Simplify Analytics / OptionsImplied volatility · 30-day constant maturity 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).
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) 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 date 1d 5d 7d 14d 30d 60d 90d 180d 365d 68.9% 41.3% ━ 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 53.2Wed 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: 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 2026-09-21, 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 1d 2026-09-18 · 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 scale strike 111: IV 71.6%, beyond the shared scale 71% 62% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 7 put and 7 call strikes within ±6.5%, IV 64% to 67% 71% 62% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 9 put and 10 call strikes within ±8.8%, IV 64% to 68% 71% 62% −8.8% book spot +8.8% 22d 2026-10-09
2026-10-09: 11 put and 12 call strikes within ±11%, IV 63% to 66% 71% 62% −11% book spot +11% 29d 2026-10-16
2026-10-16: 3 put and 3 call strikes within ±12%, IV 63% to 65% 71% 62% −12% book spot +12% 64d 2026-11-20
2026-11-20: 6 put and 4 call strikes within ±18%, IV 68% to 71% 71% 62% −18% book spot +18% 92d 2026-12-18
2026-12-18: 8 put and 5 call strikes within ±22%, IV 66% to 69% 71% 62% −22% book spot +22% 120d 2027-01-15
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. 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 2026-09-21, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 10-22 time?the vendor's estimate
ATM IV · 09-17 expected move 2026-10-23 Fri weekly 35 2026-09-25 7d spans · +1d exit 27d before
70.4% c 109 none served 2026-10-30 Fri weekly 42 2026-10-02 14d spans · +8d exit 20d before
71.8% c 109 none served 2026-11-20 Fri 63 2026-10-23 35dexit by 10-21 · 33d
spans · +29d exit 1d after
69.2% c 110 none 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.
09-18 · 1d 09-21 · 4d 09-23 · 6d 09-25 · 8d 09-28 · 11d 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 01-15 · 120d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
4 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 2026-09-21 expiry: 3 calendar days from 2026-09-18 (4 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 115 (Δ 0.19), put 104 (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 135 133 132 131 130 129 128 127 126 125 124 123 122 121 120 119 118 117 116 115 114 113 112 111 110 109 108 107 106 105 104 103 102 101 100 99 98 97 96 95 94 93 92 91 90 89 88 87 86 85 84 83 82 put strike nearest 0.20 delta: 104 call strike nearest 0.20 delta: 115 1.6k 0 1.6k 10k 10k 25% 10% 10% 25% -$759k +$759k call wall 110 put wall 110 book spot 108.8 γ flip 92.59 strike 135
calls: OI 46 (-6) · vol 253 (at ask 125, at bid 78) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 5 (at ask 1, at bid 4, sweep 1, multi-leg 2) · NBBO 26.15 × 26.30, spread 0.6% of mid · Δ -1.00
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 133
calls: OI 2 (+0) · vol 3 (at ask 1, at bid 2) · NBBO 0.01 × 0.04, spread 120.0% of mid · Δ 0.01
puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 24.15 × 25.15, spread 4.1% of mid · Δ -1.00
net GEX +$63 per 1% (calls +$63, puts +$0) strike 132
calls: OI 1 (+0) · vol 157 (at ask 157, at bid 0) · NBBO 0.01 × 0.04, spread 120.0% of mid · Δ 0.01
puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 23.15 × 23.30, spread 0.6% of mid · Δ -1.00
net GEX +$34 per 1% (calls +$34, puts +$0) strike 131
calls: OI 3 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.02 × 0.04, spread 66.7% of mid · Δ 0.01
puts: OI 0 (+0) · vol 14 (at ask 1, at bid 13, sweep 2) · NBBO 22.15 × 22.30, spread 0.7% of mid · Δ -1.00
net GEX +$110 per 1% (calls +$110, puts +$0) strike 130
calls: OI 62 (-1) · vol 36 (at ask 8, at bid 27, multi-leg 1) · NBBO 0.01 × 0.04, spread 120.0% of mid · Δ 0.01
puts: OI 0 (+0) · vol 4 (at ask 2, at bid 2, sweep 1) · NBBO 21.15 × 21.30, spread 0.7% of mid · Δ -1.00
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 129
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.05, spread 133.3% of mid · Δ 0.01
puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 20.15 × 21.05, spread 4.4% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 128
calls: OI 0 (+0) · vol 558 (at ask 248, at bid 201) · NBBO 0.01 × 0.05, spread 133.3% of mid · Δ 0.01
puts: OI 0 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 19.15 × 19.30, spread 0.8% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 127
calls: OI 3 (+0) · vol 33 (at ask 17, at bid 2, multi-leg 24) · NBBO 0.02 × 0.06, spread 100.0% of mid · Δ 0.02
puts: OI 0 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 18.15 × 18.95, spread 4.3% of mid · Δ -1.00
net GEX +$177 per 1% (calls +$177, puts +$0) strike 126
calls: OI 11 (+3) · vol 35 (at ask 10, at bid 15, multi-leg 1) · NBBO 0.02 × 0.06, spread 100.0% of mid · Δ 0.02
puts: OI 0 (+0) · vol 9 (at ask 6, at bid 3, multi-leg 2) · NBBO 17.15 × 18.00, spread 4.8% of mid · Δ -1.00
net GEX +$797 per 1% (calls +$797, puts +$0) strike 125
calls: OI 79 (+0) · vol 1,698 (at ask 786, at bid 812, sweep 150, multi-leg 70) · NBBO 0.05 × 0.09, spread 57.1% of mid · Δ 0.02
puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0, sweep 1) · NBBO 16.15 × 16.30, spread 0.9% of mid · Δ -0.99
net GEX +$7k per 1% (calls +$7k, puts +$0) strike 124
calls: OI 6 (+1) · vol 419 (at ask 361, at bid 34, multi-leg 18) · NBBO 0.06 × 0.09, spread 40.0% of mid · Δ 0.03
puts: OI 0 (+0) · vol 4 (at ask 2, at bid 2, sweep 2, multi-leg 1) · NBBO 15.15 × 15.35, spread 1.3% of mid · Δ -0.99
net GEX +$622 per 1% (calls +$622, puts +$0) strike 123
calls: OI 4 (+4) · vol 345 (at ask 104, at bid 101, sweep 10, multi-leg 14) · NBBO 0.09 × 0.10, spread 10.5% of mid · Δ 0.03
puts: OI 0 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 14.20 × 14.35, spread 1.1% of mid · Δ -0.99
net GEX +$497 per 1% (calls +$497, puts +$0) strike 122
calls: OI 2 (+0) · vol 259 (at ask 100, at bid 77, multi-leg 7) · NBBO 0.11 × 0.15, spread 30.8% of mid · Δ 0.04
puts: OI 4 (+3) · vol 10 (at ask 3, at bid 7, sweep 1) · NBBO 13.20 × 13.40, spread 1.5% of mid · Δ -0.97
net GEX -$147 per 1% (calls +$312, puts -$459) strike 121
calls: OI 11 (+0) · vol 172 (at ask 91, at bid 40, multi-leg 11) · NBBO 0.14 × 0.18, spread 25.0% of mid · Δ 0.06
puts: OI 0 (+0) · vol 3 (at ask 1, at bid 2, sweep 1) · NBBO 12.25 × 12.40, spread 1.2% of mid · Δ -0.96
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 120
calls: OI 321 (+158) · vol 3,072 (at ask 1,132, at bid 1,302, sweep 12, multi-leg 156) · NBBO 0.19 × 0.21, spread 10.0% of mid · Δ 0.07
puts: OI 5 (+1) · vol 13 (at ask 10, at bid 2, multi-leg 6) · NBBO 11.30 × 11.45, spread 1.3% of mid · Δ -0.94
net GEX +$72k per 1% (calls +$73k, puts -$1k) strike 119
calls: OI 69 (+17) · vol 138 (at ask 43, at bid 71, multi-leg 15) · NBBO 0.24 × 0.28, spread 15.4% of mid · Δ 0.09
puts: OI 1 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 10.35 × 10.50, spread 1.4% of mid · Δ -0.92
net GEX +$18k per 1% (calls +$18k, puts -$257) strike 118
calls: OI 21 (+14) · vol 723 (at ask 387, at bid 63, multi-leg 41) · NBBO 0.30 × 0.35, spread 15.4% of mid · Δ 0.10
puts: OI 1 (+0) · vol 5 (at ask 2, at bid 2, multi-leg 2) · NBBO 9.40 × 9.60, spread 2.1% of mid · Δ -0.90
net GEX +$6k per 1% (calls +$7k, puts -$310) strike 117
calls: OI 77 (+44) · vol 396 (at ask 227, at bid 101, multi-leg 22) · NBBO 0.38 × 0.46, spread 19.0% of mid · Δ 0.13
puts: OI 0 (+0) · vol 25 (at ask 25, at bid 0) · NBBO 8.50 × 8.70, spread 2.3% of mid · Δ -0.88
net GEX +$28k per 1% (calls +$28k, puts +$0) strike 116
calls: OI 163 (+144) · vol 1,817 (at ask 264, at bid 1,248, multi-leg 149) · NBBO 0.48 × 0.58, spread 18.9% of mid · Δ 0.16
puts: OI 1 (+0) · vol 43 (at ask 2, at bid 41, multi-leg 1) · NBBO 7.60 × 7.80, spread 2.6% of mid · Δ -0.85
net GEX +$69k per 1% (calls +$70k, puts -$427) strike 115
calls: OI 1,553 (+1,408) · vol 3,623 (at ask 1,656, at bid 1,467, sweep 5, multi-leg 394) · NBBO 0.62 × 0.68, spread 9.2% of mid · Δ 0.19
puts: OI 4 (+1) · vol 13 (at ask 2, at bid 11, sweep 1, multi-leg 6) · NBBO 6.75 × 6.90, spread 2.2% of mid · Δ -0.82
net GEX +$759k per 1% (calls +$761k, puts -$2k) strike 114
calls: OI 51 (+18) · vol 846 (at ask 558, at bid 263, sweep 14, multi-leg 32) · NBBO 0.78 × 0.85, spread 8.6% of mid · Δ 0.23
puts: OI 1 (+0) · vol 20 (at ask 15, at bid 5, multi-leg 1) · NBBO 5.90 × 6.05, spread 2.5% of mid · Δ -0.78
net GEX +$28k per 1% (calls +$28k, puts -$560) strike 113
calls: OI 169 (+45) · vol 842 (at ask 363, at bid 408, sweep 28, multi-leg 64) · NBBO 1.00 × 1.09, spread 8.6% of mid · Δ 0.27
puts: OI 3 (+0) · vol 45 (at ask 28, at bid 16, sweep 1, multi-leg 2) · NBBO 5.10 × 5.25, spread 2.9% of mid · Δ -0.73
net GEX +$102k per 1% (calls +$104k, puts -$2k) strike 112
calls: OI 211 (+56) · vol 4,110 (at ask 1,695, at bid 1,984, sweep 90, multi-leg 241) · NBBO 1.23 × 1.29, spread 4.8% of mid · Δ 0.32
puts: OI 7 (+4) · vol 932 (at ask 884, at bid 37, sweep 9, multi-leg 13) · NBBO 4.40 × 4.50, spread 2.2% of mid · Δ -0.68
net GEX +$137k per 1% (calls +$141k, puts -$5k) strike 111
calls: OI 179 (+105) · vol 6,808 (at ask 2,860, at bid 2,944, sweep 172, multi-leg 179) · NBBO 1.56 × 1.60, spread 2.5% of mid · Δ 0.38
puts: OI 0 (+0) · vol 2,097 (at ask 1,194, at bid 787, sweep 377, multi-leg 58) · NBBO 3.70 × 3.80, spread 2.7% of mid · Δ -0.62
net GEX +$129k per 1% (calls +$129k, puts +$0) strike 110
calls: OI 678 (+183) · vol 6,733 (at ask 3,028, at bid 2,835, sweep 264, multi-leg 333) · NBBO 1.89 × 2.00, spread 5.7% of mid · Δ 0.44
puts: OI 25 (-5) · vol 10,257 (at ask 7,656, at bid 2,318, sweep 172, multi-leg 176) · NBBO 3.05 × 3.15, spread 3.2% of mid · Δ -0.56
net GEX +$487k per 1% (calls +$506k, puts -$19k) strike 109
calls: OI 152 (+23) · vol 1,394 (at ask 671, at bid 567, sweep 25, multi-leg 85) · NBBO 2.31 × 2.45, spread 5.9% of mid · Δ 0.50
puts: OI 10 (+10) · vol 7,137 (at ask 4,083, at bid 2,764, sweep 239, multi-leg 22) · NBBO 2.51 × 2.60, spread 3.5% of mid · Δ -0.50
net GEX +$107k per 1% (calls +$115k, puts -$8k) strike 108
calls: OI 421 (+130) · vol 2,069 (at ask 802, at bid 1,139, sweep 65, multi-leg 99) · NBBO 2.82 × 2.95, spread 4.5% of mid · Δ 0.57
puts: OI 9 (+9) · vol 1,655 (at ask 1,037, at bid 474, sweep 14, multi-leg 85) · NBBO 2.02 × 2.16, spread 6.7% of mid · Δ -0.43
net GEX +$311k per 1% (calls +$318k, puts -$7k) strike 107
calls: OI 234 (+163) · vol 968 (at ask 335, at bid 537, sweep 20, multi-leg 136) · NBBO 3.35 × 3.55, spread 5.8% of mid · Δ 0.63
puts: OI 6 (+2) · vol 3,036 (at ask 1,999, at bid 671, sweep 21, multi-leg 108) · NBBO 1.59 × 1.66, spread 4.3% of mid · Δ -0.37
net GEX +$162k per 1% (calls +$166k, puts -$4k) strike 106
calls: OI 208 (+91) · vol 2,074 (at ask 767, at bid 1,128, sweep 66, multi-leg 187) · NBBO 4.00 × 4.20, spread 4.9% of mid · Δ 0.69
puts: OI 5 (+0) · vol 2,628 (at ask 882, at bid 1,279, sweep 19, multi-leg 77) · NBBO 1.23 × 1.30, spread 5.5% of mid · Δ -0.31
net GEX +$134k per 1% (calls +$137k, puts -$3k) strike 105
calls: OI 1,326 (+418) · vol 1,311 (at ask 606, at bid 593, sweep 38, multi-leg 103) · NBBO 4.70 × 4.90, spread 4.2% of mid · Δ 0.74
puts: OI 149 (+57) · vol 4,444 (at ask 1,696, at bid 2,109, sweep 117, multi-leg 353) · NBBO 0.96 × 0.99, spread 3.1% of mid · Δ -0.25
net GEX +$704k per 1% (calls +$796k, puts -$91k) strike 104
calls: OI 393 (+247) · vol 327 (at ask 109, at bid 204, sweep 4, multi-leg 88) · NBBO 5.45 × 5.85, spread 7.1% of mid · Δ 0.79
puts: OI 121 (+17) · vol 874 (at ask 381, at bid 412, sweep 4, multi-leg 84) · NBBO 0.70 × 0.75, spread 6.9% of mid · Δ -0.20
net GEX +$142k per 1% (calls +$207k, puts -$65k) strike 103
calls: OI 258 (-12) · vol 236 (at ask 106, at bid 95, sweep 61, multi-leg 38) · NBBO 6.30 × 6.50, spread 3.1% of mid · Δ 0.83
puts: OI 108 (+13) · vol 219 (at ask 70, at bid 103, multi-leg 63) · NBBO 0.52 × 0.57, spread 9.2% of mid · Δ -0.16
net GEX +$68k per 1% (calls +$118k, puts -$50k) strike 102
calls: OI 1,001 (+762) · vol 378 (at ask 255, at bid 113, sweep 3, multi-leg 24) · NBBO 7.15 × 7.40, spread 3.4% of mid · Δ 0.86
puts: OI 1,128 (+1,097) · vol 1,294 (at ask 628, at bid 595, sweep 5, multi-leg 225) · NBBO 0.41 × 0.43, spread 4.8% of mid · Δ -0.12
net GEX -$43k per 1% (calls +$389k, puts -$432k) strike 101
calls: OI 364 (+160) · vol 256 (at ask 174, at bid 73, sweep 1, multi-leg 42) · NBBO 8.05 × 8.20, spread 1.8% of mid · Δ 0.89
puts: OI 116 (+104) · vol 538 (at ask 204, at bid 276, sweep 3, multi-leg 290) · NBBO 0.29 × 0.32, spread 9.8% of mid · Δ -0.09
net GEX +$81k per 1% (calls +$117k, puts -$36k) strike 100
calls: OI 1,058 (-161) · vol 663 (at ask 343, at bid 249, sweep 1, multi-leg 138) · NBBO 8.95 × 9.10, spread 1.7% of mid · Δ 0.92
puts: OI 463 (+165) · vol 1,588 (at ask 428, at bid 920, sweep 8, multi-leg 306) · NBBO 0.21 × 0.23, spread 9.1% of mid · Δ -0.07
net GEX +$153k per 1% (calls +$270k, puts -$117k) strike 99
calls: OI 1,006 (-8) · vol 67 (at ask 27, at bid 34, multi-leg 26) · NBBO 9.90 × 10.05, spread 1.5% of mid · Δ 0.94
puts: OI 449 (+257) · vol 253 (at ask 76, at bid 137, multi-leg 88) · NBBO 0.15 × 0.18, spread 18.2% of mid · Δ -0.06
net GEX +$117k per 1% (calls +$207k, puts -$91k) strike 98
calls: OI 250 (-8) · vol 26 (at ask 10, at bid 15, multi-leg 2) · NBBO 10.85 × 11.05, spread 1.8% of mid · Δ 0.95
puts: OI 188 (+49) · vol 170 (at ask 51, at bid 103, multi-leg 71) · NBBO 0.11 × 0.15, spread 30.8% of mid · Δ -0.04
net GEX +$13k per 1% (calls +$42k, puts -$30k) strike 97
calls: OI 488 (+299) · vol 55 (at ask 42, at bid 8, multi-leg 7) · NBBO 10.90 × 12.00, spread 9.6% of mid · Δ 0.96
puts: OI 855 (+207) · vol 392 (at ask 110, at bid 231, sweep 7, multi-leg 79) · NBBO 0.07 × 0.10, spread 35.3% of mid · Δ -0.03
net GEX -$34k per 1% (calls +$70k, puts -$104k) strike 96
calls: OI 81 (-1) · vol 65 (at ask 58, at bid 7, multi-leg 9) · NBBO 12.80 × 13.00, spread 1.6% of mid · Δ 0.96
puts: OI 440 (+246) · vol 207 (at ask 70, at bid 105, sweep 8, multi-leg 14) · NBBO 0.05 × 0.11, spread 75.0% of mid · Δ -0.02
net GEX -$32k per 1% (calls +$10k, puts -$42k) strike 95
calls: OI 137 (-4) · vol 13 (at ask 4, at bid 8, sweep 1, multi-leg 4) · NBBO 13.80 × 13.95, spread 1.1% of mid · Δ 0.97
puts: OI 391 (+75) · vol 240 (at ask 152, at bid 68, multi-leg 41) · NBBO 0.05 × 0.07, spread 33.3% of mid · Δ -0.02
net GEX -$15k per 1% (calls +$14k, puts -$30k) strike 94
calls: OI 19 (+8) · vol 1 (at ask 0, at bid 1) · NBBO 13.80 × 14.95, spread 8.0% of mid · Δ 0.97
puts: OI 426 (+19) · vol 115 (at ask 16, at bid 85, multi-leg 2) · NBBO 0.03 × 0.05, spread 50.0% of mid · Δ -0.02
net GEX -$24k per 1% (calls +$2k, puts -$26k) strike 93
calls: OI 6 (+0) · vol 4 (at ask 3, at bid 1, sweep 1, multi-leg 3) · NBBO 14.85 × 15.95, spread 7.1% of mid · Δ 0.97
puts: OI 181 (+6) · vol 37 (at ask 23, at bid 5, multi-leg 2) · NBBO 0.02 × 0.06, spread 100.0% of mid · Δ -0.01
net GEX -$9k per 1% (calls +$465, puts -$9k) strike 92
calls: OI 11 (+1) · vol 6 (at ask 1, at bid 5) · NBBO 16.75 × 16.95, spread 1.2% of mid · Δ 0.98
puts: OI 907 (-10) · vol 67 (at ask 56, at bid 3, multi-leg 58) · NBBO 0.01 × 0.07, spread 150.0% of mid · Δ -0.01
net GEX -$40k per 1% (calls +$729, puts -$41k) strike 91
calls: OI 32 (+20) · vol 2 (at ask 2, at bid 0) · NBBO 17.75 × 17.95, spread 1.1% of mid · Δ 0.98
puts: OI 143 (-13) · vol 64 (at ask 51, at bid 10) · NBBO 0.01 × 0.06, spread 142.9% of mid · Δ -0.01
net GEX -$4k per 1% (calls +$2k, puts -$6k) strike 90
calls: OI 27 (+14) · vol 15 (at ask 13, at bid 2, multi-leg 3) · NBBO 18.75 × 18.90, spread 0.8% of mid · Δ 0.98
puts: OI 805 (+148) · vol 251 (at ask 68, at bid 169, sweep 14, multi-leg 13) · NBBO 0.02 × 0.06, spread 100.0% of mid · Δ -0.01
net GEX -$27k per 1% (calls +$1k, puts -$28k) strike 89
calls: OI 18 (-1) · vol 7 (at ask 0, at bid 7, multi-leg 1) · NBBO 19.75 × 19.95, spread 1.0% of mid · Δ 0.99
puts: OI 258 (-39) · vol 8 (at ask 6, at bid 1, multi-leg 4) · NBBO 0.01 × 0.05, spread 133.3% of mid · Δ -0.01
net GEX -$7k per 1% (calls +$775, puts -$8k) strike 88
calls: OI 43 (+0) · vol 4 (at ask 0, at bid 3, multi-leg 1) · NBBO 20.75 × 20.90, spread 0.7% of mid · Δ 0.99
puts: OI 34 (-4) · vol 19 (at ask 11, at bid 2, sweep 1, multi-leg 2) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ -0.01
net GEX +$725 per 1% (calls +$2k, puts -$932) strike 87
calls: OI 8 (+0) · vol 8 (at ask 5, at bid 3) · NBBO 21.70 × 21.95, spread 1.1% of mid · Δ 0.99
puts: OI 45 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.05, spread 133.3% of mid · Δ -0.01
net GEX -$817 per 1% (calls +$276, puts -$1k) strike 86
calls: OI 0 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 22.70 × 22.90, spread 0.9% of mid · Δ 0.99
puts: OI 34 (+16) · vol 16 (at ask 0, at bid 6, multi-leg 2) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$731 per 1% (calls +$0, puts -$731) strike 85
calls: OI 19 (+9) · vol 2 (at ask 0, at bid 2) · NBBO 23.75 × 23.90, spread 0.6% of mid · Δ 0.99
puts: OI 247 (+8) · vol 6 (at ask 1, at bid 4, multi-leg 3) · NBBO 0.01 × 0.03, spread 100.0% of mid · Δ -0.01
net GEX -$4k per 1% (calls +$527, puts -$5k) strike 84
calls: OI 8 (+8) · vol 3 (at ask 1, at bid 2) · NBBO 24.75 × 24.90, spread 0.6% of mid · Δ 0.99
puts: OI 12 (+0) · vol 100 (at ask 0, at bid 100) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$3 per 1% (calls +$199, puts -$202) strike 83
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 25.75 × 25.90, spread 0.6% of mid · Δ 0.99
puts: OI 78 (+0) · vol 52 (at ask 35, at bid 17, multi-leg 1) · NBBO 0.00 × 0.03, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$1k per 1% (calls +$0, puts -$1k) strike 82
calls: OI 0 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 26.05 × 26.90, spread 3.2% of mid · Δ 0.99
puts: OI 29 (+2) · vol 180 (at ask 63, at bid 115, multi-leg 2) · NBBO 0.01 × 0.03, spread 100.0% of mid · Δ -0.00
net GEX -$378 per 1% (calls +$0, puts -$378) 2026-09-21 expiry, 53 strikes within ±25% of book spot (the flip search band); 8 hidden (1 above, 7 below), 8 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$3.6m 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 · 53 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 2 1 4 1 5 -1.00 0.6% 26.30 26.15 135 0.00 0.04 no two-sided quote 0.01 253 125 78 0 0 46 -6 +$0 +$1k +$1k +0 0 0 0 1 0 1 -1.00 4.1% 25.15 24.15 133 0.01 0.04 120.0% 0.01 3 1 2 0 0 2 +0 +$0 +$63 +$63 +0 0 0 0 0 1 1 -1.00 0.6% 23.30 23.15 132 0.01 0.04 120.0% 0.01 157 157 0 0 0 1 +0 +$0 +$34 +$34 +0 0 0 2 13 1 14 -1.00 0.7% 22.30 22.15 131 0.02 0.04 66.7% 0.01 1 0 0 0 1 3 +0 +$0 +$110 +$110 +0 0 0 1 2 2 4 -1.00 0.7% 21.30 21.15 130 0.01 0.04 120.0% 0.01 36 8 27 0 1 62 -1 +$0 +$2k +$2k +0 0 0 0 0 1 1 -1.00 4.4% 21.05 20.15 129 0.01 0.05 133.3% 0.01 0 0 0 0 0 0 +0 — — — +0 0 2 0 1 2 3 -1.00 0.8% 19.30 19.15 128 0.01 0.05 133.3% 0.01 558 248 201 0 0 0 +0 — — — +0 0 2 0 1 1 2 -1.00 4.3% 18.95 18.15 127 0.02 0.06 100.0% 0.02 33 17 2 0 24 3 +0 +$0 +$177 +$177 +0 0 2 0 3 6 9 -1.00 4.8% 18.00 17.15 126 0.02 0.06 100.0% 0.02 35 10 15 0 1 11 +3 +$0 +$797 +$797 +0 0 0 1 0 1 1 -0.99 0.9% 16.30 16.15 125 0.05 0.09 57.1% 0.02 1,698 786 812 150 70 79 +0 +$0 +$7k +$7k +0 0 1 2 2 2 4 -0.99 1.3% 15.35 15.15 124 0.06 0.09 40.0% 0.03 419 361 34 0 18 6 +1 +$0 +$622 +$622 +0 0 2 0 1 1 2 -0.99 1.1% 14.35 14.20 123 0.09 0.10 10.5% 0.03 345 104 101 10 14 4 +4 +$0 +$497 +$497 +3 4 0 1 7 3 10 -0.97 1.5% 13.40 13.20 122 0.11 0.15 30.8% 0.04 259 100 77 0 7 2 +0 -$459 +$312 -$147 +0 0 0 1 2 1 3 -0.96 1.2% 12.40 12.25 121 0.14 0.18 25.0% 0.06 172 91 40 0 11 11 +0 +$0 +$2k +$2k +1 5 6 0 2 10 13 -0.94 1.3% 11.45 11.30 120 0.19 0.21 10.0% 0.07 3,072 1,132 1,302 12 156 321 +158 -$1k +$73k +$72k +0 1 0 0 0 2 2 -0.92 1.4% 10.50 10.35 119 0.24 0.28 15.4% 0.09 138 43 71 0 15 69 +17 -$257 +$18k +$18k +0 1 2 0 2 2 5 -0.90 2.1% 9.60 9.40 118 0.30 0.35 15.4% 0.10 723 387 63 0 41 21 +14 -$310 +$7k +$6k +0 0 0 0 0 25 25 -0.88 2.3% 8.70 8.50 117 0.38 0.46 19.0% 0.13 396 227 101 0 22 77 +44 +$0 +$28k +$28k +0 1 1 0 41 2 43 -0.85 2.6% 7.80 7.60 116 0.48 0.58 18.9% 0.16 1,817 264 1,248 0 149 163 +144 -$427 +$70k +$69k +1 4 6 1 11 2 13 -0.82 2.2% 6.90 6.75 115 0.62 0.68 9.2% 0.19 3,623 1,656 1,467 5 394 1,553 +1,408 -$2k +$761k +$759k +0 1 1 0 5 15 20 -0.78 2.5% 6.05 5.90 114 0.78 0.85 8.6% 0.23 846 558 263 14 32 51 +18 -$560 +$28k +$28k +0 3 2 1 16 28 45 -0.73 2.9% 5.25 5.10 113 1.00 1.09 8.6% 0.27 842 363 408 28 64 169 +45 -$2k +$104k +$102k +4 7 13 9 37 884 932 -0.68 2.2% 4.50 4.40 112 1.23 1.29 4.8% 0.32 4,110 1,695 1,984 90 241 211 +56 -$5k +$141k +$137k +0 0 58 377 787 1,194 2,097 -0.62 2.7% 3.80 3.70 111 1.56 1.60 2.5% 0.38 6,808 2,860 2,944 172 179 179 +105 +$0 +$129k +$129k -5 25 176 172 2,318 7,656 10,257 -0.56 3.2% 3.15 3.05 110 1.89 2.00 5.7% 0.44 6,733 3,028 2,835 264 333 678 +183 -$19k +$506k +$487k +10 10 22 239 2,764 4,083 7,137 -0.50 3.5% 2.60 2.51 109 2.31 2.45 5.9% 0.50 1,394 671 567 25 85 152 +23 -$8k +$115k +$107k +9 9 85 14 474 1,037 1,655 -0.43 6.7% 2.16 2.02 108 2.82 2.95 4.5% 0.57 2,069 802 1,139 65 99 421 +130 -$7k +$318k +$311k +2 6 108 21 671 1,999 3,036 -0.37 4.3% 1.66 1.59 107 3.35 3.55 5.8% 0.63 968 335 537 20 136 234 +163 -$4k +$166k +$162k +0 5 77 19 1,279 882 2,628 -0.31 5.5% 1.30 1.23 106 4.00 4.20 4.9% 0.69 2,074 767 1,128 66 187 208 +91 -$3k +$137k +$134k +57 149 353 117 2,109 1,696 4,444 -0.25 3.1% 0.99 0.96 105 4.70 4.90 4.2% 0.74 1,311 606 593 38 103 1,326 +418 -$91k +$796k +$704k +17 121 84 4 412 381 874 -0.20 6.9% 0.75 0.70 104 5.45 5.85 7.1% 0.79 327 109 204 4 88 393 +247 -$65k +$207k +$142k +13 108 63 0 103 70 219 -0.16 9.2% 0.57 0.52 103 6.30 6.50 3.1% 0.83 236 106 95 61 38 258 -12 -$50k +$118k +$68k +1,097 1,128 225 5 595 628 1,294 -0.12 4.8% 0.43 0.41 102 7.15 7.40 3.4% 0.86 378 255 113 3 24 1,001 +762 -$432k +$389k -$43k +104 116 290 3 276 204 538 -0.09 9.8% 0.32 0.29 101 8.05 8.20 1.8% 0.89 256 174 73 1 42 364 +160 -$36k +$117k +$81k +165 463 306 8 920 428 1,588 -0.07 9.1% 0.23 0.21 100 8.95 9.10 1.7% 0.92 663 343 249 1 138 1,058 -161 -$117k +$270k +$153k +257 449 88 0 137 76 253 -0.06 18.2% 0.18 0.15 99 9.90 10.05 1.5% 0.94 67 27 34 0 26 1,006 -8 -$91k +$207k +$117k +49 188 71 0 103 51 170 -0.04 30.8% 0.15 0.11 98 10.85 11.05 1.8% 0.95 26 10 15 0 2 250 -8 -$30k +$42k +$13k +207 855 79 7 231 110 392 -0.03 35.3% 0.10 0.07 97 10.90 12.00 9.6% 0.96 55 42 8 0 7 488 +299 -$104k +$70k -$34k +246 440 14 8 105 70 207 -0.02 75.0% 0.11 0.05 96 12.80 13.00 1.6% 0.96 65 58 7 0 9 81 -1 -$42k +$10k -$32k +75 391 41 0 68 152 240 -0.02 33.3% 0.07 0.05 95 13.80 13.95 1.1% 0.97 13 4 8 1 4 137 -4 -$30k +$14k -$15k +19 426 2 0 85 16 115 -0.02 50.0% 0.05 0.03 94 13.80 14.95 8.0% 0.97 1 0 1 0 0 19 +8 -$26k +$2k -$24k +6 181 2 0 5 23 37 -0.01 100.0% 0.06 0.02 93 14.85 15.95 7.1% 0.97 4 3 1 1 3 6 +0 -$9k +$465 -$9k -10 907 58 0 3 56 67 -0.01 150.0% 0.07 0.01 92 16.75 16.95 1.2% 0.98 6 1 5 0 0 11 +1 -$41k +$729 -$40k -13 143 0 0 10 51 64 -0.01 142.9% 0.06 0.01 91 17.75 17.95 1.1% 0.98 2 2 0 0 0 32 +20 -$6k +$2k -$4k +148 805 13 14 169 68 251 -0.01 100.0% 0.06 0.02 90 18.75 18.90 0.8% 0.98 15 13 2 0 3 27 +14 -$28k +$1k -$27k -39 258 4 0 1 6 8 -0.01 133.3% 0.05 0.01 89 19.75 19.95 1.0% 0.99 7 0 7 0 1 18 -1 -$8k +$775 -$7k -4 34 2 1 2 11 19 -0.01 no two-sided quote 0.05 0.00 88 20.75 20.90 0.7% 0.99 4 0 3 0 1 43 +0 -$932 +$2k +$725 +0 45 0 0 0 0 0 -0.01 133.3% 0.05 0.01 87 21.70 21.95 1.1% 0.99 8 5 3 0 0 8 +0 -$1k +$276 -$817 +16 34 2 0 6 0 16 -0.01 no two-sided quote 0.04 0.00 86 22.70 22.90 0.9% 0.99 2 0 2 0 0 0 +0 -$731 +$0 -$731 +8 247 3 0 4 1 6 -0.01 100.0% 0.03 0.01 85 23.75 23.90 0.6% 0.99 2 0 2 0 0 19 +9 -$5k +$527 -$4k +0 12 0 0 100 0 100 -0.01 no two-sided quote 0.04 0.00 84 24.75 24.90 0.6% 0.99 3 1 2 0 0 8 +8 -$202 +$199 -$3 +0 78 1 0 17 35 52 -0.01 no two-sided quote 0.03 0.00 83 25.75 25.90 0.6% 0.99 2 1 1 0 0 0 +0 -$1k +$0 -$1k +2 29 2 0 115 63 180 -0.00 100.0% 0.03 0.01 82 26.05 26.90 3.2% 0.99 2 0 2 0 0 0 +0 -$378 +$0 -$378
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