Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
61.2%
own all (<3y) · n=246
IV rank
47.9%
own 1y · n=245
range
46.0% – 102.4%
own 1y · n=245
Term structure · constant maturity 5 consecutive sessions in backwardation (near-term vol above 90-day: stress).
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, 27 calendar days from the 2026-09-25 curve - every tenor of 27d or longer spans it
Expected move ±$18.27 (±14.3%), the vendor's, vintage 2026-09-25 1d 5d 7d 14d 30d 60d 90d 180d 365d 74.5% 42.3% ━ 2026-09-25 ┅ 2026-08-26 (21 sessions earlier) ■ earnings, at the first session it can move (□ no expected move served) tenors in calendar days, log scale The 2026-09-24 calendar snapshot lists nothing after the 2026-09-25 close.
Earnings: time unknown, stated by the vendor's estimate, first moves the 2026-10-22 session (27d on the tenor axis), expected move ±$18.27 (±14.3%) .
Skew · risk reversal 25-delta
-4.3 pts
own all (<3y) 46.3% · n=40
10-delta
-7.1 pts
own all (<3y) 33.8% · n=40
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 2026-09-24 1d 2026-09-25 · short
2026-09-25: 3 put and 3 call strikes within ±2.4%, IV 72% to 76% 80% 65% −2.4% Next earnings: 2026-10-22 time unknown, stated by the vendor's estimate, first moves the 2026-10-22 session, expected move ±$18.27 (±14.3%) . As the vendor's calendar stood on 2026-09-26, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 10-22 time?the vendor's estimate
ATM IV · 09-24 expected move 2026-10-30 Fri weekly 35 2026-10-02 7d spans · +8d exit 20d before
Chain · one strike axis Book as of 2026-09-24 : 1 session behind 2026-09-25: no INTC chain statistics (net_gex) dated after 2026-09-24 are knowable as of 2026-09-25, and no ticker has newer ones. The strikes drawn below are 2026-09-24's rows as stored now; the levels and statistics are the readings dated 2026-09-24, computed from those rows when the readings were derived, and a fetch of 2026-09-24 after that can revise rows. Open interest is what entered 2026-09-24 (OCC's settlement of 2026-09-23), valued at the 2026-09-24 close.
net GEX · carried book
+$223.1m per 1%
own all (<3y) 97.8% · n=69
gamma flip
—
no flip within ±25% of book spot
flip distance
no flip within ±25% of book spot
last reading -4.57 ATR on 2026-09-23
0DTE share of volume
not listed daily
book spot $127.39 (unadjusted close, 2026-09-24) · call wall $130.00 (+2.05% from book spot) · put wall $120.00 (-5.80% from book spot) · max pain $100.00 (-21.50% from book spot, 2026-10-16 monthly)
low 46.0% 245 sessions, 1y · today 73.0% high 102.4%
2026-10-22
As the vendor's calendar stood on 2026-09-26, not on the page's date.
90-day IV
68.8%
own all (<3y) 66.5% · n=246
slope, 30d − 90d
+4.2 pts
own all (<3y) 69.9% · n=246
variance risk premium, 30d
-10.9 pts
own all (<3y) 33.4% · n=241
book spot +2.4% 8d 2026-10-02
2026-10-02: 9 put and 8 call strikes within ±6.7%, IV 67% to 72% 80% 65% −6.7% book spot +6.7% 15d 2026-10-09
2026-10-09: 12 put and 8 call strikes within ±9.1%, IV 66% to 70% 80% 65% −9.1% book spot +9.1% 22d 2026-10-16
2026-10-16: 14 put and 9 call strikes within ±11%, IV 66% to 71% 80% 65% −11% book spot +11% 36d 2026-10-30
2026-10-30: 18 put and 10 call strikes within ±14%, IV 73% to 79% 80% 65% −14% book spot +14% 57d 2026-11-20
2026-11-20: 5 put and 5 call strikes within ±18%, IV 72% to 76% 80% 65% −18% book spot +18% 85d 2026-12-18
2026-12-18: 6 put and 6 call strikes within ±22%, IV 69% to 73% 80% 65% −22% book spot +22% 113d 2027-01-15
2027-01-15: 7 put and 6 call strikes within ±25%, IV 68% to 71% 80% 65% −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 (65%–80%), set by the expiries past 7 DTE.
2026-11-06 Fri weekly 42 2026-10-09 14d spans · +15d exit 13d before
75.9% p 127 ±$18.27 (±14.3%)
2026-11-20 Fri 56 2026-10-23 28dexit by 10-21 · 26d
spans · +29d exit 1d after
73.2% p 125 ±$18.27 (±14.3%)
DTE counts calendar days from 2026-09-25, the page's date and the earliest an entry could be made - not from the 2026-09-24 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-24 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 2026-09-25 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 2026-09-25, 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 2026-09-24 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.
Each level is stored as a distance from the book's own spot, so each is drawn at $127.39 × (1 + that distance) - the 2026-09-24 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. INTC headlines $123.00 , its newest unadjusted close, on 2026-09-25 ; the book was taken at $127.39 on 2026-09-24 , 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 2026-09-24 book's levels, on the 2026-09-24 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-10-05 expiry: 10 calendar days from 2026-09-25 (11 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-24 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 (no strike drawn reaches 500 on either side, before or after 2026-09-23's trading, so that line is off the panel), and the strike nearest 0.20 delta on each side - call 142 (Δ 0.20), put 117 (Δ -0.20).
call put OI carried through 2026-09-23 · opened by 2026-09-23'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 2026-09-23's trading; volume is 2026-09-24's. ◀ put OI call OI ▶ entering 2026-09-24 ◀ put vol call vol ▶ traded 2026-09-24 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 157.5 155 152.5 150 149 148 147 146 145 144 143 142 141 140 139 138 137 136 135 134 133 132 131 130 129 128 127 126 125 124 123 122 121 120 119 118 117 116 115 114 113 112 111 110 109 108 107 106 105 104 103 102 101 100 99 98 97 96 put strike nearest 0.20 delta: 117 call strike nearest 0.20 delta: 142 469 0 469 1.0k 1.0k 25% 10% 10% 25% -$176k +$176k call wall 130 book spot 127.39 put wall 120 strike 157.5
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.32 × 0.51, spread 45.8% of mid · Δ 0.06
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.30 × 30.60, spread 1.0% of mid · Δ -0.95
no GEX (no side has both gamma and open interest) strike 155
calls: OI 14 (+0) · vol 34 (at ask 1, at bid 33, multi-leg 2) · NBBO 0.43 × 0.63, spread 37.7% of mid · Δ 0.07
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.90 × 28.20, spread 1.1% of mid · Δ -0.93
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 152.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.54 × 0.75, spread 32.6% of mid · Δ 0.09
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.50 × 25.85, spread 1.4% of mid · Δ -0.92
no GEX (no side has both gamma and open interest) strike 150
calls: OI 88 (+5) · vol 102 (at ask 91, at bid 11, multi-leg 5) · NBBO 0.77 × 0.85, spread 9.9% of mid · Δ 0.11
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.15 × 23.45, spread 1.3% of mid · Δ -0.90
net GEX +$16k per 1% (calls +$17k, puts -$186) strike 149
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 0.78 × 0.94, spread 18.6% of mid · Δ 0.12
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.25 × 22.55, spread 1.3% of mid · Δ -0.89
no GEX (no side has both gamma and open interest) strike 148
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.85 × 1.03, spread 19.1% of mid · Δ 0.13
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.35 × 21.65, spread 1.4% of mid · Δ -0.88
no GEX (no side has both gamma and open interest) strike 147
calls: OI 0 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 0.94 × 1.11, spread 16.6% of mid · Δ 0.14
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.40 × 20.70, spread 1.5% of mid · Δ -0.87
no GEX (no side has both gamma and open interest) strike 146
calls: OI 1 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 1.03 × 1.22, spread 16.9% of mid · Δ 0.15
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 19.50 × 19.80, spread 1.5% of mid · Δ -0.86
net GEX +$239 per 1% (calls +$239, puts +$0) strike 145
calls: OI 58 (+14) · vol 54 (at ask 48, at bid 3, multi-leg 2) · NBBO 1.14 × 1.31, spread 13.9% of mid · Δ 0.16
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.60 × 18.90, spread 1.6% of mid · Δ -0.85
net GEX +$14k per 1% (calls +$15k, puts -$252) strike 144
calls: OI 1 (+1) · vol 2 (at ask 2, at bid 0) · NBBO 1.26 × 1.42, spread 11.9% of mid · Δ 0.17
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 17.70 × 18.05, spread 2.0% of mid · Δ -0.83
net GEX +$267 per 1% (calls +$267, puts +$0) strike 143
calls: OI 7 (+7) · vol 10 (at ask 2, at bid 6) · NBBO 1.39 × 1.55, spread 10.9% of mid · Δ 0.18
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 16.85 × 17.15, spread 1.8% of mid · Δ -0.82
net GEX +$2k per 1% (calls +$2k, puts -$282) 2026-10-05 expiry, 58 strikes within ±25% of book spot (the flip search band); 24 hidden (5 above, 19 below), 14 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$478k per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-24's own - whether it opened positions shows in the 2026-09-25 book's change.
max pain $100.00 belongs to the 2026-10-16 monthly (22 days from 2026-09-24, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
γ flip: no flip within ±25% of book spot.
Table view · 58 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 0 0 -0.95 1.0% 30.60 30.30 157.5 0.32 0.51 45.8% 0.06 1 1 0 0 1 0 +0 — — — +0 0 0 0 0 0 0 -0.93 1.1% 28.20 27.90 155 0.43 0.63 37.7% 0.07 34 1 33 0 2 14 +0 +$0 +$2k +$2k +0 0 0 0 0 0 0 -0.92 1.4% 25.85 25.50 152.5 0.54 0.75 32.6% 0.09 0 0 0 0 0 0 +0 — — — +0 1 0 0 0 0 0 -0.90 1.3% 23.45 23.15 150 0.77 0.85 9.9% 0.11 102 91 11 0 5 88 +5 -$186 +$17k +$16k +0 0 0 0 0 0 0 -0.89 1.3% 22.55 22.25 149 0.78 0.94 18.6% 0.12 2 1 1 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.88 1.4% 21.65 21.35 148 0.85 1.03 19.1% 0.13 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.87 1.5% 20.70 20.40 147 0.94 1.11 16.6% 0.14 2 2 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.86 1.5% 19.80 19.50 146 1.03 1.22 16.9% 0.15 1 0 1 0 1 1 +1 +$0 +$239 +$239 +0 1 0 0 0 0 0 -0.85 1.6% 18.90 18.60 145 1.14 1.31 13.9% 0.16 54 48 3 0 2 58 +14 -$252 +$15k +$14k +0 0 0 0 0 0 0 -0.83 2.0% 18.05 17.70 144 1.26 1.42 11.9% 0.17 2 2 0 0 0 1 +1 +$0 +$267 +$267 +1 1 0 0 0 0 0 -0.82 1.8% 17.15 16.85 143 1.39 1.55 10.9% 0.18 10 2 6 0 0 7 +7 -$282 +$2k +$2k +0 0 0 0 0 0 0 -0.80 1.9% 16.30 16.00 142 1.52 1.69 10.6% 0.20 7 3 2 0 1 86 +86 +$0 +$26k +$26k +0 0 0 0 0 0 0 -0.79 2.0% 15.45 15.15 141 1.65 2.00 19.2% 0.21 2 1 1 0 0 4 +4 +$0 +$1k +$1k +0 2 0 0 4 0 5 -0.77 2.1% 14.60 14.30 140 1.83 2.00 8.9% 0.23 283 252 24 9 4 371 +213 -$657 +$122k +$121k +0 0 0 0 0 0 0 -0.75 2.6% 13.80 13.45 139 2.00 2.19 9.1% 0.25 5 4 1 1 0 0 +0 — — — +0 0 0 0 0 0 0 -0.74 2.3% 13.00 12.70 138 2.19 2.41 9.6% 0.27 20 12 7 5 0 2 +2 +$0 +$715 +$715 +0 0 0 0 0 0 0 -0.72 2.5% 12.20 11.90 137 2.40 2.65 9.9% 0.29 37 13 24 6 0 5 +5 +$0 +$2k +$2k +0 0 0 0 0 0 0 -0.69 2.7% 11.45 11.15 136 2.63 2.90 9.8% 0.31 103 62 40 2 5 12 +12 +$0 +$5k +$5k +0 11 0 0 17 1 18 -0.67 2.8% 10.70 10.40 135 2.93 3.10 5.6% 0.33 153 132 8 1 35 135 +3 -$4k +$54k +$49k +1 1 0 0 2 0 2 -0.65 3.1% 9.95 9.65 134 3.15 3.40 7.6% 0.35 12 3 8 0 0 6 +6 -$414 +$2k +$2k +0 0 0 0 1 1 2 -0.63 3.3% 9.25 8.95 133 3.40 3.75 9.8% 0.38 11 6 5 1 0 1 +1 +$0 +$421 +$421 +6 6 0 0 0 0 0 -0.60 3.6% 8.60 8.30 132 3.75 4.05 7.7% 0.40 75 28 45 1 6 6 +6 -$3k +$3k -$25 +0 0 0 0 1 4 5 -0.58 3.8% 7.95 7.65 131 4.10 4.45 8.2% 0.43 70 47 23 1 1 5 +5 +$0 +$2k +$2k -1 71 0 0 0 3 3 -0.55 4.2% 7.30 7.00 130 4.55 4.65 2.2% 0.45 366 193 151 1 61 469 +181 -$32k +$208k +$176k +3 3 0 0 0 0 0 -0.52 4.6% 6.70 6.40 129 4.85 5.15 6.0% 0.48 74 41 33 1 31 12 +12 -$1k +$5k +$4k +0 0 0 0 2 13 15 -0.49 4.2% 6.10 5.85 128 5.30 5.60 5.5% 0.51 46 13 30 4 3 4 +4 +$0 +$2k +$2k +0 0 0 0 0 1 1 -0.47 5.5% 5.60 5.30 127 5.80 6.10 5.0% 0.53 158 57 90 0 39 37 +30 +$0 +$17k +$17k +1 1 63 0 63 68 178 -0.44 6.1% 5.10 4.80 126 6.30 6.55 3.9% 0.56 436 201 229 32 9 27 +9 -$451 +$12k +$12k +0 47 0 0 19 30 60 -0.41 5.6% 4.60 4.35 125 6.75 7.00 3.6% 0.59 1,020 529 449 16 69 378 +32 -$21k +$169k +$148k +1 8 1 0 73 50 125 -0.38 6.2% 4.15 3.90 124 7.30 7.60 4.0% 0.62 53 31 17 1 10 44 +10 -$3k +$19k +$16k +25 39 16 32 92 28 121 -0.35 6.9% 3.75 3.50 123 7.90 8.20 3.7% 0.64 99 75 24 3 16 95 +42 -$17k +$40k +$24k +28 35 1 0 14 0 14 -0.33 7.8% 3.35 3.10 122 8.55 8.85 3.4% 0.67 75 39 35 0 1 120 +88 -$15k +$49k +$35k +8 32 5 0 8 2 11 -0.30 5.0% 2.88 2.74 121 9.15 9.45 3.2% 0.70 31 17 8 0 2 46 +33 -$13k +$18k +$5k -13 201 19 0 42 13 73 -0.27 7.8% 2.65 2.45 120 9.85 10.15 3.0% 0.72 99 50 45 1 19 245 +3 -$78k +$93k +$16k +40 63 1 0 36 35 71 -0.25 8.1% 2.30 2.12 119 10.55 10.85 2.8% 0.75 66 49 16 0 3 65 +57 -$23k +$24k +$463 +21 82 28 1 36 15 55 -0.23 5.6% 2.01 1.90 118 11.30 11.60 2.6% 0.77 112 45 65 0 18 13 +11 -$28k +$4k -$24k +11 12 1 0 7 12 19 -0.20 6.5% 1.76 1.65 117 12.05 12.35 2.5% 0.79 6 5 1 0 4 0 +0 -$4k +$0 -$4k +6 6 4 0 85 3 88 -0.18 6.7% 1.55 1.45 116 12.80 13.10 2.3% 0.81 4 2 2 0 1 9 +7 -$2k +$3k +$910 -6 264 27 1 68 114 190 -0.17 13.4% 1.43 1.25 115 13.65 13.95 2.2% 0.83 15 8 7 0 1 78 +21 -$75k +$22k -$53k +3 6 2 1 44 6 65 -0.15 8.8% 1.18 1.08 114 14.45 14.75 2.1% 0.85 21 20 1 0 0 4 +2 -$2k +$1k -$524 +9 11 7 0 55 7 63 -0.13 9.1% 1.03 0.94 113 15.30 15.60 1.9% 0.87 15 0 15 0 0 0 +0 -$3k +$0 -$3k +5 107 3 0 10 32 49 -0.12 16.5% 0.92 0.78 112 16.20 16.45 1.5% 0.88 0 0 0 0 0 0 +0 -$24k +$0 -$24k +34 43 0 0 5 3 8 -0.10 17.7% 0.80 0.67 111 17.05 17.35 1.7% 0.89 6 6 0 0 5 6 +6 -$9k +$1k -$7k +25 193 9 0 73 67 159 -0.09 14.4% 0.67 0.58 110 17.95 18.25 1.7% 0.90 13 0 12 0 2 89 +75 -$35k +$16k -$18k +13 32 1 0 2 3 5 -0.08 27.5% 0.62 0.47 109 18.90 19.15 1.3% 0.91 2 0 1 0 2 1 +1 -$5k +$167 -$5k +32 58 7 3 11 38 50 -0.07 30.4% 0.53 0.39 108 19.80 20.10 1.5% 0.92 16 5 11 0 10 1 +0 -$8k +$152 -$8k +14 52 6 0 3 4 11 -0.06 31.3% 0.48 0.35 107 20.75 21.05 1.4% 0.93 9 0 9 0 5 2 +2 -$7k +$274 -$7k +5 5 51 0 99 12 111 -0.05 31.9% 0.40 0.29 106 21.70 22.00 1.4% 0.94 1 1 0 0 0 0 +0 -$580 +$0 -$580 +18 400 2 1 47 23 70 -0.04 48.3% 0.36 0.22 105 22.65 22.95 1.3% 0.95 1 1 0 0 0 26 +0 -$41k +$3k -$38k +53 53 0 0 0 0 0 -0.04 66.7% 0.32 0.16 104 23.60 23.90 1.3% 0.95 0 0 0 0 0 15 +0 -$5k +$1k -$3k +13 34 0 0 1 10 12 -0.04 82.9% 0.29 0.12 103 24.60 24.85 1.0% 0.96 6 6 0 0 0 2 +2 -$3k +$182 -$3k +1 11 0 1 1 0 1 -0.03 88.9% 0.26 0.10 102 25.55 25.80 1.0% 0.96 0 0 0 0 0 0 +0 -$814 +$0 -$814 +10 10 0 0 0 0 0 -0.03 53.7% 0.26 0.15 101 26.55 26.80 0.9% 0.96 0 0 0 0 0 0 +0 -$668 +$0 -$668 +141 386 0 0 14 11 76 -0.03 33.3% 0.21 0.15 100 27.50 27.75 0.9% 0.97 0 0 0 0 0 5 +0 -$23k +$347 -$23k +2 2 0 0 0 0 0 -0.02 75.0% 0.22 0.10 99 28.50 28.75 0.9% 0.97 0 0 0 0 0 0 +0 -$107 +$0 -$107 +0 1 0 0 0 0 0 -0.02 80.0% 0.21 0.09 98 29.50 29.75 0.8% 0.97 10 0 10 0 0 1 +0 -$48 +$57 +$9 +2 2 0 0 0 2 2 -0.02 47.6% 0.13 0.08 97 30.45 30.70 0.8% 0.98 0 0 0 0 0 2 +2 -$84 +$103 +$19 +0 1 0 0 0 0 0 -0.02 100.0% 0.18 0.06 96 31.45 31.70 0.8% 0.98 3 0 3 0 0 16 +0 -$38 +$742 +$704
strike 142
calls: OI 86 (+86) · vol 7 (at ask 3, at bid 2, multi-leg 1) · NBBO 1.52 × 1.69, spread 10.6% of mid · Δ 0.20
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.00 × 16.30, spread 1.9% of mid · Δ -0.80
net GEX +$26k per 1% (calls +$26k, puts +$0) strike 141
calls: OI 4 (+4) · vol 2 (at ask 1, at bid 1) · NBBO 1.65 × 2.00, spread 19.2% of mid · Δ 0.21
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 15.15 × 15.45, spread 2.0% of mid · Δ -0.79
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 140
calls: OI 371 (+213) · vol 283 (at ask 252, at bid 24, sweep 9, multi-leg 4) · NBBO 1.83 × 2.00, spread 8.9% of mid · Δ 0.23
puts: OI 2 (+0) · vol 5 (at ask 0, at bid 4) · NBBO 14.30 × 14.60, spread 2.1% of mid · Δ -0.77
net GEX +$121k per 1% (calls +$122k, puts -$657) strike 139
calls: OI 0 (+0) · vol 5 (at ask 4, at bid 1, sweep 1) · NBBO 2.00 × 2.19, spread 9.1% of mid · Δ 0.25
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.45 × 13.80, spread 2.6% of mid · Δ -0.75
no GEX (no side has both gamma and open interest) strike 138
calls: OI 2 (+2) · vol 20 (at ask 12, at bid 7, sweep 5) · NBBO 2.19 × 2.41, spread 9.6% of mid · Δ 0.27
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.70 × 13.00, spread 2.3% of mid · Δ -0.74
net GEX +$715 per 1% (calls +$715, puts +$0) strike 137
calls: OI 5 (+5) · vol 37 (at ask 13, at bid 24, sweep 6) · NBBO 2.40 × 2.65, spread 9.9% of mid · Δ 0.29
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.90 × 12.20, spread 2.5% of mid · Δ -0.72
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 136
calls: OI 12 (+12) · vol 103 (at ask 62, at bid 40, sweep 2, multi-leg 5) · NBBO 2.63 × 2.90, spread 9.8% of mid · Δ 0.31
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.15 × 11.45, spread 2.7% of mid · Δ -0.69
net GEX +$5k per 1% (calls +$5k, puts +$0) strike 135
calls: OI 135 (+3) · vol 153 (at ask 132, at bid 8, sweep 1, multi-leg 35) · NBBO 2.93 × 3.10, spread 5.6% of mid · Δ 0.33
puts: OI 11 (+0) · vol 18 (at ask 1, at bid 17) · NBBO 10.40 × 10.70, spread 2.8% of mid · Δ -0.67
net GEX +$49k per 1% (calls +$54k, puts -$4k) strike 134
calls: OI 6 (+6) · vol 12 (at ask 3, at bid 8) · NBBO 3.15 × 3.40, spread 7.6% of mid · Δ 0.35
puts: OI 1 (+1) · vol 2 (at ask 0, at bid 2) · NBBO 9.65 × 9.95, spread 3.1% of mid · Δ -0.65
net GEX +$2k per 1% (calls +$2k, puts -$414) strike 133
calls: OI 1 (+1) · vol 11 (at ask 6, at bid 5, sweep 1) · NBBO 3.40 × 3.75, spread 9.8% of mid · Δ 0.38
puts: OI 0 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 8.95 × 9.25, spread 3.3% of mid · Δ -0.63
net GEX +$421 per 1% (calls +$421, puts +$0) strike 132
calls: OI 6 (+6) · vol 75 (at ask 28, at bid 45, sweep 1, multi-leg 6) · NBBO 3.75 × 4.05, spread 7.7% of mid · Δ 0.40
puts: OI 6 (+6) · vol 0 (at ask 0, at bid 0) · NBBO 8.30 × 8.60, spread 3.6% of mid · Δ -0.60
net GEX -$25 per 1% (calls +$3k, puts -$3k) strike 131
calls: OI 5 (+5) · vol 70 (at ask 47, at bid 23, sweep 1, multi-leg 1) · NBBO 4.10 × 4.45, spread 8.2% of mid · Δ 0.43
puts: OI 0 (+0) · vol 5 (at ask 4, at bid 1) · NBBO 7.65 × 7.95, spread 3.8% of mid · Δ -0.58
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 130
calls: OI 469 (+181) · vol 366 (at ask 193, at bid 151, sweep 1, multi-leg 61) · NBBO 4.55 × 4.65, spread 2.2% of mid · Δ 0.45
puts: OI 71 (-1) · vol 3 (at ask 3, at bid 0) · NBBO 7.00 × 7.30, spread 4.2% of mid · Δ -0.55
net GEX +$176k per 1% (calls +$208k, puts -$32k) strike 129
calls: OI 12 (+12) · vol 74 (at ask 41, at bid 33, sweep 1, multi-leg 31) · NBBO 4.85 × 5.15, spread 6.0% of mid · Δ 0.48
puts: OI 3 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 6.40 × 6.70, spread 4.6% of mid · Δ -0.52
net GEX +$4k per 1% (calls +$5k, puts -$1k) strike 128
calls: OI 4 (+4) · vol 46 (at ask 13, at bid 30, sweep 4, multi-leg 3) · NBBO 5.30 × 5.60, spread 5.5% of mid · Δ 0.51
puts: OI 0 (+0) · vol 15 (at ask 13, at bid 2) · NBBO 5.85 × 6.10, spread 4.2% of mid · Δ -0.49
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 127
calls: OI 37 (+30) · vol 158 (at ask 57, at bid 90, multi-leg 39) · NBBO 5.80 × 6.10, spread 5.0% of mid · Δ 0.53
puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 5.30 × 5.60, spread 5.5% of mid · Δ -0.47
net GEX +$17k per 1% (calls +$17k, puts +$0) strike 126
calls: OI 27 (+9) · vol 436 (at ask 201, at bid 229, sweep 32, multi-leg 9) · NBBO 6.30 × 6.55, spread 3.9% of mid · Δ 0.56
puts: OI 1 (+1) · vol 178 (at ask 68, at bid 63, multi-leg 63) · NBBO 4.80 × 5.10, spread 6.1% of mid · Δ -0.44
net GEX +$12k per 1% (calls +$12k, puts -$451) strike 125
calls: OI 378 (+32) · vol 1,020 (at ask 529, at bid 449, sweep 16, multi-leg 69) · NBBO 6.75 × 7.00, spread 3.6% of mid · Δ 0.59
puts: OI 47 (+0) · vol 60 (at ask 30, at bid 19) · NBBO 4.35 × 4.60, spread 5.6% of mid · Δ -0.41
net GEX +$148k per 1% (calls +$169k, puts -$21k) strike 124
calls: OI 44 (+10) · vol 53 (at ask 31, at bid 17, sweep 1, multi-leg 10) · NBBO 7.30 × 7.60, spread 4.0% of mid · Δ 0.62
puts: OI 8 (+1) · vol 125 (at ask 50, at bid 73, multi-leg 1) · NBBO 3.90 × 4.15, spread 6.2% of mid · Δ -0.38
net GEX +$16k per 1% (calls +$19k, puts -$3k) strike 123
calls: OI 95 (+42) · vol 99 (at ask 75, at bid 24, sweep 3, multi-leg 16) · NBBO 7.90 × 8.20, spread 3.7% of mid · Δ 0.64
puts: OI 39 (+25) · vol 121 (at ask 28, at bid 92, sweep 32, multi-leg 16) · NBBO 3.50 × 3.75, spread 6.9% of mid · Δ -0.35
net GEX +$24k per 1% (calls +$40k, puts -$17k) strike 122
calls: OI 120 (+88) · vol 75 (at ask 39, at bid 35, multi-leg 1) · NBBO 8.55 × 8.85, spread 3.4% of mid · Δ 0.67
puts: OI 35 (+28) · vol 14 (at ask 0, at bid 14, multi-leg 1) · NBBO 3.10 × 3.35, spread 7.8% of mid · Δ -0.33
net GEX +$35k per 1% (calls +$49k, puts -$15k) strike 121
calls: OI 46 (+33) · vol 31 (at ask 17, at bid 8, multi-leg 2) · NBBO 9.15 × 9.45, spread 3.2% of mid · Δ 0.70
puts: OI 32 (+8) · vol 11 (at ask 2, at bid 8, multi-leg 5) · NBBO 2.74 × 2.88, spread 5.0% of mid · Δ -0.30
net GEX +$5k per 1% (calls +$18k, puts -$13k) strike 120
calls: OI 245 (+3) · vol 99 (at ask 50, at bid 45, sweep 1, multi-leg 19) · NBBO 9.85 × 10.15, spread 3.0% of mid · Δ 0.72
puts: OI 201 (-13) · vol 73 (at ask 13, at bid 42, multi-leg 19) · NBBO 2.45 × 2.65, spread 7.8% of mid · Δ -0.27
net GEX +$16k per 1% (calls +$93k, puts -$78k) strike 119
calls: OI 65 (+57) · vol 66 (at ask 49, at bid 16, multi-leg 3) · NBBO 10.55 × 10.85, spread 2.8% of mid · Δ 0.75
puts: OI 63 (+40) · vol 71 (at ask 35, at bid 36, multi-leg 1) · NBBO 2.12 × 2.30, spread 8.1% of mid · Δ -0.25
net GEX +$463 per 1% (calls +$24k, puts -$23k) strike 118
calls: OI 13 (+11) · vol 112 (at ask 45, at bid 65, multi-leg 18) · NBBO 11.30 × 11.60, spread 2.6% of mid · Δ 0.77
puts: OI 82 (+21) · vol 55 (at ask 15, at bid 36, sweep 1, multi-leg 28) · NBBO 1.90 × 2.01, spread 5.6% of mid · Δ -0.23
net GEX -$24k per 1% (calls +$4k, puts -$28k) strike 117
calls: OI 0 (+0) · vol 6 (at ask 5, at bid 1, multi-leg 4) · NBBO 12.05 × 12.35, spread 2.5% of mid · Δ 0.79
puts: OI 12 (+11) · vol 19 (at ask 12, at bid 7, multi-leg 1) · NBBO 1.65 × 1.76, spread 6.5% of mid · Δ -0.20
net GEX -$4k per 1% (calls +$0, puts -$4k) strike 116
calls: OI 9 (+7) · vol 4 (at ask 2, at bid 2, multi-leg 1) · NBBO 12.80 × 13.10, spread 2.3% of mid · Δ 0.81
puts: OI 6 (+6) · vol 88 (at ask 3, at bid 85, multi-leg 4) · NBBO 1.45 × 1.55, spread 6.7% of mid · Δ -0.18
net GEX +$910 per 1% (calls +$3k, puts -$2k) strike 115
calls: OI 78 (+21) · vol 15 (at ask 8, at bid 7, multi-leg 1) · NBBO 13.65 × 13.95, spread 2.2% of mid · Δ 0.83
puts: OI 264 (-6) · vol 190 (at ask 114, at bid 68, sweep 1, multi-leg 27) · NBBO 1.25 × 1.43, spread 13.4% of mid · Δ -0.17
net GEX -$53k per 1% (calls +$22k, puts -$75k) strike 114
calls: OI 4 (+2) · vol 21 (at ask 20, at bid 1) · NBBO 14.45 × 14.75, spread 2.1% of mid · Δ 0.85
puts: OI 6 (+3) · vol 65 (at ask 6, at bid 44, sweep 1, multi-leg 2) · NBBO 1.08 × 1.18, spread 8.8% of mid · Δ -0.15
net GEX -$524 per 1% (calls +$1k, puts -$2k) strike 113
calls: OI 0 (+0) · vol 15 (at ask 0, at bid 15) · NBBO 15.30 × 15.60, spread 1.9% of mid · Δ 0.87
puts: OI 11 (+9) · vol 63 (at ask 7, at bid 55, multi-leg 7) · NBBO 0.94 × 1.03, spread 9.1% of mid · Δ -0.13
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 112
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.20 × 16.45, spread 1.5% of mid · Δ 0.88
puts: OI 107 (+5) · vol 49 (at ask 32, at bid 10, multi-leg 3) · NBBO 0.78 × 0.92, spread 16.5% of mid · Δ -0.12
net GEX -$24k per 1% (calls +$0, puts -$24k) strike 111
calls: OI 6 (+6) · vol 6 (at ask 6, at bid 0, multi-leg 5) · NBBO 17.05 × 17.35, spread 1.7% of mid · Δ 0.89
puts: OI 43 (+34) · vol 8 (at ask 3, at bid 5) · NBBO 0.67 × 0.80, spread 17.7% of mid · Δ -0.10
net GEX -$7k per 1% (calls +$1k, puts -$9k) strike 110
calls: OI 89 (+75) · vol 13 (at ask 0, at bid 12, multi-leg 2) · NBBO 17.95 × 18.25, spread 1.7% of mid · Δ 0.90
puts: OI 193 (+25) · vol 159 (at ask 67, at bid 73, multi-leg 9) · NBBO 0.58 × 0.67, spread 14.4% of mid · Δ -0.09
net GEX -$18k per 1% (calls +$16k, puts -$35k) strike 109
calls: OI 1 (+1) · vol 2 (at ask 0, at bid 1, multi-leg 2) · NBBO 18.90 × 19.15, spread 1.3% of mid · Δ 0.91
puts: OI 32 (+13) · vol 5 (at ask 3, at bid 2, multi-leg 1) · NBBO 0.47 × 0.62, spread 27.5% of mid · Δ -0.08
net GEX -$5k per 1% (calls +$167, puts -$5k) strike 108
calls: OI 1 (+0) · vol 16 (at ask 5, at bid 11, multi-leg 10) · NBBO 19.80 × 20.10, spread 1.5% of mid · Δ 0.92
puts: OI 58 (+32) · vol 50 (at ask 38, at bid 11, sweep 3, multi-leg 7) · NBBO 0.39 × 0.53, spread 30.4% of mid · Δ -0.07
net GEX -$8k per 1% (calls +$152, puts -$8k) strike 107
calls: OI 2 (+2) · vol 9 (at ask 0, at bid 9, multi-leg 5) · NBBO 20.75 × 21.05, spread 1.4% of mid · Δ 0.93
puts: OI 52 (+14) · vol 11 (at ask 4, at bid 3, multi-leg 6) · NBBO 0.35 × 0.48, spread 31.3% of mid · Δ -0.06
net GEX -$7k per 1% (calls +$274, puts -$7k) strike 106
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 21.70 × 22.00, spread 1.4% of mid · Δ 0.94
puts: OI 5 (+5) · vol 111 (at ask 12, at bid 99, multi-leg 51) · NBBO 0.29 × 0.40, spread 31.9% of mid · Δ -0.05
net GEX -$580 per 1% (calls +$0, puts -$580) strike 105
calls: OI 26 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 22.65 × 22.95, spread 1.3% of mid · Δ 0.95
puts: OI 400 (+18) · vol 70 (at ask 23, at bid 47, sweep 1, multi-leg 2) · NBBO 0.22 × 0.36, spread 48.3% of mid · Δ -0.04
net GEX -$38k per 1% (calls +$3k, puts -$41k) strike 104
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.60 × 23.90, spread 1.3% of mid · Δ 0.95
puts: OI 53 (+53) · vol 0 (at ask 0, at bid 0) · NBBO 0.16 × 0.32, spread 66.7% of mid · Δ -0.04
net GEX -$3k per 1% (calls +$1k, puts -$5k) strike 103
calls: OI 2 (+2) · vol 6 (at ask 6, at bid 0) · NBBO 24.60 × 24.85, spread 1.0% of mid · Δ 0.96
puts: OI 34 (+13) · vol 12 (at ask 10, at bid 1) · NBBO 0.12 × 0.29, spread 82.9% of mid · Δ -0.04
net GEX -$3k per 1% (calls +$182, puts -$3k) strike 102
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.55 × 25.80, spread 1.0% of mid · Δ 0.96
puts: OI 11 (+1) · vol 1 (at ask 0, at bid 1, sweep 1) · NBBO 0.10 × 0.26, spread 88.9% of mid · Δ -0.03
net GEX -$814 per 1% (calls +$0, puts -$814) strike 101
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 26.55 × 26.80, spread 0.9% of mid · Δ 0.96
puts: OI 10 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 0.15 × 0.26, spread 53.7% of mid · Δ -0.03
net GEX -$668 per 1% (calls +$0, puts -$668) strike 100
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.50 × 27.75, spread 0.9% of mid · Δ 0.97
puts: OI 386 (+141) · vol 76 (at ask 11, at bid 14) · NBBO 0.15 × 0.21, spread 33.3% of mid · Δ -0.03
net GEX -$23k per 1% (calls +$347, puts -$23k) strike 99
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.50 × 28.75, spread 0.9% of mid · Δ 0.97
puts: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.10 × 0.22, spread 75.0% of mid · Δ -0.02
net GEX -$107 per 1% (calls +$0, puts -$107) strike 98
calls: OI 1 (+0) · vol 10 (at ask 0, at bid 10) · NBBO 29.50 × 29.75, spread 0.8% of mid · Δ 0.97
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.09 × 0.21, spread 80.0% of mid · Δ -0.02
net GEX +$9 per 1% (calls +$57, puts -$48) strike 97
calls: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 30.45 × 30.70, spread 0.8% of mid · Δ 0.98
puts: OI 2 (+2) · vol 2 (at ask 2, at bid 0) · NBBO 0.08 × 0.13, spread 47.6% of mid · Δ -0.02
net GEX +$19 per 1% (calls +$103, puts -$84) strike 96
calls: OI 16 (+0) · vol 3 (at ask 0, at bid 3) · NBBO 31.45 × 31.70, spread 0.8% of mid · Δ 0.98
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.06 × 0.18, spread 100.0% of mid · Δ -0.02
net GEX +$704 per 1% (calls +$742, puts -$38)