Simplify Analytics
GOOG

GOOG

$344.41 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
29.7%
IV percentile
25.1%
own all (<3y) · n=241
IV rank
26.1%
own all (<1y) · n=241
range
24.5% – 44.4%
own all (<1y) · n=241
low 24.5%241 sessions, all (<1y) · today 29.7%high 44.4%

Term structure · constant maturity

41 consecutive sessions in contango (the normal upward slope).

25 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)46 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)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)E 11-04 time?Earnings 2026-11-04, time unknown - date stated by the vendor's estimate First session it can move: 2026-11-04, 47 calendar days from the 2026-09-18 curve - every tenor of 47d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d34.9%27.6%
━ 2026-09-18┅ 2026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session (47d on the tenor axis), no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

90-day IV
33.3%
own all (<3y) 23.7% · n=241
slope, 30d − 90d
-3.6 pts
own all (<3y) 42.7% · n=241
variance risk premium, 30d
+6.4 pts
own all (<3y) 54.4% · n=236

Skew · risk reversal

25-delta
-1.7 pts
own all (<3y) 32.9% · n=35
10-delta
-0.2 pts
own all (<3y) 67.1% · 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

1d2026-09-18 · short
2026-09-18: 3 put and 3 call strikes within ±2.3%, IV 32% to 34%37%27%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 9 put and 9 call strikes within ±6.5%, IV 27% to 30%37%27%−6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 12 put and 11 call strikes within ±8.8%, IV 28% to 31%37%27%−8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 7 put and 8 call strikes within ±11%, IV 28% to 31%37%27%−11%book spot+11%
29d2026-10-16
2026-10-16: 8 put and 9 call strikes within ±12%, IV 29% to 31%37%27%−12%book spot+12%
64d2026-11-20
2026-11-20: 12 put and 13 call strikes within ±18%, IV 33% to 37%37%27%−18%book spot+18%
92d2026-12-18
2026-12-18: 15 put and 14 call strikes within ±22%, IV 33% to 36%37%27%−22%book spot+22%
120d2027-01-15
2027-01-15: 17 put and 15 call strikes within ±25%, IV 32% to 36%37%27%−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 (27%–37%), set by the expiries past 7 DTE.

Expiry window · 35–65 DTE

Next earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session, no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

expiryDTE28-DTE exitthesisearnings 11-04 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dclear · 12d29.2% c 345—
2026-10-30 Friweekly422026-10-0214dclear · 5d34.7% c 345—
2026-11-20 Fri632026-10-2335dspans · +16d
exit 12d before
34.2% c 345none served

DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-18 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-18, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-17 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.

Chain · one strike axis

Book as of 2026-09-17: 1 session behind 2026-09-18: no GOOG 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
+$221.4m per 1%
own all (<3y) 94.5% · n=64
gamma flip
$336.61
flip within ±25% of book spot
flip distance
-0.93 ATR
own all (<3y) 25.8% · n=60
0DTE share of volume
not listed daily

book spot $343.68 (unadjusted close, 2026-09-17) · call wall $350.00 (+1.84% from book spot) · put wall $340.00 (-1.07% from book spot) · max pain $345.00 (+0.38% 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 $343.68 × (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. GOOG headlines $344.41, its newest unadjusted close, on 2026-09-18; the book was taken at $343.68 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.

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

Tradability of the 2026-10-30 expiry: 42 calendar days from 2026-09-18 (43 from the book date), inside 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 380 (Δ 0.20), put 315 (Δ -0.21).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma 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 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move425420415410405400395390385380375370365360355350345340335330325320315310305300295290285280275270265260put strike nearest 0.20 delta: 315call strike nearest 0.20 delta: 380625062542342325%10%10%25%-$524k+$524kcall wall 350book spot 343.68put wall 340γ flip 336.61strike 425 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.20, spread no two-sided quote (zero bid) · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.70 × 82.45, spread 3.4% of mid · Δ -1.00 net GEX +$549 per 1% (calls +$549, puts +$0)strike 420 calls: OI 70 (+3) · vol 6 (at ask 0, at bid 1) · NBBO 0.80 × 2.40, spread 100.0% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.75 × 78.20, spread 4.5% of mid · Δ -0.99 net GEX +$23k per 1% (calls +$23k, puts +$0)strike 415 calls: OI 87 (+0) · vol 3 (at ask 3, at bid 0) · NBBO 0.20 × 2.81, spread 173.4% of mid · Δ 0.08 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.80 × 73.35, spread 5.0% of mid · Δ -0.98 net GEX +$34k per 1% (calls +$34k, puts +$0)strike 410 calls: OI 17 (+0) · vol 25 (at ask 4, at bid 21) · NBBO 0.45 × 3.30, spread 152.0% of mid · Δ 0.09 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.65 × 67.90, spread 4.9% of mid · Δ -0.97 net GEX +$8k per 1% (calls +$8k, puts +$0)strike 405 calls: OI 20 (+0) · vol 25 (at ask 25, at bid 0, multi-leg 1) · NBBO 1.28 × 2.58, spread 67.4% of mid · Δ 0.11 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.85 × 63.75, spread 6.3% of mid · Δ -0.96 net GEX +$10k per 1% (calls +$10k, puts +$0)strike 400 calls: OI 239 (+30) · vol 39 (at ask 22, at bid 13, multi-leg 1) · NBBO 2.28 × 2.62, spread 13.9% of mid · Δ 0.12 puts: OI 2 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 55.70 × 59.10, spread 5.9% of mid · Δ -0.93 net GEX +$134k per 1% (calls +$135k, puts -$930)strike 395 calls: OI 19 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 1.67 × 4.50, spread 91.7% of mid · Δ 0.14 puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.60 × 54.50, spread 7.4% of mid · Δ -0.90 net GEX +$9k per 1% (calls +$12k, puts -$3k)strike 390 calls: OI 84 (+5) · vol 40 (at ask 34, at bid 3) · NBBO 2.24 × 5.65, spread 86.4% of mid · Δ 0.16 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.25 × 49.55, spread 4.8% of mid · Δ -0.88 net GEX +$58k per 1% (calls +$59k, puts -$671)strike 385 calls: OI 228 (+12) · vol 84 (at ask 44, at bid 40, multi-leg 42) · NBBO 2.94 × 4.55, spread 43.0% of mid · Δ 0.18 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.90 × 45.75, spread 8.8% of mid · Δ -0.85 net GEX +$177k per 1% (calls +$177k, puts +$0)strike 380 calls: OI 625 (+413) · vol 423 (at ask 402, at bid 15, multi-leg 8) · NBBO 3.85 × 5.50, spread 35.3% of mid · Δ 0.20 puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.60 × 41.55, spread 10.0% of mid · Δ -0.82 net GEX +$524k per 1% (calls +$537k, puts -$13k)strike 375 calls: OI 51 (+11) · vol 397 (at ask 84, at bid 313, multi-leg 6) · NBBO 4.95 × 6.40, spread 25.6% of mid · Δ 0.24 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 33.55 × 37.10, spread 10.0% of mid · Δ -0.79 net GEX +$48k per 1% (calls +$48k, puts +$0)strike 370 calls: OI 455 (+266) · vol 52 (at ask 28, at bid 21, multi-leg 23) · NBBO 6.00 × 7.90, spread 27.3% of mid · Δ 0.28 puts: OI 4 (+4) · vol 27 (at ask 11, at bid 13, multi-leg 27) · NBBO 30.35 × 33.65, spread 10.3% of mid · Δ -0.74 net GEX +$448k per 1% (calls +$452k, puts -$4k)strike 365 calls: OI 90 (+18) · vol 34 (at ask 15, at bid 19, multi-leg 18) · NBBO 7.35 × 9.00, spread 20.2% of mid · Δ 0.33 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 26.70 × 29.35, spread 9.5% of mid · Δ -0.69 net GEX +$93k per 1% (calls +$93k, puts +$0)strike 360 calls: OI 101 (+15) · vol 160 (at ask 80, at bid 75, multi-leg 20) · NBBO 10.00 × 10.50, spread 4.9% of mid · Δ 0.38 puts: OI 19 (+2) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 23.30 × 25.90, spread 10.6% of mid · Δ -0.65 net GEX +$85k per 1% (calls +$108k, puts -$23k)strike 355 calls: OI 45 (-1) · vol 20 (at ask 11, at bid 9, multi-leg 8) · NBBO 11.20 × 12.60, spread 11.8% of mid · Δ 0.42 puts: OI 2 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 19.85 × 22.55, spread 12.7% of mid · Δ -0.60 net GEX +$47k per 1% (calls +$49k, puts -$2k)strike 350 calls: OI 378 (+224) · vol 89 (at ask 48, at bid 35, sweep 1, multi-leg 7) · NBBO 13.00 × 14.60, spread 11.6% of mid · Δ 0.47 puts: OI 60 (+50) · vol 0 (at ask 0, at bid 0) · NBBO 17.10 × 19.85, spread 14.9% of mid · Δ -0.54 net GEX +$348k per 1% (calls +$423k, puts -$75k)strike 345 calls: OI 94 (+26) · vol 63 (at ask 11, at bid 48, multi-leg 8) · NBBO 14.35 × 18.45, spread 25.0% of mid · Δ 0.51 puts: OI 40 (+1) · vol 4 (at ask 2, at bid 2, multi-leg 4) · NBBO 14.45 × 16.80, spread 15.0% of mid · Δ -0.49 net GEX +$55k per 1% (calls +$105k, puts -$51k)strike 340 calls: OI 533 (+358) · vol 16 (at ask 8, at bid 8, multi-leg 7) · NBBO 18.00 × 19.55, spread 8.3% of mid · Δ 0.56 puts: OI 59 (+16) · vol 24 (at ask 17, at bid 5, multi-leg 8) · NBBO 12.00 × 13.85, spread 14.3% of mid · Δ -0.44 net GEX +$509k per 1% (calls +$584k, puts -$75k)strike 335 calls: OI 18 (+0) · vol 11 (at ask 10, at bid 1, multi-leg 11) · NBBO 20.40 × 22.90, spread 11.5% of mid · Δ 0.61 puts: OI 47 (+5) · vol 12 (at ask 6, at bid 4, multi-leg 7) · NBBO 9.85 × 12.60, spread 24.5% of mid · Δ -0.39 net GEX -$38k per 1% (calls +$19k, puts -$57k)strike 330 calls: OI 43 (+0) · vol 15 (at ask 7, at bid 7) · NBBO 22.85 × 26.25, spread 13.8% of mid · Δ 0.65 puts: OI 78 (+17) · vol 27 (at ask 23, at bid 3, multi-leg 7) · NBBO 8.60 × 10.10, spread 16.0% of mid · Δ -0.34 net GEX -$43k per 1% (calls +$44k, puts -$87k)strike 325 calls: OI 41 (+9) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 26.20 × 29.55, spread 12.0% of mid · Δ 0.69 puts: OI 70 (+6) · vol 12 (at ask 3, at bid 8, multi-leg 9) · NBBO 7.20 × 8.15, spread 12.4% of mid · Δ -0.29 net GEX -$33k per 1% (calls +$39k, puts -$72k)strike 320 calls: OI 6 (+1) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 30.45 × 33.80, spread 10.4% of mid · Δ 0.73 puts: OI 116 (+23) · vol 57 (at ask 17, at bid 37, multi-leg 32) · NBBO 6.15 × 6.70, spread 8.6% of mid · Δ -0.25 net GEX -$103k per 1% (calls +$5k, puts -$109k)strike 315 calls: OI 5 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 33.65 × 37.10, spread 9.8% of mid · Δ 0.76 puts: OI 269 (-4) · vol 93 (at ask 80, at bid 10, multi-leg 74) · NBBO 4.45 × 5.75, spread 25.5% of mid · Δ -0.21 net GEX -$223k per 1% (calls +$4k, puts -$227k)strike 310 calls: OI 19 (+6) · vol 9 (at ask 0, at bid 9, multi-leg 5) · NBBO 37.60 × 41.60, spread 10.1% of mid · Δ 0.80 puts: OI 114 (+0) · vol 97 (at ask 21, at bid 63, sweep 1, multi-leg 89) · NBBO 3.65 × 4.55, spread 22.0% of mid · Δ -0.18 net GEX -$72k per 1% (calls +$14k, puts -$85k)strike 305 calls: OI 25 (+1) · vol 3 (at ask 0, at bid 3, multi-leg 2) · NBBO 42.35 × 45.20, spread 6.5% of mid · Δ 0.82 puts: OI 58 (+18) · vol 51 (at ask 23, at bid 28, multi-leg 29) · NBBO 2.90 × 3.80, spread 26.9% of mid · Δ -0.15 net GEX -$22k per 1% (calls +$16k, puts -$38k)strike 300 calls: OI 5 (+1) · vol 4 (at ask 2, at bid 2) · NBBO 46.10 × 50.05, spread 8.2% of mid · Δ 0.84 puts: OI 74 (+19) · vol 188 (at ask 20, at bid 155, multi-leg 19) · NBBO 2.43 × 3.00, spread 21.0% of mid · Δ -0.12 net GEX -$39k per 1% (calls +$3k, puts -$42k)strike 295 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.20 × 54.10, spread 5.5% of mid · Δ 0.86 puts: OI 87 (+11) · vol 13 (at ask 8, at bid 5, multi-leg 2) · NBBO 1.17 × 2.95, spread 86.4% of mid · Δ -0.10 net GEX -$42k per 1% (calls +$0, puts -$42k)strike 290 calls: OI 1 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 55.10 × 58.65, spread 6.2% of mid · Δ 0.88 puts: OI 66 (+0) · vol 15 (at ask 12, at bid 3, multi-leg 2) · NBBO 0.97 × 2.10, spread 73.6% of mid · Δ -0.08 net GEX -$26k per 1% (calls +$443, puts -$26k)strike 285 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.70 × 63.65, spread 6.4% of mid · Δ 0.90 puts: OI 25 (+13) · vol 1 (at ask 0, at bid 0) · NBBO 0.87 × 2.12, spread 83.6% of mid · Δ -0.06 net GEX -$8k per 1% (calls +$390, puts -$8k)strike 280 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.40 × 68.00, spread 5.4% of mid · Δ 0.91 puts: OI 230 (+5) · vol 83 (at ask 1, at bid 54, multi-leg 27) · NBBO 0.15 × 1.10, spread 152.0% of mid · Δ -0.04 net GEX -$53k per 1% (calls +$0, puts -$53k)strike 275 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.15 × 73.10, spread 5.6% of mid · Δ 0.92 puts: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.05, spread no two-sided quote (zero bid) · Δ -0.03 net GEX -$5k per 1% (calls +$304, puts -$6k)strike 270 calls: OI 1 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 73.95 × 77.50, spread 4.7% of mid · Δ 0.93 puts: OI 47 (+34) · vol 27 (at ask 0, at bid 2, multi-leg 27) · NBBO 0.00 × 1.32, spread no two-sided quote (zero bid) · Δ -0.03 net GEX -$7k per 1% (calls +$269, puts -$8k)strike 265 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.85 × 82.30, spread 4.3% of mid · Δ 0.93 puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.61, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$415 per 1% (calls +$0, puts -$415)strike 260 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.45 × 87.20, spread 3.2% of mid · Δ 0.94 puts: OI 3 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.12 × 2.51, spread 181.7% of mid · Δ -0.02 net GEX -$142 per 1% (calls +$214, puts -$356)

2026-10-30 expiry, 34 strikes within ±25% of book spot (the flip search band); 22 hidden (10 above, 12 below), 9 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$1.9m 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 $345.00 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 · 34 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.003.4%82.4579.704250.001.20no two-sided quote0.05000002+0+$0+$549+$549
+0000000-0.994.5%78.2074.754200.802.40100.0%0.066010070+3+$0+$23k+$23k
+0000000-0.985.0%73.3569.804150.202.81173.4%0.083300087+0+$0+$34k+$34k
+0000000-0.974.9%67.9064.654100.453.30152.0%0.09254210017+0+$0+$8k+$8k
+0000000-0.966.3%63.7559.854051.282.5867.4%0.11252500120+0+$0+$10k+$10k
+1200000-0.935.9%59.1055.704002.282.6213.9%0.1239221301239+30-$930+$135k+$134k
+0500000-0.907.4%54.5050.603951.674.5091.7%0.142110019+0-$3k+$12k+$9k
+0100000-0.884.8%49.5547.253902.245.6586.4%0.16403430084+5-$671+$59k+$58k
+0000000-0.858.8%45.7541.903852.944.5543.0%0.18844440042228+12+$0+$177k+$177k
+01500000-0.8210.0%41.5537.603803.855.5035.3%0.204234021508625+413-$13k+$537k+$524k
+0000000-0.7910.0%37.1033.553754.956.4025.6%0.24397843130651+11+$0+$48k+$48k
+44270131127-0.7410.3%33.6530.353706.007.9027.3%0.28522821023455+266-$4k+$452k+$448k
+0000000-0.699.5%29.3526.703657.359.0020.2%0.3334151901890+18+$0+$93k+$93k
+21910011-0.6510.6%25.9023.3036010.0010.504.9%0.381608075020101+15-$23k+$108k+$85k
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