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 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 410 (Δ 0.21), put 300 (Δ -0.20).

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% move420410405400395390385380375370365360355350345340335330325320315310305300295290285280275270265260put strike nearest 0.20 delta: 300call strike nearest 0.20 delta: 41026k026k2.0k2.0k25%10%10%25%-$14.2m+$14.2mcall wall 350book spot 343.68put wall 340γ flip 336.61strike 420 calls: OI 3,588 (-12) · vol 88 (at ask 26, at bid 58, multi-leg 65) · NBBO 5.75 × 6.25, spread 8.3% of mid · Δ 0.18 puts: OI 201 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 77.05 × 80.20, spread 4.0% of mid · Δ -0.90 net GEX +$1.6m per 1% (calls +$1.6m, puts -$81k)strike 410 calls: OI 2,682 (-2) · vol 47 (at ask 6, at bid 40, multi-leg 2) · NBBO 7.00 × 7.45, spread 6.2% of mid · Δ 0.21 puts: OI 152 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 67.55 × 71.25, spread 5.3% of mid · Δ -0.86 net GEX +$1.3m per 1% (calls +$1.4m, puts -$76k)strike 405 calls: OI 6,043 (-22) · vol 2 (at ask 0, at bid 1, multi-leg 1) · NBBO 7.20 × 8.25, spread 13.6% of mid · Δ 0.23 puts: OI 317 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 63.80 × 66.90, spread 4.7% of mid · Δ -0.84 net GEX +$3.1m per 1% (calls +$3.2m, puts -$173k)strike 400 calls: OI 26,249 (+343) · vol 1,999 (at ask 804, at bid 964, sweep 4, multi-leg 172) · NBBO 8.90 × 9.10, spread 2.2% of mid · Δ 0.25 puts: OI 831 (-2) · vol 23 (at ask 12, at bid 11) · NBBO 59.80 × 62.10, spread 3.8% of mid · Δ -0.82 net GEX +$14.2m per 1% (calls +$14.6m, puts -$490k)strike 395 calls: OI 1,073 (-5) · vol 32 (at ask 6, at bid 12, multi-leg 2) · NBBO 9.80 × 10.70, spread 8.8% of mid · Δ 0.27 puts: OI 189 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.45 × 58.10, spread 4.7% of mid · Δ -0.80 net GEX +$501k per 1% (calls +$621k, puts -$120k)strike 390 calls: OI 2,505 (+3) · vol 36 (at ask 21, at bid 15, multi-leg 14) · NBBO 10.95 × 11.90, spread 8.3% of mid · Δ 0.29 puts: OI 542 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.75 × 54.60, spread 5.4% of mid · Δ -0.77 net GEX +$1.1m per 1% (calls +$1.5m, puts -$367k)strike 385 calls: OI 1,365 (+16) · vol 5 (at ask 3, at bid 2, multi-leg 3) · NBBO 11.35 × 13.50, spread 17.3% of mid · Δ 0.32 puts: OI 457 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.80 × 50.60, spread 5.7% of mid · Δ -0.75 net GEX +$518k per 1% (calls +$846k, puts -$328k)strike 380 calls: OI 8,318 (+42) · vol 97 (at ask 47, at bid 41, multi-leg 8) · NBBO 13.20 × 14.00, spread 5.9% of mid · Δ 0.34 puts: OI 1,770 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 44.05 × 46.55, spread 5.5% of mid · Δ -0.71 net GEX +$4.0m per 1% (calls +$5.3m, puts -$1.3m)strike 375 calls: OI 3,565 (+31) · vol 16 (at ask 2, at bid 14) · NBBO 15.05 × 15.40, spread 2.3% of mid · Δ 0.37 puts: OI 672 (+31) · vol 51 (at ask 12, at bid 13, multi-leg 47) · NBBO 40.65 × 43.00, spread 5.6% of mid · Δ -0.68 net GEX +$1.8m per 1% (calls +$2.3m, puts -$518k)strike 370 calls: OI 3,207 (+23) · vol 67 (at ask 61, at bid 6, multi-leg 5) · NBBO 15.80 × 17.60, spread 10.8% of mid · Δ 0.39 puts: OI 934 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.05 × 39.50, spread 6.4% of mid · Δ -0.65 net GEX +$1.4m per 1% (calls +$2.2m, puts -$741k)strike 365 calls: OI 1,279 (-7) · vol 7 (at ask 1, at bid 4, multi-leg 5) · NBBO 17.70 × 19.50, spread 9.7% of mid · Δ 0.42 puts: OI 650 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 34.85 × 36.25, spread 3.9% of mid · Δ -0.61 net GEX +$340k per 1% (calls +$868k, puts -$528k)strike 360 calls: OI 5,762 (-43) · vol 104 (at ask 35, at bid 64, multi-leg 19) · NBBO 20.00 × 21.00, spread 4.9% of mid · Δ 0.45 puts: OI 3,716 (-1) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 31.25 × 33.10, spread 5.7% of mid · Δ -0.58 net GEX +$874k per 1% (calls +$3.9m, puts -$3.1m)strike 355 calls: OI 1,276 (-1) · vol 26 (at ask 6, at bid 20, multi-leg 2) · NBBO 21.80 × 23.00, spread 5.4% of mid · Δ 0.48 puts: OI 1,501 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 27.90 × 29.95, spread 7.1% of mid · Δ -0.55 net GEX -$377k per 1% (calls +$872k, puts -$1.2m)strike 350 calls: OI 6,314 (-74) · vol 412 (at ask 200, at bid 188, multi-leg 221) · NBBO 24.65 × 25.00, spread 1.4% of mid · Δ 0.50 puts: OI 6,062 (-1) · vol 645 (at ask 386, at bid 255, multi-leg 641) · NBBO 25.25 × 27.35, spread 8.0% of mid · Δ -0.51 net GEX -$792k per 1% (calls +$4.3m, puts -$5.1m)strike 345 calls: OI 1,408 (+3) · vol 87 (at ask 32, at bid 39, multi-leg 12) · NBBO 26.10 × 28.05, spread 7.2% of mid · Δ 0.53 puts: OI 1,127 (+0) · vol 241 (at ask 240, at bid 1, multi-leg 238) · NBBO 22.50 × 24.55, spread 8.7% of mid · Δ -0.48 net GEX +$766 per 1% (calls +$953k, puts -$952k)strike 340 calls: OI 6,750 (+17) · vol 140 (at ask 101, at bid 35, multi-leg 4) · NBBO 29.00 × 30.00, spread 3.4% of mid · Δ 0.56 puts: OI 12,131 (+13) · vol 19 (at ask 0, at bid 19, multi-leg 10) · NBBO 20.00 × 21.70, spread 8.2% of mid · Δ -0.44 net GEX -$5.4m per 1% (calls +$4.5m, puts -$9.9m)strike 335 calls: OI 6,303 (+10) · vol 81 (at ask 62, at bid 17, multi-leg 1) · NBBO 31.25 × 33.80, spread 7.8% of mid · Δ 0.59 puts: OI 9,272 (+0) · vol 4 (at ask 3, at bid 1, multi-leg 1) · NBBO 18.65 × 19.30, spread 3.4% of mid · Δ -0.41 net GEX -$3.2m per 1% (calls +$4.1m, puts -$7.3m)strike 330 calls: OI 5,654 (-3) · vol 141 (at ask 43, at bid 95, multi-leg 39) · NBBO 34.05 × 36.00, spread 5.6% of mid · Δ 0.62 puts: OI 5,145 (+183) · vol 11 (at ask 2, at bid 9) · NBBO 16.15 × 18.25, spread 12.2% of mid · Δ -0.37 net GEX -$335k per 1% (calls +$3.5m, puts -$3.9m)strike 325 calls: OI 1,179 (-6) · vol 6 (at ask 2, at bid 3) · NBBO 37.05 × 39.30, spread 5.9% of mid · Δ 0.64 puts: OI 2,253 (-1) · vol 12 (at ask 5, at bid 6, multi-leg 6) · NBBO 14.75 × 15.35, spread 4.0% of mid · Δ -0.34 net GEX -$916k per 1% (calls +$711k, puts -$1.6m)strike 320 calls: OI 4,048 (-6) · vol 7 (at ask 5, at bid 2, multi-leg 7) · NBBO 40.25 × 42.90, spread 6.4% of mid · Δ 0.67 puts: OI 6,939 (+46) · vol 33 (at ask 13, at bid 20, sweep 1, multi-leg 8) · NBBO 13.00 × 13.45, spread 3.4% of mid · Δ -0.31 net GEX -$2.4m per 1% (calls +$2.3m, puts -$4.8m)strike 315 calls: OI 1,254 (-3) · vol 62 (at ask 23, at bid 31, sweep 1, multi-leg 3) · NBBO 43.45 × 46.40, spread 6.6% of mid · Δ 0.69 puts: OI 2,178 (+6) · vol 161 (at ask 65, at bid 96, multi-leg 1) · NBBO 10.85 × 12.60, spread 14.9% of mid · Δ -0.28 net GEX -$738k per 1% (calls +$690k, puts -$1.4m)strike 310 calls: OI 2,802 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.35 × 49.80, spread 5.0% of mid · Δ 0.72 puts: OI 2,768 (-3) · vol 691 (at ask 137, at bid 549, multi-leg 650) · NBBO 8.80 × 10.65, spread 19.0% of mid · Δ -0.25 net GEX -$251k per 1% (calls +$1.5m, puts -$1.7m)strike 305 calls: OI 845 (+0) · vol 15 (at ask 4, at bid 11, multi-leg 7) · NBBO 51.45 × 53.60, spread 4.1% of mid · Δ 0.74 puts: OI 1,578 (-8) · vol 4 (at ask 1, at bid 1, multi-leg 2) · NBBO 8.35 × 9.30, spread 10.8% of mid · Δ -0.23 net GEX -$489k per 1% (calls +$416k, puts -$904k)strike 300 calls: OI 5,443 (+1) · vol 374 (at ask 20, at bid 354, multi-leg 202) · NBBO 54.35 × 56.80, spread 4.4% of mid · Δ 0.76 puts: OI 9,745 (-3) · vol 57 (at ask 14, at bid 32, multi-leg 8) · NBBO 7.45 × 8.10, spread 8.4% of mid · Δ -0.20 net GEX -$2.6m per 1% (calls +$2.5m, puts -$5.2m)strike 295 calls: OI 377 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.45 × 61.20, spread 2.9% of mid · Δ 0.78 puts: OI 2,095 (+1) · vol 11 (at ask 8, at bid 3, multi-leg 5) · NBBO 6.25 × 6.95, spread 10.6% of mid · Δ -0.18 net GEX -$855k per 1% (calls +$164k, puts -$1.0m)strike 290 calls: OI 6,298 (+3) · vol 7 (at ask 1, at bid 6) · NBBO 62.10 × 65.35, spread 5.1% of mid · Δ 0.80 puts: OI 6,095 (+160) · vol 4 (at ask 1, at bid 3) · NBBO 5.25 × 6.35, spread 19.0% of mid · Δ -0.16 net GEX -$150k per 1% (calls +$2.6m, puts -$2.7m)strike 285 calls: OI 685 (+0) · vol 4 (at ask 2, at bid 2, multi-leg 1) · NBBO 67.15 × 69.35, spread 3.2% of mid · Δ 0.81 puts: OI 1,871 (-5) · vol 6 (at ask 3, at bid 3, multi-leg 3) · NBBO 3.85 × 5.75, spread 39.6% of mid · Δ -0.14 net GEX -$493k per 1% (calls +$259k, puts -$752k)strike 280 calls: OI 1,856 (+0) · vol 4 (at ask 0, at bid 3, multi-leg 1) · NBBO 71.50 × 73.30, spread 2.5% of mid · Δ 0.83 puts: OI 4,853 (+5) · vol 12 (at ask 5, at bid 4) · NBBO 3.85 × 4.50, spread 15.6% of mid · Δ -0.12 net GEX -$1.1m per 1% (calls +$653k, puts -$1.8m)strike 275 calls: OI 1,669 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 74.95 × 77.55, spread 3.4% of mid · Δ 0.84 puts: OI 1,736 (+0) · vol 2 (at ask 0, at bid 1, multi-leg 1) · NBBO 3.30 × 4.00, spread 19.2% of mid · Δ -0.10 net GEX -$16k per 1% (calls +$544k, puts -$560k)strike 270 calls: OI 4,157 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.75 × 81.60, spread 2.3% of mid · Δ 0.86 puts: OI 3,741 (+72) · vol 6 (at ask 1, at bid 4, multi-leg 1) · NBBO 2.86 × 3.50, spread 20.1% of mid · Δ -0.09 net GEX +$181k per 1% (calls +$1.3m, puts -$1.1m)strike 265 calls: OI 498 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.20 × 86.60, spread 2.8% of mid · Δ 0.87 puts: OI 2,003 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 2.27 × 2.65, spread 15.4% of mid · Δ -0.08 net GEX -$370k per 1% (calls +$139k, puts -$508k)strike 260 calls: OI 4,056 (+0) · vol 7 (at ask 0, at bid 7, multi-leg 7) · NBBO 88.80 × 91.40, spread 2.9% of mid · Δ 0.88 puts: OI 1,549 (+0) · vol 14 (at ask 1, at bid 13, multi-leg 1) · NBBO 2.04 × 2.56, spread 22.6% of mid · Δ -0.07 net GEX +$695k per 1% (calls +$1.0m, puts -$345k)

2027-01-15 expiry, 32 strikes within ±25% of book spot (the flip search band); 51 hidden (14 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 (+$19.9m 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 · 32 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
-120100000-0.904.0%80.2077.054205.756.258.3%0.188826580653,588-12-$81k+$1.6m+$1.6m
+215200000-0.865.3%71.2567.554107.007.456.2%0.2147640022,682-2-$76k+$1.4m+$1.3m
+031700000-0.844.7%66.9063.804057.208.2513.6%0.23201016,043-22-$173k+$3.2m+$3.1m
-283100111223-0.823.8%62.1059.804008.909.102.2%0.251,999804964417226,249+343-$490k+$14.6m+$14.2m
+018900000-0.804.7%58.1055.453959.8010.708.8%0.2732612021,073-5-$120k+$621k+$501k
+054200000-0.775.4%54.6051.7539010.9511.908.3%0.293621150142,505+3-$367k+$1.5m+$1.1m
+045700000-0.755.7%50.6047.8038511.3513.5017.3%0.32532031,365+16-$328k+$846k+$518k
+01,77000011-0.715.5%46.5544.0538013.2014.005.9%0.34974741088,318+42-$1.3m+$5.3m+$4.0m
+31672470131251-0.685.6%43.0040.6537515.0515.402.3%0.3716214003,565+31-$518k+$2.3m+$1.8m
+093400000-0.656.4%39.5037.0537015.8017.6010.8%0.3967616053,207+23-$741k+$2.2m+$1.4m
+065000011-0.613.9%36.2534.8536517.7019.509.7%0.42714051,279-7-$528k+$868k+$340k
-13,71610202-0.585.7%33.1031.2536020.0021.004.9%0.4510435640195,762-43-$3.1m+$3.9m+$874k
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