Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
19.5%
own all (<3y) · n=241
IV rank
13.6%
own all (<1y) · n=241
range
10.6% – 25.3%
own all (<1y) · n=241
low 10.6% 241 sessions, all (<1y) · today 12.6% high 25.3%
Term structure · constant maturity 36 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) 1d 5d 7d 14d 30d 60d 90d 180d 365d 16.6% 10.3% ━ 2026-09-18 ┅ 2026-08-19 (21 sessions earlier) ◆ scheduled release, at the first tenor spanning it 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: 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
14.4%
own all (<3y) 36.1% · n=241
slope, 30d − 90d
-1.8 pts
own all (<3y) 12.0% · n=241
variance risk premium, 30d
+1.2 pts
own all (<3y) 40.0% · n=236
Skew · risk reversal 25-delta
+7.0 pts
own all (<3y) 98.6% · n=35
10-delta
+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 2026-09-17 1d 2026-09-18 · short
2026-09-18: 12 put and 12 call strikes within ±2.3%, IV 10% to 24% 30% 9% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 25 put and 26 call strikes within ±6.5%, IV 10% to 24% 30% 9% −6.5% book spot +6.5% 13d 2026-09-30
2026-09-30: 26 put and 24 call strikes within ±8.2%, IV 10% to 24% 30% 9% −8.2% book spot +8.2% 15d 2026-10-02
2026-10-02: 18 put and 26 call strikes within ±8.8%, IV 10% to 24% 30% 9% −8.8% book spot +8.8% 29d 2026-10-16
2026-10-16: 12 put and 35 call strikes within ±12%, IV 11% to 25% 30% 9% −12% book spot +12% 92d 2026-12-18
2026-12-18: 13 put and 42 call strikes within ±22%, IV 12% to 29% 30% 9% −22% book spot +22% 105d 2026-12-31
2026-12-31: 11 put and 10 call strikes within ±23%, IV 12% to 26% 30% 9% −23% book spot +23% 120d 2027-01-15
2027-01-15: 13 put and 17 call strikes within ±25%, IV 12% to 25% 30% 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%–30%), set by the expiries past 7 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.
expiry DTE 28-DTE exit thesis earnings ATM IV · 09-17 expected move 2026-10-23 Fri weekly 35 2026-09-25 7d no earnings (ETF) 14.1% p 518 — 2026-10-30 Fri weekly 42 2026-10-02 14d no earnings (ETF) 14.6% p 518 — 2026-11-20 Fri 63 2026-10-23 35d no earnings (ETF) 13.1% c 520 —
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 DIA 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
-$214.0m per 1%
own all (<3y) 7.0% · n=64
gamma flip
$519.73
flip within ±25% of book spot
flip distance
+0.26 ATR
own all (<3y) 77.1% · n=59
0DTE share of volume
not listed daily
book spot $518.35 (unadjusted close, 2026-09-17) · call wall $520.00 (+0.32% from book spot) · put wall $520.00 (+0.32% from book spot) · max pain $530.00 (+2.25% 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 $518.35 × (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. DIA headlines $515.88 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $518.35 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 09-30 · 13d 10-02 · 15d 10-09 · 22d 10-16 · 29d · mp 10-23 · 36d 10-30 · 43d 11-20 · 64d 12-18 · 92d 12-31 · 105d 01-15 · 120d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2027-01-15 expiry: 119 calendar days from 2026-09-18 (120 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 555 (Δ 0.21), put 480 (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 2026-09-16'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 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 440 435 430 425 420 415 410 405 400 395 390 put strike nearest 0.20 delta: 480 call strike nearest 0.20 delta: 555 4.9k 0 4.9k 207 207 25% 10% 10% 25% -$12.6m +$12.6m call wall 520 put wall 520 γ flip 519.73 book spot 518.35 strike 645
calls: OI 1,885 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 0.23, spread 128.6% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 125.65 × 129.00, spread 2.6% of mid · Δ -0.98
net GEX +$268k per 1% (calls +$268k, puts +$0) strike 640
calls: OI 259 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.07 × 0.25, spread 112.5% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.65 × 124.75, spread 3.3% of mid · Δ -0.98
net GEX +$42k per 1% (calls +$42k, puts +$0) strike 635
calls: OI 85 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.10 × 0.28, spread 94.7% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.65 × 119.00, spread 2.9% of mid · Δ -0.98
net GEX +$16k per 1% (calls +$16k, puts +$0) strike 630
calls: OI 161 (+0) · vol 55 (at ask 29, at bid 25) · NBBO 0.13 × 0.31, spread 81.8% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.65 × 114.60, spread 3.5% of mid · Δ -0.98
net GEX +$35k per 1% (calls +$35k, puts +$0) strike 625
calls: OI 58 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.16 × 0.36, spread 76.9% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.65 × 109.00, spread 3.1% of mid · Δ -0.98
net GEX +$14k per 1% (calls +$14k, puts +$0) strike 620
calls: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.20 × 0.41, spread 68.9% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.65 × 104.60, spread 3.8% of mid · Δ -0.98
net GEX +$9k per 1% (calls +$9k, puts +$0) strike 615
calls: OI 48 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.25 × 0.47, spread 61.1% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.25 × 99.85, spread 4.7% of mid · Δ -0.98
net GEX +$16k per 1% (calls +$16k, puts +$0) strike 610
calls: OI 56 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.31 × 0.55, spread 55.8% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.70 × 94.00, spread 3.6% of mid · Δ -0.98
net GEX +$22k per 1% (calls +$22k, puts +$0) strike 605
calls: OI 424 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.39 × 0.65, spread 50.0% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.70 × 89.65, spread 4.5% of mid · Δ -0.98
net GEX +$193k per 1% (calls +$193k, puts +$0) strike 600
calls: OI 329 (+0) · vol 8 (at ask 3, at bid 5) · NBBO 0.53 × 0.77, spread 36.9% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.70 × 84.65, spread 4.8% of mid · Δ -0.97
net GEX +$174k per 1% (calls +$174k, puts +$0) strike 595
calls: OI 447 (+311) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.62 × 0.93, spread 40.0% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.70 × 79.65, spread 5.1% of mid · Δ -0.97
net GEX +$280k per 1% (calls +$280k, puts +$0) strike 590
calls: OI 62 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.79 × 1.11, spread 33.7% of mid · Δ 0.06
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.70 × 74.65, spread 5.4% of mid · Δ -0.97
net GEX +$46k per 1% (calls +$46k, puts +$0) strike 585
calls: OI 196 (-1) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 1.01 × 1.36, spread 29.5% of mid · Δ 0.07
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.70 × 69.65, spread 5.8% of mid · Δ -0.97
net GEX +$168k per 1% (calls +$168k, puts -$571) strike 580
calls: OI 617 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.30 × 1.66, spread 24.3% of mid · Δ 0.08
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.70 × 64.00, spread 5.3% of mid · Δ -0.97
net GEX +$614k per 1% (calls +$615k, puts -$1k) strike 575
calls: OI 205 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 1.66 × 2.05, spread 21.0% of mid · Δ 0.10
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.70 × 59.65, spread 6.8% of mid · Δ -0.96
net GEX +$236k per 1% (calls +$237k, puts -$763) strike 570
calls: OI 238 (+1) · vol 13 (at ask 11, at bid 2) · NBBO 2.13 × 2.54, spread 17.6% of mid · Δ 0.12
puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.65 × 54.60, spread 7.5% of mid · Δ -0.95
net GEX +$303k per 1% (calls +$315k, puts -$12k) strike 565
calls: OI 197 (+0) · vol 2 (at ask 1, at bid 0, multi-leg 2) · NBBO 2.73 × 3.20, spread 15.9% of mid · Δ 0.15
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.75 × 49.70, spread 8.3% of mid · Δ -0.94
net GEX +$291k per 1% (calls +$296k, puts -$5k) strike 560
calls: OI 2,433 (-40) · vol 27 (at ask 1, at bid 25, multi-leg 1) · NBBO 3.45 × 3.95, spread 13.5% of mid · Δ 0.17
puts: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 40.90 × 44.85, spread 9.2% of mid · Δ -0.92
net GEX +$4.1m per 1% (calls +$4.1m, puts -$24k) strike 555
calls: OI 487 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 4.40 × 4.90, spread 10.8% of mid · Δ 0.21
puts: OI 19 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.15 × 40.15, spread 10.5% of mid · Δ -0.89
net GEX +$868k per 1% (calls +$902k, puts -$34k) strike 550
calls: OI 561 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 5.55 × 6.05, spread 8.6% of mid · Δ 0.24
puts: OI 386 (-9) · vol 1 (at ask 1, at bid 0) · NBBO 31.70 × 35.90, spread 12.4% of mid · Δ -0.85
net GEX +$292k per 1% (calls +$1.1m, puts -$834k) strike 545
calls: OI 251 (-5) · vol 5 (at ask 0, at bid 2, multi-leg 5) · NBBO 6.95 × 7.50, spread 7.6% of mid · Δ 0.28
puts: OI 124 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.20 × 32.15, spread 13.1% of mid · Δ -0.80
net GEX +$225k per 1% (calls +$536k, puts -$311k) strike 540
calls: OI 2,963 (+3) · vol 4 (at ask 1, at bid 3) · NBBO 8.65 × 9.15, spread 5.6% of mid · Δ 0.33
puts: OI 152 (+8) · vol 0 (at ask 0, at bid 0) · NBBO 24.45 × 28.70, spread 16.0% of mid · Δ -0.75
net GEX +$6.2m per 1% (calls +$6.6m, puts -$427k) strike 535
calls: OI 276 (+12) · vol 5 (at ask 4, at bid 1) · NBBO 10.60 × 11.15, spread 5.1% of mid · Δ 0.37
puts: OI 1,095 (-14) · vol 0 (at ask 0, at bid 0) · NBBO 21.15 × 25.40, spread 18.3% of mid · Δ -0.69
net GEX -$2.7m per 1% (calls +$630k, puts -$3.4m) strike 530
calls: OI 1,915 (+4) · vol 40 (at ask 10, at bid 29) · NBBO 12.85 × 13.40, spread 4.2% of mid · Δ 0.42
puts: OI 98 (-6) · vol 0 (at ask 0, at bid 0) · NBBO 18.40 × 21.95, spread 17.6% of mid · Δ -0.63
net GEX +$4.1m per 1% (calls +$4.4m, puts -$301k) strike 525
calls: OI 408 (+2) · vol 16 (at ask 6, at bid 9, multi-leg 1) · NBBO 15.40 × 15.95, spread 3.5% of mid · Δ 0.46
puts: OI 510 (+1) · vol 11 (at ask 0, at bid 10, multi-leg 11) · NBBO 17.65 × 18.30, spread 3.6% of mid · Δ -0.56
net GEX -$607k per 1% (calls +$926k, puts -$1.5m) strike 520
calls: OI 423 (+21) · vol 86 (at ask 39, at bid 36, multi-leg 3) · NBBO 18.20 × 18.80, spread 3.2% of mid · Δ 0.50
puts: OI 4,610 (+1) · vol 207 (at ask 107, at bid 100, multi-leg 2) · NBBO 15.40 × 15.70, spread 1.9% of mid · Δ -0.51
net GEX -$12.6m per 1% (calls +$936k, puts -$13.5m) strike 515
calls: OI 620 (+10) · vol 5 (at ask 3, at bid 2, multi-leg 3) · NBBO 21.30 × 21.85, spread 2.5% of mid · Δ 0.54
puts: OI 700 (+1) · vol 45 (at ask 20, at bid 17, multi-leg 42) · NBBO 13.45 × 14.05, spread 4.4% of mid · Δ -0.45
net GEX -$617k per 1% (calls +$1.3m, puts -$1.9m) strike 510
calls: OI 141 (-7) · vol 0 (at ask 0, at bid 0) · NBBO 23.10 × 26.55, spread 13.9% of mid · Δ 0.58
puts: OI 479 (-27) · vol 56 (at ask 13, at bid 22, multi-leg 55) · NBBO 11.75 × 12.35, spread 5.0% of mid · Δ -0.40
net GEX -$960k per 1% (calls +$286k, puts -$1.2m) strike 505
calls: OI 901 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 26.65 × 30.20, spread 12.5% of mid · Δ 0.62
puts: OI 266 (+0) · vol 98 (at ask 24, at bid 44, multi-leg 96) · NBBO 10.30 × 10.85, spread 5.2% of mid · Δ -0.36
net GEX +$1.1m per 1% (calls +$1.7m, puts -$643k) strike 500
calls: OI 809 (+0) · vol 10 (at ask 2, at bid 8, multi-leg 6) · NBBO 30.40 × 34.15, spread 11.6% of mid · Δ 0.65
puts: OI 566 (-54) · vol 0 (at ask 0, at bid 0) · NBBO 9.00 × 9.55, spread 5.9% of mid · Δ -0.32
net GEX +$176k per 1% (calls +$1.4m, puts -$1.3m) strike 495
calls: OI 138 (+0) · vol 4 (at ask 1, at bid 2) · NBBO 34.30 × 37.65, spread 9.3% of mid · Δ 0.68
puts: OI 361 (-3) · vol 16 (at ask 5, at bid 11) · NBBO 7.90 × 8.45, spread 6.7% of mid · Δ -0.28
net GEX -$511k per 1% (calls +$229k, puts -$740k) strike 490
calls: OI 359 (+15) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 38.25 × 41.85, spread 9.0% of mid · Δ 0.71
puts: OI 3,116 (+1) · vol 7 (at ask 0, at bid 7, multi-leg 1) · NBBO 6.95 × 7.45, spread 6.9% of mid · Δ -0.25
net GEX -$5.2m per 1% (calls +$553k, puts -$5.8m) strike 485
calls: OI 233 (+0) · vol 4 (at ask 4, at bid 0) · NBBO 42.40 × 46.10, spread 8.4% of mid · Δ 0.73
puts: OI 99 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 6.15 × 6.65, spread 7.8% of mid · Δ -0.22
net GEX +$167k per 1% (calls +$333k, puts -$166k) strike 480
calls: OI 958 (-1) · vol 12 (at ask 8, at bid 4) · NBBO 46.45 × 50.20, spread 7.8% of mid · Δ 0.75
puts: OI 445 (-10) · vol 2 (at ask 0, at bid 2) · NBBO 5.40 × 5.90, spread 8.8% of mid · Δ -0.20
net GEX +$597k per 1% (calls +$1.3m, puts -$672k) strike 475
calls: OI 806 (+3) · vol 4 (at ask 2, at bid 2) · NBBO 50.60 × 54.60, spread 7.6% of mid · Δ 0.77
puts: OI 133 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 4.80 × 5.30, spread 9.9% of mid · Δ -0.18
net GEX +$806k per 1% (calls +$986k, puts -$181k) strike 470
calls: OI 567 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.20 × 59.15, spread 6.9% of mid · Δ 0.79
puts: OI 1,254 (-1) · vol 3 (at ask 1, at bid 2) · NBBO 4.30 × 4.75, spread 9.9% of mid · Δ -0.16
net GEX -$891k per 1% (calls +$639k, puts -$1.5m) strike 465
calls: OI 66 (+0) · vol 6 (at ask 6, at bid 0) · NBBO 59.55 × 63.65, spread 6.7% of mid · Δ 0.80
puts: OI 134 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 3.85 × 4.30, spread 11.0% of mid · Δ -0.14
net GEX -$78k per 1% (calls +$69k, puts -$147k) strike 460
calls: OI 80 (-3) · vol 8 (at ask 6, at bid 2) · NBBO 64.20 × 68.20, spread 6.0% of mid · Δ 0.82
puts: OI 4,462 (-12) · vol 12 (at ask 6, at bid 4) · NBBO 3.45 × 3.90, spread 12.2% of mid · Δ -0.13
net GEX -$4.3m per 1% (calls +$77k, puts -$4.4m) strike 455
calls: OI 62 (+0) · vol 6 (at ask 3, at bid 3) · NBBO 68.80 × 72.80, spread 5.6% of mid · Δ 0.83
puts: OI 47 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.15 × 3.55, spread 11.9% of mid · Δ -0.11
net GEX +$14k per 1% (calls +$55k, puts -$41k) strike 450
calls: OI 1,246 (+0) · vol 6 (at ask 3, at bid 3) · NBBO 73.45 × 77.45, spread 5.3% of mid · Δ 0.84
puts: OI 1,110 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 2.90 × 3.25, spread 11.4% of mid · Δ -0.10
net GEX +$142k per 1% (calls +$1.0m, puts -$880k) strike 445
calls: OI 54 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.05 × 82.15, spread 5.1% of mid · Δ 0.85
puts: OI 3,557 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 2.60 × 2.98, spread 13.6% of mid · Δ -0.09
net GEX -$2.5m per 1% (calls +$41k, puts -$2.5m) strike 440
calls: OI 63 (+6) · vol 8 (at ask 4, at bid 4) · NBBO 83.00 × 86.85, spread 4.5% of mid · Δ 0.86
puts: OI 2,600 (+0) · vol 2 (at ask 1, at bid 0, multi-leg 1) · NBBO 2.37 × 2.75, spread 14.8% of mid · Δ -0.08
net GEX -$1.6m per 1% (calls +$44k, puts -$1.7m) strike 435
calls: OI 220 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.30 × 91.50, spread 4.7% of mid · Δ 0.87
puts: OI 555 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.18 × 2.55, spread 15.6% of mid · Δ -0.07
net GEX -$176k per 1% (calls +$144k, puts -$319k) strike 430
calls: OI 653 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 92.30 × 96.30, spread 4.2% of mid · Δ 0.88
puts: OI 2,908 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 2.00 × 2.36, spread 16.5% of mid · Δ -0.07
net GEX -$1.1m per 1% (calls +$397k, puts -$1.5m) strike 425
calls: OI 40 (+0) · vol 6 (at ask 6, at bid 0, multi-leg 6) · NBBO 97.05 × 101.00, spread 4.0% of mid · Δ 0.88
puts: OI 430 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 1.84 × 2.19, spread 17.4% of mid · Δ -0.06
net GEX -$180k per 1% (calls +$23k, puts -$203k) strike 420
calls: OI 299 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 101.90 × 105.80, spread 3.8% of mid · Δ 0.89
puts: OI 713 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.69 × 2.04, spread 18.8% of mid · Δ -0.06
net GEX -$148k per 1% (calls +$157k, puts -$305k) strike 415
calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.60 × 109.90, spread 3.0% of mid · Δ 0.90
puts: OI 220 (-5) · vol 0 (at ask 0, at bid 0) · NBBO 1.56 × 1.90, spread 19.7% of mid · Δ -0.05
net GEX -$79k per 1% (calls +$6k, puts -$85k) strike 410
calls: OI 20 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 111.40 × 115.50, spread 3.6% of mid · Δ 0.90
puts: OI 785 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.44 × 1.77, spread 20.6% of mid · Δ -0.05
net GEX -$267k per 1% (calls +$9k, puts -$276k) strike 405
calls: OI 41 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 116.05 × 120.50, spread 3.8% of mid · Δ 0.91
puts: OI 157 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 1.33 × 1.65, spread 21.5% of mid · Δ -0.04
net GEX -$33k per 1% (calls +$18k, puts -$50k) strike 400
calls: OI 112 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.90 × 125.00, spread 3.3% of mid · Δ 0.91
puts: OI 4,949 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.28 × 1.53, spread 17.8% of mid · Δ -0.04
net GEX -$1.4m per 1% (calls +$45k, puts -$1.4m) strike 395
calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 125.70 × 130.00, spread 3.4% of mid · Δ 0.92
puts: OI 645 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.13 × 1.43, spread 23.4% of mid · Δ -0.04
net GEX -$164k per 1% (calls +$6k, puts -$170k) strike 390
calls: OI 45 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 130.70 × 134.75, spread 3.1% of mid · Δ 0.92
puts: OI 1,440 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.04 × 1.33, spread 24.5% of mid · Δ -0.03
net GEX -$328k per 1% (calls +$16k, puts -$344k) 2027-01-15 expiry, 52 strikes within ±25% of book spot (the flip search band); 50 hidden (9 above, 41 below), 50 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$16.2m 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 $530.00 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 · 52 strikes puts strike calls GEX, $ per 1% ΔOI OI multi-leg sweep @bid @ask vol Δ spr ask bid bid ask spr Δ vol @ask @bid sweep multi-leg OI ΔOI put call net +0 0 0 0 0 0 0 -0.98 2.6% 129.00 125.65 645 0.05 0.23 128.6% 0.01 0 0 0 0 0 1,885 +0 +$0 +$268k +$268k +0 0 0 0 0 0 0 -0.98 3.3% 124.75 120.65 640 0.07 0.25 112.5% 0.01 0 0 0 0 0 259 +0 +$0 +$42k +$42k +0 0 0 0 0 0 0 -0.98 2.9% 119.00 115.65 635 0.10 0.28 94.7% 0.01 0 0 0 0 0 85 +0 +$0 +$16k +$16k +0 0 0 0 0 0 0 -0.98 3.5% 114.60 110.65 630 0.13 0.31 81.8% 0.01 55 29 25 0 0 161 +0 +$0 +$35k +$35k +0 0 0 0 0 0 0 -0.98 3.1% 109.00 105.65 625 0.16 0.36 76.9% 0.02 0 0 0 0 0 58 +0 +$0 +$14k +$14k +0 0 0 0 0 0 0 -0.98 3.8% 104.60 100.65 620 0.20 0.41 68.9% 0.02 0 0 0 0 0 31 +0 +$0 +$9k +$9k +0 0 0 0 0 0 0 -0.98 4.7% 99.85 95.25 615 0.25 0.47 61.1% 0.02 0 0 0 0 0 48 +0 +$0 +$16k +$16k +0 0 0 0 0 0 0 -0.98 3.6% 94.00 90.70 610 0.31 0.55 55.8% 0.03 0 0 0 0 0 56 +0 +$0 +$22k +$22k +0 0 0 0 0 0 0 -0.98 4.5% 89.65 85.70 605 0.39 0.65 50.0% 0.03 1 0 1 0 1 424 +0 +$0 +$193k +$193k +0 0 0 0 0 0 0 -0.97 4.8% 84.65 80.70 600 0.53 0.77 36.9% 0.04 8 3 5 0 0 329 +0 +$0 +$174k +$174k +0 0 0 0 0 0 0 -0.97 5.1% 79.65 75.70 595 0.62 0.93 40.0% 0.05 1 1 0 0 1 447 +311 +$0 +$280k +$280k +0 0 0 0 0 0 0 -0.97 5.4% 74.65 70.70 590 0.79 1.11 33.7% 0.06 0 0 0 0 0 62 +0 +$0 +$46k +$46k +0 1 0 0 0 0 0 -0.97 5.8% 69.65 65.70 585 1.01 1.36 29.5% 0.07 1 0 0 0 1 196 -1 -$571 +$168k +$168k +0 2 0 0 0 0 0 -0.97 5.3% 64.00 60.70 580 1.30 1.66 24.3% 0.08 0 0 0 0 0 617 +0 -$1k +$615k +$614k +0 1 0 0 0 0 0 -0.96 6.8% 59.65 55.70 575 1.66 2.05 21.0% 0.10 5 5 0 0 0 205 +0 -$763 +$237k +$236k +0 13 0 0 0 0 0 -0.95 7.5% 54.60 50.65 570 2.13 2.54 17.6% 0.12 13 11 2 0 0 238 +1 -$12k +$315k +$303k +0 4 0 0 0 0 0 -0.94 8.3% 49.70 45.75 565 2.73 3.20 15.9% 0.15 2 1 0 0 2 197 +0 -$5k +$296k +$291k +0 17 0 0 0 0 0 -0.92 9.2% 44.85 40.90 560 3.45 3.95 13.5% 0.17 27 1 25 0 1 2,433 -40 -$24k +$4.1m +$4.1m +0 19 0 0 0 0 0 -0.89 10.5% 40.15 36.15 555 4.40 4.90 10.8% 0.21 1 0 1 0 0 487 +0 -$34k +$902k +$868k -9 386 0 0 0 1 1 -0.85 12.4% 35.90 31.70 550 5.55 6.05 8.6% 0.24 1 1 0 0 1 561 +1 -$834k +$1.1m +$292k +0 124 0 0 0 0 0 -0.80 13.1% 32.15 28.20 545 6.95 7.50 7.6% 0.28 5 0 2 0 5 251 -5 -$311k +$536k +$225k +8 152 0 0 0 0 0 -0.75 16.0% 28.70 24.45 540 8.65 9.15 5.6% 0.33 4 1 3 0 0 2,963 +3 -$427k +$6.6m +$6.2m -14 1,095 0 0 0 0 0 -0.69 18.3% 25.40 21.15 535 10.60 11.15 5.1% 0.37 5 4 1 0 0 276 +12 -$3.4m +$630k -$2.7m -6 98 0 0 0 0 0 -0.63 17.6% 21.95 18.40 530 12.85 13.40 4.2% 0.42 40 10 29 0 0 1,915 +4 -$301k +$4.4m +$4.1m +1 510 11 0 10 0 11 -0.56 3.6% 18.30 17.65 525 15.40 15.95 3.5% 0.46 16 6 9 0 1 408 +2 -$1.5m +$926k -$607k +1 4,610 2 0 100 107 207 -0.51 1.9% 15.70 15.40 520 18.20 18.80 3.2% 0.50 86 39 36 0 3 423 +21 -$13.5m +$936k -$12.6m +1 700 42 0 17 20 45 -0.45 4.4% 14.05 13.45 515 21.30 21.85 2.5% 0.54 5 3 2 0 3 620 +10 -$1.9m +$1.3m -$617k -27 479 55 0 22 13 56 -0.40 5.0% 12.35 11.75 510 23.10 26.55 13.9% 0.58 0 0 0 0 0 141 -7 -$1.2m +$286k -$960k +0 266 96 0 44 24 98 -0.36 5.2% 10.85 10.30 505 26.65 30.20 12.5% 0.62 1 0 1 0 1 901 +0 -$643k +$1.7m +$1.1m -54 566 0 0 0 0 0 -0.32 5.9% 9.55 9.00 500 30.40 34.15 11.6% 0.65 10 2 8 0 6 809 +0 -$1.3m +$1.4m +$176k -3 361 0 0 11 5 16 -0.28 6.7% 8.45 7.90 495 34.30 37.65 9.3% 0.68 4 1 2 0 0 138 +0 -$740k +$229k -$511k +1 3,116 1 0 7 0 7 -0.25 6.9% 7.45 6.95 490 38.25 41.85 9.0% 0.71 3 3 0 0 3 359 +15 -$5.8m +$553k -$5.2m +1 99 1 0 1 0 1 -0.22 7.8% 6.65 6.15 485 42.40 46.10 8.4% 0.73 4 4 0 0 0 233 +0 -$166k +$333k +$167k -10 445 0 0 2 0 2 -0.20 8.8% 5.90 5.40 480 46.45 50.20 7.8% 0.75 12 8 4 0 0 958 -1 -$672k +$1.3m +$597k -3 133 0 0 0 0 0 -0.18 9.9% 5.30 4.80 475 50.60 54.60 7.6% 0.77 4 2 2 0 0 806 +3 -$181k +$986k +$806k -1 1,254 0 0 2 1 3 -0.16 9.9% 4.75 4.30 470 55.20 59.15 6.9% 0.79 0 0 0 0 0 567 +0 -$1.5m +$639k -$891k +1 134 0 0 0 0 0 -0.14 11.0% 4.30 3.85 465 59.55 63.65 6.7% 0.80 6 6 0 0 0 66 +0 -$147k +$69k -$78k -12 4,462 0 0 4 6 12 -0.13 12.2% 3.90 3.45 460 64.20 68.20 6.0% 0.82 8 6 2 0 0 80 -3 -$4.4m +$77k -$4.3m +0 47 0 0 0 0 0 -0.11 11.9% 3.55 3.15 455 68.80 72.80 5.6% 0.83 6 3 3 0 0 62 +0 -$41k +$55k +$14k +0 1,110 0 0 2 0 2 -0.10 11.4% 3.25 2.90 450 73.45 77.45 5.3% 0.84 6 3 3 0 0 1,246 +0 -$880k +$1.0m +$142k +0 3,557 0 0 0 1 1 -0.09 13.6% 2.98 2.60 445 78.05 82.15 5.1% 0.85 0 0 0 0 0 54 +0 -$2.5m +$41k -$2.5m +0 2,600 1 0 0 1 2 -0.08 14.8% 2.75 2.37 440 83.00 86.85 4.5% 0.86 8 4 4 0 0 63 +6 -$1.7m +$44k -$1.6m +0 555 0 0 0 0 0 -0.07 15.6% 2.55 2.18 435 87.30 91.50 4.7% 0.87 0 0 0 0 0 220 +0 -$319k +$144k -$176k +5 2,908 0 0 0 0 0 -0.07 16.5% 2.36 2.00 430 92.30 96.30 4.2% 0.88 0 0 0 0 0 653 +5 -$1.5m +$397k -$1.1m +0 430 0 0 0 5 5 -0.06 17.4% 2.19 1.84 425 97.05 101.00 4.0% 0.88 6 6 0 0 6 40 +0 -$203k +$23k -$180k +0 713 0 0 0 0 0 -0.06 18.8% 2.04 1.69 420 101.90 105.80 3.8% 0.89 0 0 0 0 0 299 -2 -$305k +$157k -$148k -5 220 0 0 0 0 0 -0.05 19.7% 1.90 1.56 415 106.60 109.90 3.0% 0.90 0 0 0 0 0 12 +0 -$85k +$6k -$79k +0 785 0 0 0 0 0 -0.05 20.6% 1.77 1.44 410 111.40 115.50 3.6% 0.90 0 0 0 0 0 20 +0 -$276k +$9k -$267k +10 157 0 0 0 0 0 -0.04 21.5% 1.65 1.33 405 116.05 120.50 3.8% 0.91 0 0 0 0 0 41 +0 -$50k +$18k -$33k +0 4,949 0 0 0 0 0 -0.04 17.8% 1.53 1.28 400 120.90 125.00 3.3% 0.91 0 0 0 0 0 112 +0 -$1.4m +$45k -$1.4m +0 645 0 0 0 0 0 -0.04 23.4% 1.43 1.13 395 125.70 130.00 3.4% 0.92 0 0 0 0 0 16 +0 -$170k +$6k -$164k +0 1,440 0 0 0 0 0 -0.03 24.5% 1.33 1.04 390 130.70 134.75 3.1% 0.92 0 0 0 0 0 45 +0 -$344k +$16k -$328k
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