Simplify Analytics
INTC

INTC

$108.60 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
64.2%
IV percentile
46.5%
own all (<3y) · n=241
IV rank
32.3%
own all (<1y) · n=241
range
46.0% – 102.4%
own all (<1y) · n=241
low 46.0%241 sessions, all (<1y) · today 64.2%high 102.4%

Term structure · constant maturity

32 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 10-22 time?Earnings 2026-10-22, time unknown - date stated by the vendor's estimate First session it can move: 2026-10-22, 34 calendar days from the 2026-09-18 curve - every tenor of 34d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d68.9%41.3%
2026-09-182026-08-19 (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: 2026-10-22 time unknown, stated by the vendor's estimate, first moves the 2026-10-22 session (34d 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
65.9%
own all (<3y) 59.3% · n=241
slope, 30d − 90d
-1.7 pts
own all (<3y) 36.3% · n=241
variance risk premium, 30d
+3.3 pts
own all (<3y) 61.7% · n=236

Skew · risk reversal

25-delta
-1.9 pts
own all (<3y) 78.6% · n=35
10-delta
-4.0 pts
own all (<3y) 64.3% · 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: 2 put and 3 call strikes within ±2.3%, IV 70% to 72%strike 110: IV 72.1%, beyond the shared scalestrike 111: IV 71.6%, beyond the shared scale71%62%2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 7 put and 7 call strikes within ±6.5%, IV 64% to 67%71%62%6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 9 put and 10 call strikes within ±8.8%, IV 64% to 68%71%62%8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 11 put and 12 call strikes within ±11%, IV 63% to 66%71%62%11%book spot+11%
29d2026-10-16
2026-10-16: 3 put and 3 call strikes within ±12%, IV 63% to 65%71%62%12%book spot+12%
64d2026-11-20
2026-11-20: 6 put and 4 call strikes within ±18%, IV 68% to 71%71%62%18%book spot+18%
92d2026-12-18
2026-12-18: 8 put and 5 call strikes within ±22%, IV 66% to 69%71%62%22%book spot+22%
120d2027-01-15
2027-01-15: 9 put and 6 call strikes within ±25%, IV 65% to 67%71%62%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 (62%71%), set by the expiries past 7 DTE. 2 short-dated points beyond it are pinned to the edge as open circles.

Expiry window · 3565 DTE

Next earnings: 2026-10-22 time unknown, stated by the vendor's estimate, first moves the 2026-10-22 session, no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

expiryDTE28-DTE exitthesisearnings 10-22 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dspans · +1d
exit 27d before
70.4% c 109none served
2026-10-30 Friweekly422026-10-0214dspans · +8d
exit 20d before
71.8% c 109none served
2026-11-20 Fri632026-10-2335d
exit by 10-21 · 33d
spans · +29d
exit 1d after
69.2% c 110none 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 INTC 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
+$249.0m per 1%
own all (<3y) 99.2% · n=64
gamma flip
$92.59
flip within ±25% of book spot
flip distance
-2.88 ATR
own all (<3y) 4.0% · n=62
0DTE share of volume
not listed daily

book spot $108.80 (unadjusted close, 2026-09-17) · call wall $110.00 (+1.10% from book spot) · put wall $110.00 (+1.10% from book spot) · max pain $95.00 (-12.68% 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 $108.80 × (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. INTC headlines $108.60, its newest unadjusted close, on 2026-09-18; the book was taken at $108.80 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.

1 DTE: at 7 days or less the vendor's gamma scatters - SPY's 3-DTE contracts sat at 0.38× a model reprice at the 10th percentile (2026-09-11) - so read this expiry's per-strike GEX as rough.

Tradability of the 2026-09-18 expiry: 0 calendar days from 2026-09-18 (1 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 113 (Δ 0.17), put 106 (Δ -0.23).

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% move135130129128127126125124123122121120119118117116115114113112111110109108107106105104103102101100999897.5979695949392.5929190898887.5878685848382.582put strike nearest 0.20 delta: 106call strike nearest 0.20 delta: 11363k063k89k89k25%10%10%25%-$50.8m+$50.8mcall wall 110put wall 110book spot 108.8γ flip 92.59strike 135 calls: OI 30,427 (+40) · vol 556 (at ask 556, at bid 0, sweep 10, multi-leg 79) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 142 (+0) · vol 220 (at ask 12, at bid 208) · NBBO 26.15 × 27.10, spread 3.6% of mid · Δ -1.00 net GEX +$26k per 1% (calls +$26k, puts -$0)strike 130 calls: OI 19,911 (+253) · vol 1,040 (at ask 924, at bid 98, sweep 242, multi-leg 125) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 686 (+1) · vol 1,540 (at ask 112, at bid 1,427, sweep 1, multi-leg 897) · NBBO 21.15 × 21.30, spread 0.7% of mid · Δ -1.00 net GEX +$151k per 1% (calls +$151k, puts -$44)strike 129 calls: OI 34 (+20) · vol 236 (at ask 223, at bid 13, multi-leg 15) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 36 (at ask 24, at bid 11, sweep 1, multi-leg 25) · NBBO 20.15 × 20.30, spread 0.7% of mid · Δ -1.00 net GEX +$382 per 1% (calls +$382, puts +$0)strike 128 calls: OI 63 (+10) · vol 957 (at ask 153, at bid 804) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 6 (at ask 6, at bid 0) · NBBO 19.15 × 19.30, spread 0.8% of mid · Δ -1.00 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 127 calls: OI 61 (+48) · vol 1,527 (at ask 979, at bid 547, multi-leg 3) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 6 (at ask 1, at bid 5) · NBBO 18.15 × 18.30, spread 0.8% of mid · Δ -1.00 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 126 calls: OI 113 (+56) · vol 263 (at ask 223, at bid 9, sweep 9, multi-leg 9) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 21 (at ask 2, at bid 19, sweep 2, multi-leg 4) · NBBO 17.15 × 17.30, spread 0.9% of mid · Δ -1.00 net GEX +$3k per 1% (calls +$3k, puts +$0)strike 125 calls: OI 11,619 (+633) · vol 4,449 (at ask 2,951, at bid 1,445, sweep 254, multi-leg 1,202) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 338 (-31) · vol 673 (at ask 143, at bid 529, sweep 1, multi-leg 608) · NBBO 16.15 × 16.30, spread 0.9% of mid · Δ -1.00 net GEX +$394k per 1% (calls +$395k, puts -$307)strike 124 calls: OI 154 (+4) · vol 832 (at ask 597, at bid 155, sweep 1, multi-leg 23) · NBBO 0.01 × 0.02, spread 66.7% of mid · Δ 0.01 puts: OI 0 (+0) · vol 31 (at ask 8, at bid 23, sweep 2, multi-leg 3) · NBBO 15.15 × 15.30, spread 1.0% of mid · Δ -1.00 net GEX +$6k per 1% (calls +$6k, puts +$0)strike 123 calls: OI 46 (+17) · vol 1,061 (at ask 702, at bid 333, sweep 4, multi-leg 177) · NBBO 0.00 × 0.02, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 5 (+5) · vol 6 (at ask 3, at bid 3, multi-leg 4) · NBBO 14.15 × 14.30, spread 1.1% of mid · Δ -1.00 net GEX +$2k per 1% (calls +$2k, puts -$6)strike 122 calls: OI 51 (+20) · vol 964 (at ask 517, at bid 307, multi-leg 245) · NBBO 0.01 × 0.02, spread 66.7% of mid · Δ 0.01 puts: OI 0 (+0) · vol 29 (at ask 13, at bid 15, multi-leg 2) · NBBO 13.15 × 13.30, spread 1.1% of mid · Δ -1.00 net GEX +$3k per 1% (calls +$3k, puts +$0)strike 121 calls: OI 200 (+156) · vol 1,315 (at ask 701, at bid 517, sweep 34, multi-leg 50) · NBBO 0.01 × 0.02, spread 66.7% of mid · Δ 0.01 puts: OI 1 (+1) · vol 25 (at ask 16, at bid 9, multi-leg 3) · NBBO 12.15 × 12.30, spread 1.2% of mid · Δ -1.00 net GEX +$16k per 1% (calls +$16k, puts -$2)strike 120 calls: OI 36,592 (+43) · vol 17,941 (at ask 10,583, at bid 6,958, sweep 140, multi-leg 753) · NBBO 0.03 × 0.04, spread 28.6% of mid · Δ 0.02 puts: OI 2,587 (-14) · vol 302 (at ask 110, at bid 149, sweep 17, multi-leg 11) · NBBO 11.15 × 11.30, spread 1.3% of mid · Δ -1.00 net GEX +$3.7m per 1% (calls +$3.7m, puts -$5k)strike 119 calls: OI 95 (+30) · vol 1,962 (at ask 740, at bid 977, sweep 102, multi-leg 115) · NBBO 0.03 × 0.04, spread 28.6% of mid · Δ 0.02 puts: OI 7 (+2) · vol 14 (at ask 9, at bid 5, sweep 2, multi-leg 2) · NBBO 10.15 × 10.30, spread 1.5% of mid · Δ -1.00 net GEX +$12k per 1% (calls +$12k, puts -$254)strike 118 calls: OI 191 (+13) · vol 2,726 (at ask 1,249, at bid 1,165, sweep 149, multi-leg 213) · NBBO 0.05 × 0.06, spread 18.2% of mid · Δ 0.03 puts: OI 59 (+8) · vol 91 (at ask 70, at bid 20, multi-leg 2) · NBBO 8.20 × 9.30, spread 12.6% of mid · Δ -0.98 net GEX +$27k per 1% (calls +$34k, puts -$7k)strike 117 calls: OI 247 (+65) · vol 7,685 (at ask 2,720, at bid 4,831, sweep 339, multi-leg 278) · NBBO 0.08 × 0.09, spread 11.8% of mid · Δ 0.05 puts: OI 5 (+2) · vol 15 (at ask 4, at bid 11, sweep 3, multi-leg 2) · NBBO 8.20 × 8.35, spread 1.8% of mid · Δ -0.97 net GEX +$60k per 1% (calls +$61k, puts -$1k)strike 116 calls: OI 1,528 (+71) · vol 6,381 (at ask 2,124, at bid 3,636, sweep 92, multi-leg 676) · NBBO 0.11 × 0.12, spread 8.7% of mid · Δ 0.06 puts: OI 4 (+2) · vol 116 (at ask 83, at bid 28, sweep 5, multi-leg 24) · NBBO 7.25 × 7.40, spread 2.0% of mid · Δ -0.95 net GEX +$508k per 1% (calls +$509k, puts -$1k)strike 115 calls: OI 20,931 (+477) · vol 31,729 (at ask 14,499, at bid 13,420, sweep 1,373, multi-leg 4,769) · NBBO 0.17 × 0.18, spread 5.7% of mid · Δ 0.09 puts: OI 2,353 (+143) · vol 908 (at ask 438, at bid 447, sweep 4, multi-leg 79) · NBBO 6.30 × 6.45, spread 2.4% of mid · Δ -0.92 net GEX +$8.2m per 1% (calls +$9.2m, puts -$998k)strike 114 calls: OI 1,152 (+89) · vol 12,982 (at ask 4,371, at bid 7,357, sweep 917, multi-leg 798) · NBBO 0.24 × 0.26, spread 8.0% of mid · Δ 0.13 puts: OI 11 (+9) · vol 393 (at ask 131, at bid 177, sweep 4, multi-leg 29) · NBBO 5.40 × 5.55, spread 2.7% of mid · Δ -0.88 net GEX +$651k per 1% (calls +$657k, puts -$6k)strike 113 calls: OI 7,105 (-665) · vol 15,536 (at ask 8,024, at bid 5,498, sweep 259, multi-leg 1,206) · NBBO 0.36 × 0.38, spread 5.4% of mid · Δ 0.17 puts: OI 23 (+0) · vol 449 (at ask 184, at bid 217, sweep 12, multi-leg 64) · NBBO 4.50 × 4.65, spread 3.3% of mid · Δ -0.83 net GEX +$5.1m per 1% (calls +$5.1m, puts -$17k)strike 112 calls: OI 2,468 (+381) · vol 52,430 (at ask 32,055, at bid 15,127, sweep 1,047, multi-leg 2,003) · NBBO 0.52 × 0.53, spread 1.9% of mid · Δ 0.23 puts: OI 13 (+0) · vol 1,793 (at ask 1,003, at bid 561, sweep 13, multi-leg 114) · NBBO 3.65 × 3.80, spread 4.0% of mid · Δ -0.77 net GEX +$2.1m per 1% (calls +$2.2m, puts -$12k)strike 111 calls: OI 1,298 (+614) · vol 32,883 (at ask 13,105, at bid 16,247, sweep 1,432, multi-leg 1,617) · NBBO 0.75 × 0.82, spread 8.9% of mid · Δ 0.31 puts: OI 25 (+7) · vol 12,837 (at ask 6,222, at bid 5,097, sweep 187, multi-leg 308) · NBBO 2.92 × 3.20, spread 9.2% of mid · Δ -0.70 net GEX +$1.3m per 1% (calls +$1.3m, puts -$26k)strike 110 calls: OI 62,383 (-699) · vol 88,801 (at ask 46,882, at bid 33,882, sweep 2,668, multi-leg 8,941) · NBBO 1.05 × 1.10, spread 4.7% of mid · Δ 0.40 puts: OI 17,342 (+20) · vol 39,157 (at ask 17,880, at bid 17,810, sweep 1,943, multi-leg 3,392) · NBBO 2.25 × 2.30, spread 2.2% of mid · Δ -0.61 net GEX +$50.8m per 1% (calls +$70.9m, puts -$20.1m)strike 109 calls: OI 9,581 (+6,412) · vol 19,631 (at ask 9,054, at bid 8,442, sweep 696, multi-leg 2,541) · NBBO 1.47 × 1.51, spread 2.7% of mid · Δ 0.50 puts: OI 173 (+51) · vol 29,783 (at ask 12,821, at bid 13,040, sweep 713, multi-leg 470) · NBBO 1.67 × 1.71, spread 2.4% of mid · Δ -0.51 net GEX +$11.0m per 1% (calls +$11.2m, puts -$208k)strike 108 calls: OI 10,924 (+455) · vol 18,585 (at ask 9,450, at bid 7,592, sweep 418, multi-leg 731) · NBBO 1.98 × 2.04, spread 3.0% of mid · Δ 0.59 puts: OI 85 (+4) · vol 38,658 (at ask 19,394, at bid 14,509, sweep 1,462, multi-leg 1,270) · NBBO 1.20 × 1.23, spread 2.5% of mid · Δ -0.40 net GEX +$12.4m per 1% (calls +$12.5m, puts -$99k)strike 107 calls: OI 3,452 (+719) · vol 17,279 (at ask 8,274, at bid 7,460, sweep 387, multi-leg 915) · NBBO 2.60 × 2.69, spread 3.4% of mid · Δ 0.69 puts: OI 124 (+65) · vol 19,584 (at ask 8,769, at bid 7,718, sweep 914, multi-leg 1,201) · NBBO 0.83 × 0.86, spread 3.6% of mid · Δ -0.31 net GEX +$3.4m per 1% (calls +$3.6m, puts -$130k)strike 106 calls: OI 4,975 (+2,207) · vol 13,149 (at ask 6,616, at bid 5,375, sweep 432, multi-leg 716) · NBBO 3.30 × 3.45, spread 4.4% of mid · Δ 0.76 puts: OI 67 (+15) · vol 30,169 (at ask 13,024, at bid 13,912, sweep 1,012, multi-leg 694) · NBBO 0.56 × 0.59, spread 5.2% of mid · Δ -0.23 net GEX +$4.3m per 1% (calls +$4.3m, puts -$60k)strike 105 calls: OI 27,343 (-706) · vol 16,155 (at ask 8,194, at bid 6,865, sweep 597, multi-leg 3,632) · NBBO 4.10 × 4.30, spread 4.8% of mid · Δ 0.83 puts: OI 10,465 (+500) · vol 28,162 (at ask 13,485, at bid 13,138, sweep 787, multi-leg 2,679) · NBBO 0.37 × 0.39, spread 5.3% of mid · Δ -0.16 net GEX +$11.9m per 1% (calls +$19.4m, puts -$7.4m)strike 104 calls: OI 9,451 (+1,152) · vol 2,988 (at ask 1,752, at bid 1,000, sweep 216, multi-leg 568) · NBBO 4.95 × 5.20, spread 4.9% of mid · Δ 0.87 puts: OI 983 (+17) · vol 7,917 (at ask 3,167, at bid 4,399, sweep 193, multi-leg 895) · NBBO 0.24 × 0.26, spread 8.0% of mid · Δ -0.11 net GEX +$4.7m per 1% (calls +$5.2m, puts -$533k)strike 103 calls: OI 6,949 (+1,424) · vol 2,724 (at ask 1,262, at bid 1,303, sweep 60, multi-leg 637) · NBBO 5.90 × 6.05, spread 2.5% of mid · Δ 0.91 puts: OI 1,817 (+96) · vol 8,363 (at ask 1,922, at bid 5,739, sweep 124, multi-leg 728) · NBBO 0.15 × 0.17, spread 12.5% of mid · Δ -0.08 net GEX +$2.2m per 1% (calls +$3.0m, puts -$724k)strike 102 calls: OI 4,184 (+1,590) · vol 3,315 (at ask 2,112, at bid 1,025, sweep 418, multi-leg 754) · NBBO 6.80 × 7.00, spread 2.9% of mid · Δ 0.93 puts: OI 2,207 (+1,244) · vol 4,312 (at ask 1,532, at bid 2,208, sweep 37, multi-leg 1,072) · NBBO 0.10 × 0.12, spread 18.2% of mid · Δ -0.05 net GEX +$701k per 1% (calls +$1.3m, puts -$642k)strike 101 calls: OI 9,887 (+1,110) · vol 1,022 (at ask 541, at bid 351, sweep 9, multi-leg 258) · NBBO 7.80 × 7.95, spread 1.9% of mid · Δ 0.95 puts: OI 2,453 (+1,668) · vol 4,405 (at ask 2,652, at bid 1,618, sweep 504, multi-leg 338) · NBBO 0.07 × 0.08, spread 13.3% of mid · Δ -0.04 net GEX +$1.8m per 1% (calls +$2.4m, puts -$522k)strike 100 calls: OI 36,959 (-1,494) · vol 12,786 (at ask 3,213, at bid 9,339, sweep 27, multi-leg 9,298) · NBBO 8.55 × 8.95, spread 4.6% of mid · Δ 0.97 puts: OI 18,513 (+2,245) · vol 10,190 (at ask 5,496, at bid 4,116, sweep 136, multi-leg 1,476) · NBBO 0.05 × 0.06, spread 18.2% of mid · Δ -0.03 net GEX +$3.5m per 1% (calls +$6.4m, puts -$2.9m)strike 99 calls: OI 1,902 (-232) · vol 362 (at ask 81, at bid 246, sweep 4, multi-leg 99) · NBBO 9.75 × 9.95, spread 2.0% of mid · Δ 0.97 puts: OI 3,206 (+758) · vol 2,384 (at ask 1,317, at bid 710, sweep 29, multi-leg 373) · NBBO 0.04 × 0.05, spread 22.2% of mid · Δ -0.02 net GEX -$125k per 1% (calls +$262k, puts -$387k)strike 98 calls: OI 2,238 (-376) · vol 321 (at ask 180, at bid 138, multi-leg 89) · NBBO 10.75 × 10.95, spread 1.8% of mid · Δ 0.98 puts: OI 3,400 (+1,845) · vol 4,028 (at ask 778, at bid 2,971, sweep 5, multi-leg 1,903) · NBBO 0.03 × 0.04, spread 28.6% of mid · Δ -0.02 net GEX -$56k per 1% (calls +$261k, puts -$317k)strike 97.5 calls: OI 6,206 (-393) · vol 504 (at ask 211, at bid 275, multi-leg 307) · NBBO 11.25 × 11.40, spread 1.3% of mid · Δ 0.98 puts: OI 5,346 (+181) · vol 1,373 (at ask 1,019, at bid 230, sweep 9, multi-leg 217) · NBBO 0.02 × 0.04, spread 66.7% of mid · Δ -0.02 net GEX +$227k per 1% (calls +$669k, puts -$442k)strike 97 calls: OI 1,665 (-346) · vol 228 (at ask 86, at bid 125, sweep 2, multi-leg 66) · NBBO 11.70 × 11.90, spread 1.7% of mid · Δ 0.98 puts: OI 2,945 (+269) · vol 1,359 (at ask 510, at bid 671, sweep 9, multi-leg 231) · NBBO 0.02 × 0.04, spread 66.7% of mid · Δ -0.01 net GEX -$53k per 1% (calls +$166k, puts -$219k)strike 96 calls: OI 1,304 (-13) · vol 278 (at ask 80, at bid 193, sweep 3, multi-leg 108) · NBBO 12.75 × 12.95, spread 1.6% of mid · Δ 0.98 puts: OI 3,387 (+681) · vol 1,000 (at ask 442, at bid 377, sweep 44, multi-leg 406) · NBBO 0.02 × 0.03, spread 40.0% of mid · Δ -0.01 net GEX -$96k per 1% (calls +$113k, puts -$208k)strike 95 calls: OI 28,442 (-1,494) · vol 1,802 (at ask 396, at bid 1,372, sweep 55, multi-leg 348) · NBBO 13.75 × 13.90, spread 1.1% of mid · Δ 0.98 puts: OI 27,904 (-288) · vol 3,178 (at ask 1,653, at bid 1,479, sweep 34, multi-leg 305) · NBBO 0.02 × 0.03, spread 40.0% of mid · Δ -0.01 net GEX +$709k per 1% (calls +$2.1m, puts -$1.4m)strike 94 calls: OI 1,153 (+12) · vol 255 (at ask 27, at bid 223, sweep 2, multi-leg 42) · NBBO 14.70 × 14.90, spread 1.4% of mid · Δ 0.98 puts: OI 3,492 (+211) · vol 664 (at ask 375, at bid 274, sweep 4, multi-leg 122) · NBBO 0.01 × 0.03, spread 100.0% of mid · Δ -0.01 net GEX -$73k per 1% (calls +$76k, puts -$148k)strike 93 calls: OI 654 (+9) · vol 197 (at ask 42, at bid 143, sweep 42, multi-leg 79) · NBBO 15.05 × 15.90, spread 5.5% of mid · Δ 0.98 puts: OI 1,976 (-17) · vol 908 (at ask 348, at bid 541, sweep 109, multi-leg 323) · NBBO 0.01 × 0.02, spread 66.7% of mid · Δ -0.01 net GEX -$32k per 1% (calls +$38k, puts -$69k)strike 92.5 calls: OI 3,882 (-51) · vol 85 (at ask 37, at bid 41, sweep 3, multi-leg 10) · NBBO 16.20 × 16.50, spread 1.8% of mid · Δ 0.98 puts: OI 4,900 (-57) · vol 995 (at ask 541, at bid 446, sweep 10, multi-leg 115) · NBBO 0.01 × 0.02, spread 66.7% of mid · Δ -0.01 net GEX +$55k per 1% (calls +$211k, puts -$156k)strike 92 calls: OI 1,445 (-34) · vol 554 (at ask 523, at bid 22, multi-leg 19) · NBBO 16.05 × 16.90, spread 5.2% of mid · Δ 0.99 puts: OI 3,613 (-474) · vol 552 (at ask 187, at bid 353, sweep 9, multi-leg 45) · NBBO 0.01 × 0.02, spread 66.7% of mid · Δ -0.01 net GEX -$32k per 1% (calls +$74k, puts -$105k)strike 91 calls: OI 1,104 (-34) · vol 39 (at ask 24, at bid 13, sweep 1, multi-leg 12) · NBBO 17.15 × 17.90, spread 4.3% of mid · Δ 0.99 puts: OI 1,437 (+110) · vol 436 (at ask 197, at bid 209, sweep 13, multi-leg 57) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.01 net GEX +$15k per 1% (calls +$50k, puts -$35k)strike 90 calls: OI 6,963 (-28) · vol 623 (at ask 423, at bid 177, sweep 3, multi-leg 93) · NBBO 18.75 × 18.90, spread 0.8% of mid · Δ 0.99 puts: OI 26,405 (+2,908) · vol 1,874 (at ask 415, at bid 1,364, sweep 13, multi-leg 144) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$254k per 1% (calls +$281k, puts -$535k)strike 89 calls: OI 506 (-4) · vol 18 (at ask 6, at bid 12, multi-leg 16) · NBBO 18.80 × 20.85, spread 10.3% of mid · Δ 0.99 puts: OI 2,476 (-60) · vol 81 (at ask 46, at bid 21, sweep 1, multi-leg 13) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$18k per 1% (calls +$15k, puts -$34k)strike 88 calls: OI 343 (-2) · vol 53 (at ask 14, at bid 39, multi-leg 47) · NBBO 20.70 × 21.10, spread 1.9% of mid · Δ 0.99 puts: OI 2,443 (-841) · vol 155 (at ask 125, at bid 30, sweep 4, multi-leg 27) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$14k per 1% (calls +$7k, puts -$22k)strike 87.5 calls: OI 776 (-1) · vol 31 (at ask 21, at bid 9, multi-leg 15) · NBBO 21.20 × 21.45, spread 1.2% of mid · Δ 0.99 puts: OI 4,968 (-43) · vol 826 (at ask 684, at bid 81, multi-leg 11) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$21k per 1% (calls +$14k, puts -$35k)strike 87 calls: OI 1,261 (-8) · vol 27 (at ask 22, at bid 4, sweep 1, multi-leg 6) · NBBO 21.35 × 21.90, spread 2.5% of mid · Δ 1.00 puts: OI 4,031 (+136) · vol 1,424 (at ask 774, at bid 645, sweep 102, multi-leg 9) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$3k per 1% (calls +$19k, puts -$23k)strike 86 calls: OI 278 (+1) · vol 17 (at ask 3, at bid 13, sweep 1) · NBBO 21.90 × 22.90, spread 4.5% of mid · Δ 1.00 puts: OI 1,767 (-49) · vol 158 (at ask 125, at bid 20, sweep 2, multi-leg 3) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$3k per 1% (calls +$3k, puts -$6k)strike 85 calls: OI 3,094 (-106) · vol 242 (at ask 151, at bid 73, sweep 31, multi-leg 27) · NBBO 23.70 × 23.90, spread 0.8% of mid · Δ 1.00 puts: OI 21,731 (-134) · vol 298 (at ask 163, at bid 131, sweep 8, multi-leg 24) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$22k per 1% (calls +$23k, puts -$45k)strike 84 calls: OI 43 (+8) · vol 23 (at ask 15, at bid 8, multi-leg 3) · NBBO 24.70 × 24.90, spread 0.8% of mid · Δ 1.00 puts: OI 3,401 (-57) · vol 22 (at ask 20, at bid 2, multi-leg 4) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$4k per 1% (calls +$210, puts -$4k)strike 83 calls: OI 20 (-6) · vol 7 (at ask 4, at bid 3, multi-leg 6) · NBBO 25.70 × 25.90, spread 0.8% of mid · Δ 1.00 puts: OI 2,700 (-8) · vol 23 (at ask 11, at bid 2, multi-leg 22) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$2k per 1% (calls +$63, puts -$2k)strike 82.5 calls: OI 600 (-2) · vol 27 (at ask 25, at bid 1, multi-leg 3) · NBBO 26.20 × 26.40, spread 0.8% of mid · Δ 1.00 puts: OI 3,526 (-7) · vol 31 (at ask 31, at bid 0, multi-leg 2) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$234 per 1% (calls +$2k, puts -$2k)strike 82 calls: OI 40 (-1) · vol 86 (at ask 77, at bid 8, multi-leg 84) · NBBO 26.70 × 26.90, spread 0.7% of mid · Δ 1.00 puts: OI 1,268 (+200) · vol 50 (at ask 49, at bid 1, sweep 4, multi-leg 21) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$382 per 1% (calls +$80, puts -$462)

2026-09-18 expiry, 54 strikes within ±25% of book spot (the flip search band); 61 hidden (14 above, 47 below), 61 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$129.3m 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 $95.00 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 · 54 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+01420020812220-1.003.6%27.1026.151350.000.01no two-sided quote0.005565560107930,427+40-$0+$26k+$26k
+168689711,4271121,540-1.000.7%21.3021.151300.000.01no two-sided quote0.001,0409249824212519,911+253-$44+$151k+$151k
+00251112436-1.000.7%20.3020.151290.000.01no two-sided quote0.002362231301534+20+$0+$382+$382
+0000066-1.000.8%19.3019.151280.000.01no two-sided quote0.009571538040063+10+$0+$1k+$1k
+0000516-1.000.8%18.3018.151270.000.01no two-sided quote0.001,5279795470361+48+$0+$1k+$1k
+004219221-1.000.9%17.3017.151260.000.01no two-sided quote0.01263223999113+56+$0+$3k+$3k
-313386081529143673-1.000.9%16.3016.151250.000.01no two-sided quote0.014,4492,9511,4452541,20211,619+633-$307+$395k+$394k
+003223831-1.001.0%15.3015.151240.010.0266.7%0.01832597155123154+4+$0+$6k+$6k
+5540336-1.001.1%14.3014.151230.000.02no two-sided quote0.011,061702333417746+17-$6+$2k+$2k
+0020151329-1.001.1%13.3013.151220.010.0266.7%0.01964517307024551+20+$0+$3k+$3k
+113091625-1.001.2%12.3012.151210.010.0266.7%0.011,3157015173450200+156-$2+$16k+$16k
-142,5871117149110302-1.001.3%11.3011.151200.030.0428.6%0.0217,94110,5836,95814075336,592+43-$5k+$3.7m+$3.7m
+27225914-1.001.5%10.3010.151190.030.0428.6%0.021,96274097710211595+30-$254+$12k+$12k
+85920207091-0.9812.6%9.308.201180.050.0618.2%0.032,7261,2491,165149213191+13-$7k+$34k+$27k
+252311415-0.971.8%8.358.201170.080.0911.8%0.057,6852,7204,831339278247+65-$1k+$61k+$60k
+242452883116-0.952.0%7.407.251160.110.128.7%0.066,3812,1243,636926761,528+71-$1k+$509k+$508k
+1432,353794447438908-0.922.4%6.456.301150.170.185.7%0.0931,72914,49913,4201,3734,76920,931+477-$998k+$9.2m+$8.2m
+911294177131393-0.882.7%5.555.401140.240.268.0%0.1312,9824,3717,3579177981,152+89-$6k+$657k+$651k
+0236412217184449-0.833.3%4.654.501130.360.385.4%0.1715,5368,0245,4982591,2067,105-665-$17k+$5.1m+$5.1m
+013114135611,0031,793-0.774.0%3.803.651120.520.531.9%0.2352,43032,05515,1271,0472,0032,468+381-$12k+$2.2m+$2.1m
+7253081875,0976,22212,837-0.709.2%3.202.921110.750.828.9%0.3132,88313,10516,2471,4321,6171,298+614-$26k+$1.3m+$1.3m
+2017,3423,3921,94317,81017,88039,157-0.612.2%2.302.251101.051.104.7%0.4088,80146,88233,8822,6688,94162,383-699-$20.1m+$70.9m+$50.8m
+5117347071313,04012,82129,783-0.512.4%1.711.671091.471.512.7%0.5019,6319,0548,4426962,5419,581+6,412-$208k+$11.2m+$11.0m
+4851,2701,46214,50919,39438,658-0.402.5%1.231.201081.982.043.0%0.5918,5859,4507,59241873110,924+455-$99k+$12.5m+$12.4m
+651241,2019147,7188,76919,584-0.313.6%0.860.831072.602.693.4%0.6917,2798,2747,4603879153,452+719-$130k+$3.6m+$3.4m
+15676941,01213,91213,02430,169-0.235.2%0.590.561063.303.454.4%0.7613,1496,6165,3754327164,975+2,207-$60k+$4.3m+$4.3m
+50010,4652,67978713,13813,48528,162-0.165.3%0.390.371054.104.304.8%0.8316,1558,1946,8655973,63227,343-706-$7.4m+$19.4m+$11.9m
+179838951934,3993,1677,917-0.118.0%0.260.241044.955.204.9%0.872,9881,7521,0002165689,451+1,152-$533k+$5.2m+$4.7m
+961,8177281245,7391,9228,363-0.0812.5%0.170.151035.906.052.5%0.912,7241,2621,303606376,949+1,424-$724k+$3.0m+$2.2m
+1,2442,2071,072372,2081,5324,312-0.0518.2%0.120.101026.807.002.9%0.933,3152,1121,0254187544,184+1,590-$642k+$1.3m+$701k
+1,6682,4533385041,6182,6524,405-0.0413.3%0.080.071017.807.951.9%0.951,02254135192589,887+1,110-$522k+$2.4m+$1.8m
+2,24518,5131,4761364,1165,49610,190-0.0318.2%0.060.051008.558.954.6%0.9712,7863,2139,339279,29836,959-1,494-$2.9m+$6.4m+$3.5m
+7583,206373297101,3172,384-0.0222.2%0.050.04999.759.952.0%0.97362812464991,902-232-$387k+$262k-$125k
+1,8453,4001,90352,9717784,028-0.0228.6%0.040.039810.7510.951.8%0.983211801380892,238-376-$317k+$261k-$56k
+1815,34621792301,0191,373-0.0266.7%0.040.0297.511.2511.401.3%0.9850421127503076,206-393-$442k+$669k+$227k
+2692,94523196715101,359-0.0166.7%0.040.029711.7011.901.7%0.98228861252661,665-346-$219k+$166k-$53k
+6813,387406443774421,000-0.0140.0%0.030.029612.7512.951.6%0.982788019331081,304-13-$208k+$113k-$96k
-28827,904305341,4791,6533,178-0.0140.0%0.030.029513.7513.901.1%0.981,8023961,3725534828,442-1,494-$1.4m+$2.1m+$709k
+2113,4921224274375664-0.01100.0%0.030.019414.7014.901.4%0.98255272232421,153+12-$148k+$76k-$73k
-171,976323109541348908-0.0166.7%0.020.019315.0515.905.5%0.98197421434279654+9-$69k+$38k-$32k
-574,90011510446541995-0.0166.7%0.020.0192.516.2016.501.8%0.988537413103,882-51-$156k+$211k+$55k
-4743,613459353187552-0.0166.7%0.020.019216.0516.905.2%0.99554523220191,445-34-$105k+$74k-$32k
+1101,4375713209197436-0.01no two-sided quote0.010.009117.1517.904.3%0.993924131121,104-34-$35k+$50k+$15k
+2,90826,405144131,3644151,874-0.00no two-sided quote0.010.009018.7518.900.8%0.996234231773936,963-28-$535k+$281k-$254k
-602,476131214681-0.00no two-sided quote0.010.008918.8020.8510.3%0.9918612016506-4-$34k+$15k-$18k
-8412,44327430125155-0.00no two-sided quote0.010.008820.7021.101.9%0.99531439047343-2-$22k+$7k-$14k
-434,96811081684826-0.00no two-sided quote0.010.0087.521.2021.451.2%0.9931219015776-1-$35k+$14k-$21k
+1364,03191026457741,424-0.00no two-sided quote0.010.008721.3521.902.5%1.0027224161,261-8-$23k+$19k-$3k
-491,7673220125158-0.00no two-sided quote0.010.008621.9022.904.5%1.001731310278+1-$6k+$3k-$3k
-13421,731248131163298-0.00no two-sided quote0.010.008523.7023.900.8%1.002421517331273,094-106-$45k+$23k-$22k
-573,4014022022-0.00no two-sided quote0.010.008424.7024.900.8%1.00231580343+8-$4k+$210-$4k
-82,70022021123-0.00no two-sided quote0.010.008325.7025.900.8%1.007430620-6-$2k+$63-$2k
-73,5262003131-0.00no two-sided quote0.010.0082.526.2026.400.8%1.002725103600-2-$2k+$2k-$234
+2001,26821414950-0.00no two-sided quote0.010.008226.7026.900.7%1.008677808440-1-$462+$80-$382