread 16.4% of mid · Δ -0.33
net GEX +$16k per 1% (calls +$54k, puts -$38k) strike 540
calls: OI 92 (-18) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 46.45 × 49.70, spread 6.8% of mid · Δ 0.69
puts: OI 56 (+3) · vol 24 (at ask 12, at bid 7, multi-leg 15) · NBBO 15.90 × 18.55, spread 15.4% of mid · Δ -0.31
net GEX +$51k per 1% (calls +$131k, puts -$80k) strike 535
calls: OI 106 (+0) · vol 12 (at ask 12, at bid 0, multi-leg 12) · NBBO 49.75 × 52.60, spread 5.6% of mid · Δ 0.71
puts: OI 56 (+11) · vol 8 (at ask 3, at bid 0, multi-leg 7) · NBBO 13.65 × 16.80, spread 20.7% of mid · Δ -0.29
net GEX +$68k per 1% (calls +$145k, puts -$77k) strike 530
calls: OI 129 (-13) · vol 22 (at ask 21, at bid 1, multi-leg 22) · NBBO 52.95 × 56.50, spread 6.5% of mid · Δ 0.74
puts: OI 76 (+44) · vol 16 (at ask 4, at bid 3, multi-leg 12) · NBBO 12.50 × 15.15, spread 19.2% of mid · Δ -0.26
net GEX +$69k per 1% (calls +$169k, puts -$100k) strike 525
calls: OI 93 (+24) · vol 20 (at ask 3, at bid 16, multi-leg 19) · NBBO 56.35 × 60.05, spread 6.4% of mid · Δ 0.76
puts: OI 34 (+10) · vol 38 (at ask 12, at bid 25, multi-leg 11) · NBBO 10.50 × 13.60, spread 25.7% of mid · Δ -0.24
net GEX +$73k per 1% (calls +$116k, puts -$43k) strike 520
calls: OI 48 (-2) · vol 3 (at ask 2, at bid 0, multi-leg 3) · NBBO 59.95 × 63.50, spread 5.8% of mid · Δ 0.78
puts: OI 76 (+4) · vol 21 (at ask 11, at bid 7, multi-leg 10) · NBBO 9.40 × 12.25, spread 26.3% of mid · Δ -0.22
net GEX -$35k per 1% (calls +$57k, puts -$92k) strike 515
calls: OI 49 (-5) · vol 74 (at ask 40, at bid 34, multi-leg 74) · NBBO 63.55 × 67.15, spread 5.5% of mid · Δ 0.80
puts: OI 67 (+5) · vol 28 (at ask 8, at bid 20, multi-leg 26) · NBBO 8.00 × 11.15, spread 32.9% of mid · Δ -0.20
net GEX -$22k per 1% (calls +$55k, puts -$77k) strike 510
calls: OI 154 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.20 × 70.95, spread 5.4% of mid · Δ 0.81
puts: OI 213 (+13) · vol 38 (at ask 28, at bid 10, sweep 5, multi-leg 17) · NBBO 7.70 × 9.10, spread 16.7% of mid · Δ -0.18
net GEX -$65k per 1% (calls +$163k, puts -$228k) strike 505
calls: OI 28 (+3) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 71.15 × 74.85, spread 5.1% of mid · Δ 0.83
puts: OI 44 (+12) · vol 3 (at ask 3, at bid 0, multi-leg 2) · NBBO 6.10 × 8.60, spread 34.0% of mid · Δ -0.16
net GEX -$16k per 1% (calls +$28k, puts -$44k) strike 500
calls: OI 40 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 75.50 × 78.90, spread 4.4% of mid · Δ 0.85
puts: OI 81 (+34) · vol 87 (at ask 78, at bid 5, multi-leg 44) · NBBO 5.05 × 7.50, spread 39.0% of mid · Δ -0.15
net GEX -$38k per 1% (calls +$37k, puts -$75k) strike 495
calls: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.40 × 83.05, spread 4.5% of mid · Δ 0.86
puts: OI 105 (-4) · vol 14 (at ask 14, at bid 0, multi-leg 11) · NBBO 4.25 × 6.90, spread 47.5% of mid · Δ -0.13
net GEX -$75k per 1% (calls +$15k, puts -$90k) strike 490
calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.50 × 87.25, spread 4.4% of mid · Δ 0.87
puts: OI 85 (+16) · vol 14 (at ask 4, at bid 8, multi-leg 6) · NBBO 4.05 × 5.95, spread 38.0% of mid · Δ -0.12
net GEX -$57k per 1% (calls +$10k, puts -$67k) strike 485
calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.85 × 91.55, spread 4.1% of mid · Δ 0.89
puts: OI 16 (-2) · vol 6 (at ask 2, at bid 4, multi-leg 4) · NBBO 3.20 × 5.45, spread 52.0% of mid · Δ -0.11
net GEX -$6k per 1% (calls +$5k, puts -$12k) strike 480
calls: OI 13 (-5) · vol 0 (at ask 0, at bid 0) · NBBO 92.45 × 95.60, spread 3.4% of mid · Δ 0.90
puts: OI 44 (+1) · vol 11 (at ask 2, at bid 5, multi-leg 6) · NBBO 2.75 × 4.95, spread 57.1% of mid · Δ -0.09
net GEX -$20k per 1% (calls +$9k, puts -$29k) strike 475
calls: OI 8 (-1) · vol 3 (at ask 1, at bid 0, multi-leg 3) · NBBO 96.85 × 100.40, spread 3.6% of mid · Δ 0.91
puts: OI 241 (-11) · vol 27 (at ask 13, at bid 13, multi-leg 20) · NBBO 2.35 × 4.25, spread 57.6% of mid · Δ -0.08
net GEX -$139k per 1% (calls +$5k, puts -$144k) strike 470
calls: OI 16 (-3) · vol 4 (at ask 3, at bid 1, multi-leg 4) · NBBO 101.30 × 104.90, spread 3.5% of mid · Δ 0.92
puts: OI 49 (+16) · vol 18 (at ask 7, at bid 11) · NBBO 2.07 × 3.95, spread 62.5% of mid · Δ -0.07
net GEX -$17k per 1% (calls +$9k, puts -$26k) strike 465
calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.00 × 109.15, spread 2.9% of mid · Δ 0.93
puts: OI 72 (-5) · vol 52 (at ask 8, at bid 33, multi-leg 28) · NBBO 1.81 × 3.65, spread 67.4% of mid · Δ -0.06
net GEX -$27k per 1% (calls +$8k, puts -$35k) strike 460
calls: OI 10 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 110.50 × 114.10, spread 3.2% of mid · Δ 0.94
puts: OI 132 (-1) · vol 39 (at ask 14, at bid 18, multi-leg 30) · NBBO 1.54 × 2.45, spread 45.6% of mid · Δ -0.05
net GEX -$52k per 1% (calls +$5k, puts -$57k) strike 455
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.15 × 118.75, spread 3.1% of mid · Δ 0.95
puts: OI 39 (+2) · vol 44 (at ask 10, at bid 32, multi-leg 24) · NBBO 0.45 × 3.40, spread 153.2% of mid · Δ -0.05
net GEX -$11k per 1% (calls +$4k, puts -$15k) strike 450
calls: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.85 × 123.50, spread 3.0% of mid · Δ 0.95
puts: OI 167 (+20) · vol 79 (at ask 30, at bid 32, multi-leg 31) · NBBO 0.98 × 2.02, spread 69.3% of mid · Δ -0.04
net GEX -$45k per 1% (calls +$9k, puts -$54k) strike 445
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.65 × 128.25, spread 2.8% of mid · Δ 0.96
puts: OI 169 (+31) · vol 15 (at ask 12, at bid 1, multi-leg 9) · NBBO 0.25 × 2.10, spread 157.4% of mid · Δ -0.03
net GEX -$43k per 1% (calls +$3k, puts -$46k) strike 440
calls: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 129.45 × 133.10, spread 2.8% of mid · Δ 0.96
puts: OI 104 (+11) · vol 9 (at ask 3, at bid 5, sweep 1, multi-leg 1) · NBBO 0.30 × 1.18, spread 118.9% of mid · Δ -0.03
net GEX -$17k per 1% (calls +$7k, puts -$24k) strike 435
calls: OI 26 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 134.25 × 137.90, spread 2.7% of mid · Δ 0.96
puts: OI 49 (+24) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.53, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$3k per 1% (calls +$7k, puts -$10k) strike 430
calls: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 139.00 × 142.75, spread 2.7% of mid · Δ 0.97
puts: OI 48 (+6) · vol 18 (at ask 2, at bid 14) · NBBO 0.17 × 1.54, spread 160.2% of mid · Δ -0.02
net GEX -$3k per 1% (calls +$7k, puts -$9k) 2026-10-09 expiry, 57 strikes within ±25% of book spot (the flip search band); 70 hidden (33 above, 37 below), 51 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$2.6m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-18's own - whether it opened positions shows in the 2026-09-21 book's change.
max pain $500.00 belongs to the 2026-10-16 monthly (28 days from 2026-09-18, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
Table view · 57 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 -0.93 2.9% 144.75 140.65 710 2.00 4.05 67.8% 0.08 31 0 31 0 30 17 +0 -$542 +$10k +$9k — 0 0 0 0 0 0 -0.92 2.5% 139.45 135.95 705 2.03 4.00 65.3% 0.09 0 0 0 0 0 0 — — — — +1 5 0 0 0 0 1 -0.92 2.9% 135.00 131.15 700 2.60 4.05 43.6% 0.09 54 19 34 0 25 578 +34 -$3k +$378k +$375k — 0 0 0 0 0 0 -0.91 2.8% 130.15 126.50 695 2.90 4.50 43.2% 0.10 0 0 0 0 0 0 — — — — +0 15 0 0 0 0 0 -0.90 3.4% 126.00 121.80 690 3.10 4.95 46.0% 0.11 1 0 1 0 0 51 +1 -$11k +$38k +$27k — 0 0 0 0 0 0 -0.90 3.1% 120.85 117.15 685 3.60 6.05 50.8% 0.12 3 2 1 0 1 0 — — — — +0 6 0 0 0 0 0 -0.88 3.5% 116.50 112.50 680 3.70 5.95 46.6% 0.13 4 3 1 0 4 35 +4 -$5k +$29k +$24k — 0 0 0 0 0 0 -0.87 3.1% 111.35 107.95 675 4.25 6.40 40.4% 0.14 0 0 0 0 0 0 — — — — +1 2 0 0 1 0 1 -0.86 3.9% 107.50 103.40 670 4.60 7.25 44.7% 0.15 3 2 1 0 2 409 -5 -$2k +$382k +$380k — 0 0 0 0 0 0 -0.85 3.3% 102.30 98.95 665 5.15 7.95 42.7% 0.16 0 0 0 0 0 0 — — — — +1 3 2 0 2 0 2 -0.84 4.1% 98.50 94.50 660 5.65 8.80 43.6% 0.17 4 3 1 0 4 54 +2 -$3k +$56k +$53k — 0 0 0 0 0 0 -0.82 3.8% 93.60 90.15 655 6.25 9.40 40.3% 0.19 23 23 0 0 0 0 — — — — +0 4 0 0 0 0 0 -0.81 3.9% 89.30 85.85 650 6.70 10.15 40.9% 0.20 5 4 1 0 3 97 +16 -$5k +$111k +$106k — 0 0 0 0 0 0 -0.79 3.5% 85.10 82.15 645 7.80 10.90 33.2% 0.21 3 2 1 0 3 0 — — — — +0 3 0 0 0 1 1 -0.77 4.4% 80.85 77.35 640 8.50 11.60 30.8% 0.23 5 3 2 0 3 67 +2 -$4k +$84k +$81k +0 0 0 0 0 0 0 -0.75 4.5% 76.70 73.35 635 9.45 12.30 26.2% 0.24 10 10 0 0 10 4 +4 +$0 +$5k +$5k +0 3 0 0 0 0 0 -0.73 4.2% 72.85 69.85 630 10.50 13.20 22.8% 0.26 36 7 19 0 33 197 +97 -$4k +$270k +$266k +0 0 0 0 0 0 0 -0.71 5.4% 68.85 65.25 625 11.45 14.45 23.2% 0.28 24 7 17 0 23 151 +151 +$0 +$214k +$214k +1 4 0 0 2 0 2 -0.70 5.7% 64.95 61.35 620 12.75 15.80 21.4% 0.30 21 5 15 0 16 62 +9 -$6k +$91k +$85k +0 0 0 0 0 0 0 -0.67 5.7% 61.15 57.75 615 14.00 17.10 19.9% 0.32 1 1 0 0 0 30 +1 +$0 +$45k +$45k +0 1 0 0 3 3 6 -0.65 5.3% 57.65 54.65 610 15.30 18.00 16.2% 0.35 4 2 1 0 3 94 -10 -$2k +$146k +$144k +0 1 0 0 1 1 2 -0.63 7.4% 54.30 50.45 605 16.80 19.90 16.9% 0.37 4 1 1 0 3 86 +79 -$2k +$135k +$134k +5 14 1 0 1 1 2 -0.60 7.0% 50.40 47.00 600 18.45 21.05 13.2% 0.40 63 24 38 3 23 292 +10 -$22k +$464k +$442k +5 5 0 0 2 3 5 -0.58 7.3% 47.00 43.70 595 19.60 22.75 14.9% 0.42 11 3 8 0 11 15 +6 -$8k +$24k +$16k +15 78 0 0 8 14 22 -0.56 7.8% 43.75 40.45 590 21.40 24.50 13.5% 0.44 25 12 11 0 12 81 +30 -$127k +$132k +$4k +60 60 3 0 10 41 72 -0.53 9.3% 41.05 37.40 585 23.30 26.80 14.0% 0.47 5 3 1 0 3 57 +19 -$98k +$94k -$5k +121 145 4 0 5 120 128 -0.51 8.9% 38.00 34.75 580 25.50 28.40 10.8% 0.49 94 44 49 0 19 116 +19 -$239k +$193k -$46k +16 23 1 0 5 12 17 -0.48 9.6% 34.80 31.60 575 27.80 30.60 9.6% 0.52 20 9 8 0 4 104 -1 -$38k +$173k +$135k +27 113 6 5 18 30 49 -0.46 10.8% 32.20 28.90 570 31.00 33.35 7.3% 0.54 89 36 53 0 12 91 +0 -$185k +$149k -$36k +35 104 0 2 3 0 3 -0.43 11.6% 29.55 26.30 565 32.05 35.45 10.1% 0.57 11 1 6 0 9 88 -4 -$168k +$141k -$27k +9 46 0 0 5 5 10 -0.41 12.4% 27.05 23.90 560 34.95 38.00 8.4% 0.59 9 7 2 0 9 199 -19 -$73k +$313k +$240k -3 20 0 1 2 1 3 -0.38 15.0% 25.10 21.60 555 37.80 40.60 7.1% 0.62 25 25 0 0 25 28 +0 -$31k +$43k +$12k +16 52 4 0 5 7 12 -0.36 14.5% 22.50 19.45 550 40.45 43.90 8.2% 0.64 31 25 4 0 29 154 -3 -$79k +$232k +$153k +2 26 6 0 3 3 6 -0.33 16.4% 20.50 17.40 545 43.45 46.85 7.5% 0.67 0 0 0 0 0 37 +0 -$38k +$54k +$16k +3 56 15 0 7 12 24 -0.31 15.4% 18.55 15.90 540 46.45 49.70 6.8% 0.69 1 1 0 0 1 92 -18 -$80k +$131k +$51k +11 56 7 0 0 3 8 -0.29 20.7% 16.80 13.65 535 49.75 52.60 5.6% 0.71 12 12 0 0 12 106 +0 -$77k +$145k +$68k +44 76 12 0 3 4 16 -0.26 19.2% 15.15 12.50 530 52.95 56.50 6.5% 0.74 22 21 1 0 22 129 -13 -$100k +$169k +$69k +10 34 11 0 25 12 38 -0.24 25.7% 13.60 10.50 525 56.35 60.05 6.4% 0.76 20 3 16 0 19 93 +24 -$43k +$116k +$73k +4 76 10 0 7 11 21 -0.22 26.3% 12.25 9.40 520 59.95 63.50 5.8% 0.78 3 2 0 0 3 48 -2 -$92k +$57k -$35k +5 67 26 0 20 8 28 -0.20 32.9% 11.15 8.00 515 63.55 67.15 5.5% 0.80 74 40 34 0 74 49 -5 -$77k +$55k -$22k +13 213 17 5 10 28 38 -0.18 16.7% 9.10 7.70 510 67.20 70.95 5.4% 0.81 0 0 0 0 0 154 +0 -$228k +$163k -$65k +12 44 2 0 0 3 3 -0.16 34.0% 8.60 6.10 505 71.15 74.85 5.1% 0.83 1 1 0 0 1 28 +3 -$44k +$28k -$16k +34 81 44 0 5 78 87 -0.15 39.0% 7.50 5.05 500 75.50 78.90 4.4% 0.85 0 0 0 0 0 40 +1 -$75k +$37k -$38k -4 105 11 0 0 14 14 -0.13 47.5% 6.90 4.25 495 79.40 83.05 4.5% 0.86 0 0 0 0 0 17 +0 -$90k +$15k -$75k +16 85 6 0 8 4 14 -0.12 38.0% 5.95 4.05 490 83.50 87.25 4.4% 0.87 0 0 0 0 0 13 +0 -$67k +$10k -$57k -2 16 4 0 4 2 6 -0.11 52.0% 5.45 3.20 485 87.85 91.55 4.1% 0.89 0 0 0 0 0 7 +0 -$12k +$5k -$6k +1 44 6 0 5 2 11 -0.09 57.1% 4.95 2.75 480 92.45 95.60 3.4% 0.90 0 0 0 0 0 13 -5 -$29k +$9k -$20k -11 241 20 0 13 13 27 -0.08 57.6% 4.25 2.35 475 96.85 100.40 3.6% 0.91 3 1 0 0 3 8 -1 -$144k +$5k -$139k +16 49 0 0 11 7 18 -0.07 62.5% 3.95 2.07 470 101.30 104.90 3.5% 0.92 4 3 1 0 4 16 -3 -$26k +$9k -$17k -5 72 28 0 33 8 52 -0.06 67.4% 3.65 1.81 465 106.00 109.15 2.9% 0.93 0 0 0 0 0 16 +0 -$35k +$8k -$27k -1 132 30 0 18 14 39 -0.05 45.6% 2.45 1.54 460 110.50 114.10 3.2% 0.94 1 0 0 0 1 10 +0 -$57k +$5k -$52k +2 39 24 0 32 10 44 -0.05 153.2% 3.40 0.45 455 115.15 118.75 3.1% 0.95 0 0 0 0 0 9 +0 -$15k +$4k -$11k +20 167 31 0 32 30 79 -0.04 69.3% 2.02 0.98 450 119.85 123.50 3.0% 0.95 0 0 0 0 0 24 +0 -$54k +$9k -$45k +31 169 9 0 1 12 15 -0.03 157.4% 2.10 0.25 445 124.65 128.25 2.8% 0.96 0 0 0 0 0 9 +0 -$46k +$3k -$43k +11 104 1 1 5 3 9 -0.03 118.9% 1.18 0.30 440 129.45 133.10 2.8% 0.96 0 0 0 0 0 24 +0 -$24k +$7k -$17k +24 49 0 0 0 0 0 -0.02 no two-sided quote 2.53 0.00 435 134.25 137.90 2.7% 0.96 0 0 0 0 0 26 +1 -$10k +$7k -$3k +6 48 0 0 14 2 18 -0.02 160.2% 1.54 0.17 430 139.00 142.75 2.7% 0.97 0 0 0 0 0 25 +0 -$9k +$7k -$3k
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