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 2026-09-21, 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

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 2026-09-21, 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.

Tradability of the 2026-09-25 expiry: 7 calendar days from 2026-09-18 (8 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 119 (Δ 0.21), put 101 (Δ -0.20).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move136135134133132131130129128127126125124123122121120119118117116115114113112111110109108107106105104103102101100999897969594939291908988878685848382put strike nearest 0.20 delta: 101call strike nearest 0.20 delta: 11915k015k16k16k25%10%10%25%-$5.5m+$5.5mcall wall 110put wall 110book spot 108.8γ flip 92.59strike 136 calls: OI 1 (+0) · vol 65 (at ask 0, at bid 0) · NBBO 0.12 × 0.14, spread 15.4% of mid · Δ 0.03 puts: OI 0 (+0) · vol 9 (at ask 0, at bid 9) · NBBO 27.15 × 27.40, spread 0.9% of mid · Δ -0.99 net GEX +$63 per 1% (calls +$63, puts +$0)strike 135 calls: OI 1,074 (+17) · vol 561 (at ask 365, at bid 125, sweep 78, multi-leg 22) · NBBO 0.14 × 0.16, spread 13.3% of mid · Δ 0.03 puts: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 26.20 × 26.40, spread 0.8% of mid · Δ -0.98 net GEX +$75k per 1% (calls +$75k, puts -$90)strike 134 calls: OI 0 (+0) · vol 57 (at ask 43, at bid 13, multi-leg 3) · NBBO 0.15 × 0.18, spread 18.2% of mid · Δ 0.04 puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 25.20 × 25.40, spread 0.8% of mid · Δ -0.98 no GEX (no side has both gamma and open interest)strike 133 calls: OI 33 (+29) · vol 175 (at ask 163, at bid 12, sweep 150, multi-leg 1) · NBBO 0.18 × 0.21, spread 15.4% of mid · Δ 0.04 puts: OI 0 (+0) · vol 4 (at ask 2, at bid 2) · NBBO 24.25 × 25.05, spread 3.2% of mid · Δ -0.98 net GEX +$3k per 1% (calls +$3k, puts +$0)strike 132 calls: OI 5 (+0) · vol 50 (at ask 23, at bid 14, multi-leg 40) · NBBO 0.20 × 0.33, spread 49.1% of mid · Δ 0.05 puts: OI 0 (+0) · vol 3 (at ask 0, at bid 0, multi-leg 3) · NBBO 23.25 × 23.45, spread 0.9% of mid · Δ -0.97 net GEX +$475 per 1% (calls +$475, puts +$0)strike 131 calls: OI 7 (+0) · vol 43 (at ask 9, at bid 34, multi-leg 2) · NBBO 0.23 × 0.26, spread 12.2% of mid · Δ 0.05 puts: OI 2 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 22.30 × 22.45, spread 0.7% of mid · Δ -0.96 net GEX +$560 per 1% (calls +$732, puts -$173)strike 130 calls: OI 2,774 (+118) · vol 1,375 (at ask 609, at bid 691, sweep 60, multi-leg 76) · NBBO 0.27 × 0.29, spread 7.1% of mid · Δ 0.06 puts: OI 6 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 21.30 × 21.50, spread 0.9% of mid · Δ -0.96 net GEX +$318k per 1% (calls +$319k, puts -$597)strike 129 calls: OI 10 (+0) · vol 118 (at ask 75, at bid 34, multi-leg 17) · NBBO 0.30 × 0.34, spread 12.5% of mid · Δ 0.06 puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 20.35 × 20.55, spread 1.0% of mid · Δ -0.95 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 128 calls: OI 37 (+5) · vol 91 (at ask 37, at bid 30, multi-leg 39) · NBBO 0.34 × 0.38, spread 11.1% of mid · Δ 0.07 puts: OI 2 (+0) · vol 5 (at ask 0, at bid 5) · NBBO 19.40 × 19.60, spread 1.0% of mid · Δ -0.94 net GEX +$5k per 1% (calls +$5k, puts -$252)strike 127 calls: OI 18 (+5) · vol 173 (at ask 53, at bid 66, multi-leg 94) · NBBO 0.39 × 0.43, spread 9.8% of mid · Δ 0.08 puts: OI 4 (+2) · vol 35 (at ask 30, at bid 2, multi-leg 3) · NBBO 18.45 × 18.65, spread 1.1% of mid · Δ -0.93 net GEX +$2k per 1% (calls +$3k, puts -$560)strike 126 calls: OI 3 (+2) · vol 230 (at ask 25, at bid 107, sweep 4, multi-leg 137) · NBBO 0.45 × 0.49, spread 8.5% of mid · Δ 0.09 puts: OI 2 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 17.50 × 17.70, spread 1.1% of mid · Δ -0.93 net GEX +$197 per 1% (calls +$509, puts -$313)strike 125 calls: OI 3,485 (+78) · vol 4,075 (at ask 2,645, at bid 1,091, sweep 11, multi-leg 411) · NBBO 0.52 × 0.56, spread 7.4% of mid · Δ 0.10 puts: OI 280 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.55 × 16.75, spread 1.2% of mid · Δ -0.91 net GEX +$599k per 1% (calls +$649k, puts -$50k)strike 124 calls: OI 93 (+13) · vol 143 (at ask 66, at bid 32, multi-leg 31) · NBBO 0.59 × 0.67, spread 12.7% of mid · Δ 0.12 puts: OI 6 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 15.65 × 15.85, spread 1.3% of mid · Δ -0.90 net GEX +$18k per 1% (calls +$19k, puts -$1k)strike 123 calls: OI 30 (+2) · vol 497 (at ask 200, at bid 229, sweep 2, multi-leg 72) · NBBO 0.67 × 0.79, spread 16.4% of mid · Δ 0.13 puts: OI 2 (+1) · vol 8 (at ask 6, at bid 2) · NBBO 14.70 × 14.95, spread 1.7% of mid · Δ -0.88 net GEX +$6k per 1% (calls +$7k, puts -$437)strike 122 calls: OI 53 (+11) · vol 947 (at ask 551, at bid 301, multi-leg 103) · NBBO 0.78 × 0.85, spread 8.6% of mid · Δ 0.15 puts: OI 1 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 13.85 × 14.00, spread 1.1% of mid · Δ -0.86 net GEX +$13k per 1% (calls +$13k, puts -$239)strike 121 calls: OI 355 (+202) · vol 539 (at ask 195, at bid 180, sweep 12, multi-leg 42) · NBBO 0.87 × 0.93, spread 6.7% of mid · Δ 0.16 puts: OI 12 (+6) · vol 2 (at ask 0, at bid 2) · NBBO 12.95 × 13.15, spread 1.5% of mid · Δ -0.85 net GEX +$90k per 1% (calls +$93k, puts -$3k)strike 120 calls: OI 4,669 (-66) · vol 5,931 (at ask 2,947, at bid 2,055, sweep 291, multi-leg 878) · NBBO 1.02 × 1.06, spread 3.8% of mid · Δ 0.18 puts: OI 24 (+1) · vol 63 (at ask 32, at bid 29, sweep 8, multi-leg 4) · NBBO 12.05 × 12.25, spread 1.6% of mid · Δ -0.83 net GEX +$1.3m per 1% (calls +$1.3m, puts -$7k)strike 119 calls: OI 43 (+6) · vol 431 (at ask 326, at bid 94, sweep 3, multi-leg 39) · NBBO 1.16 × 1.29, spread 10.6% of mid · Δ 0.21 puts: OI 9 (+8) · vol 80 (at ask 54, at bid 25, multi-leg 30) · NBBO 11.25 × 11.40, spread 1.3% of mid · Δ -0.80 net GEX +$10k per 1% (calls +$13k, puts -$3k)strike 118 calls: OI 302 (+32) · vol 6,937 (at ask 636, at bid 365, sweep 8, multi-leg 6,094) · NBBO 1.33 × 1.41, spread 5.8% of mid · Δ 0.23 puts: OI 1 (+0) · vol 18 (at ask 9, at bid 9, multi-leg 16) · NBBO 10.40 × 10.55, spread 1.4% of mid · Δ -0.78 net GEX +$98k per 1% (calls +$98k, puts -$329)strike 117 calls: OI 110 (+23) · vol 505 (at ask 220, at bid 223, sweep 6, multi-leg 163) · NBBO 1.50 × 1.62, spread 7.7% of mid · Δ 0.25 puts: OI 5 (+0) · vol 20 (at ask 5, at bid 14, multi-leg 12) · NBBO 9.60 × 9.75, spread 1.6% of mid · Δ -0.76 net GEX +$36k per 1% (calls +$38k, puts -$2k)strike 116 calls: OI 592 (+212) · vol 1,033 (at ask 363, at bid 627, sweep 13, multi-leg 153) · NBBO 1.72 × 1.85, spread 7.3% of mid · Δ 0.28 puts: OI 49 (+0) · vol 12 (at ask 1, at bid 11) · NBBO 8.80 × 8.95, spread 1.7% of mid · Δ -0.73 net GEX +$198k per 1% (calls +$216k, puts -$18k)strike 115 calls: OI 4,548 (+140) · vol 15,589 (at ask 6,021, at bid 8,593, sweep 176, multi-leg 1,626) · NBBO 1.95 × 2.09, spread 6.9% of mid · Δ 0.31 puts: OI 124 (+0) · vol 168 (at ask 71, at bid 86, sweep 1, multi-leg 21) · NBBO 8.05 × 8.20, spread 1.8% of mid · Δ -0.70 net GEX +$1.7m per 1% (calls +$1.8m, puts -$49k)strike 114 calls: OI 1,518 (+296) · vol 7,073 (at ask 393, at bid 6,592, sweep 33, multi-leg 6,115) · NBBO 2.23 × 2.37, spread 6.1% of mid · Δ 0.34 puts: OI 24 (-2) · vol 79 (at ask 28, at bid 36, sweep 1, multi-leg 13) · NBBO 7.30 × 7.50, spread 2.7% of mid · Δ -0.67 net GEX +$599k per 1% (calls +$609k, puts -$10k)strike 113 calls: OI 1,306 (+169) · vol 1,436 (at ask 396, at bid 831, sweep 17, multi-leg 883) · NBBO 2.55 × 2.66, spread 4.2% of mid · Δ 0.37 puts: OI 21 (+1) · vol 486 (at ask 65, at bid 311, sweep 3, multi-leg 16) · NBBO 6.65 × 6.80, spread 2.2% of mid · Δ -0.63 net GEX +$533k per 1% (calls +$542k, puts -$9k)strike 112 calls: OI 804 (+218) · vol 2,526 (at ask 1,140, at bid 1,094, sweep 32, multi-leg 795) · NBBO 2.87 × 3.00, spread 4.4% of mid · Δ 0.41 puts: OI 49 (-4) · vol 229 (at ask 115, at bid 111, sweep 16, multi-leg 7) · NBBO 5.95 × 6.10, spread 2.5% of mid · Δ -0.60 net GEX +$322k per 1% (calls +$343k, puts -$21k)strike 111 calls: OI 645 (+46) · vol 1,279 (at ask 343, at bid 731, sweep 46, multi-leg 431) · NBBO 3.20 × 3.35, spread 4.6% of mid · Δ 0.44 puts: OI 19 (+0) · vol 617 (at ask 225, at bid 259, sweep 6, multi-leg 35) · NBBO 5.35 × 5.50, spread 2.8% of mid · Δ -0.56 net GEX +$273k per 1% (calls +$282k, puts -$8k)strike 110 calls: OI 6,815 (+1,630) · vol 14,048 (at ask 6,476, at bid 5,649, sweep 590, multi-leg 2,236) · NBBO 3.65 × 3.75, spread 2.7% of mid · Δ 0.48 puts: OI 249 (+4) · vol 4,382 (at ask 2,009, at bid 1,595, sweep 198, multi-leg 356) · NBBO 4.75 × 4.85, spread 2.1% of mid · Δ -0.52 net GEX +$2.9m per 1% (calls +$3.0m, puts -$113k)strike 109 calls: OI 495 (+22) · vol 1,659 (at ask 748, at bid 742, sweep 10, multi-leg 562) · NBBO 4.10 × 4.20, spread 2.4% of mid · Δ 0.51 puts: OI 34 (+0) · vol 1,574 (at ask 686, at bid 705, sweep 216, multi-leg 304) · NBBO 4.20 × 4.30, spread 2.4% of mid · Δ -0.49 net GEX +$203k per 1% (calls +$218k, puts -$15k)strike 108 calls: OI 839 (+121) · vol 1,357 (at ask 663, at bid 512, sweep 167, multi-leg 370) · NBBO 4.55 × 4.75, spread 4.3% of mid · Δ 0.55 puts: OI 43 (+2) · vol 1,192 (at ask 452, at bid 497, sweep 11, multi-leg 146) · NBBO 3.70 × 3.80, spread 2.7% of mid · Δ -0.45 net GEX +$350k per 1% (calls +$369k, puts -$19k)strike 107 calls: OI 1,353 (+448) · vol 1,571 (at ask 633, at bid 779, sweep 36, multi-leg 624) · NBBO 5.10 × 5.20, spread 1.9% of mid · Δ 0.59 puts: OI 209 (+1) · vol 844 (at ask 300, at bid 428, sweep 3, multi-leg 157) · NBBO 3.20 × 3.35, spread 4.6% of mid · Δ -0.41 net GEX +$496k per 1% (calls +$590k, puts -$93k)strike 106 calls: OI 932 (+12) · vol 1,560 (at ask 599, at bid 517, sweep 29, multi-leg 802) · NBBO 5.65 × 5.85, spread 3.5% of mid · Δ 0.63 puts: OI 213 (+2) · vol 2,184 (at ask 1,006, at bid 924, sweep 15, multi-leg 168) · NBBO 2.80 × 2.88, spread 2.8% of mid · Δ -0.37 net GEX +$300k per 1% (calls +$392k, puts -$92k)strike 105 calls: OI 3,062 (+157) · vol 5,766 (at ask 2,495, at bid 2,524, sweep 89, multi-leg 1,051) · NBBO 6.25 × 6.45, spread 3.1% of mid · Δ 0.66 puts: OI 256 (+22) · vol 2,675 (at ask 995, at bid 1,353, sweep 31, multi-leg 480) · NBBO 2.41 × 2.50, spread 3.7% of mid · Δ -0.33 net GEX +$1.1m per 1% (calls +$1.2m, puts -$107k)strike 104 calls: OI 3,808 (+173) · vol 462 (at ask 130, at bid 285, sweep 12, multi-leg 97) · NBBO 6.90 × 7.10, spread 2.9% of mid · Δ 0.70 puts: OI 316 (-24) · vol 528 (at ask 229, at bid 250, sweep 2, multi-leg 26) · NBBO 2.06 × 2.12, spread 2.9% of mid · Δ -0.30 net GEX +$1.3m per 1% (calls +$1.5m, puts -$125k)strike 103 calls: OI 15,283 (+280) · vol 7,646 (at ask 231, at bid 7,324, sweep 14, multi-leg 7,259) · NBBO 7.60 × 7.80, spread 2.6% of mid · Δ 0.73 puts: OI 213 (+51) · vol 1,016 (at ask 471, at bid 384, sweep 3, multi-leg 231) · NBBO 1.75 × 1.80, spread 2.8% of mid · Δ -0.26 net GEX +$5.5m per 1% (calls +$5.5m, puts -$80k)strike 102 calls: OI 1,168 (+210) · vol 4,742 (at ask 2,297, at bid 2,433, sweep 122, multi-leg 66) · NBBO 8.30 × 8.55, spread 3.0% of mid · Δ 0.76 puts: OI 269 (+101) · vol 890 (at ask 416, at bid 349, sweep 134, multi-leg 81) · NBBO 1.47 × 1.51, spread 2.7% of mid · Δ -0.23 net GEX +$302k per 1% (calls +$395k, puts -$94k)strike 101 calls: OI 496 (-44) · vol 306 (at ask 141, at bid 128, multi-leg 232) · NBBO 9.05 × 9.45, spread 4.3% of mid · Δ 0.79 puts: OI 288 (+132) · vol 330 (at ask 141, at bid 147, sweep 4, multi-leg 93) · NBBO 1.23 × 1.35, spread 9.3% of mid · Δ -0.20 net GEX +$63k per 1% (calls +$156k, puts -$92k)strike 100 calls: OI 4,635 (-136) · vol 2,198 (at ask 895, at bid 929, sweep 15, multi-leg 717) · NBBO 9.85 × 10.00, spread 1.5% of mid · Δ 0.82 puts: OI 1,610 (+153) · vol 4,912 (at ask 1,755, at bid 2,499, sweep 555, multi-leg 483) · NBBO 1.02 × 1.08, spread 5.7% of mid · Δ -0.17 net GEX +$868k per 1% (calls +$1.3m, puts -$471k)strike 99 calls: OI 767 (-96) · vol 184 (at ask 38, at bid 127, multi-leg 54) · NBBO 10.65 × 10.85, spread 1.9% of mid · Δ 0.84 puts: OI 544 (+162) · vol 409 (at ask 207, at bid 111, sweep 1, multi-leg 173) · NBBO 0.85 × 0.94, spread 10.1% of mid · Δ -0.15 net GEX +$58k per 1% (calls +$201k, puts -$143k)strike 98 calls: OI 1,917 (+454) · vol 2,053 (at ask 1,004, at bid 1,033, sweep 174, multi-leg 199) · NBBO 11.55 × 11.70, spread 1.3% of mid · Δ 0.86 puts: OI 607 (+37) · vol 984 (at ask 393, at bid 381, sweep 4, multi-leg 381) · NBBO 0.69 × 0.79, spread 13.5% of mid · Δ -0.13 net GEX +$311k per 1% (calls +$454k, puts -$143k)strike 97 calls: OI 557 (+115) · vol 98 (at ask 82, at bid 14, sweep 1, multi-leg 42) · NBBO 12.40 × 12.65, spread 2.0% of mid · Δ 0.88 puts: OI 437 (+15) · vol 557 (at ask 77, at bid 314, multi-leg 251) · NBBO 0.56 × 0.66, spread 16.4% of mid · Δ -0.11 net GEX +$27k per 1% (calls +$118k, puts -$91k)strike 96 calls: OI 367 (-6) · vol 29 (at ask 12, at bid 12, sweep 1, multi-leg 11) · NBBO 13.30 × 13.45, spread 1.1% of mid · Δ 0.89 puts: OI 814 (-206) · vol 309 (at ask 106, at bid 167, multi-leg 112) · NBBO 0.46 × 0.51, spread 10.3% of mid · Δ -0.09 net GEX -$79k per 1% (calls +$69k, puts -$148k)strike 95 calls: OI 3,210 (+3) · vol 246 (at ask 137, at bid 93, sweep 4, multi-leg 75) · NBBO 14.20 × 14.35, spread 1.1% of mid · Δ 0.91 puts: OI 6,653 (+973) · vol 3,757 (at ask 2,333, at bid 952, sweep 8, multi-leg 196) · NBBO 0.38 × 0.40, spread 5.1% of mid · Δ -0.08 net GEX -$519k per 1% (calls +$536k, puts -$1.1m)strike 94 calls: OI 900 (+6) · vol 72 (at ask 26, at bid 36, multi-leg 45) · NBBO 15.10 × 15.30, spread 1.3% of mid · Δ 0.92 puts: OI 1,061 (+291) · vol 808 (at ask 404, at bid 385, sweep 4, multi-leg 15) · NBBO 0.31 × 0.33, spread 6.3% of mid · Δ -0.07 net GEX -$15k per 1% (calls +$131k, puts -$146k)strike 93 calls: OI 759 (+6) · vol 21 (at ask 17, at bid 3, sweep 1, multi-leg 4) · NBBO 16.05 × 16.25, spread 1.2% of mid · Δ 0.94 puts: OI 1,712 (+866) · vol 284 (at ask 58, at bid 211, multi-leg 183) · NBBO 0.25 × 0.28, spread 11.3% of mid · Δ -0.05 net GEX -$107k per 1% (calls +$95k, puts -$202k)strike 92 calls: OI 421 (-11) · vol 26 (at ask 20, at bid 4, sweep 2, multi-leg 4) · NBBO 17.00 × 17.20, spread 1.2% of mid · Δ 0.95 puts: OI 2,336 (+50) · vol 1,182 (at ask 145, at bid 843, sweep 81, multi-leg 207) · NBBO 0.20 × 0.24, spread 18.2% of mid · Δ -0.04 net GEX -$185k per 1% (calls +$47k, puts -$231k)strike 91 calls: OI 306 (+14) · vol 19 (at ask 10, at bid 4, multi-leg 7) · NBBO 17.95 × 18.15, spread 1.1% of mid · Δ 0.95 puts: OI 2,630 (+135) · vol 885 (at ask 18, at bid 850, sweep 89, multi-leg 15) · NBBO 0.16 × 0.20, spread 22.2% of mid · Δ -0.04 net GEX -$190k per 1% (calls +$30k, puts -$221k)strike 90 calls: OI 1,781 (-51) · vol 141 (at ask 52, at bid 73, multi-leg 52) · NBBO 18.90 × 19.10, spread 1.1% of mid · Δ 0.96 puts: OI 3,012 (+221) · vol 1,481 (at ask 171, at bid 1,230, sweep 215, multi-leg 202) · NBBO 0.14 × 0.15, spread 6.9% of mid · Δ -0.03 net GEX -$56k per 1% (calls +$158k, puts -$214k)strike 89 calls: OI 159 (-1) · vol 57 (at ask 12, at bid 43, multi-leg 34) · NBBO 19.50 × 20.10, spread 3.0% of mid · Δ 0.96 puts: OI 1,331 (-114) · vol 1,412 (at ask 22, at bid 778, sweep 174, multi-leg 18) · NBBO 0.11 × 0.15, spread 30.8% of mid · Δ -0.03 net GEX -$70k per 1% (calls +$13k, puts -$82k)strike 88 calls: OI 556 (-9) · vol 64 (at ask 21, at bid 43, multi-leg 20) · NBBO 20.85 × 21.10, spread 1.2% of mid · Δ 0.96 puts: OI 2,438 (-2,960) · vol 1,509 (at ask 575, at bid 891, sweep 12, multi-leg 46) · NBBO 0.10 × 0.16, spread 46.2% of mid · Δ -0.02 net GEX -$92k per 1% (calls +$39k, puts -$132k)strike 87 calls: OI 155 (+3) · vol 56 (at ask 15, at bid 41, sweep 28, multi-leg 13) · NBBO 21.85 × 22.10, spread 1.1% of mid · Δ 0.97 puts: OI 997 (-478) · vol 1,031 (at ask 217, at bid 404, multi-leg 18) · NBBO 0.09 × 0.15, spread 50.0% of mid · Δ -0.02 net GEX -$37k per 1% (calls +$10k, puts -$47k)strike 86 calls: OI 153 (-1) · vol 45 (at ask 28, at bid 13, multi-leg 14) · NBBO 22.85 × 23.05, spread 0.9% of mid · Δ 0.97 puts: OI 2,061 (-205) · vol 1,024 (at ask 508, at bid 510, sweep 388, multi-leg 8) · NBBO 0.06 × 0.10, spread 50.0% of mid · Δ -0.02 net GEX -$75k per 1% (calls +$9k, puts -$84k)strike 85 calls: OI 546 (+10) · vol 49 (at ask 22, at bid 21, multi-leg 19) · NBBO 23.85 × 24.05, spread 0.8% of mid · Δ 0.97 puts: OI 2,226 (+57) · vol 3,365 (at ask 900, at bid 2,356, sweep 842, multi-leg 335) · NBBO 0.06 × 0.08, spread 28.6% of mid · Δ -0.01 net GEX -$49k per 1% (calls +$28k, puts -$77k)strike 84 calls: OI 46 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 24.80 × 25.05, spread 1.0% of mid · Δ 0.98 puts: OI 1,650 (+732) · vol 814 (at ask 782, at bid 9, multi-leg 3) · NBBO 0.04 × 0.06, spread 40.0% of mid · Δ -0.01 net GEX -$46k per 1% (calls +$2k, puts -$48k)strike 83 calls: OI 42 (+6) · vol 2 (at ask 0, at bid 2, sweep 1) · NBBO 25.80 × 26.00, spread 0.8% of mid · Δ 0.98 puts: OI 840 (-3) · vol 60 (at ask 6, at bid 14, multi-leg 37) · NBBO 0.05 × 0.07, spread 33.3% of mid · Δ -0.01 net GEX -$20k per 1% (calls +$2k, puts -$22k)strike 82 calls: OI 144 (+4) · vol 30 (at ask 11, at bid 19, sweep 16, multi-leg 13) · NBBO 26.75 × 28.00, spread 4.6% of mid · Δ 0.98 puts: OI 719 (-6) · vol 19 (at ask 15, at bid 4, multi-leg 1) · NBBO 0.03 × 0.06, spread 66.7% of mid · Δ -0.01 net GEX -$11k per 1% (calls +$6k, puts -$16k)

2026-09-25 expiry, 55 strikes within ±25% of book spot (the flip search band); 15 hidden (4 above, 11 below), 15 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$18.5m 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
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000909-0.990.9%27.4027.151360.120.1415.4%0.036500001+0+$0+$63+$63
+2200000-0.980.8%26.4026.201350.140.1613.3%0.0356136512578221,074+17-$90+$75k+$75k
+0000101-0.980.8%25.4025.201340.150.1818.2%0.04574313030+0
+0000224-0.983.2%25.0524.251330.180.2115.4%0.0417516312150133+29+$0+$3k+$3k
+0030003-0.970.9%23.4523.251320.200.3349.1%0.055023140405+0+$0+$475+$475
+1200000-0.960.7%22.4522.301310.230.2612.2%0.0543934027+0-$173+$732+$560
+5600000-0.960.9%21.5021.301300.270.297.1%0.061,37560969160762,774+118-$597+$319k+$318k
+0000011-0.951.0%20.5520.351290.300.3412.5%0.06118753401710+0+$0+$1k+$1k
+0200505-0.941.0%19.6019.401280.340.3811.1%0.0791373003937+5-$252+$5k+$5k
+243023035-0.931.1%18.6518.451270.390.439.8%0.08173536609418+5-$560+$3k+$2k
+0200101-0.931.1%17.7017.501260.450.498.5%0.092302510741373+2-$313+$509+$197
+028000000-0.911.2%16.7516.551250.520.567.4%0.104,0752,6451,091114113,485+78-$50k+$649k+$599k
+0600101-0.901.3%15.8515.651240.590.6712.7%0.12143663203193+13-$1k+$19k+$18k
+1200268-0.881.7%14.9514.701230.670.7916.4%0.1349720022927230+2-$437+$7k+$6k
+0100101-0.861.1%14.0013.851220.780.858.6%0.15947551301010353+11-$239+$13k+$13k
+61200202-0.851.5%13.1512.951210.870.936.7%0.165391951801242355+202-$3k+$93k+$90k
+12448293263-0.831.6%12.2512.051201.021.063.8%0.185,9312,9472,0552918784,669-66-$7k+$1.3m+$1.3m
+89300255480-0.801.3%11.4011.251191.161.2910.6%0.214313269433943+6-$3k+$13k+$10k
+011609918-0.781.4%10.5510.401181.331.415.8%0.236,93763636586,094302+32-$329+$98k+$98k
+0512014520-0.761.6%9.759.601171.501.627.7%0.255052202236163110+23-$2k+$38k+$36k
+0490011112-0.731.7%8.958.801161.721.857.3%0.281,03336362713153592+212-$18k+$216k+$198k
+01242118671168-0.701.8%8.208.051151.952.096.9%0.3115,5896,0218,5931761,6264,548+140-$49k+$1.8m+$1.7m
-224131362879-0.672.7%7.507.301142.232.376.1%0.347,0733936,592336,1151,518+296-$10k+$609k+$599k
+12116331165486-0.632.2%6.806.651132.552.664.2%0.371,436396831178831,306+169-$9k+$542k+$533k
-449716111115229-0.602.5%6.105.951122.873.004.4%0.412,5261,1401,09432795804+218-$21k+$343k+$322k
+019356259225617-0.562.8%5.505.351113.203.354.6%0.441,27934373146431645+46-$8k+$282k+$273k
+42493561981,5952,0094,382-0.522.1%4.854.751103.653.752.7%0.4814,0486,4765,6495902,2366,815+1,630-$113k+$3.0m+$2.9m
+0343042167056861,574-0.492.4%4.304.201094.104.202.4%0.511,65974874210562495+22-$15k+$218k+$203k
+243146114974521,192-0.452.7%3.803.701084.554.754.3%0.551,357663512167370839+121-$19k+$369k+$350k
+12091573428300844-0.414.6%3.353.201075.105.201.9%0.591,571633779366241,353+448-$93k+$590k+$496k
+2213168159241,0062,184-0.372.8%2.882.801065.655.853.5%0.631,56059951729802932+12-$92k+$392k+$300k
+22256480311,3539952,675-0.333.7%2.502.411056.256.453.1%0.665,7662,4952,524891,0513,062+157-$107k+$1.2m+$1.1m
-24316262250229528-0.302.9%2.122.061046.907.102.9%0.7046213028512973,808+173-$125k+$1.5m+$1.3m
+5121323133844711,016-0.262.8%1.801.751037.607.802.6%0.737,6462317,324147,25915,283+280-$80k+$5.5m+$5.5m
+10126981134349416890-0.232.7%1.511.471028.308.553.0%0.764,7422,2972,433122661,168+210-$94k+$395k+$302k
+132288934147141330-0.209.3%1.351.231019.059.454.3%0.793061411280232496-44-$92k+$156k+$63k
+1531,6104835552,4991,7554,912-0.175.7%1.081.021009.8510.001.5%0.822,198895929157174,635-136-$471k+$1.3m+$868k
+1625441731111207409-0.1510.1%0.940.859910.6510.851.9%0.8418438127054767-96-$143k+$201k+$58k
+376073814381393984-0.1313.5%0.790.699811.5511.701.3%0.862,0531,0041,0331741991,917+454-$143k+$454k+$311k
+15437251031477557-0.1116.4%0.660.569712.4012.652.0%0.88988214142557+115-$91k+$118k+$27k
-2068141120167106309-0.0910.3%0.510.469613.3013.451.1%0.89291212111367-6-$148k+$69k-$79k
+9736,65319689522,3333,757-0.085.1%0.400.389514.2014.351.1%0.91246137934753,210+3-$1.1m+$536k-$519k
+2911,061154385404808-0.076.3%0.330.319415.1015.301.3%0.92722636045900+6-$146k+$131k-$15k
+8661,712183021158284-0.0511.3%0.280.259316.0516.251.2%0.942117314759+6-$202k+$95k-$107k
+502,336207818431451,182-0.0418.2%0.240.209217.0017.201.2%0.952620424421-11-$231k+$47k-$185k
+1352,630158985018885-0.0422.2%0.200.169117.9518.151.1%0.951910407306+14-$221k+$30k-$190k
+2213,0122022151,2301711,481-0.036.9%0.150.149018.9019.101.1%0.9614152730521,781-51-$214k+$158k-$56k
-1141,33118174778221,412-0.0330.8%0.150.118919.5020.103.0%0.96571243034159-1-$82k+$13k-$70k
-2,9602,43846128915751,509-0.0246.2%0.160.108820.8521.101.2%0.96642143020556-9-$132k+$39k-$92k
-4789971804042171,031-0.0250.0%0.150.098721.8522.101.1%0.975615412813155+3-$47k+$10k-$37k
-2052,06183885105081,024-0.0250.0%0.100.068622.8523.050.9%0.97452813014153-1-$84k+$9k-$75k
+572,2263358422,3569003,365-0.0128.6%0.080.068523.8524.050.8%0.97492221019546+10-$77k+$28k-$49k
+7321,650309782814-0.0140.0%0.060.048424.8025.051.0%0.982020046+0-$48k+$2k-$46k
-384037014660-0.0133.3%0.070.058325.8026.000.8%0.982021042+6-$22k+$2k-$20k
-67191041519-0.0166.7%0.060.038226.7528.004.6%0.983011191613144+4-$16k+$6k-$11k