Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
54.8%
own all (<3y) · n=242
IV rank
45.9%
own all (<1y) · n=242
range
19.1% – 40.9%
own all (<1y) · n=242
low 19.1% 242 sessions, all (<1y) · today 29.1% high 40.9%
Term structure · constant maturity 1 consecutive session in backwardation (near-term vol above 90-day: stress).
1 calendar day out: every tenor of 1d or longer spans it
Tue 09-22 13:00 ET · Federal Reserve Bank of Richmond President Thomas Barkin speaks to the CFA Society Baltimore 2 2 calendar days out: every tenor of 2d or longer spans it
Wed 09-23 09:45 ET · US Flash Services PMI (September)
Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) 4 3 calendar days out: every tenor of 3d or longer spans it
Thu 09-24 08:30 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 4 calendar days out: every tenor of 4d 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, 29 calendar days from the 2026-09-21 curve - every tenor of 29d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 31.9% 19.0% ━ 2026-09-21 ┅ 2026-08-20 (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 2026-09-21 close, from the 2026-09-21 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Tue 09-22 13:00 · 1d Federal Reserve Bank of Richmond President Thomas Barkin speaks to the CFA Society BaltimoreWed 09-23 09:45 · 2d US Flash Services PMI (September) · f 55.9 · prev 56.8Wed 09-23 09:45 · 2d US Flash Manufacturing PMI (September) · f 53.5 · prev 53.2Thu 09-24 08:30 · 3d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas BarkinThu 09-24 08:30 · 3d Weekly Jobless Claims (September) · f 204000 · prev 196000Thu 09-24 10:00 · 3d New Home Sales (August) · f 620000 · prev 607000Thu 09-24 11:00 · 3d Kansas City Fed Survey (September) · prev 17Fri 09-25 08:30 · 4d Durable Goods (August) · f -0.3% · prev 1.1%Fri 09-25 10:00 · 4d U. Michigan Final Consumer Survey (September) · f 47.1 · prev 51.7Earnings: 2026-10-20 time unknown, stated by the vendor's estimate, first moves the 2026-10-20 session (29d on the tenor axis), no expected move served . As the vendor's calendar stood on 2026-09-22, not on the page's date.
90-day IV
27.9%
own all (<3y) 34.3% · n=242
slope, 30d − 90d
+1.2 pts
own all (<3y) 65.9% · n=242
variance risk premium, 30d
+3.7 pts
own all (<3y) 61.0% · n=237
Skew · risk reversal 25-delta 4d old
+2.1 pts
own all (<3y) 67.1% · n=35
10-delta 4d old
+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 2026-09-18 7d 2026-09-25 · short
2026-09-25: 11 put and 13 call strikes within ±6.1%, IV 23% to 27% 37% 21% −6.1% book spot +6.1% 14d 2026-10-02
2026-10-02: 12 put and 8 call strikes within ±8.6%, IV 22% to 36% 37% 21% −8.6% book spot +8.6% 21d 2026-10-09
2026-10-09: 5 put and 2 call strikes within ±11%, IV 24% to 27% 37% 21% −11% book spot +11% 28d 2026-10-16
2026-10-16: 12 put and 11 call strikes within ±12%, IV 23% to 29% 37% 21% −12% book spot +12% 35d 2026-10-23
2026-10-23: 9 put and 4 call strikes within ±14%, IV 28% to 32% 37% 21% −14% book spot +14% 63d 2026-11-20
2026-11-20: 10 put and 13 call strikes within ±18%, IV 29% to 31% 37% 21% −18% book spot +18% 91d 2026-12-18
2026-12-18: 6 put and 6 call strikes within ±22%, IV 26% to 30% 37% 21% −22% book spot +22% 119d 2027-01-15
2027-01-15: 9 put and 9 call strikes within ±25%, IV 25% to 31% 37% 21% −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 (21%–37%), 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 2026-09-22, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 10-20 time?the vendor's estimate
ATM IV · 09-18 expected move 2026-10-30 Fri weekly 39 2026-10-02 11d spans · +10d exit 18d before
29.4% c 535 none served 2026-11-20 Fri 60 2026-10-23 32dexit by 10-19 · 28d
spans · +31d exit 3d after
29.3% c 535 none served
DTE counts calendar days from 2026-09-21, the page's date and the earliest an entry could be made - not from the 2026-09-18 book the expiries and IVs come from, which would overstate it by 3 days; an expiry first listed after 2026-09-18 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 2026-09-21 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 2026-09-21, 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 2026-09-18 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 2026-09-18 : 1 session behind 2026-09-21: no LMT chain statistics (net_gex) dated after 2026-09-18 are knowable as of 2026-09-21, and no ticker has newer ones. The strikes drawn below are 2026-09-18's rows as stored now; the levels and statistics are the readings dated 2026-09-18, computed from those rows when the readings were derived, and a fetch of 2026-09-18 after that can revise rows. Open interest is what entered 2026-09-18 (OCC's settlement of 2026-09-17), valued at the 2026-09-18 close.
net GEX · carried book
-$4.2m per 1%
own all (<3y) 22.3% · n=65
gamma flip
$537.94
flip within ±25% of book spot
flip distance
+0.35 ATR
own all (<3y) 76.7% · n=58
0DTE share of volume
not listed daily
book spot $533.38 (unadjusted close, 2026-09-18) · call wall $550.00 (+3.12% from book spot) · put wall $550.00 (+3.12% from book spot) · max pain $540.00 (+1.24% 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 $533.38 × (1 + that distance) - the 2026-09-18 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. LMT headlines $535.40 , its newest unadjusted close, on 2026-09-21 ; the book was taken at $533.38 on 2026-09-18 , 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 2026-09-18 book's levels, on the 2026-09-18 close.
09-18 · 0DTE 09-25 · 7d 10-02 · 14d 10-09 · 21d 10-16 · 28d · mp 10-23 · 35d 10-30 · 42d 11-20 · 63d 12-18 · 91d 01-15 · 119d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-10-02 expiry: 11 calendar days from 2026-09-21 (14 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-18 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 2026-09-17's trading, so that line is off the panel), and the strike nearest 0.20 delta on each side - call 557.5 (Δ 0.20), put 515 (Δ -0.19).
call put OI carried through 2026-09-17 · opened by 2026-09-17'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 2026-09-17's trading; volume is 2026-09-18's. ◀ put OI call OI ▶ entering 2026-09-18 ◀ put vol call vol ▶ traded 2026-09-18 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 665 660 655 650 645 640 635 630 625 620 615 610 607.5 605 602.5 600 597.5 595 592.5 590 587.5 585 582.5 580 577.5 575 572.5 570 567.5 565 562.5 560 557.5 555 552.5 550 547.5 545 542.5 540 537.5 535 532.5 530 527.5 525 522.5 520 517.5 515 512.5 510 507.5 505 502.5 500 497.5 495 492.5 490 487.5 485 482.5 480 477.5 475 472.5 470 467.5 465 460 455 450 445 440 435 430 425 420 415 410 405 put strike nearest 0.20 delta: 515 call strike nearest 0.20 delta: 557.5 296 0 296 58 58 25% 10% 10% 25% -$1.3m +$1.3m call wall 550 put wall 550 γ flip 537.94 book spot 533.38 strike 665
calls: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.50, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.00 × 135.30, spread 6.3% of mid · Δ -1.00
net GEX +$632 per 1% (calls +$632, puts +$0) strike 660
calls: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.30, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.00 × 130.30, spread 6.6% of mid · Δ -1.00
net GEX +$519 per 1% (calls +$519, puts +$0) strike 655
calls: OI 17 (+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 117.00 × 125.50, spread 7.0% of mid · Δ -1.00
net GEX +$722 per 1% (calls +$722, puts +$0) strike 650
calls: OI 2 (+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 112.00 × 120.50, spread 7.3% of mid · Δ -1.00
net GEX +$117 per 1% (calls +$117, puts +$0) strike 645
calls: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.00 × 115.70, spread 7.8% of mid · Δ -1.00
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 640
calls: OI 16 (+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 102.00 × 110.80, spread 8.3% of mid · Δ -1.00
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 635
calls: OI 67 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.80, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.00 × 104.90, spread 7.8% of mid · Δ -1.00
net GEX +$10k per 1% (calls +$10k, puts +$0) strike 630
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.80, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.00 × 100.00, spread 8.3% of mid · Δ -1.00
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 625
calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.10, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.00 × 94.50, spread 8.3% of mid · Δ -1.00
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 620
calls: OI 35 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.70, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.80 × 89.90, spread 7.0% of mid · Δ -1.00
net GEX +$11k per 1% (calls +$11k, puts +$0) strike 615
calls: OI 49 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.10, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.00 × 83.70, spread 8.3% of mid · Δ -1.00
net GEX +$19k per 1% (calls +$19k, puts +$0) strike 610
calls: OI 57 (+3) · vol 12 (at ask 3, at bid 9) · NBBO 0.05 × 2.90, spread 193.2% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.00 × 79.50, spread 9.9% of mid · Δ -1.00
net GEX +$26k per 1% (calls +$26k, puts +$0) strike 607.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.10, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 69.50 × 75.50, spread 8.3% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 605
calls: OI 38 (+3) · vol 7 (at ask 5, at bid 2) · NBBO 0.10 × 0.45, spread 127.3% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.00 × 73.90, spread 9.8% of mid · Δ -1.00
net GEX +$20k per 1% (calls +$20k, puts +$0) strike 602.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.40, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 64.50 × 71.50, spread 10.3% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 600
calls: OI 58 (+10) · vol 6 (at ask 6, at bid 0) · NBBO 0.10 × 0.35, spread 111.1% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.00 × 70.00, spread 12.1% of mid · Δ -1.00
net GEX +$35k per 1% (calls +$35k, puts +$0) strike 597.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.30, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 59.50 × 67.50, spread 12.6% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 595
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.00, spread no two-sided quote (zero bid) · Δ 0.04
puts: OI 0 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 57.00 × 65.00, spread 13.1% of mid · Δ -1.00
net GEX +$6k per 1% (calls +$6k, puts +$0) strike 592.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.30, spread no two-sided quote (zero bid) · Δ 0.04
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 54.50 × 62.00, spread 12.9% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 590
calls: OI 17 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.30, spread no two-sided quote (zero bid) · Δ 0.04
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.00 × 58.60, spread 11.9% of mid · Δ -0.99
net GEX +$14k per 1% (calls +$14k, puts -$479) strike 587.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.60, spread no two-sided quote (zero bid) · Δ 0.04
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 49.50 × 56.00, spread 12.3% of mid · Δ -0.98
no GEX (no side has both gamma and open interest) strike 585
calls: OI 26 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.80, spread no two-sided quote (zero bid) · Δ 0.05
puts: OI 6 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 47.10 × 55.10, spread 15.7% of mid · Δ -0.96
net GEX +$20k per 1% (calls +$25k, puts -$5k) strike 582.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.50, spread no two-sided quote (zero bid) · Δ 0.05
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 44.60 × 50.80, spread 13.0% of mid · Δ -0.95
no GEX (no side has both gamma and open interest) strike 580
calls: OI 23 (+0) · vol 45 (at ask 9, at bid 36) · NBBO 0.50 × 0.75, spread 40.0% of mid · Δ 0.06
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.00 × 49.70, spread 12.2% of mid · Δ -0.93
net GEX +$25k per 1% (calls +$27k, puts -$3k) strike 577.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.90, spread no two-sided quote (zero bid) · Δ 0.07
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 40.00 × 47.50, spread 17.1% of mid · Δ -0.92
no GEX (no side has both gamma and open interest) strike 575
calls: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.70, spread no two-sided quote (zero bid) · Δ 0.09
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.30 × 44.70, spread 18.0% of mid · Δ -0.91
net GEX +$60k per 1% (calls +$68k, puts -$8k) strike 572.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.15 × 2.10, spread 173.3% of mid · Δ 0.10
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 35.00 × 41.80, spread 17.7% of mid · Δ -0.90
no GEX (no side has both gamma and open interest) strike 570
calls: OI 69 (+0) · vol 7 (at ask 0, at bid 7, multi-leg 7) · NBBO 0.75 × 5.00, spread 147.8% of mid · Δ 0.12
puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.60 × 39.20, spread 18.4% of mid · Δ -0.88
net GEX +$110k per 1% (calls +$135k, puts -$25k) strike 567.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 3.20, spread no two-sided quote (zero bid) · Δ 0.14
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 30.30 × 38.10, spread 22.8% of mid · Δ -0.87
no GEX (no side has both gamma and open interest) strike 565
calls: OI 22 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 0.95 × 5.80, spread 143.7% of mid · Δ 0.15
puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.00 × 36.00, spread 25.0% of mid · Δ -0.85
net GEX +$33k per 1% (calls +$51k, puts -$19k) strike 562.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.10, spread no two-sided quote (zero bid) · Δ 0.17
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 26.50 × 34.30, spread 25.7% of mid · Δ -0.84
no GEX (no side has both gamma and open interest) strike 560
calls: OI 97 (+10) · vol 1 (at ask 0, at bid 1) · NBBO 1.45 × 3.80, spread 89.5% of mid · Δ 0.18
puts: OI 6 (-4) · vol 0 (at ask 0, at bid 0) · NBBO 24.00 × 30.80, spread 24.8% of mid · Δ -0.82
net GEX +$251k per 1% (calls +$268k, puts -$17k) strike 557.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.60 × 4.40, spread 152.0% of mid · Δ 0.20
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 22.40 × 29.90, spread 28.7% of mid · Δ -0.81
no GEX (no side has both gamma and open interest) strike 555
calls: OI 6 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 2.65 × 4.40, spread 49.6% of mid · Δ 0.23
puts: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.00 × 27.30, spread 30.9% of mid · Δ -0.79
net GEX -$79k per 1% (calls +$19k, puts -$98k) strike 552.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.40 × 6.40, spread 128.2% of mid · Δ 0.26
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 18.30 × 26.10, spread 35.1% of mid · Δ -0.76
no GEX (no side has both gamma and open interest) strike 550
calls: OI 11 (+3) · vol 20 (at ask 8, at bid 12, multi-leg 7) · NBBO 3.80 × 6.40, spread 51.0% of mid · Δ 0.29
puts: OI 9 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 16.00 × 22.80, spread 35.1% of mid · Δ -0.74
net GEX +$5k per 1% (calls +$40k, puts -$35k) strike 547.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.90 × 7.40, spread 87.4% of mid · Δ 0.32
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.50 × 21.70, spread 39.8% of mid · Δ -0.71
no GEX (no side has both gamma and open interest) strike 545
calls: OI 5 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 4.70 × 8.50, spread 57.6% of mid · Δ 0.35
puts: OI 296 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.20 × 18.60, spread 41.6% of mid · Δ -0.68
net GEX -$1.3m per 1% (calls +$19k, puts -$1.4m) strike 542.5
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 5.00 × 9.20, spread 59.2% of mid · Δ 0.39
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.20 × 17.00, spread 50.0% of mid · Δ -0.64
no GEX (no side has both gamma and open interest) strike 540
calls: OI 11 (+1) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 6.50 × 10.40, spread 46.2% of mid · Δ 0.42
puts: OI 129 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 11.00 × 15.40, spread 33.3% of mid · Δ -0.60
net GEX -$590k per 1% (calls +$46k, puts -$635k) strike 537.5
calls: OI 0 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 4.40 × 11.70, spread 90.7% of mid · Δ 0.46
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.50 × 13.80, spread 47.5% of mid · Δ -0.55
no GEX (no side has both gamma and open interest) strike 535
calls: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.90 × 12.80, spread 47.3% of mid · Δ 0.50
puts: OI 32 (+0) · vol 2 (at ask 1, at bid 0, multi-leg 2) · NBBO 8.80 × 12.50, spread 34.7% of mid · Δ -0.51
net GEX -$77k per 1% (calls +$88k, puts -$165k) strike 532.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.00 × 14.40, spread 46.2% of mid · Δ 0.53
puts: OI 0 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 5.00 × 10.70, spread 72.6% of mid · Δ -0.46
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 530
calls: OI 5 (+0) · vol 58 (at ask 27, at bid 30, multi-leg 4) · NBBO 11.50 × 16.40, spread 35.1% of mid · Δ 0.57
puts: OI 44 (+1) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 4.70 × 9.60, spread 68.5% of mid · Δ -0.42
net GEX -$203k per 1% (calls +$20k, puts -$223k) strike 527.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.30 × 17.00, spread 32.1% of mid · Δ 0.60
puts: OI 2 (+0) · vol 9 (at ask 1, at bid 8, multi-leg 9) · NBBO 2.15 × 8.90, spread 122.2% of mid · Δ -0.38
net GEX -$10k per 1% (calls +$0, puts -$10k) strike 525
calls: OI 2 (+0) · vol 4 (at ask 0, at bid 4, multi-leg 2) · NBBO 13.30 × 19.70, spread 38.8% of mid · Δ 0.63
puts: OI 34 (+7) · vol 12 (at ask 9, at bid 1, sweep 4, multi-leg 3) · NBBO 4.00 × 8.10, spread 67.8% of mid · Δ -0.34
net GEX -$146k per 1% (calls +$7k, puts -$153k) strike 522.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.90 × 21.00, spread 34.0% of mid · Δ 0.67
puts: OI 8 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 1.00 × 7.20, spread 151.2% of mid · Δ -0.30
net GEX -$34k per 1% (calls +$0, puts -$34k) strike 520
calls: OI 2 (+1) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 16.10 × 22.20, spread 31.9% of mid · Δ 0.70
puts: OI 100 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.60 × 5.50, spread 109.9% of mid · Δ -0.26
net GEX -$391k per 1% (calls +$7k, puts -$398k) strike 517.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.20 × 25.10, spread 43.1% of mid · Δ 0.74
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.60, spread no two-sided quote (zero bid) · Δ -0.23
no GEX (no side has both gamma and open interest) strike 515
calls: OI 4 (+1) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 18.50 × 27.00, spread 37.4% of mid · Δ 0.76
puts: OI 35 (+0) · vol 3 (at ask 2, at bid 1) · NBBO 1.10 × 3.80, spread 110.2% of mid · Δ -0.19
net GEX -$107k per 1% (calls +$12k, puts -$120k) strike 512.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.70 × 29.00, spread 24.4% of mid · Δ 0.78
puts: OI 0 (+0) · vol 8 (at ask 8, at bid 0, multi-leg 8) · NBBO 0.00 × 3.20, spread no two-sided quote (zero bid) · Δ -0.16
no GEX (no side has both gamma and open interest) strike 510
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.30 × 31.00, spread 32.6% of mid · Δ 0.80
puts: OI 31 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 0.00 × 5.30, spread no two-sided quote (zero bid) · Δ -0.13
net GEX -$84k per 1% (calls +$0, puts -$84k) strike 507.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 26.60 × 32.70, spread 20.6% of mid · Δ 0.82
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 2.75, spread 192.9% of mid · Δ -0.10
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 505
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.10 × 35.40, spread 26.6% of mid · Δ 0.83
puts: OI 34 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 0.00 × 1.80, spread no two-sided quote (zero bid) · Δ -0.09
net GEX -$65k per 1% (calls +$4k, puts -$70k) strike 502.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.50 × 37.30, spread 16.9% of mid · Δ 0.85
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 1.45, spread 186.7% of mid · Δ -0.08
no GEX (no side has both gamma and open interest) strike 500
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.50 × 39.90, spread 20.4% of mid · Δ 0.87
puts: OI 46 (+1) · vol 2 (at ask 2, at bid 0) · NBBO 0.15 × 1.15, spread 153.8% of mid · Δ -0.07
net GEX -$72k per 1% (calls +$2k, puts -$73k) strike 497.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 36.20 × 42.20, spread 15.3% of mid · Δ 0.88
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.10 × 1.00, spread 163.6% of mid · Δ -0.06
no GEX (no side has both gamma and open interest) strike 495
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.00 × 44.20, spread 20.4% of mid · Δ 0.90
puts: OI 138 (-1) · vol 1 (at ask 0, at bid 1) · NBBO 0.50 × 0.85, spread 51.9% of mid · Δ -0.06
net GEX -$169k per 1% (calls +$2k, puts -$171k) strike 492.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 40.00 × 46.50, spread 15.0% of mid · Δ 0.92
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.75, spread no two-sided quote (zero bid) · Δ -0.05
no GEX (no side has both gamma and open interest) strike 490
calls: OI 0 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 41.00 × 49.20, spread 18.2% of mid · Δ 0.93
puts: OI 48 (+1) · vol 4 (at ask 3, at bid 1, multi-leg 3) · NBBO 0.35 × 0.65, spread 60.0% of mid · Δ -0.04
net GEX -$45k per 1% (calls +$0, puts -$45k) strike 487.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 43.20 × 51.00, spread 16.6% of mid · Δ 0.94
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.60, spread no two-sided quote (zero bid) · Δ -0.03
no GEX (no side has both gamma and open interest) strike 485
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.00 × 53.70, spread 15.4% of mid · Δ 0.95
puts: OI 19 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.95, spread no two-sided quote (zero bid) · Δ -0.03
net GEX -$12k per 1% (calls +$0, puts -$12k) strike 482.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 50.60 × 55.00, spread 8.3% of mid · Δ 0.96
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.50, spread no two-sided quote (zero bid) · Δ -0.02
no GEX (no side has both gamma and open interest) strike 480
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.00 × 59.00, spread 14.5% of mid · Δ 0.96
puts: OI 98 (+0) · vol 3 (at ask 1, at bid 2, multi-leg 3) · NBBO 0.00 × 0.45, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$42k per 1% (calls +$713, puts -$42k) strike 477.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 54.00 × 61.60, spread 13.1% of mid · Δ 0.97
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.40, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 475
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.50 × 64.00, spread 14.2% of mid · Δ 0.97
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.40, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$542 per 1% (calls +$0, puts -$542) strike 472.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 59.00 × 66.20, spread 11.5% of mid · Δ 0.98
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.35, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 470
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.50 × 68.00, spread 11.7% of mid · Δ 0.98
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.50, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 467.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 65.40 × 71.50, spread 8.9% of mid · Δ 0.99
puts: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 1) · NBBO 0.00 × 0.30, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 465
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.40 × 73.00, spread 11.0% of mid · Δ 0.99
puts: OI 3 (+0) · 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 -$278 per 1% (calls +$0, puts -$278) strike 460
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.40 × 78.00, spread 10.2% of mid · Δ 0.99
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 7.00, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$100 per 1% (calls +$0, puts -$100) strike 455
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.40 × 83.00, spread 9.6% of mid · Δ 1.00
puts: OI 12 (+0) · 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 -$309 per 1% (calls +$0, puts -$309) strike 450
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.30 × 88.00, spread 9.2% of mid · Δ 1.00
puts: OI 19 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.50, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$238 per 1% (calls +$0, puts -$238) strike 445
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.40 × 93.50, spread 9.1% of mid · Δ 1.00
puts: OI 24 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.20, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$138 per 1% (calls +$0, puts -$138) strike 440
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.30 × 98.40, spread 8.6% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.40, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 435
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.80 × 103.50, spread 7.7% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.70, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 430
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.30 × 108.20, spread 7.6% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.80, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 425
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.20 × 113.80, spread 6.9% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.20, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 420
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.30 × 119.00, spread 7.6% of mid · Δ 1.00
puts: OI 107 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.10, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$5 per 1% (calls +$0, puts -$5) strike 415
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.30 × 124.00, spread 7.3% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 7.00, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 410
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.20 × 129.00, spread 7.1% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.10, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 405
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 125.20 × 134.00, spread 6.8% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 6.10, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) 2026-10-02 expiry, 82 strikes within ±25% of book spot (the flip search band); 46 hidden (28 above, 18 below), 9 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$2.8m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-18's own - whether it opened positions shows in the 2026-09-21 book's change.
max pain $540.00 belongs to the 2026-10-16 monthly (28 days from 2026-09-18, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
Table view · 82 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 -1.00 6.3% 135.30 127.00 665 0.00 5.50 no two-sided quote 0.00 0 0 0 0 0 29 +0 +$0 +$632 +$632 +0 0 0 0 0 0 0 -1.00 6.6% 130.30 122.00 660 0.00 6.30 no two-sided quote 0.00 0 0 0 0 0 17 +0 +$0 +$519 +$519 +0 0 0 0 0 0 0 -1.00 7.0% 125.50 117.00 655 0.00 6.80 no two-sided quote 0.00 0 0 0 0 0 17 +0 +$0 +$722 +$722 +0 0 0 0 0 0 0 -1.00 7.3% 120.50 112.00 650 0.00 6.80 no two-sided quote 0.00 0 0 0 0 0 2 +0 +$0 +$117 +$117 +0 0 0 0 0 0 0 -1.00 7.8% 115.70 107.00 645 0.00 6.00 no two-sided quote 0.00 0 0 0 0 0 17 +0 +$0 +$1k +$1k +0 0 0 0 0 0 0 -1.00 8.3% 110.80 102.00 640 0.00 6.80 no two-sided quote 0.00 0 0 0 0 0 16 +0 +$0 +$2k +$2k +0 0 0 0 0 0 0 -1.00 7.8% 104.90 97.00 635 0.00 6.80 no two-sided quote 0.01 0 0 0 0 0 67 +0 +$0 +$10k +$10k +0 0 0 0 0 0 0 -1.00 8.3% 100.00 92.00 630 0.00 6.80 no two-sided quote 0.01 0 0 0 0 0 9 +0 +$0 +$2k +$2k +0 0 0 0 0 0 0 -1.00 8.3% 94.50 87.00 625 0.00 6.10 no two-sided quote 0.01 0 0 0 0 0 13 +0 +$0 +$3k +$3k +0 0 0 0 0 0 0 -1.00 7.0% 89.90 83.80 620 0.00 4.70 no two-sided quote 0.02 0 0 0 0 0 35 +0 +$0 +$11k +$11k +0 0 0 0 0 0 0 -1.00 8.3% 83.70 77.00 615 0.00 5.10 no two-sided quote 0.02 0 0 0 0 0 49 +0 +$0 +$19k +$19k +0 0 0 0 0 0 0 -1.00 9.9% 79.50 72.00 610 0.05 2.90 193.2% 0.02 12 3 9 0 0 57 +3 +$0 +$26k +$26k — 0 0 0 0 0 0 -1.00 8.3% 75.50 69.50 607.5 0.00 5.10 no two-sided quote 0.03 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -1.00 9.8% 73.90 67.00 605 0.10 0.45 127.3% 0.03 7 5 2 0 0 38 +3 +$0 +$20k +$20k — 0 0 0 0 0 0 -1.00 10.3% 71.50 64.50 602.5 0.00 5.40 no two-sided quote 0.03 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -1.00 12.1% 70.00 62.00 600 0.10 0.35 111.1% 0.03 6 6 0 0 0 58 +10 +$0 +$35k +$35k — 0 0 0 0 0 0 -1.00 12.6% 67.50 59.50 597.5 0.00 5.30 no two-sided quote 0.03 0 0 0 0 0 0 — — — — -2 0 0 0 0 0 0 -1.00 13.1% 65.00 57.00 595 0.00 2.00 no two-sided quote 0.04 0 0 0 0 0 9 +0 +$0 +$6k +$6k — 0 0 0 0 0 0 -1.00 12.9% 62.00 54.50 592.5 0.00 5.30 no two-sided quote 0.04 0 0 0 0 0 0 — — — — +0 2 0 0 0 0 0 -0.99 11.9% 58.60 52.00 590 0.00 5.30 no two-sided quote 0.04 0 0 0 0 0 17 +1 -$479 +$14k +$14k — 0 0 0 0 0 0 -0.98 12.3% 56.00 49.50 587.5 0.00 5.60 no two-sided quote 0.04 0 0 0 0 0 0 — — — — -1 6 0 0 0 0 0 -0.96 15.7% 55.10 47.10 585 0.00 5.80 no two-sided quote 0.05 0 0 0 0 0 26 +0 -$5k +$25k +$20k — 0 0 0 0 0 0 -0.95 13.0% 50.80 44.60 582.5 0.00 5.50 no two-sided quote 0.05 0 0 0 0 0 0 — — — — +0 2 0 0 0 0 0 -0.93 12.2% 49.70 44.00 580 0.50 0.75 40.0% 0.06 45 9 36 0 0 23 +0 -$3k +$27k +$25k — 0 0 0 0 0 0 -0.92 17.1% 47.50 40.00 577.5 0.00 5.90 no two-sided quote 0.07 0 0 0 0 0 0 — — — — +0 5 0 0 0 0 0 -0.91 18.0% 44.70 37.30 575 0.00 6.70 no two-sided quote 0.09 0 0 0 0 0 43 +0 -$8k +$68k +$60k — 0 0 0 0 0 0 -0.90 17.7% 41.80 35.00 572.5 0.15 2.10 173.3% 0.10 0 0 0 0 0 0 — — — — +0 13 0 0 0 0 0 -0.88 18.4% 39.20 32.60 570 0.75 5.00 147.8% 0.12 7 0 7 0 7 69 +0 -$25k +$135k +$110k — 0 0 0 0 0 0 -0.87 22.8% 38.10 30.30 567.5 0.00 3.20 no two-sided quote 0.14 0 0 0 0 0 0 — — — — +0 8 0 0 0 0 0 -0.85 25.0% 36.00 28.00 565 0.95 5.80 143.7% 0.15 0 0 0 0 0 22 +10 -$19k +$51k +$33k — 0 0 0 0 0 0 -0.84 25.7% 34.30 26.50 562.5 0.00 4.10 no two-sided quote 0.17 0 0 0 0 0 0 — — — — -4 6 0 0 0 0 0 -0.82 24.8% 30.80 24.00 560 1.45 3.80 89.5% 0.18 1 0 1 0 0 97 +10 -$17k +$268k +$251k — 0 0 0 0 0 0 -0.81 28.7% 29.90 22.40 557.5 0.60 4.40 152.0% 0.20 0 0 0 0 0 0 — — — — +0 30 0 0 0 0 0 -0.79 30.9% 27.30 20.00 555 2.65 4.40 49.6% 0.23 2 1 1 0 0 6 +0 -$98k +$19k -$79k — 0 0 0 0 0 0 -0.76 35.1% 26.10 18.30 552.5 1.40 6.40 128.2% 0.26 0 0 0 0 0 0 — — — — +0 9 1 0 0 0 1 -0.74 35.1% 22.80 16.00 550 3.80 6.40 51.0% 0.29 20 8 12 0 7 11 +3 -$35k +$40k +$5k +0 0 0 0 0 0 0 -0.71 39.8% 21.70 14.50 547.5 2.90 7.40 87.4% 0.32 0 0 0 0 0 0 +0 — — — +0 296 0 0 0 0 0 -0.68 41.6% 18.60 12.20 545 4.70 8.50 57.6% 0.35 1 1 0 0 1 5 +0 -$1.4m +$19k -$1.3m +0 0 0 0 0 0 0 -0.64 50.0% 17.00 10.20 542.5 5.00 9.20 59.2% 0.39 1 1 0 0 1 0 +0 — — — +0 129 1 0 1 0 1 -0.60 33.3% 15.40 11.00 540 6.50 10.40 46.2% 0.42 2 1 1 0 1 11 +1 -$635k +$46k -$590k +0 0 0 0 0 0 0 -0.55 47.5% 13.80 8.50 537.5 4.40 11.70 90.7% 0.46 1 0 1 0 1 0 +0 — — — +0 32 2 0 0 1 2 -0.51 34.7% 12.50 8.80 535 7.90 12.80 47.3% 0.50 0 0 0 0 0 21 +0 -$165k +$88k -$77k +0 0 2 0 2 0 2 -0.46 72.6% 10.70 5.00 532.5 9.00 14.40 46.2% 0.53 0 0 0 0 0 1 +0 +$0 +$4k +$4k +1 44 1 0 0 2 2 -0.42 68.5% 9.60 4.70 530 11.50 16.40 35.1% 0.57 58 27 30 0 4 5 +0 -$223k +$20k -$203k +0 2 9 0 8 1 9 -0.38 122.2% 8.90 2.15 527.5 12.30 17.00 32.1% 0.60 0 0 0 0 0 0 +0 -$10k +$0 -$10k +7 34 3 4 1 9 12 -0.34 67.8% 8.10 4.00 525 13.30 19.70 38.8% 0.63 4 0 4 0 2 2 +0 -$153k +$7k -$146k +0 8 2 0 1 1 2 -0.30 151.2% 7.20 1.00 522.5 14.90 21.00 34.0% 0.67 0 0 0 0 0 0 +0 -$34k +$0 -$34k +0 100 0 0 0 0 0 -0.26 109.9% 5.50 1.60 520 16.10 22.20 31.9% 0.70 1 0 0 0 1 2 +1 -$398k +$7k -$391k +0 0 0 0 0 0 0 -0.23 no two-sided quote 4.60 0.00 517.5 16.20 25.10 43.1% 0.74 0 0 0 0 0 0 +0 — — — +0 35 0 0 1 2 3 -0.19 110.2% 3.80 1.10 515 18.50 27.00 37.4% 0.76 1 0 0 0 1 4 +1 -$120k +$12k -$107k +0 0 8 0 0 8 8 -0.16 no two-sided quote 3.20 0.00 512.5 22.70 29.00 24.4% 0.78 0 0 0 0 0 0 +0 — — — +0 31 0 0 0 2 2 -0.13 no two-sided quote 5.30 0.00 510 22.30 31.00 32.6% 0.80 0 0 0 0 0 0 +0 -$84k +$0 -$84k +0 1 0 0 0 0 0 -0.10 192.9% 2.75 0.05 507.5 26.60 32.70 20.6% 0.82 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 34 2 0 0 2 2 -0.09 no two-sided quote 1.80 0.00 505 27.10 35.40 26.6% 0.83 0 0 0 0 0 2 +0 -$70k +$4k -$65k +0 0 0 0 0 0 0 -0.08 186.7% 1.45 0.05 502.5 31.50 37.30 16.9% 0.85 0 0 0 0 0 0 +0 — — — +1 46 0 0 0 2 2 -0.07 153.8% 1.15 0.15 500 32.50 39.90 20.4% 0.87 0 0 0 0 0 1 +0 -$73k +$2k -$72k — 0 0 0 0 0 0 -0.06 163.6% 1.00 0.10 497.5 36.20 42.20 15.3% 0.88 0 0 0 0 0 0 — — — — -1 138 0 0 1 0 1 -0.06 51.9% 0.85 0.50 495 36.00 44.20 20.4% 0.90 0 0 0 0 0 1 +0 -$171k +$2k -$169k — 0 0 0 0 0 0 -0.05 no two-sided quote 0.75 0.00 492.5 40.00 46.50 15.0% 0.92 0 0 0 0 0 0 — — — — +1 48 3 0 1 3 4 -0.04 60.0% 0.65 0.35 490 41.00 49.20 18.2% 0.93 1 0 1 0 1 0 +0 -$45k +$0 -$45k — 0 0 0 0 0 0 -0.03 no two-sided quote 0.60 0.00 487.5 43.20 51.00 16.6% 0.94 0 0 0 0 0 0 — — — — +0 19 0 0 0 0 0 -0.03 no two-sided quote 1.95 0.00 485 46.00 53.70 15.4% 0.95 0 0 0 0 0 0 +0 -$12k +$0 -$12k — 0 0 0 0 0 0 -0.02 no two-sided quote 0.50 0.00 482.5 50.60 55.00 8.3% 0.96 0 0 0 0 0 0 — — — — +0 98 3 0 2 1 3 -0.02 no two-sided quote 0.45 0.00 480 51.00 59.00 14.5% 0.96 0 0 0 0 0 1 +0 -$42k +$713 -$42k — 0 0 0 0 0 0 -0.01 no two-sided quote 0.40 0.00 477.5 54.00 61.60 13.1% 0.97 0 0 0 0 0 0 — — — — +0 2 0 0 0 0 0 -0.01 no two-sided quote 5.40 0.00 475 55.50 64.00 14.2% 0.97 0 0 0 0 0 0 +0 -$542 +$0 -$542 — 0 0 0 0 0 0 -0.01 no two-sided quote 0.35 0.00 472.5 59.00 66.20 11.5% 0.98 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.01 no two-sided quote 2.50 0.00 470 60.50 68.00 11.7% 0.98 0 0 0 0 0 0 +0 — — — — 0 0 0 1 0 1 -0.00 no two-sided quote 0.30 0.00 467.5 65.40 71.50 8.9% 0.99 0 0 0 0 0 0 — — — — +0 3 0 0 0 0 0 -0.00 no two-sided quote 6.80 0.00 465 65.40 73.00 11.0% 0.99 0 0 0 0 0 0 +0 -$278 +$0 -$278 +0 2 0 0 0 0 0 -0.00 no two-sided quote 7.00 0.00 460 70.40 78.00 10.2% 0.99 0 0 0 0 0 0 +0 -$100 +$0 -$100 +0 12 0 0 0 0 0 -0.00 no two-sided quote 6.80 0.00 455 75.40 83.00 9.6% 1.00 0 0 0 0 0 0 +0 -$309 +$0 -$309 +0 19 0 0 0 0 0 -0.00 no two-sided quote 5.50 0.00 450 80.30 88.00 9.2% 1.00 0 0 0 0 0 0 +0 -$238 +$0 -$238 -1 24 0 0 0 0 0 -0.00 no two-sided quote 5.20 0.00 445 85.40 93.50 9.1% 1.00 0 0 0 0 0 0 +0 -$138 +$0 -$138 +0 0 0 0 0 0 0 -0.00 no two-sided quote 6.40 0.00 440 90.30 98.40 8.6% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 6.70 0.00 435 95.80 103.50 7.7% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 6.80 0.00 430 100.30 108.20 7.6% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 6.20 0.00 425 106.20 113.80 6.9% 1.00 0 0 0 0 0 0 +0 — — — +0 107 0 0 0 0 0 -0.00 no two-sided quote 6.10 0.00 420 110.30 119.00 7.6% 1.00 0 0 0 0 0 0 +0 -$5 +$0 -$5 +0 0 0 0 0 0 0 -0.00 no two-sided quote 7.00 0.00 415 115.30 124.00 7.3% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 6.10 0.00 410 120.20 129.00 7.1% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 6.10 0.00 405 125.20 134.00 6.8% 1.00 0 0 0 0 0 0 +0 — — —