Simplify Analytics
DIA

DIA

$519.78 unadjusted close, 2026-09-21
as of 2026-09-21
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
12.6%
IV percentile
19.6%
own all (<3y) · n=242
IV rank
13.6%
own all (<1y) · n=242
range
10.6% – 25.3%
own all (<1y) · n=242
low 10.6%242 sessions, all (<1y) · today 12.6%high 25.3%

Term structure · constant maturity

37 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 Baltimore22 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)43 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)24 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)1d5d7d14d30d60d90d180d365d16.6%11.5%
2026-09-212026-08-20 (21 sessions earlier)◆ scheduled release, at the first tenor spanning ittenors 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 Baltimore
  • Wed 09-23 09:45 · 2d US Flash Services PMI (September) · f 55.9 · prev 56.8
  • Wed 09-23 09:45 · 2d US Flash Manufacturing PMI (September) · f 53.5 · prev 53.2
  • Thu 09-24 08:30 · 3d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 3d Weekly Jobless Claims (September) · f 204000 · prev 196000
  • Thu 09-24 10:00 · 3d New Home Sales (August) · f 620000 · prev 607000
  • Thu 09-24 11:00 · 3d Kansas City Fed Survey (September) · prev 17
  • Fri 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 51.7

Earnings: no earnings (ETF): the vendor serves no reports for the funds whose holdings are collected here, and this symbol is one of them.

90-day IV
14.2%
own all (<3y) 28.7% · n=242
slope, 30d − 90d
-1.6 pts
own all (<3y) 18.4% · n=242
variance risk premium, 30d
+1.1 pts
own all (<3y) 38.2% · n=237

Skew · risk reversal

25-delta4d old
+7.0 pts
own all (<3y) 98.6% · n=35
10-delta4d old
+7.6 pts
own all (<3y) 92.9% · 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

7d2026-09-25 · short
2026-09-25: 23 put and 27 call strikes within ±6.1%, IV 10% to 22%29%9%6.1%book spot+6.1%
12d2026-09-30
2026-09-30: 21 put and 24 call strikes within ±7.9%, IV 10% to 21%29%9%7.9%book spot+7.9%
14d2026-10-02
2026-10-02: 22 put and 30 call strikes within ±8.6%, IV 10% to 23%29%9%8.6%book spot+8.6%
28d2026-10-16
2026-10-16: 12 put and 35 call strikes within ±12%, IV 11% to 24%29%9%12%book spot+12%
63d2026-11-20
2026-11-20: 14 put and 29 call strikes within ±18%, IV 12% to 25%29%9%18%book spot+18%
91d2026-12-18
2026-12-18: 14 put and 18 call strikes within ±22%, IV 12% to 27%29%9%22%book spot+22%
104d2026-12-31
2026-12-31: 9 put and 7 call strikes within ±23%, IV 12% to 22%29%9%23%book spot+23%
119d2027-01-15
2027-01-15: 10 put and 13 call strikes within ±25%, IV 12% to 28%29%9%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 (9%29%), set by the expiries past 7 DTE.

Expiry window · 3565 DTE

Next earnings: no earnings (ETF): the vendor serves no reports for the funds whose holdings are collected here, and this symbol is one of them.

expiryDTE28-DTE exitthesisearningsATM IV · 09-18expected move
2026-10-30 Friweekly392026-10-0211dno earnings (ETF)13.3% c 516
2026-11-20 Fri602026-10-2332dno earnings (ETF)14.1% p 515

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 DIA 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
-$60.6m per 1%
own all (<3y) 23.8% · n=65
gamma flip
$517.46
flip within ±25% of book spot
flip distance
+0.30 ATR
own all (<3y) 77.5% · n=60
0DTE share of volume
not listed daily

book spot $515.88 (unadjusted close, 2026-09-18) · call wall $525.00 (+1.77% from book spot) · put wall $500.00 (-3.08% from book spot) · max pain $529.00 (+2.54% from book spot, 2026-10-16 monthly)

Each level is stored as a distance from the book's own spot, so each is drawn at $515.88 × (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. DIA headlines $519.78, its newest unadjusted close, on 2026-09-21; the book was taken at $515.88 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.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

Tradability of the 2026-11-20 expiry: 60 calendar days from 2026-09-21 (63 from the book date), inside 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 542 (Δ 0.20), put 490 (Δ -0.20).

call put OI carried through 2026-09-17 · opened by 2026-09-17's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, 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 2026-09-17's trading; volume is 2026-09-18's.◀ put OIcall OI ▶entering 2026-09-18◀ put volcall vol ▶traded 2026-09-18◀ putcall ▶spread, % of mid− net GEX+$ per 1% move620615610605600595590585580575570565560555550549548547546545544543542541540539538537536535534533532531530529528527526525524523522521520515510505500495490485480475470465460455450445440435430425420put strike nearest 0.20 delta: 490call strike nearest 0.20 delta: 5421.4k01.4k26926925%10%10%25%-$2.8m+$2.8mcall wall 525γ flip 517.46book spot 515.88put wall 500strike 620 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 103.15 × 105.85, spread 2.6% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 615 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 98.15 × 99.60, spread 1.5% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 610 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.11, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.15 × 94.60, spread 1.5% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 605 calls: OI 70 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.12, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.15 × 89.60, spread 1.6% of mid · Δ -1.00 net GEX +$7k per 1% (calls +$7k, puts +$0)strike 600 calls: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.14, spread 150.0% of mid · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.15 × 84.60, spread 1.7% of mid · Δ -1.00 net GEX +$2k per 1% (calls +$2k, puts +$0)strike 595 calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 0.18, spread 113.0% of mid · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.15 × 80.85, spread 3.4% of mid · Δ -1.00 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 590 calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.08 × 0.22, spread 93.3% of mid · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.10 × 75.85, spread 3.7% of mid · Δ -1.00 net GEX +$3k per 1% (calls +$3k, puts +$0)strike 585 calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.13 × 0.28, spread 73.2% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 68.10 × 70.85, spread 4.0% of mid · Δ -1.00 net GEX +$4k per 1% (calls +$4k, puts +$0)strike 580 calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.19 × 0.36, spread 61.8% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 63.10 × 64.60, spread 2.3% of mid · Δ -1.00 net GEX +$7k per 1% (calls +$7k, puts +$0)strike 575 calls: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.27 × 0.46, spread 52.1% of mid · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 58.10 × 58.65, spread 0.9% of mid · Δ -1.00 net GEX +$5k per 1% (calls +$5k, puts +$0)strike 570 calls: OI 50 (+0) · vol 11 (at ask 2, at bid 9, multi-leg 1) · NBBO 0.40 × 0.60, spread 40.0% of mid · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 53.10 × 53.65, spread 1.0% of mid · Δ -1.00 net GEX +$42k per 1% (calls +$42k, puts +$0)strike 565 calls: OI 273 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.55 × 0.79, spread 35.8% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.10 × 48.65, spread 1.1% of mid · Δ -1.00 net GEX +$287k per 1% (calls +$287k, puts +$0)strike 560 calls: OI 47 (+8) · vol 17 (at ask 5, at bid 12, multi-leg 5) · NBBO 0.81 × 1.07, spread 27.7% of mid · Δ 0.08 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.10 × 43.65, spread 1.3% of mid · Δ -1.00 net GEX +$62k per 1% (calls +$62k, puts +$0)strike 555 calls: OI 72 (+2) · vol 13 (at ask 11, at bid 1, multi-leg 12) · NBBO 1.18 × 1.47, spread 21.9% of mid · Δ 0.10 puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.10 × 38.65, spread 1.4% of mid · Δ -1.00 net GEX +$119k per 1% (calls +$119k, puts -$155)strike 550 calls: OI 1,381 (+0) · vol 9 (at ask 0, at bid 9, multi-leg 2) · NBBO 1.71 × 2.03, spread 17.1% of mid · Δ 0.13 puts: OI 1 (+0) · vol 19 (at ask 19, at bid 0, multi-leg 19) · NBBO 33.05 × 35.90, spread 8.3% of mid · Δ -0.99 net GEX +$2.8m per 1% (calls +$2.8m, puts -$353)strike 549 calls: OI 13 (+0) · vol 6 (at ask 0, at bid 3, multi-leg 5) · NBBO 1.84 × 2.16, spread 16.0% of mid · Δ 0.14 puts: OI 0 (+0) · vol 28 (at ask 13, at bid 10, multi-leg 28) · NBBO 30.35 × 34.90, spread 13.9% of mid · Δ -0.99 net GEX +$27k per 1% (calls +$27k, puts +$0)strike 548 calls: OI 7 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 1.98 × 2.30, spread 15.0% of mid · Δ 0.15 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 29.85 × 34.00, spread 13.0% of mid · Δ -0.99 net GEX +$15k per 1% (calls +$15k, puts +$0)strike 547 calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.13 × 2.45, spread 14.0% of mid · Δ 0.16 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 29.20 × 33.00, spread 12.2% of mid · Δ -0.98 net GEX +$7k per 1% (calls +$7k, puts +$0)strike 546 calls: OI 10 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 2.29 × 2.62, spread 13.4% of mid · Δ 0.17 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.75 × 32.00, spread 14.2% of mid · Δ -0.97 net GEX +$23k per 1% (calls +$23k, puts +$0)strike 545 calls: OI 94 (+6) · vol 16 (at ask 8, at bid 7, multi-leg 11) · NBBO 2.45 × 2.79, spread 13.0% of mid · Δ 0.17 puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 26.75 × 31.05, spread 14.9% of mid · Δ -0.96 net GEX +$225k per 1% (calls +$225k, puts +$0)strike 544 calls: OI 12 (-1) · vol 1 (at ask 0, at bid 1) · NBBO 2.63 × 2.97, spread 12.1% of mid · Δ 0.18 puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.90 × 30.30, spread 15.7% of mid · Δ -0.95 net GEX +$21k per 1% (calls +$30k, puts -$9k)strike 543 calls: OI 11 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 2.82 × 3.20, spread 12.6% of mid · Δ 0.19 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.65 × 29.30, spread 13.3% of mid · Δ -0.93 net GEX +$26k per 1% (calls +$28k, puts -$2k)strike 542 calls: OI 14 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 3.00 × 3.40, spread 12.5% of mid · Δ 0.20 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.80 × 27.75, spread 15.3% of mid · Δ -0.92 net GEX +$34k per 1% (calls +$36k, puts -$2k)strike 541 calls: OI 8 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 3.20 × 3.60, spread 11.8% of mid · Δ 0.21 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.00 × 26.80, spread 15.3% of mid · Δ -0.91 net GEX +$19k per 1% (calls +$21k, puts -$2k)strike 540 calls: OI 165 (+7) · vol 11 (at ask 8, at bid 1, multi-leg 9) · NBBO 3.45 × 3.85, spread 11.0% of mid · Δ 0.22 puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.75 × 26.85, spread 16.5% of mid · Δ -0.89 net GEX +$432k per 1% (calls +$453k, puts -$22k)strike 539 calls: OI 14 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 3.70 × 4.10, spread 10.3% of mid · Δ 0.23 puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.30 × 25.25, spread 17.0% of mid · Δ -0.88 net GEX +$4k per 1% (calls +$39k, puts -$35k)strike 538 calls: OI 13 (-1) · vol 1 (at ask 0, at bid 1) · NBBO 3.95 × 4.35, spread 9.6% of mid · Δ 0.25 puts: OI 120 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 20.60 × 24.95, spread 19.1% of mid · Δ -0.86 net GEX -$335k per 1% (calls +$37k, puts -$372k)strike 537 calls: OI 22 (+0) · vol 2 (at ask 0, at bid 1, multi-leg 1) · NBBO 4.20 × 4.60, spread 9.1% of mid · Δ 0.26 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.05 × 24.40, spread 19.6% of mid · Δ -0.85 net GEX +$61k per 1% (calls +$64k, puts -$3k)strike 536 calls: OI 12 (-1) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 4.50 × 4.90, spread 8.5% of mid · Δ 0.27 puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 19.05 × 23.45, spread 20.7% of mid · Δ -0.83 net GEX +$22k per 1% (calls +$36k, puts -$14k)strike 535 calls: OI 355 (-2) · vol 136 (at ask 38, at bid 70, multi-leg 21) · NBBO 4.80 × 5.20, spread 8.0% of mid · Δ 0.28 puts: OI 98 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.85 × 22.60, spread 18.1% of mid · Δ -0.81 net GEX +$723k per 1% (calls +$1.1m, puts -$352k)strike 534 calls: OI 527 (+310) · vol 2 (at ask 0, at bid 2) · NBBO 5.10 × 5.50, spread 7.5% of mid · Δ 0.29 puts: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 19.40 × 20.10, spread 3.5% of mid · Δ -0.79 net GEX +$1.5m per 1% (calls +$1.6m, puts -$112k)strike 533 calls: OI 15 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 5.45 × 5.85, spread 7.1% of mid · Δ 0.30 puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.70 × 19.35, spread 3.4% of mid · Δ -0.78 net GEX -$3k per 1% (calls +$47k, puts -$50k)strike 532 calls: OI 13 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 5.80 × 6.20, spread 6.7% of mid · Δ 0.32 puts: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.05 × 18.65, spread 3.3% of mid · Δ -0.76 net GEX -$82k per 1% (calls +$41k, puts -$123k)strike 531 calls: OI 12 (+0) · vol 2 (at ask 0, at bid 1, multi-leg 1) · NBBO 6.15 × 6.60, spread 7.1% of mid · Δ 0.33 puts: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 17.40 × 17.95, spread 3.1% of mid · Δ -0.74 net GEX -$18k per 1% (calls +$38k, puts -$57k)strike 530 calls: OI 408 (-1) · vol 21 (at ask 13, at bid 7, multi-leg 4) · NBBO 6.55 × 6.95, spread 5.9% of mid · Δ 0.34 puts: OI 68 (+5) · vol 7 (at ask 6, at bid 1, multi-leg 1) · NBBO 16.75 × 17.30, spread 3.2% of mid · Δ -0.72 net GEX +$1.0m per 1% (calls +$1.3m, puts -$281k)strike 529 calls: OI 25 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 6.95 × 7.35, spread 5.6% of mid · Δ 0.36 puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.10 × 16.70, spread 3.7% of mid · Δ -0.71 net GEX -$12k per 1% (calls +$81k, puts -$93k)strike 528 calls: OI 32 (+1) · vol 5 (at ask 0, at bid 3, multi-leg 2) · NBBO 7.35 × 7.80, spread 5.9% of mid · Δ 0.37 puts: OI 20 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 15.50 × 16.05, spread 3.5% of mid · Δ -0.69 net GEX +$19k per 1% (calls +$104k, puts -$85k)strike 527 calls: OI 18 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.80 × 8.20, spread 5.0% of mid · Δ 0.38 puts: OI 33 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 14.95 × 15.45, spread 3.3% of mid · Δ -0.67 net GEX -$83k per 1% (calls +$59k, puts -$142k)strike 526 calls: OI 16 (+0) · vol 2 (at ask 1, at bid 0) · NBBO 8.25 × 8.70, spread 5.3% of mid · Δ 0.39 puts: OI 31 (+0) · vol 4 (at ask 2, at bid 2, multi-leg 4) · NBBO 14.35 × 14.90, spread 3.8% of mid · Δ -0.65 net GEX -$82k per 1% (calls +$52k, puts -$134k)strike 525 calls: OI 128 (+29) · vol 28 (at ask 5, at bid 22, multi-leg 5) · NBBO 8.70 × 9.15, spread 5.0% of mid · Δ 0.41 puts: OI 291 (+6) · vol 3 (at ask 0, at bid 3) · NBBO 13.80 × 14.30, spread 3.6% of mid · Δ -0.63 net GEX -$849k per 1% (calls +$419k, puts -$1.3m)strike 524 calls: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.20 × 9.65, spread 4.8% of mid · Δ 0.42 puts: OI 151 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 13.30 × 13.80, spread 3.7% of mid · Δ -0.62 net GEX -$580k per 1% (calls +$79k, puts -$659k)strike 523 calls: OI 50 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.70 × 10.15, spread 4.5% of mid · Δ 0.43 puts: OI 50 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 12.80 × 13.25, spread 3.5% of mid · Δ -0.60 net GEX -$54k per 1% (calls +$164k, puts -$218k)strike 522 calls: OI 36 (+1) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 10.20 × 10.65, spread 4.3% of mid · Δ 0.45 puts: OI 24 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 12.30 × 12.80, spread 4.0% of mid · Δ -0.58 net GEX +$13k per 1% (calls +$117k, puts -$105k)strike 521 calls: OI 41 (+0) · vol 2 (at ask 1, at bid 0, multi-leg 1) · NBBO 10.75 × 11.20, spread 4.1% of mid · Δ 0.46 puts: OI 105 (-1) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 11.80 × 12.30, spread 4.1% of mid · Δ -0.56 net GEX -$323k per 1% (calls +$133k, puts -$456k)strike 520 calls: OI 113 (+2) · vol 56 (at ask 11, at bid 34, multi-leg 24) · NBBO 11.30 × 11.75, spread 3.9% of mid · Δ 0.47 puts: OI 236 (-9) · vol 22 (at ask 15, at bid 7) · NBBO 11.35 × 11.85, spread 4.3% of mid · Δ -0.55 net GEX -$654k per 1% (calls +$364k, puts -$1.0m)strike 515 calls: OI 33 (+16) · vol 86 (at ask 41, at bid 43, sweep 5, multi-leg 4) · NBBO 14.35 × 14.80, spread 3.1% of mid · Δ 0.53 puts: OI 275 (+94) · vol 269 (at ask 176, at bid 90, sweep 1, multi-leg 8) · NBBO 9.35 × 9.80, spread 4.7% of mid · Δ -0.47 net GEX -$1.0m per 1% (calls +$101k, puts -$1.1m)strike 510 calls: OI 70 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 16.90 × 18.20, spread 7.4% of mid · Δ 0.59 puts: OI 130 (+23) · vol 32 (at ask 7, at bid 24, multi-leg 1) · NBBO 7.70 × 8.10, spread 5.1% of mid · Δ -0.39 net GEX -$285k per 1% (calls +$200k, puts -$485k)strike 505 calls: OI 26 (+4) · vol 30 (at ask 10, at bid 20) · NBBO 19.75 × 21.90, spread 10.3% of mid · Δ 0.63 puts: OI 81 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 6.35 × 6.75, spread 6.1% of mid · Δ -0.33 net GEX -$202k per 1% (calls +$68k, puts -$270k)strike 500 calls: OI 66 (-4) · vol 10 (at ask 10, at bid 0) · NBBO 24.20 × 25.80, spread 6.4% of mid · Δ 0.68 puts: OI 554 (+32) · vol 36 (at ask 4, at bid 11, multi-leg 6) · NBBO 5.45 × 5.70, spread 4.5% of mid · Δ -0.28 net GEX -$1.5m per 1% (calls +$156k, puts -$1.6m)strike 495 calls: OI 3 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 27.40 × 29.95, spread 8.9% of mid · Δ 0.71 puts: OI 159 (+19) · vol 146 (at ask 132, at bid 8, multi-leg 122) · NBBO 4.40 × 4.80, spread 8.7% of mid · Δ -0.24 net GEX -$400k per 1% (calls +$6k, puts -$406k)strike 490 calls: OI 5 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 31.75 × 35.40, spread 10.9% of mid · Δ 0.74 puts: OI 96 (+0) · vol 43 (at ask 13, at bid 30, multi-leg 3) · NBBO 3.70 × 4.05, spread 9.0% of mid · Δ -0.20 net GEX -$202k per 1% (calls +$10k, puts -$212k)strike 485 calls: OI 2 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 36.05 × 40.45, spread 11.5% of mid · Δ 0.77 puts: OI 35 (+15) · vol 10 (at ask 1, at bid 9, multi-leg 9) · NBBO 3.10 × 3.50, spread 12.1% of mid · Δ -0.17 net GEX -$63k per 1% (calls +$3k, puts -$67k)strike 480 calls: OI 2 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 41.25 × 45.00, spread 8.7% of mid · Δ 0.79 puts: OI 54 (+11) · vol 21 (at ask 18, at bid 3, multi-leg 11) · NBBO 2.67 × 2.99, spread 11.3% of mid · Δ -0.14 net GEX -$85k per 1% (calls +$3k, puts -$88k)strike 475 calls: OI 1 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 45.00 × 48.85, spread 8.2% of mid · Δ 0.81 puts: OI 28 (+3) · vol 20 (at ask 0, at bid 20, multi-leg 20) · NBBO 2.30 × 2.60, spread 12.2% of mid · Δ -0.12 net GEX -$38k per 1% (calls +$1k, puts -$39k)strike 470 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.90 × 53.65, spread 7.2% of mid · Δ 0.83 puts: OI 42 (+17) · vol 24 (at ask 21, at bid 3, multi-leg 5) · NBBO 2.00 × 2.28, spread 13.1% of mid · Δ -0.11 net GEX -$51k per 1% (calls +$0, puts -$51k)strike 465 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 54.60 × 58.70, spread 7.2% of mid · Δ 0.84 puts: OI 85 (+30) · vol 5 (at ask 0, at bid 3, multi-leg 5) · NBBO 1.75 × 2.02, spread 14.3% of mid · Δ -0.09 net GEX -$89k per 1% (calls +$0, puts -$89k)strike 460 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.20 × 63.85, spread 7.6% of mid · Δ 0.85 puts: OI 42 (-1) · vol 9 (at ask 3, at bid 6, multi-leg 3) · NBBO 1.54 × 1.81, spread 16.1% of mid · Δ -0.08 net GEX -$37k per 1% (calls +$1k, puts -$38k)strike 455 calls: OI 2 (+0) · vol 20 (at ask 20, at bid 0) · NBBO 64.10 × 67.60, spread 5.3% of mid · Δ 0.86 puts: OI 37 (+30) · vol 0 (at ask 0, at bid 0) · NBBO 1.36 × 1.62, spread 17.4% of mid · Δ -0.07 net GEX -$27k per 1% (calls +$2k, puts -$29k)strike 450 calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.50 × 73.20, spread 5.2% of mid · Δ 0.87 puts: OI 17 (+0) · vol 23 (at ask 0, at bid 3, multi-leg 22) · NBBO 1.21 × 1.47, spread 19.4% of mid · Δ -0.06 net GEX -$9k per 1% (calls +$3k, puts -$12k)strike 445 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.50 × 77.50, spread 5.3% of mid · Δ 0.88 puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.08 × 1.33, spread 20.7% of mid · Δ -0.06 net GEX -$4k per 1% (calls +$0, puts -$4k)strike 440 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.40 × 82.35, spread 4.9% of mid · Δ 0.89 puts: OI 0 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 0.97 × 1.21, spread 22.0% of mid · Δ -0.05 no GEX (no side has both gamma and open interest)strike 435 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.35 × 88.00, spread 5.4% of mid · Δ 0.89 puts: OI 12 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.87 × 1.10, spread 23.4% of mid · Δ -0.04 net GEX -$5k per 1% (calls +$0, puts -$5k)strike 430 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.30 × 92.45, spread 4.6% of mid · Δ 0.90 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.78 × 1.00, spread 24.7% of mid · Δ -0.04 no GEX (no side has both gamma and open interest)strike 425 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.10 × 97.75, spread 4.9% of mid · Δ 0.91 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.70 × 0.91, spread 26.1% of mid · Δ -0.03 no GEX (no side has both gamma and open interest)strike 420 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.95 × 102.50, spread 4.5% of mid · Δ 0.91 puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.62 × 0.83, spread 29.0% of mid · Δ -0.03 net GEX -$313 per 1% (calls +$0, puts -$313)

2026-11-20 expiry, 65 strikes - every one listed. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$485k 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 $529.00 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 · 65 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.002.6%105.85103.156200.000.10no two-sided quote0.00000000+0
+0000000-1.001.5%99.6098.156150.000.10no two-sided quote0.00000000+0
+0000000-1.001.5%94.6093.156100.000.11no two-sided quote0.00000000+0
+0000000-1.001.6%89.6088.156050.000.12no two-sided quote0.000000070+0+$0+$7k+$7k
+0000000-1.001.7%84.6083.156000.020.14150.0%0.010000014+0+$0+$2k+$2k
+0000000-1.003.4%80.8578.155950.050.18113.0%0.01000006+0+$0+$1k+$1k
+0000000-1.003.7%75.8573.105900.080.2293.3%0.010000010+0+$0+$3k+$3k
+0000000-1.004.0%70.8568.105850.130.2873.2%0.02000009+0+$0+$4k+$4k
+0000000-1.002.3%64.6063.105800.190.3661.8%0.020000013+0+$0+$7k+$7k
+0000000-1.000.9%58.6558.105750.270.4652.1%0.03000008+0+$0+$5k+$5k
+0000000-1.001.0%53.6553.105700.400.6040.0%0.0411290150+0+$0+$42k+$42k
+0000000-1.001.1%48.6548.105650.550.7935.8%0.0600000273+0+$0+$287k+$287k
+0000000-1.001.3%43.6543.105600.811.0727.7%0.08175120547+8+$0+$62k+$62k
+0300000-1.001.4%38.6538.105551.181.4721.9%0.101311101272+2-$155+$119k+$119k
+0119001919-0.998.3%35.9033.055501.712.0317.1%0.13909021,381+0-$353+$2.8m+$2.8m
+00280101328-0.9913.9%34.9030.355491.842.1616.0%0.146030513+0+$0+$27k+$27k
+0000000-0.9913.0%34.0029.855481.982.3015.0%0.15101007+0+$0+$15k+$15k
+0000000-0.9812.2%33.0029.205472.132.4514.0%0.16000003+0+$0+$7k+$7k
+0000000-0.9714.2%32.0027.755462.292.6213.4%0.171010010+0+$0+$23k+$23k
+0010011-0.9614.9%31.0526.755452.452.7913.0%0.17168701194+6+$0+$225k+$225k
+0500000-0.9515.7%30.3025.905442.632.9712.1%0.181010012-1-$9k+$30k+$21k
+0100000-0.9313.3%29.3025.655432.823.2012.6%0.191010011+0-$2k+$28k+$26k
+0100000-0.9215.3%27.7523.805423.003.4012.5%0.201010014+0-$2k+$36k+$34k
+0100000-0.9115.3%26.8023.005413.203.6011.8%0.21101008+0-$2k+$21k+$19k
+0800000-0.8916.5%26.8522.755403.453.8511.0%0.22118109165+7-$22k+$453k+$432k
+01200000-0.8817.0%25.2521.305393.704.1010.3%0.231010014+1-$35k+$39k+$4k
+012010011-0.8619.1%24.9520.605383.954.359.6%0.251010013-1-$372k+$37k-$335k
+0100000-0.8519.6%24.4020.055374.204.609.1%0.262010122+0-$3k+$64k+$61k
+0400000-0.8320.7%23.4519.055364.504.908.5%0.272110112-1-$14k+$36k+$22k
+09800000-0.8118.1%22.6018.855354.805.208.0%0.281363870021355-2-$352k+$1.1m+$723k
+03000000-0.793.5%20.1019.405345.105.507.5%0.2920200527+310-$112k+$1.6m+$1.5m
+01300000-0.783.4%19.3518.705335.455.857.1%0.302110115+0-$50k+$47k-$3k
+03100000-0.763.3%18.6518.055325.806.206.7%0.322020113+0-$123k+$41k-$82k
+01400000-0.743.1%17.9517.405316.156.607.1%0.332010112+0-$57k+$38k-$18k
+56810167-0.723.2%17.3016.755306.556.955.9%0.342113704408-1-$281k+$1.3m+$1.0m
+02200000-0.713.7%16.7016.105296.957.355.6%0.360000025+1-$93k+$81k-$12k
+02000000-0.693.5%16.0515.505287.357.805.9%0.375030232+1-$85k+$104k+$19k
+03310101-0.673.3%15.4514.955277.808.205.0%0.380000018+0-$142k+$59k-$83k
+03140224-0.653.8%14.9014.355268.258.705.3%0.392100016+0-$134k+$52k-$82k
+629100303-0.633.6%14.3013.805258.709.155.0%0.412852205128+29-$1.3m+$419k-$849k
+015100101-0.623.7%13.8013.305249.209.654.8%0.420000024+0-$659k+$79k-$580k
+05010101-0.603.5%13.2512.805239.7010.154.5%0.430000050+0-$218k+$164k-$54k
+02410101-0.584.0%12.8012.3052210.2010.654.3%0.452020136+1-$105k+$117k+$13k
-110530123-0.564.1%12.3011.8052110.7511.204.1%0.462100141+0-$456k+$133k-$323k
-92360071522-0.554.3%11.8511.3552011.3011.753.9%0.47561134024113+2-$1.0m+$364k-$654k
+942758190176269-0.474.7%9.809.3551514.3514.803.1%0.538641435433+16-$1.1m+$101k-$1.0m
+231301024732-0.395.1%8.107.7051016.9018.207.4%0.591010170+0-$485k+$200k-$285k
+08110101-0.336.1%6.756.3550519.7521.9010.3%0.633010200026+4-$270k+$68k-$202k
+325546011436-0.284.5%5.705.4550024.2025.806.4%0.68101000066-4-$1.6m+$156k-$1.5m
+1915912208132146-0.248.7%4.804.4049527.4029.958.9%0.71000003+1-$406k+$6k-$400k
+09630301343-0.209.0%4.053.7049031.7535.4010.9%0.74000005+1-$212k+$10k-$202k
+1535909110-0.1712.1%3.503.1048536.0540.4511.5%0.77101012+0-$67k+$3k-$63k
+115411031821-0.1411.3%2.992.6748041.2545.008.7%0.79101012+0-$88k+$3k-$85k
+32820020020-0.1212.2%2.602.3047545.0048.858.2%0.81110001+0-$39k+$1k-$38k
+17425032124-0.1113.1%2.282.0047049.9053.657.2%0.83000000+0-$51k+$0-$51k
+308550305-0.0914.3%2.021.7546554.6058.707.2%0.84000000+0-$89k+$0-$89k
-14230639-0.0816.1%1.811.5446059.2063.857.6%0.85000001+0-$38k+$1k-$37k
+303700000-0.0717.4%1.621.3645564.1067.605.3%0.8620200002+0-$29k+$2k-$27k
+0172203023-0.0619.4%1.471.2145069.5073.205.2%0.87000003+0-$12k+$3k-$9k
+0700000-0.0620.7%1.331.0844573.5077.505.3%0.88000000+0-$4k+$0-$4k
+0020202-0.0522.0%1.210.9744078.4082.354.9%0.89000000+0
+11200000-0.0423.4%1.100.8743583.3588.005.4%0.89000000+0-$5k+$0-$5k
+0000000-0.0424.7%1.000.7843088.3092.454.6%0.90000000+0
+0000000-0.0326.1%0.910.7042593.1097.754.9%0.91000000+0
+1100000-0.0329.0%0.830.6242097.95102.504.5%0.91000000+0-$313+$0-$313