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 2026-09-20, 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 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 2026-09-20, 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.
6 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 2026-09-23 expiry: 5 calendar days from 2026-09-18 (6 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 117 (Δ 0.20), put 102 (Δ -0.19).
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 flip floors, 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 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 136 135 134 133 132 131 130 129 128 127 126 125 124 123 122 121 120 119 118 117 116 115 114 113 112 111 110 109 108 107 106 105 104 103 102 101 100 99 98 97 96 95 94 93 92 91 90 89 88 87 86 85 84 83 82 put strike nearest 0.20 delta: 102 call strike nearest 0.20 delta: 117 2.1k 0 2.1k 4.4k 4.4k 25% 10% 10% 25% -$852k +$852k call wall 110 put wall 110 book spot 108.8 γ flip 92.59 strike 136
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 0.04 × 0.07, spread 54.5% of mid · Δ 0.01
puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 27.15 × 27.30, spread 0.6% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 135
calls: OI 3 (+0) · vol 56 (at ask 5, at bid 50) · NBBO 0.01 × 0.08, spread 155.6% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 26.15 × 27.00, spread 3.2% of mid · Δ -1.00
net GEX +$123 per 1% (calls +$123, puts +$0) strike 134
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.09, spread 127.3% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.15 × 25.30, spread 0.6% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 133
calls: OI 1 (+0) · vol 188 (at ask 102, at bid 84) · NBBO 0.04 × 0.10, spread 85.7% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 24.15 × 24.35, spread 0.8% of mid · Δ -1.00
net GEX +$50 per 1% (calls +$50, puts +$0) strike 132
calls: OI 5 (+2) · vol 47 (at ask 5, at bid 41, multi-leg 31) · NBBO 0.04 × 0.11, spread 93.3% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.15 × 23.35, spread 0.9% of mid · Δ -1.00
net GEX +$296 per 1% (calls +$296, puts +$0) strike 131
calls: OI 57 (+0) · vol 27 (at ask 4, at bid 22, sweep 1, multi-leg 2) · NBBO 0.06 × 0.13, spread 73.7% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.15 × 22.35, spread 0.9% of mid · Δ -0.99
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 130
calls: OI 230 (+18) · vol 281 (at ask 232, at bid 44, multi-leg 4) · NBBO 0.07 × 0.15, spread 72.7% of mid · Δ 0.03
puts: OI 0 (+0) · vol 21 (at ask 20, at bid 1) · NBBO 21.20 × 21.35, spread 0.7% of mid · Δ -0.98
net GEX +$18k per 1% (calls +$18k, puts +$0) strike 129
calls: OI 2 (+0) · vol 4 (at ask 3, at bid 1) · NBBO 0.10 × 0.17, spread 51.9% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.20 × 20.40, spread 1.0% of mid · Δ -0.98
net GEX +$183 per 1% (calls +$183, puts +$0) strike 128
calls: OI 2 (+0) · vol 622 (at ask 93, at bid 499, sweep 24) · NBBO 0.14 × 0.16, spread 13.3% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 19.25 × 19.40, spread 0.8% of mid · Δ -0.97
net GEX +$209 per 1% (calls +$209, puts +$0) strike 127
calls: OI 12 (+1) · vol 4,365 (at ask 2, at bid 4,363, multi-leg 1) · NBBO 0.18 × 0.22, spread 20.0% of mid · Δ 0.05
puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 18.25 × 18.45, spread 1.1% of mid · Δ -0.96
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 126
calls: OI 0 (+0) · vol 40 (at ask 32, at bid 8, multi-leg 3) · NBBO 0.20 × 0.25, spread 22.2% of mid · Δ 0.06
puts: OI 0 (+0) · vol 5 (at ask 0, at bid 1, multi-leg 4) · NBBO 17.30 × 17.45, spread 0.9% of mid · Δ -0.96
no GEX (no side has both gamma and open interest) strike 125
calls: OI 37 (+0) · vol 102 (at ask 48, at bid 41, multi-leg 14) · NBBO 0.25 × 0.29, spread 14.8% of mid · Δ 0.07
puts: OI 1 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 16.35 × 16.50, spread 0.9% of mid · Δ -0.95
net GEX +$6k per 1% (calls +$6k, puts -$137) strike 124
calls: OI 4 (+1) · vol 60 (at ask 44, at bid 16, multi-leg 6) · NBBO 0.28 × 0.34, spread 19.4% of mid · Δ 0.08
puts: OI 0 (+0) · vol 30 (at ask 30, at bid 0) · NBBO 15.35 × 15.55, spread 1.3% of mid · Δ -0.94
net GEX +$708 per 1% (calls +$708, puts +$0) strike 123
calls: OI 32 (+0) · vol 65 (at ask 32, at bid 28, multi-leg 2) · NBBO 0.34 × 0.39, spread 13.7% of mid · Δ 0.09
puts: OI 0 (+0) · vol 4 (at ask 0, at bid 0, multi-leg 4) · NBBO 14.40 × 14.60, spread 1.4% of mid · Δ -0.93
net GEX +$6k per 1% (calls +$6k, puts +$0) strike 122
calls: OI 82 (+3) · vol 35 (at ask 25, at bid 6, sweep 1, multi-leg 2) · NBBO 0.40 × 0.46, spread 14.0% of mid · Δ 0.10
puts: OI 0 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 13.50 × 13.65, spread 1.1% of mid · Δ -0.91
net GEX +$18k per 1% (calls +$18k, puts +$0) strike 121
calls: OI 31 (+18) · vol 29 (at ask 10, at bid 18, sweep 1, multi-leg 1) · NBBO 0.47 × 0.53, spread 12.0% of mid · Δ 0.12
puts: OI 0 (+0) · vol 3 (at ask 2, at bid 1) · NBBO 12.55 × 12.75, spread 1.6% of mid · Δ -0.90
net GEX +$8k per 1% (calls +$8k, puts +$0) strike 120
calls: OI 125 (+14) · vol 2,278 (at ask 956, at bid 1,122, sweep 76, multi-leg 34) · NBBO 0.56 × 0.63, spread 11.8% of mid · Δ 0.14
puts: OI 2 (+0) · vol 32 (at ask 13, at bid 17, sweep 1) · NBBO 11.65 × 11.85, spread 1.7% of mid · Δ -0.88
net GEX +$34k per 1% (calls +$35k, puts -$547) strike 119
calls: OI 10 (+0) · vol 221 (at ask 40, at bid 173, sweep 3, multi-leg 36) · NBBO 0.66 × 0.74, spread 11.4% of mid · Δ 0.16
puts: OI 1 (+0) · vol 21 (at ask 0, at bid 21, multi-leg 2) · NBBO 10.75 × 10.95, spread 1.8% of mid · Δ -0.86
net GEX +$3k per 1% (calls +$3k, puts -$306) strike 118
calls: OI 53 (+41) · vol 219 (at ask 118, at bid 67, sweep 34, multi-leg 20) · NBBO 0.79 × 0.86, spread 8.5% of mid · Δ 0.18
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.90 × 10.05, spread 1.5% of mid · Δ -0.83
net GEX +$18k per 1% (calls +$18k, puts +$0) strike 117
calls: OI 106 (+96) · vol 197 (at ask 40, at bid 137, sweep 3, multi-leg 21) · NBBO 0.94 × 1.00, spread 6.2% of mid · Δ 0.20
puts: OI 0 (+0) · vol 3 (at ask 0, at bid 3) · NBBO 9.00 × 9.20, spread 2.2% of mid · Δ -0.80
net GEX +$39k per 1% (calls +$39k, puts +$0) strike 116
calls: OI 70 (+1) · vol 523 (at ask 455, at bid 63, sweep 3, multi-leg 33) · NBBO 1.10 × 1.18, spread 7.0% of mid · Δ 0.23
puts: OI 0 (+0) · vol 27 (at ask 9, at bid 16) · NBBO 8.20 × 8.40, spread 2.4% of mid · Δ -0.78
net GEX +$28k per 1% (calls +$28k, puts +$0) strike 115
calls: OI 260 (+60) · vol 1,218 (at ask 854, at bid 258, sweep 36, multi-leg 157) · NBBO 1.31 × 1.39, spread 5.9% of mid · Δ 0.27
puts: OI 2 (+1) · vol 66 (at ask 11, at bid 35, multi-leg 20) · NBBO 7.40 × 7.60, spread 2.7% of mid · Δ -0.74
net GEX +$112k per 1% (calls +$113k, puts -$888) strike 114
calls: OI 110 (+27) · vol 790 (at ask 552, at bid 229, sweep 26, multi-leg 63) · NBBO 1.54 × 1.62, spread 5.1% of mid · Δ 0.30
puts: OI 0 (+0) · vol 17 (at ask 3, at bid 4, multi-leg 10) · NBBO 6.65 × 6.80, spread 2.2% of mid · Δ -0.71
net GEX +$51k per 1% (calls +$51k, puts +$0) strike 113
calls: OI 58 (+19) · vol 582 (at ask 264, at bid 308, sweep 25, multi-leg 78) · NBBO 1.75 × 1.89, spread 7.7% of mid · Δ 0.34
puts: OI 0 (+0) · vol 29 (at ask 11, at bid 14, multi-leg 14) · NBBO 5.90 × 6.05, spread 2.5% of mid · Δ -0.67
net GEX +$29k per 1% (calls +$29k, puts +$0) strike 112
calls: OI 91 (+35) · vol 699 (at ask 353, at bid 298, sweep 26, multi-leg 103) · NBBO 2.11 × 2.19, spread 3.7% of mid · Δ 0.38
puts: OI 0 (+0) · vol 15 (at ask 9, at bid 5) · NBBO 5.20 × 5.35, spread 2.8% of mid · Δ -0.63
net GEX +$47k per 1% (calls +$47k, puts +$0) strike 111
calls: OI 33 (+26) · vol 1,054 (at ask 561, at bid 387, sweep 7, multi-leg 242) · NBBO 2.41 × 2.54, spread 5.3% of mid · Δ 0.42
puts: OI 0 (+0) · vol 449 (at ask 295, at bid 139, multi-leg 81) · NBBO 4.55 × 4.70, spread 3.2% of mid · Δ -0.58
net GEX +$18k per 1% (calls +$18k, puts +$0) strike 110
calls: OI 1,595 (+138) · vol 3,884 (at ask 2,049, at bid 1,732, sweep 64, multi-leg 1,308) · NBBO 2.84 × 2.93, spread 3.1% of mid · Δ 0.46
puts: OI 25 (+25) · vol 825 (at ask 432, at bid 354, sweep 1, multi-leg 87) · NBBO 3.95 × 4.10, spread 3.7% of mid · Δ -0.54
net GEX +$852k per 1% (calls +$866k, puts -$14k) strike 109
calls: OI 140 (+121) · vol 479 (at ask 269, at bid 177, sweep 21, multi-leg 35) · NBBO 3.25 × 3.40, spread 4.5% of mid · Δ 0.51
puts: OI 3 (+3) · vol 1,126 (at ask 513, at bid 576, sweep 12, multi-leg 40) · NBBO 3.40 × 3.55, spread 4.3% of mid · Δ -0.49
net GEX +$76k per 1% (calls +$77k, puts -$2k) strike 108
calls: OI 64 (+33) · vol 462 (at ask 199, at bid 225, sweep 22, multi-leg 155) · NBBO 3.75 × 3.90, spread 3.9% of mid · Δ 0.56
puts: OI 0 (+0) · vol 437 (at ask 203, at bid 227, sweep 23, multi-leg 43) · NBBO 2.90 × 3.05, spread 5.0% of mid · Δ -0.44
net GEX +$35k per 1% (calls +$35k, puts +$0) strike 107
calls: OI 55 (+11) · vol 395 (at ask 125, at bid 230, sweep 2, multi-leg 129) · NBBO 4.30 × 4.40, spread 2.3% of mid · Δ 0.60
puts: OI 2 (+0) · vol 421 (at ask 204, at bid 208, sweep 4, multi-leg 15) · NBBO 2.45 × 2.54, spread 3.6% of mid · Δ -0.40
net GEX +$28k per 1% (calls +$29k, puts -$1k) strike 106
calls: OI 212 (+130) · vol 1,081 (at ask 670, at bid 392, sweep 6, multi-leg 18) · NBBO 4.85 × 5.05, spread 4.0% of mid · Δ 0.65
puts: OI 11 (+0) · vol 509 (at ask 235, at bid 233, sweep 22, multi-leg 14) · NBBO 2.03 × 2.17, spread 6.7% of mid · Δ -0.35
net GEX +$102k per 1% (calls +$108k, puts -$6k) strike 105
calls: OI 567 (+445) · vol 384 (at ask 104, at bid 260, sweep 8, multi-leg 61) · NBBO 5.50 × 5.65, spread 2.7% of mid · Δ 0.69
puts: OI 33 (+7) · vol 737 (at ask 321, at bid 324, sweep 32, multi-leg 25) · NBBO 1.68 × 1.78, spread 5.8% of mid · Δ -0.31
net GEX +$257k per 1% (calls +$274k, puts -$16k) strike 104
calls: OI 98 (+36) · vol 61 (at ask 32, at bid 17, sweep 8, multi-leg 16) · NBBO 6.20 × 6.35, spread 2.4% of mid · Δ 0.73
puts: OI 41 (+7) · vol 367 (at ask 157, at bid 196, sweep 17, multi-leg 61) · NBBO 1.37 × 1.47, spread 7.0% of mid · Δ -0.26
net GEX +$25k per 1% (calls +$44k, puts -$19k) strike 103
calls: OI 155 (+130) · vol 115 (at ask 62, at bid 46, multi-leg 11) · NBBO 6.90 × 7.10, spread 2.9% of mid · Δ 0.77
puts: OI 109 (+15) · vol 423 (at ask 139, at bid 255, sweep 6, multi-leg 25) · NBBO 1.11 × 1.20, spread 7.8% of mid · Δ -0.22
net GEX +$18k per 1% (calls +$64k, puts -$46k) strike 102
calls: OI 191 (+139) · vol 153 (at ask 36, at bid 82, multi-leg 43) · NBBO 7.70 × 7.85, spread 1.9% of mid · Δ 0.80
puts: OI 224 (+162) · vol 401 (at ask 237, at bid 135, sweep 1, multi-leg 152) · NBBO 0.88 × 1.00, spread 12.8% of mid · Δ -0.19
net GEX -$13k per 1% (calls +$72k, puts -$85k) strike 101
calls: OI 93 (+70) · vol 70 (at ask 43, at bid 25, sweep 6, multi-leg 7) · NBBO 8.50 × 8.70, spread 2.3% of mid · Δ 0.83
puts: OI 93 (+84) · vol 469 (at ask 164, at bid 182, multi-leg 229) · NBBO 0.71 × 0.79, spread 10.7% of mid · Δ -0.16
net GEX -$174 per 1% (calls +$31k, puts -$31k) strike 100
calls: OI 208 (-40) · vol 156 (at ask 74, at bid 80, sweep 3, multi-leg 41) · NBBO 9.35 × 9.50, spread 1.6% of mid · Δ 0.86
puts: OI 119 (+42) · vol 823 (at ask 349, at bid 393, sweep 3, multi-leg 289) · NBBO 0.55 × 0.64, spread 15.1% of mid · Δ -0.13
net GEX +$27k per 1% (calls +$62k, puts -$35k) strike 99
calls: OI 31 (-1) · vol 41 (at ask 35, at bid 6, sweep 1, multi-leg 2) · NBBO 10.20 × 10.40, spread 1.9% of mid · Δ 0.88
puts: OI 38 (+23) · vol 150 (at ask 84, at bid 62, multi-leg 119) · NBBO 0.44 × 0.51, spread 14.7% of mid · Δ -0.11
net GEX -$2k per 1% (calls +$8k, puts -$10k) strike 98
calls: OI 2,022 (+224) · vol 2,068 (at ask 1,640, at bid 417, sweep 98, multi-leg 15) · NBBO 11.15 × 11.30, spread 1.3% of mid · Δ 0.90
puts: OI 127 (+1) · vol 172 (at ask 67, at bid 92, multi-leg 113) · NBBO 0.37 × 0.41, spread 10.3% of mid · Δ -0.09
net GEX +$427k per 1% (calls +$454k, puts -$27k) strike 97
calls: OI 2,059 (-30) · vol 2,052 (at ask 1,029, at bid 1,022, multi-leg 1,008) · NBBO 12.05 × 12.25, spread 1.6% of mid · Δ 0.92
puts: OI 89 (+38) · vol 63 (at ask 8, at bid 41, multi-leg 8) · NBBO 0.26 × 0.34, spread 26.7% of mid · Δ -0.07
net GEX +$382k per 1% (calls +$398k, puts -$16k) strike 96
calls: OI 147 (+36) · vol 56 (at ask 55, at bid 1, multi-leg 53) · NBBO 13.00 × 13.15, spread 1.1% of mid · Δ 0.93
puts: OI 130 (+45) · vol 109 (at ask 19, at bid 83, multi-leg 33) · NBBO 0.20 × 0.28, spread 33.3% of mid · Δ -0.06
net GEX +$4k per 1% (calls +$24k, puts -$20k) strike 95
calls: OI 107 (+84) · vol 111 (at ask 68, at bid 28, sweep 20, multi-leg 2) · NBBO 13.95 × 14.10, spread 1.1% of mid · Δ 0.94
puts: OI 313 (+112) · vol 247 (at ask 137, at bid 89, multi-leg 33) · NBBO 0.16 × 0.24, spread 40.0% of mid · Δ -0.05
net GEX -$26k per 1% (calls +$15k, puts -$41k) strike 94
calls: OI 2 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 14.90 × 15.10, spread 1.3% of mid · Δ 0.95
puts: OI 133 (+120) · vol 32 (at ask 10, at bid 19, multi-leg 5) · NBBO 0.15 × 0.19, spread 23.5% of mid · Δ -0.04
net GEX -$15k per 1% (calls +$246, puts -$15k) strike 93
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 15.85 × 16.05, spread 1.3% of mid · Δ 0.96
puts: OI 230 (+91) · vol 85 (at ask 9, at bid 64, multi-leg 18) · NBBO 0.09 × 0.18, spread 66.7% of mid · Δ -0.03
net GEX -$21k per 1% (calls +$531, puts -$21k) strike 92
calls: OI 19 (+5) · vol 17 (at ask 7, at bid 10, sweep 5, multi-leg 5) · NBBO 16.85 × 17.05, spread 1.2% of mid · Δ 0.96
puts: OI 218 (+140) · vol 46 (at ask 16, at bid 27, multi-leg 31) · NBBO 0.07 × 0.16, spread 78.3% of mid · Δ -0.03
net GEX -$15k per 1% (calls +$2k, puts -$17k) strike 91
calls: OI 1 (+0) · vol 4 (at ask 0, at bid 0, multi-leg 4) · NBBO 17.85 × 18.00, spread 0.8% of mid · Δ 0.97
puts: OI 155 (-1) · vol 39 (at ask 4, at bid 30, sweep 1, multi-leg 27) · NBBO 0.05 × 0.12, spread 82.4% of mid · Δ -0.02
net GEX -$9k per 1% (calls +$77, puts -$9k) strike 90
calls: OI 140 (+1) · vol 4 (at ask 2, at bid 0, multi-leg 3) · NBBO 18.80 × 19.00, spread 1.1% of mid · Δ 0.97
puts: OI 300 (+8) · vol 81 (at ask 20, at bid 37, multi-leg 41) · NBBO 0.04 × 0.10, spread 85.7% of mid · Δ -0.02
net GEX -$7k per 1% (calls +$9k, puts -$16k) strike 89
calls: OI 1 (+0) · vol 4 (at ask 4, at bid 0, multi-leg 4) · NBBO 19.80 × 20.00, spread 1.0% of mid · Δ 0.98
puts: OI 195 (+8) · vol 22 (at ask 6, at bid 3, sweep 1, multi-leg 12) · NBBO 0.05 × 0.10, spread 66.7% of mid · Δ -0.02
net GEX -$9k per 1% (calls +$54, puts -$9k) strike 88
calls: OI 0 (+0) · vol 20 (at ask 0, at bid 20, multi-leg 20) · NBBO 20.80 × 20.95, spread 0.7% of mid · Δ 0.98
puts: OI 48 (+2) · vol 21 (at ask 12, at bid 9, multi-leg 21) · NBBO 0.02 × 0.09, spread 127.3% of mid · Δ -0.02
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 87
calls: OI 2 (+1) · vol 8 (at ask 0, at bid 8, multi-leg 8) · NBBO 21.80 × 21.95, spread 0.7% of mid · Δ 0.98
puts: OI 40 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.01 × 0.10, spread 163.6% of mid · Δ -0.01
net GEX -$1k per 1% (calls +$86, puts -$2k) strike 86
calls: OI 8 (+8) · vol 0 (at ask 0, at bid 0) · NBBO 22.80 × 22.95, spread 0.7% of mid · Δ 0.98
puts: OI 25 (+2) · vol 57 (at ask 10, at bid 11, multi-leg 32) · NBBO 0.01 × 0.09, spread 160.0% of mid · Δ -0.01
net GEX -$529 per 1% (calls +$316, puts -$845) strike 85
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 23.75 × 23.95, spread 0.8% of mid · Δ 0.98
puts: OI 77 (+1) · vol 58 (at ask 19, at bid 30, multi-leg 13) · NBBO 0.01 × 0.05, spread 133.3% of mid · Δ -0.01
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 84
calls: OI 1 (+0) · vol 7 (at ask 6, at bid 1, sweep 1) · NBBO 24.75 × 24.95, spread 0.8% of mid · Δ 0.98
puts: OI 24 (+0) · vol 4 (at ask 0, at bid 4, multi-leg 4) · NBBO 0.01 × 0.08, spread 155.6% of mid · Δ -0.01
net GEX -$613 per 1% (calls +$34, puts -$647) strike 83
calls: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 25.75 × 25.95, spread 0.8% of mid · Δ 0.99
puts: OI 19 (+0) · vol 11 (at ask 0, at bid 11, multi-leg 11) · NBBO 0.01 × 0.08, spread 155.6% of mid · Δ -0.01
net GEX -$456 per 1% (calls +$0, puts -$456) strike 82
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 26.75 × 26.95, spread 0.7% of mid · Δ 0.99
puts: OI 27 (+19) · vol 11 (at ask 11, at bid 0, multi-leg 11) · NBBO 0.00 × 0.07, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$576 per 1% (calls +$0, puts -$576) 2026-09-23 expiry, 55 strikes within ±25% of book spot (the flip search band); 9 hidden (2 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 (+$2.6m 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 · 55 strikes puts strike calls GEX, $ per 1% ΔOI OI multi-leg sweep @bid @ask vol Δ spr ask bid bid ask spr Δ vol @ask @bid sweep multi-leg OI ΔOI put call net +0 0 0 0 0 1 1 -1.00 0.6% 27.30 27.15 136 0.04 0.07 54.5% 0.01 1 1 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.2% 27.00 26.15 135 0.01 0.08 155.6% 0.01 56 5 50 0 0 3 +0 +$0 +$123 +$123 +0 0 0 0 0 0 0 -1.00 0.6% 25.30 25.15 134 0.02 0.09 127.3% 0.02 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 0.8% 24.35 24.15 133 0.04 0.10 85.7% 0.02 188 102 84 0 0 1 +0 +$0 +$50 +$50 +0 0 0 0 0 0 0 -1.00 0.9% 23.35 23.15 132 0.04 0.11 93.3% 0.02 47 5 41 0 31 5 +2 +$0 +$296 +$296 +0 0 0 0 0 0 0 -0.99 0.9% 22.35 22.15 131 0.06 0.13 73.7% 0.03 27 4 22 1 2 57 +0 +$0 +$4k +$4k +0 0 0 0 1 20 21 -0.98 0.7% 21.35 21.20 130 0.07 0.15 72.7% 0.03 281 232 44 0 4 230 +18 +$0 +$18k +$18k +0 0 0 0 0 0 0 -0.98 1.0% 20.40 20.20 129 0.10 0.17 51.9% 0.03 4 3 1 0 0 2 +0 +$0 +$183 +$183 +0 0 0 0 0 0 0 -0.97 0.8% 19.40 19.25 128 0.14 0.16 13.3% 0.04 622 93 499 24 0 2 +0 +$0 +$209 +$209 +0 0 0 0 0 1 1 -0.96 1.1% 18.45 18.25 127 0.18 0.22 20.0% 0.05 4,365 2 4,363 0 1 12 +1 +$0 +$1k +$1k +0 0 4 0 1 0 5 -0.96 0.9% 17.45 17.30 126 0.20 0.25 22.2% 0.06 40 32 8 0 3 0 +0 — — — +0 1 0 0 1 0 1 -0.95 0.9% 16.50 16.35 125 0.25 0.29 14.8% 0.07 102 48 41 0 14 37 +0 -$137 +$6k +$6k +0 0 0 0 0 30 30 -0.94 1.3% 15.55 15.35 124 0.28 0.34 19.4% 0.08 60 44 16 0 6 4 +1 +$0 +$708 +$708 +0 0 4 0 0 0 4 -0.93 1.4% 14.60 14.40 123 0.34 0.39 13.7% 0.09 65 32 28 0 2 32 +0 +$0 +$6k +$6k +0 0 0 0 2 0 2 -0.91 1.1% 13.65 13.50 122 0.40 0.46 14.0% 0.10 35 25 6 1 2 82 +3 +$0 +$18k +$18k +0 0 0 0 1 2 3 -0.90 1.6% 12.75 12.55 121 0.47 0.53 12.0% 0.12 29 10 18 1 1 31 +18 +$0 +$8k +$8k +0 2 0 1 17 13 32 -0.88 1.7% 11.85 11.65 120 0.56 0.63 11.8% 0.14 2,278 956 1,122 76 34 125 +14 -$547 +$35k +$34k +0 1 2 0 21 0 21 -0.86 1.8% 10.95 10.75 119 0.66 0.74 11.4% 0.16 221 40 173 3 36 10 +0 -$306 +$3k +$3k +0 0 0 0 0 0 0 -0.83 1.5% 10.05 9.90 118 0.79 0.86 8.5% 0.18 219 118 67 34 20 53 +41 +$0 +$18k +$18k +0 0 0 0 3 0 3 -0.80 2.2% 9.20 9.00 117 0.94 1.00 6.2% 0.20 197 40 137 3 21 106 +96 +$0 +$39k +$39k +0 0 0 0 16 9 27 -0.78 2.4% 8.40 8.20 116 1.10 1.18 7.0% 0.23 523 455 63 3 33 70 +1 +$0 +$28k +$28k +1 2 20 0 35 11 66 -0.74 2.7% 7.60 7.40 115 1.31 1.39 5.9% 0.27 1,218 854 258 36 157 260 +60 -$888 +$113k +$112k +0 0 10 0 4 3 17 -0.71 2.2% 6.80 6.65 114 1.54 1.62 5.1% 0.30 790 552 229 26 63 110 +27 +$0 +$51k +$51k +0 0 14 0 14 11 29 -0.67 2.5% 6.05 5.90 113 1.75 1.89 7.7% 0.34 582 264 308 25 78 58 +19 +$0 +$29k +$29k +0 0 0 0 5 9 15 -0.63 2.8% 5.35 5.20 112 2.11 2.19 3.7% 0.38 699 353 298 26 103 91 +35 +$0 +$47k +$47k +0 0 81 0 139 295 449 -0.58 3.2% 4.70 4.55 111 2.41 2.54 5.3% 0.42 1,054 561 387 7 242 33 +26 +$0 +$18k +$18k +25 25 87 1 354 432 825 -0.54 3.7% 4.10 3.95 110 2.84 2.93 3.1% 0.46 3,884 2,049 1,732 64 1,308 1,595 +138 -$14k +$866k +$852k +3 3 40 12 576 513 1,126 -0.49 4.3% 3.55 3.40 109 3.25 3.40 4.5% 0.51 479 269 177 21 35 140 +121 -$2k +$77k +$76k +0 0 43 23 227 203 437 -0.44 5.0% 3.05 2.90 108 3.75 3.90 3.9% 0.56 462 199 225 22 155 64 +33 +$0 +$35k +$35k +0 2 15 4 208 204 421 -0.40 3.6% 2.54 2.45 107 4.30 4.40 2.3% 0.60 395 125 230 2 129 55 +11 -$1k +$29k +$28k +0 11 14 22 233 235 509 -0.35 6.7% 2.17 2.03 106 4.85 5.05 4.0% 0.65 1,081 670 392 6 18 212 +130 -$6k +$108k +$102k +7 33 25 32 324 321 737 -0.31 5.8% 1.78 1.68 105 5.50 5.65 2.7% 0.69 384 104 260 8 61 567 +445 -$16k +$274k +$257k +7 41 61 17 196 157 367 -0.26 7.0% 1.47 1.37 104 6.20 6.35 2.4% 0.73 61 32 17 8 16 98 +36 -$19k +$44k +$25k +15 109 25 6 255 139 423 -0.22 7.8% 1.20 1.11 103 6.90 7.10 2.9% 0.77 115 62 46 0 11 155 +130 -$46k +$64k +$18k +162 224 152 1 135 237 401 -0.19 12.8% 1.00 0.88 102 7.70 7.85 1.9% 0.80 153 36 82 0 43 191 +139 -$85k +$72k -$13k +84 93 229 0 182 164 469 -0.16 10.7% 0.79 0.71 101 8.50 8.70 2.3% 0.83 70 43 25 6 7 93 +70 -$31k +$31k -$174 +42 119 289 3 393 349 823 -0.13 15.1% 0.64 0.55 100 9.35 9.50 1.6% 0.86 156 74 80 3 41 208 -40 -$35k +$62k +$27k +23 38 119 0 62 84 150 -0.11 14.7% 0.51 0.44 99 10.20 10.40 1.9% 0.88 41 35 6 1 2 31 -1 -$10k +$8k -$2k +1 127 113 0 92 67 172 -0.09 10.3% 0.41 0.37 98 11.15 11.30 1.3% 0.90 2,068 1,640 417 98 15 2,022 +224 -$27k +$454k +$427k +38 89 8 0 41 8 63 -0.07 26.7% 0.34 0.26 97 12.05 12.25 1.6% 0.92 2,052 1,029 1,022 0 1,008 2,059 -30 -$16k +$398k +$382k +45 130 33 0 83 19 109 -0.06 33.3% 0.28 0.20 96 13.00 13.15 1.1% 0.93 56 55 1 0 53 147 +36 -$20k +$24k +$4k +112 313 33 0 89 137 247 -0.05 40.0% 0.24 0.16 95 13.95 14.10 1.1% 0.94 111 68 28 20 2 107 +84 -$41k +$15k -$26k +120 133 5 0 19 10 32 -0.04 23.5% 0.19 0.15 94 14.90 15.10 1.3% 0.95 1 0 1 0 0 2 +0 -$15k +$246 -$15k +91 230 18 0 64 9 85 -0.03 66.7% 0.18 0.09 93 15.85 16.05 1.3% 0.96 0 0 0 0 0 5 +0 -$21k +$531 -$21k +140 218 31 0 27 16 46 -0.03 78.3% 0.16 0.07 92 16.85 17.05 1.2% 0.96 17 7 10 5 5 19 +5 -$17k +$2k -$15k -1 155 27 1 30 4 39 -0.02 82.4% 0.12 0.05 91 17.85 18.00 0.8% 0.97 4 0 0 0 4 1 +0 -$9k +$77 -$9k +8 300 41 0 37 20 81 -0.02 85.7% 0.10 0.04 90 18.80 19.00 1.1% 0.97 4 2 0 0 3 140 +1 -$16k +$9k -$7k +8 195 12 1 3 6 22 -0.02 66.7% 0.10 0.05 89 19.80 20.00 1.0% 0.98 4 4 0 0 4 1 +0 -$9k +$54 -$9k +2 48 21 0 9 12 21 -0.02 127.3% 0.09 0.02 88 20.80 20.95 0.7% 0.98 20 0 20 0 20 0 +0 -$2k +$0 -$2k +0 40 1 0 0 0 1 -0.01 163.6% 0.10 0.01 87 21.80 21.95 0.7% 0.98 8 0 8 0 8 2 +1 -$2k +$86 -$1k +2 25 32 0 11 10 57 -0.01 160.0% 0.09 0.01 86 22.80 22.95 0.7% 0.98 0 0 0 0 0 8 +8 -$845 +$316 -$529 +1 77 13 0 30 19 58 -0.01 133.3% 0.05 0.01 85 23.75 23.95 0.8% 0.98 2 1 1 0 1 0 +0 -$2k +$0 -$2k +0 24 4 0 4 0 4 -0.01 155.6% 0.08 0.01 84 24.75 24.95 0.8% 0.98 7 6 1 1 0 1 +0 -$647 +$34 -$613 +0 19 11 0 11 0 11 -0.01 155.6% 0.08 0.01 83 25.75 25.95 0.8% 0.99 1 0 1 0 0 0 +0 -$456 +$0 -$456 +19 27 11 0 0 11 11 -0.01 no two-sided quote 0.07 0.00 82 26.75 26.95 0.7% 0.99 2 1 1 0 0 0 +0 -$576 +$0 -$576