Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
32.0%
own all (<3y) · n=241
IV rank
32.1%
own all (<1y) · n=241
range
19.1% – 40.9%
own all (<1y) · n=241
low 19.1% 241 sessions, all (<1y) · today 26.1% high 40.9%
Term structure · constant maturity 40 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 10-20 time? Earnings 2026-10-20, time unknown - date stated by the vendor's estimate
First session it can move: 2026-10-20, 32 calendar days from the 2026-09-18 curve - every tenor of 32d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 29.0% 22.9% ━ 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: 2026-10-20 time unknown, stated by the vendor's estimate, first moves the 2026-10-20 session (32d 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
27.7%
own all (<3y) 32.6% · n=241
slope, 30d − 90d
-1.6 pts
own all (<3y) 27.0% · n=241
variance risk premium, 30d
+2.9 pts
own all (<3y) 59.1% · n=236
Skew · risk reversal 25-delta
+2.1 pts
own all (<3y) 67.1% · n=35
10-delta
+3.7 pts
own all (<3y) 87.1% · 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: 5 put and 5 call strikes within ±2.3%, IV 25% to 37% 42% 20% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 14 put and 11 call strikes within ±6.5%, IV 21% to 29% 42% 20% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 6 put and 6 call strikes within ±8.8%, IV 22% to 41% 42% 20% −8.8% book spot +8.8% 22d 2026-10-09
2026-10-09: 4 put and 5 call strikes within ±11%, IV 25% to 30% 42% 20% −11% book spot +11% 29d 2026-10-16
2026-10-16: 13 put and 13 call strikes within ±12%, IV 23% to 29% 42% 20% −12% book spot +12% 64d 2026-11-20
2026-11-20: 11 put and 14 call strikes within ±18%, IV 28% to 30% 42% 20% −18% book spot +18% 92d 2026-12-18
2026-12-18: 8 put and 10 call strikes within ±22%, IV 25% to 36% 42% 20% −22% book spot +22% 120d 2027-01-15
2027-01-15: 7 put and 13 call strikes within ±25%, IV 27% to 30% 42% 20% −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 (20%–42%), set by the expiries past 7 DTE. Next earnings: 2026-10-20 time unknown, stated by the vendor's estimate, first moves the 2026-10-20 session, no expected move served . As the vendor's calendar stood on 2026-09-21, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 10-20 time?the vendor's estimate
ATM IV · 09-17 expected move 2026-10-23 Fri weekly 35 2026-09-25 7d spans · +3d exit 25d before
32.6% p 540 none served 2026-10-30 Fri weekly 42 2026-10-02 14d spans · +10d exit 18d before
31.6% p 540 none served 2026-11-20 Fri 63 2026-10-23 35dexit by 10-19 · 31d
spans · +31d exit 3d after
29.2% c 540 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 LMT 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
+$6.4m per 1%
own all (<3y) 57.0% · n=64
gamma flip
$537.56
flip within ±25% of book spot
flip distance
-0.04 ATR
own all (<3y) 71.1% · n=57
0DTE share of volume
not listed daily
book spot $538.09 (unadjusted close, 2026-09-17) · call wall $540.00 (+0.35% from book spot) · put wall $535.00 (-0.57% from book spot) · max pain $540.00 (+0.35% 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 $538.09 × (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. LMT headlines $533.38 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $538.09 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 09-25 · 8d 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.
1 DTE: at 7 days or less the vendor's gamma scatters - SPY's 3-DTE contracts sat at 0.38× a model reprice at the 10th percentile (2026-09-11) - so read this expiry's per-strike GEX as rough.
Tradability of the 2026-09-18 expiry: 0 calendar days from 2026-09-18 (1 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 547.5 (Δ 0.19), put 530 (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 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 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 592.5 590 587.5 585 582.5 580 577.5 575 572.5 570 567.5 565 562.5 560 557.5 555 552.5 550 547.5 545 542.5 540 537.5 535 532.5 530 527.5 525 522.5 520 517.5 515 512.5 510 507.5 505 502.5 500 497.5 495 492.5 490 487.5 485 480 475 470 465 460 455 450 445 440 435 430 425 420 415 410 405 put strike nearest 0.20 delta: 530 call strike nearest 0.20 delta: 547.5 1.5k 0 1.5k 183 183 25% 10% 10% 25% -$5.9m +$5.9m call wall 540 book spot 538.09 γ flip 537.56 put wall 535 strike 670
calls: OI 381 (+0) · vol 4 (at ask 4, at bid 0, multi-leg 4) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 1 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 129.40 × 135.50, spread 4.6% of mid · Δ -1.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 665
calls: OI 11 (-1) · vol 4 (at ask 0, at bid 4, multi-leg 4) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 123.60 × 130.80, spread 5.7% of mid · Δ -1.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 660
calls: OI 474 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.00 × 0.30, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.30 × 125.50, spread 5.1% of mid · Δ -1.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 655
calls: OI 145 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 0.00 × 1.60, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.30 × 119.20, spread 5.1% of mid · Δ -1.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 650
calls: OI 260 (+2) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.00 × 1.85, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 109.40 × 115.80, spread 5.7% of mid · Δ -1.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 645
calls: OI 131 (-1) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.70 × 110.80, spread 5.7% of mid · Δ -1.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 640
calls: OI 188 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 14 (+0) · vol 27 (at ask 0, at bid 27, multi-leg 27) · NBBO 98.30 × 105.70, spread 7.3% of mid · Δ -1.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 635
calls: OI 200 (-2) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.40 × 100.60, spread 7.4% of mid · Δ -1.00
net GEX -$0 per 1% (calls +$0, puts -$0) strike 630
calls: OI 270 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 89.60 × 93.70, spread 4.5% of mid · Δ -1.00
net GEX -$0 per 1% (calls +$0, puts -$0) strike 625
calls: OI 140 (-2) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.00 × 2.50, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 13 (+0) · vol 22 (at ask 0, at bid 22, multi-leg 22) · NBBO 84.30 × 88.70, spread 5.1% of mid · Δ -1.00
net GEX -$0 per 1% (calls +$0, puts -$0) strike 620
calls: OI 228 (-1) · vol 9 (at ask 2, at bid 5, multi-leg 3) · NBBO 0.00 × 1.50, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 12 (+0) · vol 18 (at ask 0, at bid 18, multi-leg 18) · NBBO 78.40 × 85.90, spread 9.1% of mid · Δ -1.00
net GEX -$0 per 1% (calls +$0, puts -$0) strike 615
calls: OI 77 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.80 × 80.80, spread 9.1% of mid · Δ -1.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 610
calls: OI 614 (-1) · vol 2 (at ask 2, at bid 0) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 1 (+0) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 69.50 × 75.60, spread 8.4% of mid · Δ -1.00
net GEX -$0 per 1% (calls +$0, puts -$0) strike 605
calls: OI 762 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.15, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 500 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.40 × 70.80, spread 9.5% of mid · Δ -1.00
net GEX -$196 per 1% (calls +$0, puts -$196) strike 600
calls: OI 1,372 (-127) · vol 10 (at ask 8, at bid 0, multi-leg 9) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 58.90 × 65.60, spread 10.8% of mid · Δ -1.00
net GEX +$1 per 1% (calls +$1, puts +$0) strike 595
calls: OI 250 (-3) · vol 4 (at ask 3, at bid 1, multi-leg 4) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 1 (+0) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 53.70 × 60.80, spread 12.4% of mid · Δ -1.00
net GEX -$3 per 1% (calls +$2, puts -$6) strike 592.5
calls: OI 6 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.80, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.90 × 58.00, spread 11.1% of mid · Δ -1.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 590
calls: OI 268 (-1) · vol 4 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.10 × 55.50, spread 12.2% of mid · Δ -1.00
net GEX +$24 per 1% (calls +$24, puts +$0) strike 587.5
calls: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.60, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.20 × 53.00, spread 11.6% of mid · Δ -1.00
net GEX +$4 per 1% (calls +$4, puts +$0) strike 585
calls: OI 200 (-10) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.25, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 12 (+0) · vol 37 (at ask 37, at bid 0, multi-leg 37) · NBBO 44.70 × 48.70, spread 8.6% of mid · Δ -1.00
net GEX -$504 per 1% (calls +$144, puts -$648) strike 582.5
calls: OI 123 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.80, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 42.70 × 46.30, spread 8.1% of mid · Δ -1.00
net GEX +$234 per 1% (calls +$234, puts +$0) strike 580
calls: OI 347 (+3) · vol 2 (at ask 0, at bid 2) · NBBO 0.00 × 1.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 23 (+0) · vol 72 (at ask 37, at bid 35, multi-leg 71) · NBBO 39.10 × 45.50, spread 15.1% of mid · Δ -1.00
net GEX -$2k per 1% (calls +$2k, puts -$3k) strike 577.5
calls: OI 26 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.80, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.10 × 41.30, spread 10.7% of mid · Δ -1.00
net GEX +$302 per 1% (calls +$302, puts +$0) strike 575
calls: OI 182 (-1) · vol 1 (at ask 0, at bid 1) · NBBO 0.00 × 0.30, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 16 (+0) · vol 24 (at ask 0, at bid 24, multi-leg 24) · NBBO 33.40 × 40.50, spread 19.2% of mid · Δ -0.99
net GEX -$824 per 1% (calls +$5k, puts -$6k) strike 572.5
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.10, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.00 × 38.00, spread 17.1% of mid · Δ -0.99
net GEX +$638 per 1% (calls +$638, puts +$0) strike 570
calls: OI 315 (-6) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 29.60 × 35.60, spread 18.4% of mid · Δ -0.99
net GEX +$32k per 1% (calls +$38k, puts -$5k) strike 567.5
calls: OI 82 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 0.00 × 1.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.10 × 31.30, spread 14.4% of mid · Δ -0.98
net GEX +$19k per 1% (calls +$19k, puts +$0) strike 565
calls: OI 155 (+0) · vol 9 (at ask 4, at bid 5) · NBBO 0.00 × 0.30, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 31 (-13) · vol 0 (at ask 0, at bid 0) · NBBO 24.00 × 28.70, spread 17.8% of mid · Δ -0.97
net GEX +$21k per 1% (calls +$69k, puts -$47k) strike 562.5
calls: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 16 (+0) · vol 24 (at ask 0, at bid 24, multi-leg 24) · NBBO 21.30 × 28.00, spread 27.2% of mid · Δ -0.95
net GEX -$16k per 1% (calls +$16k, puts -$33k) strike 560
calls: OI 261 (+6) · vol 27 (at ask 16, at bid 11, multi-leg 4) · NBBO 0.00 × 1.70, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 172 (-18) · vol 142 (at ask 0, at bid 142, multi-leg 142) · NBBO 19.50 × 25.80, spread 27.8% of mid · Δ -0.93
net GEX -$120k per 1% (calls +$345k, puts -$464k) strike 557.5
calls: OI 74 (-21) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.60, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 17.10 × 23.00, spread 29.4% of mid · Δ -0.92
net GEX +$131k per 1% (calls +$154k, puts -$23k) strike 555
calls: OI 193 (-12) · vol 28 (at ask 1, at bid 26, multi-leg 4) · NBBO 0.05 × 0.40, spread 155.6% of mid · Δ 0.05
puts: OI 203 (-5) · vol 3 (at ask 0, at bid 3) · NBBO 14.40 × 20.50, spread 35.0% of mid · Δ -0.89
net GEX -$274k per 1% (calls +$572k, puts -$845k) strike 552.5
calls: OI 50 (+19) · vol 26 (at ask 1, at bid 25, multi-leg 14) · NBBO 0.00 × 0.70, spread no two-sided quote (zero bid) · Δ 0.07
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.80 × 18.00, spread 41.6% of mid · Δ -0.84
net GEX +$213k per 1% (calls +$213k, puts +$0) strike 550
calls: OI 494 (+6) · vol 105 (at ask 56, at bid 21, multi-leg 53) · NBBO 0.15 × 1.75, spread 168.4% of mid · Δ 0.13
puts: OI 280 (+0) · vol 4 (at ask 1, at bid 3, multi-leg 1) · NBBO 10.70 × 16.00, spread 39.7% of mid · Δ -0.79
net GEX +$1.3m per 1% (calls +$3.0m, puts -$1.7m) strike 547.5
calls: OI 75 (-1) · vol 40 (at ask 14, at bid 26, multi-leg 1) · NBBO 0.50 × 1.50, spread 100.0% of mid · Δ 0.19
puts: OI 1 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 8.60 × 14.00, spread 47.8% of mid · Δ -0.73
net GEX +$574k per 1% (calls +$581k, puts -$7k) strike 545
calls: OI 238 (+18) · vol 73 (at ask 11, at bid 26, multi-leg 40) · NBBO 0.05 × 3.40, spread 194.2% of mid · Δ 0.26
puts: OI 213 (-11) · vol 10 (at ask 3, at bid 5, multi-leg 10) · NBBO 6.50 × 12.00, spread 59.5% of mid · Δ -0.67
net GEX +$656k per 1% (calls +$2.2m, puts -$1.6m) strike 542.5
calls: OI 62 (+0) · vol 102 (at ask 1, at bid 101, multi-leg 2) · NBBO 1.10 × 3.20, spread 97.7% of mid · Δ 0.33
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.60 × 9.40, spread 68.6% of mid · Δ -0.61
net GEX +$710k per 1% (calls +$710k, puts +$0) strike 540
calls: OI 640 (-13) · vol 56 (at ask 31, at bid 18, multi-leg 14) · NBBO 1.70 × 4.70, spread 93.8% of mid · Δ 0.43
puts: OI 386 (+2) · vol 24 (at ask 5, at bid 16, multi-leg 13) · NBBO 2.95 × 9.40, spread 104.5% of mid · Δ -0.54
net GEX +$5.9m per 1% (calls +$9.1m, puts -$3.2m) strike 537.5
calls: OI 87 (+8) · vol 67 (at ask 52, at bid 13, sweep 30, multi-leg 2) · NBBO 2.05 × 5.10, spread 85.3% of mid · Δ 0.56
puts: OI 3 (+2) · vol 3 (at ask 2, at bid 1) · NBBO 1.70 × 8.70, spread 134.6% of mid · Δ -0.47
net GEX +$1.6m per 1% (calls +$1.6m, puts -$26k) strike 535
calls: OI 468 (-6) · vol 87 (at ask 32, at bid 54, multi-leg 31) · NBBO 4.10 × 8.60, spread 70.9% of mid · Δ 0.71
puts: OI 867 (-11) · vol 42 (at ask 19, at bid 22, multi-leg 4) · NBBO 1.60 × 4.70, spread 98.4% of mid · Δ -0.38
net GEX -$549k per 1% (calls +$7.4m, puts -$8.0m) strike 532.5
calls: OI 261 (+4) · vol 12 (at ask 6, at bid 5, multi-leg 2) · NBBO 5.00 × 9.00, spread 57.1% of mid · Δ 0.81
puts: OI 136 (+0) · vol 24 (at ask 2, at bid 22, multi-leg 3) · NBBO 0.10 × 2.75, spread 186.0% of mid · Δ -0.28
net GEX +$1.7m per 1% (calls +$3.0m, puts -$1.3m) strike 530
calls: OI 310 (-3) · vol 28 (at ask 14, at bid 13, multi-leg 2) · NBBO 5.60 × 12.20, spread 74.2% of mid · Δ 0.86
puts: OI 544 (+1) · vol 22 (at ask 12, at bid 5, multi-leg 4) · NBBO 0.85 × 1.65, spread 64.0% of mid · Δ -0.20
net GEX -$1.8m per 1% (calls +$2.5m, puts -$4.3m) strike 527.5
calls: OI 63 (+15) · vol 38 (at ask 14, at bid 22, multi-leg 4) · NBBO 7.40 × 15.20, spread 69.0% of mid · Δ 0.89
puts: OI 102 (+4) · vol 21 (at ask 13, at bid 8, multi-leg 20) · NBBO 0.10 × 1.10, spread 166.7% of mid · Δ -0.15
net GEX -$258k per 1% (calls +$380k, puts -$638k) strike 525
calls: OI 218 (-6) · vol 31 (at ask 9, at bid 8, multi-leg 19) · NBBO 11.90 × 16.60, spread 33.0% of mid · Δ 0.91
puts: OI 232 (-17) · vol 72 (at ask 35, at bid 36, multi-leg 31) · NBBO 0.10 × 0.95, spread 161.9% of mid · Δ -0.11
net GEX -$132k per 1% (calls +$995k, puts -$1.1m) strike 522.5
calls: OI 20 (+0) · vol 12 (at ask 6, at bid 6, multi-leg 5) · NBBO 12.00 × 19.00, spread 45.2% of mid · Δ 0.93
puts: OI 366 (+2) · vol 4 (at ask 0, at bid 3, multi-leg 1) · NBBO 0.00 × 0.95, spread no two-sided quote (zero bid) · Δ -0.08
net GEX -$1.3m per 1% (calls +$69k, puts -$1.4m) strike 520
calls: OI 74 (-1) · vol 28 (at ask 8, at bid 17, multi-leg 9) · NBBO 14.70 × 21.90, spread 39.3% of mid · Δ 0.95
puts: OI 329 (-36) · vol 183 (at ask 66, at bid 116, multi-leg 51) · NBBO 0.15 × 0.55, spread 114.3% of mid · Δ -0.06
net GEX -$711k per 1% (calls +$191k, puts -$902k) strike 517.5
calls: OI 5 (+0) · vol 2 (at ask 0, at bid 1, multi-leg 2) · NBBO 17.60 × 25.10, spread 35.1% of mid · Δ 0.97
puts: OI 7 (+0) · vol 5 (at ask 4, at bid 1, multi-leg 1) · NBBO 0.00 × 1.00, spread no two-sided quote (zero bid) · Δ -0.03
net GEX -$3k per 1% (calls +$9k, puts -$12k) strike 515
calls: OI 7 (+0) · vol 6 (at ask 5, at bid 1, multi-leg 2) · NBBO 20.10 × 26.20, spread 26.3% of mid · Δ 0.98
puts: OI 233 (-5) · vol 138 (at ask 81, at bid 57, multi-leg 3) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$211k per 1% (calls +$8k, puts -$219k) strike 512.5
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.60 × 28.60, spread 19.2% of mid · Δ 0.99
puts: OI 23 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.00 × 5.40, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$11k per 1% (calls +$1k, puts -$12k) strike 510
calls: OI 10 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 25.60 × 30.60, spread 17.8% of mid · Δ 1.00
puts: OI 182 (-22) · vol 29 (at ask 18, at bid 11, multi-leg 1) · NBBO 0.00 × 0.45, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$49k per 1% (calls +$4k, puts -$53k) strike 507.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.70 × 34.10, spread 17.2% of mid · Δ 1.00
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$296 per 1% (calls +$0, puts -$296) strike 505
calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.00 × 36.40, spread 19.3% of mid · Δ 1.00
puts: OI 129 (-17) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.00 × 1.85, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$8k per 1% (calls +$980, puts -$9k) strike 502.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.00 × 38.60, spread 18.7% of mid · Δ 1.00
puts: OI 26 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.80, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$825 per 1% (calls +$0, puts -$825) strike 500
calls: OI 20 (-2) · vol 20 (at ask 8, at bid 12, multi-leg 4) · NBBO 35.70 × 40.10, spread 11.6% of mid · Δ 1.00
puts: OI 518 (-13) · vol 2 (at ask 1, at bid 1) · NBBO 0.00 × 0.15, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$6k per 1% (calls +$418, puts -$7k) strike 497.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.00 × 43.50, spread 16.1% of mid · Δ 1.00
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.90, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$28 per 1% (calls +$9, puts -$37) strike 495
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 39.60 × 46.00, spread 15.0% of mid · Δ 1.00
puts: OI 62 (-1) · vol 1 (at ask 0, at bid 1) · NBBO 0.00 × 5.10, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$110 per 1% (calls +$10, puts -$120) strike 492.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 42.00 × 49.00, spread 15.4% of mid · Δ 1.00
puts: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.80, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$1 per 1% (calls +$0, puts -$1) strike 490
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.30 × 51.30, spread 14.6% of mid · Δ 1.00
puts: OI 437 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$94 per 1% (calls +$1, puts -$94) strike 487.5
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.00 × 53.70, spread 13.3% of mid · Δ 1.00
puts: OI 2 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ -0.00
net GEX +$0 per 1% (calls +$0, puts -$0) strike 485
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.70 × 55.00, spread 10.1% of mid · Δ 1.00
puts: OI 208 (+0) · vol 50 (at ask 50, at bid 0, multi-leg 50) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$4 per 1% (calls +$0, puts -$4) strike 480
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 54.30 × 60.40, spread 10.6% of mid · Δ 1.00
puts: OI 232 (+0) · vol 3 (at ask 1, at bid 2, multi-leg 3) · NBBO 0.00 × 1.65, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$0 per 1% (calls +$0, puts -$0) strike 475
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.30 × 66.50, spread 11.4% of mid · Δ 1.00
puts: OI 145 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
net GEX -$0 per 1% (calls +$0, puts -$0) strike 470
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.50 × 71.50, spread 7.2% of mid · Δ 1.00
puts: OI 250 (+36) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.20, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 465
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.30 × 76.50, spread 9.9% of mid · Δ 1.00
puts: OI 100 (+73) · vol 74 (at ask 74, at bid 0, multi-leg 74) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 460
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.30 × 81.50, spread 9.2% of mid · Δ 1.00
puts: OI 393 (-1) · vol 48 (at ask 47, at bid 1, multi-leg 48) · NBBO 0.00 × 2.50, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 455
calls: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.30 × 86.80, spread 9.0% of mid · Δ 1.00
puts: OI 54 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 0.00 × 4.00, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 450
calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.60 × 91.70, spread 6.9% of mid · Δ 1.00
puts: OI 789 (-1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 445
calls: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 91.50 × 97.00, spread 5.8% of mid · Δ 1.00
puts: OI 54 (+0) · vol 3 (at ask 1, at bid 2, multi-leg 3) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 440
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.30 × 101.50, spread 7.4% of mid · Δ 1.00
puts: OI 186 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 435
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 99.30 × 106.50, spread 7.0% of mid · Δ 1.00
puts: OI 41 (-1) · vol 4 (at ask 1, at bid 3, multi-leg 2) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 430
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.30 × 112.60, spread 7.7% of mid · Δ 1.00
puts: OI 781 (+1) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 425
calls: OI 58 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 109.30 × 115.20, spread 5.3% of mid · Δ 1.00
puts: OI 330 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 0.00 × 10.00, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 420
calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 114.30 × 120.80, spread 5.5% of mid · Δ 1.00
puts: OI 364 (+0) · vol 97 (at ask 1, at bid 96, multi-leg 96) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 415
calls: OI 57 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.30 × 127.10, spread 6.3% of mid · Δ 1.00
puts: OI 122 (+0) · vol 150 (at ask 0, at bid 150, multi-leg 150) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 410
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.30 × 132.40, spread 6.3% of mid · Δ 1.00
puts: OI 159 (+2) · vol 96 (at ask 2, at bid 94, multi-leg 96) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) strike 405
calls: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 131.50 × 135.50, spread 3.0% of mid · Δ 1.00
puts: OI 61 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
net GEX +$0 per 1% (calls +$0, puts +$0) 2026-09-18 expiry, 76 strikes within ±25% of book spot (the flip search band); 56 hidden (33 above, 23 below), 56 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$7.5m 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 $540.00 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 · 76 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 1 2 0 0 2 2 -1.00 4.6% 135.50 129.40 670 0.00 0.05 no two-sided quote 0.00 4 4 0 0 4 381 +0 +$0 +$0 +$0 +0 0 0 0 0 0 0 -1.00 5.7% 130.80 123.60 665 0.00 10.00 no two-sided quote 0.00 4 0 4 0 4 11 -1 +$0 +$0 +$0 +0 6 0 0 0 0 0 -1.00 5.1% 125.50 119.30 660 0.00 0.30 no two-sided quote 0.00 1 1 0 0 1 474 +1 +$0 +$0 +$0 +0 3 0 0 0 0 0 -1.00 5.1% 119.20 113.30 655 0.00 1.60 no two-sided quote 0.00 2 1 1 0 2 145 +0 +$0 +$0 +$0 +0 4 0 0 0 0 0 -1.00 5.7% 115.80 109.40 650 0.00 1.85 no two-sided quote 0.00 1 1 0 0 1 260 +2 +$0 +$0 +$0 +0 4 0 0 0 0 0 -1.00 5.7% 110.80 104.70 645 0.00 10.00 no two-sided quote 0.00 2 0 2 0 1 131 -1 +$0 +$0 +$0 +0 14 27 0 27 0 27 -1.00 7.3% 105.70 98.30 640 0.00 0.05 no two-sided quote 0.00 1 1 0 0 0 188 +0 +$0 +$0 +$0 +0 3 0 0 0 0 0 -1.00 7.4% 100.60 93.40 635 0.00 10.00 no two-sided quote 0.00 2 0 2 0 1 200 -2 -$0 +$0 -$0 +0 9 0 0 0 0 0 -1.00 4.5% 93.70 89.60 630 0.00 0.05 no two-sided quote 0.00 0 0 0 0 0 270 +0 -$0 +$0 -$0 +0 13 22 0 22 0 22 -1.00 5.1% 88.70 84.30 625 0.00 2.50 no two-sided quote 0.00 2 1 1 0 1 140 -2 -$0 +$0 -$0 +0 12 18 0 18 0 18 -1.00 9.1% 85.90 78.40 620 0.00 1.50 no two-sided quote 0.00 9 2 5 0 3 228 -1 -$0 +$0 -$0 +0 0 0 0 0 0 0 -1.00 9.1% 80.80 73.80 615 0.00 10.00 no two-sided quote 0.00 0 0 0 0 0 77 -1 +$0 +$0 +$0 +0 1 3 0 0 3 3 -1.00 8.4% 75.60 69.50 610 0.00 0.10 no two-sided quote 0.00 2 2 0 0 0 614 -1 -$0 +$0 -$0 +0 500 0 0 0 0 0 -1.00 9.5% 70.80 64.40 605 0.00 0.15 no two-sided quote 0.00 0 0 0 0 0 762 +0 -$196 +$0 -$196 +0 0 0 0 0 0 0 -1.00 10.8% 65.60 58.90 600 0.00 0.05 no two-sided quote 0.00 10 8 0 0 9 1,372 -127 +$0 +$1 +$1 +0 1 3 0 0 3 3 -1.00 12.4% 60.80 53.70 595 0.00 0.05 no two-sided quote 0.00 4 3 1 0 4 250 -3 -$6 +$2 -$3 +0 0 0 0 0 0 0 -1.00 11.1% 58.00 51.90 592.5 0.00 6.80 no two-sided quote 0.00 0 0 0 0 0 6 -2 +$0 +$0 +$0 +0 0 0 0 0 0 0 -1.00 12.2% 55.50 49.10 590 0.00 0.10 no two-sided quote 0.00 4 1 1 0 1 268 -1 +$0 +$24 +$24 +0 0 0 0 0 0 0 -1.00 11.6% 53.00 47.20 587.5 0.00 5.60 no two-sided quote 0.00 0 0 0 0 0 17 +0 +$0 +$4 +$4 +0 12 37 0 0 37 37 -1.00 8.6% 48.70 44.70 585 0.00 0.25 no two-sided quote 0.00 0 0 0 0 0 200 -10 -$648 +$144 -$504 +0 0 0 0 0 0 0 -1.00 8.1% 46.30 42.70 582.5 0.00 6.80 no two-sided quote 0.00 0 0 0 0 0 123 +0 +$0 +$234 +$234 +0 23 71 0 35 37 72 -1.00 15.1% 45.50 39.10 580 0.00 1.00 no two-sided quote 0.00 2 0 2 0 0 347 +3 -$3k +$2k -$2k +0 0 0 0 0 0 0 -1.00 10.7% 41.30 37.10 577.5 0.00 6.80 no two-sided quote 0.00 0 0 0 0 0 26 +0 +$0 +$302 +$302 +0 16 24 0 24 0 24 -0.99 19.2% 40.50 33.40 575 0.00 0.30 no two-sided quote 0.00 1 0 1 0 0 182 -1 -$6k +$5k -$824 +0 0 0 0 0 0 0 -0.99 17.1% 38.00 32.00 572.5 0.00 6.10 no two-sided quote 0.00 0 0 0 0 0 11 +0 +$0 +$638 +$638 +0 7 0 0 0 0 0 -0.99 18.4% 35.60 29.60 570 0.00 10.00 no two-sided quote 0.00 0 0 0 0 0 315 -6 -$5k +$38k +$32k +0 0 0 0 0 0 0 -0.98 14.4% 31.30 27.10 567.5 0.00 1.00 no two-sided quote 0.00 1 1 0 0 0 82 +0 +$0 +$19k +$19k -13 31 0 0 0 0 0 -0.97 17.8% 28.70 24.00 565 0.00 0.30 no two-sided quote 0.01 9 4 5 0 0 155 +0 -$47k +$69k +$21k +0 16 24 0 24 0 24 -0.95 27.2% 28.00 21.30 562.5 0.00 0.10 no two-sided quote 0.01 0 0 0 0 0 21 +0 -$33k +$16k -$16k -18 172 142 0 142 0 142 -0.93 27.8% 25.80 19.50 560 0.00 1.70 no two-sided quote 0.02 27 16 11 0 4 261 +6 -$464k +$345k -$120k +0 7 0 0 0 0 0 -0.92 29.4% 23.00 17.10 557.5 0.00 5.60 no two-sided quote 0.03 0 0 0 0 0 74 -21 -$23k +$154k +$131k -5 203 0 0 3 0 3 -0.89 35.0% 20.50 14.40 555 0.05 0.40 155.6% 0.05 28 1 26 0 4 193 -12 -$845k +$572k -$274k +0 0 0 0 0 0 0 -0.84 41.6% 18.00 11.80 552.5 0.00 0.70 no two-sided quote 0.07 26 1 25 0 14 50 +19 +$0 +$213k +$213k +0 280 1 0 3 1 4 -0.79 39.7% 16.00 10.70 550 0.15 1.75 168.4% 0.13 105 56 21 0 53 494 +6 -$1.7m +$3.0m +$1.3m +0 1 1 0 0 0 1 -0.73 47.8% 14.00 8.60 547.5 0.50 1.50 100.0% 0.19 40 14 26 0 1 75 -1 -$7k +$581k +$574k -11 213 10 0 5 3 10 -0.67 59.5% 12.00 6.50 545 0.05 3.40 194.2% 0.26 73 11 26 0 40 238 +18 -$1.6m +$2.2m +$656k +0 0 0 0 0 0 0 -0.61 68.6% 9.40 4.60 542.5 1.10 3.20 97.7% 0.33 102 1 101 0 2 62 +0 +$0 +$710k +$710k +2 386 13 0 16 5 24 -0.54 104.5% 9.40 2.95 540 1.70 4.70 93.8% 0.43 56 31 18 0 14 640 -13 -$3.2m +$9.1m +$5.9m +2 3 0 0 1 2 3 -0.47 134.6% 8.70 1.70 537.5 2.05 5.10 85.3% 0.56 67 52 13 30 2 87 +8 -$26k +$1.6m +$1.6m -11 867 4 0 22 19 42 -0.38 98.4% 4.70 1.60 535 4.10 8.60 70.9% 0.71 87 32 54 0 31 468 -6 -$8.0m +$7.4m -$549k +0 136 3 0 22 2 24 -0.28 186.0% 2.75 0.10 532.5 5.00 9.00 57.1% 0.81 12 6 5 0 2 261 +4 -$1.3m +$3.0m +$1.7m +1 544 4 0 5 12 22 -0.20 64.0% 1.65 0.85 530 5.60 12.20 74.2% 0.86 28 14 13 0 2 310 -3 -$4.3m +$2.5m -$1.8m +4 102 20 0 8 13 21 -0.15 166.7% 1.10 0.10 527.5 7.40 15.20 69.0% 0.89 38 14 22 0 4 63 +15 -$638k +$380k -$258k -17 232 31 0 36 35 72 -0.11 161.9% 0.95 0.10 525 11.90 16.60 33.0% 0.91 31 9 8 0 19 218 -6 -$1.1m +$995k -$132k +2 366 1 0 3 0 4 -0.08 no two-sided quote 0.95 0.00 522.5 12.00 19.00 45.2% 0.93 12 6 6 0 5 20 +0 -$1.4m +$69k -$1.3m -36 329 51 0 116 66 183 -0.06 114.3% 0.55 0.15 520 14.70 21.90 39.3% 0.95 28 8 17 0 9 74 -1 -$902k +$191k -$711k +0 7 1 0 1 4 5 -0.03 no two-sided quote 1.00 0.00 517.5 17.60 25.10 35.1% 0.97 2 0 1 0 2 5 +0 -$12k +$9k -$3k -5 233 3 0 57 81 138 -0.01 no two-sided quote 0.10 0.00 515 20.10 26.20 26.3% 0.98 6 5 1 0 2 7 +0 -$219k +$8k -$211k +0 23 1 0 0 0 1 -0.01 no two-sided quote 5.40 0.00 512.5 23.60 28.60 19.2% 0.99 0 0 0 0 0 2 +0 -$12k +$1k -$11k -22 182 1 0 11 18 29 -0.00 no two-sided quote 0.45 0.00 510 25.60 30.60 17.8% 1.00 2 0 2 0 2 10 +0 -$53k +$4k -$49k +0 2 0 0 0 0 0 -0.00 no two-sided quote 10.00 0.00 507.5 28.70 34.10 17.2% 1.00 0 0 0 0 0 0 +0 -$296 +$0 -$296 -17 129 1 0 1 0 1 -0.00 no two-sided quote 1.85 0.00 505 30.00 36.40 19.3% 1.00 0 0 0 0 0 10 +0 -$9k +$980 -$8k +1 26 0 0 0 0 0 -0.00 no two-sided quote 6.80 0.00 502.5 32.00 38.60 18.7% 1.00 0 0 0 0 0 0 +0 -$825 +$0 -$825 -13 518 0 0 1 1 2 -0.00 no two-sided quote 0.15 0.00 500 35.70 40.10 11.6% 1.00 20 8 12 0 4 20 -2 -$7k +$418 -$6k +0 7 0 0 0 0 0 -0.00 no two-sided quote 6.90 0.00 497.5 37.00 43.50 16.1% 1.00 0 0 0 0 0 1 +0 -$37 +$9 -$28 -1 62 0 0 1 0 1 -0.00 no two-sided quote 5.10 0.00 495 39.60 46.00 15.0% 1.00 0 0 0 0 0 3 +0 -$120 +$10 -$110 +2 2 0 0 0 0 0 -0.00 no two-sided quote 6.80 0.00 492.5 42.00 49.00 15.4% 1.00 0 0 0 0 0 0 +0 -$1 +$0 -$1 +0 437 0 0 0 0 0 -0.00 no two-sided quote 0.10 0.00 490 44.30 51.30 14.6% 1.00 0 0 0 0 0 2 +0 -$94 +$1 -$94 +0 2 1 0 1 0 1 -0.00 no two-sided quote 10.00 0.00 487.5 47.00 53.70 13.3% 1.00 0 0 0 0 0 2 +0 -$0 +$0 +$0 +0 208 50 0 0 50 50 -0.00 no two-sided quote 0.05 0.00 485 49.70 55.00 10.1% 1.00 0 0 0 0 0 0 +0 -$4 +$0 -$4 +0 232 3 0 2 1 3 -0.00 no two-sided quote 1.65 0.00 480 54.30 60.40 10.6% 1.00 0 0 0 0 0 0 +0 -$0 +$0 -$0 +0 145 0 0 0 0 0 0.00 no two-sided quote 10.00 0.00 475 59.30 66.50 11.4% 1.00 0 0 0 0 0 1 +0 -$0 +$0 -$0 +36 250 0 0 0 0 0 0.00 no two-sided quote 0.20 0.00 470 66.50 71.50 7.2% 1.00 0 0 0 0 0 3 +0 +$0 +$0 +$0 +73 100 74 0 0 74 74 0.00 no two-sided quote 10.00 0.00 465 69.30 76.50 9.9% 1.00 0 0 0 0 0 2 +0 +$0 +$0 +$0 -1 393 48 0 1 47 48 0.00 no two-sided quote 2.50 0.00 460 74.30 81.50 9.2% 1.00 0 0 0 0 0 4 +0 +$0 +$0 +$0 +0 54 2 0 1 1 2 0.00 no two-sided quote 4.00 0.00 455 79.30 86.80 9.0% 1.00 0 0 0 0 0 24 +0 +$0 +$0 +$0 -1 789 1 0 1 0 1 0.00 no two-sided quote 10.00 0.00 450 85.60 91.70 6.9% 1.00 0 0 0 0 0 13 +0 +$0 +$0 +$0 +0 54 3 0 2 1 3 0.00 no two-sided quote 10.00 0.00 445 91.50 97.00 5.8% 1.00 0 0 0 0 0 24 +0 +$0 +$0 +$0 +0 186 3 0 1 2 3 0.00 no two-sided quote 10.00 0.00 440 94.30 101.50 7.4% 1.00 0 0 0 0 0 1 +0 +$0 +$0 +$0 -1 41 2 0 3 1 4 0.00 no two-sided quote 0.05 0.00 435 99.30 106.50 7.0% 1.00 0 0 0 0 0 0 +0 +$0 +$0 +$0 +1 781 1 0 1 1 2 0.00 no two-sided quote 0.05 0.00 430 104.30 112.60 7.7% 1.00 0 0 0 0 0 11 +0 +$0 +$0 +$0 +0 330 2 0 1 1 2 0.00 no two-sided quote 10.00 0.00 425 109.30 115.20 5.3% 1.00 0 0 0 0 0 58 +0 +$0 +$0 +$0 +0 364 96 0 96 1 97 0.00 no two-sided quote 0.05 0.00 420 114.30 120.80 5.5% 1.00 0 0 0 0 0 12 +0 +$0 +$0 +$0 +0 122 150 0 150 0 150 0.00 no two-sided quote 0.05 0.00 415 119.30 127.10 6.3% 1.00 0 0 0 0 0 57 +0 +$0 +$0 +$0 +2 159 96 0 94 2 96 0.00 no two-sided quote 0.05 0.00 410 124.30 132.40 6.3% 1.00 0 0 0 0 0 15 +0 +$0 +$0 +$0 +0 61 0 0 0 0 0 0.00 no two-sided quote 0.05 0.00 405 131.50 135.50 3.0% 1.00 0 0 0 0 0 14 +0 +$0 +$0 +$0