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Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
87.1%
own all (<3y) · n=248
IV rank
66.7%
own 1y · n=245
range
23.4% – 57.0%
own 1y · n=245
Term structure · constant maturity 2 consecutive sessions in backwardation (near-term vol above 90-day: stress).
11 1 calendar day out: every tenor of 1d or longer spans it
Wed 09-30 08:15 ET · ADP National Employment Report (September)
Wed 09-30 08:30 ET · Advance U.S. Trade Balance in Goods (August)
Wed 09-30 08:30 ET · Wholesale Inventories (August)
Wed 09-30 08:30 ET · Retail Inventories (August)
Wed 09-30 08:30 ET · Personal Income, M/M% (August)
Wed 09-30 08:30 ET · Consumer Spending, M/M% (August)
Wed 09-30 08:30 ET · PCE Price Idx, M/M% (August)
Wed 09-30 08:30 ET · PCE Price Idx, Y/Y% (August)
Wed 09-30 08:30 ET · PCE Core Price Idx, M/M% (August)
Wed 09-30 08:30 ET · PCE Core Price Idx, Y/Y% (August)
Wed 09-30 09:45 ET · Chicago Business Barometer - ISM-Chicago Business Survey - Chicago PMI (September) 10 2 calendar days out: every tenor of 2d or longer spans it
Wed 09-30 16:00 ET · FRB Chicago President Austan Goolsbee speaks at 'Why Consumers and Economists See Different Economies' discussion
Wed 09-30 19:00 ET · Fed speech: Minneapolis Fed President Neel Kashkari
Thu 10-01 08:30 ET · Weekly Jobless Claims (September)
Thu 10-01 09:45 ET · US Manufacturing PMI (September)
Thu 10-01 10:00 ET · Fed speech: Fed governor Christopher Waller speech
Thu 10-01 10:00 ET · Construction Spending (August)
Thu 10-01 10:00 ET · ISM Report On Business Manufacturing PMI (September)
Thu 10-01 13:30 ET · Federal Reserve Vice Chair Philip Jefferson speaks at UVA Darden School of Business
Thu 10-01 15:00 ET · Atlantic Council event with Federal Reserve Vice Chair Michelle Bowman
Thu 10-01 15:30 ET · Fed speech: Fed governor Lisa Cook 5 3 calendar days out: every tenor of 3d or longer spans it
Fri 10-02 08:30 ET · Avg Hourly Earnings, M/M% (September)
Fri 10-02 08:30 ET · Avg Hourly Earnings, Y/Y% (September)
Fri 10-02 08:30 ET · Employment Report (September)
Fri 10-02 08:30 ET · Unemployment Rate (September)
Fri 10-02 10:00 ET · Factory Orders (August) Skew · risk reversal 25-delta 4d old
-1.0 pts
own all (<3y) 81.7% · n=41
10-delta 4d old
-1.1 pts
own all (<3y) 79.3% · n=41
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 2026-09-28 2d 2026-09-30 · short
2026-09-30: 10 put and 9 call strikes within ±3.4%, IV 48% to 50% strike 692.5: IV 49.3%, beyond the shared scale Next earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session, no expected move served . As the vendor's calendar stood on 2026-09-30, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-04 time?the vendor's estimate
ATM IV · 09-28 expected move 2026-11-06 Fri weekly 38 2026-10-09 10d spans · +2d
Chain · one strike axis Book as of 2026-09-28 : 1 session behind 2026-09-29: no META chain statistics (net_gex) dated after 2026-09-28 are knowable as of 2026-09-29, and no ticker has newer ones. The strikes drawn below are 2026-09-28's rows as stored now; the levels and statistics are the readings dated 2026-09-28, computed from those rows when the readings were derived, and a fetch of 2026-09-28 after that can revise rows. Open interest is what entered 2026-09-28 (OCC's settlement of 2026-09-25), valued at the 2026-09-28 close.
net GEX · carried book
+$1.26bn per 1%
own all (<3y) 90.8% · n=71
gamma flip
$543.84
flip within ±25% of book spot
flip distance
-5.49 ATR
own all (<3y) 3.8% · n=65
low 23.4% 245 sessions, 1y · today 45.8% high 57.0%
2 6 calendar days out: every tenor of 6d or longer spans it
Mon 10-05 09:45 ET · US Services PMI (September)
Mon 10-05 10:00 ET · ISM Report On Business Services PMI (September) 7 calendar days out: every tenor of 7d or longer spans it
Tue 10-06 08:30 ET · U.S. Trade Balance (August) 3 8 calendar days out: every tenor of 8d or longer spans it
Tue 10-06 18:00 ET · FRB Dallas President Lorie Logan participates in Global Perspectives event
Wed 10-07 14:00 ET · Federal Open Market Committee meeting minutes
Wed 10-07 15:00 ET · Consumer Credit (August) 2 9 calendar days out: every tenor of 9d or longer spans it
Thu 10-08 08:30 ET · Weekly Jobless Claims (October)
Thu 10-08 10:00 ET · Monthly Wholesale Trade (August) 2 10 calendar days out: every tenor of 10d or longer spans it
Fri 10-09 09:30 ET · FRB Kansas City President Jeffrey Schmid speaks at Kansas City Economic Outlook event
Fri 10-09 10:00 ET · U. Michigan Prelim Consumer Survey (October) E 11-04 time? Earnings 2026-11-04, time unknown - date stated by the vendor's estimate
First session it can move: 2026-11-04, 36 calendar days from the 2026-09-29 curve - every tenor of 36d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 47.4% 23.8% ━ 2026-09-29 ┅ 2026-08-28 (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 2026-09-29 close, from the 2026-09-29 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Wed 09-30 08:15 · 1d ADP National Employment Report (September) · prev 38000Wed 09-30 08:30 · 1d Advance U.S. Trade Balance in Goods (August) · prev -118800000000Wed 09-30 08:30 · 1d Wholesale Inventories (August) · prev 1.3%Wed 09-30 08:30 · 1d Retail Inventories (August) · prev 0.7%Wed 09-30 08:30 · 1d Personal Income, M/M% (August) · f 0.4% · prev 0.4%Wed 09-30 08:30 · 1d Consumer Spending, M/M% (August) · f 0.8% · prev 0.2%Wed 09-30 08:30 · 1d PCE Price Idx, M/M% (August) · f 0.3% · prev 0.2%Wed 09-30 08:30 · 1d PCE Price Idx, Y/Y% (August) · f 3.6% · prev 3.7%Wed 09-30 08:30 · 1d PCE Core Price Idx, M/M% (August) · f 0.3% · prev 0.2%Wed 09-30 08:30 · 1d PCE Core Price Idx, Y/Y% (August) · f 3.2% · prev 3.3%Wed 09-30 09:45 · 1d Chicago Business Barometer - ISM-Chicago Business Survey - Chicago PMI (September) · f 52 · prev 47.1Wed 09-30 16:00 · 2d FRB Chicago President Austan Goolsbee speaks at 'Why Consumers and Economists See Different Economies' discussionWed 09-30 19:00 · 2d Fed speech: Minneapolis Fed President Neel KashkariThu 10-01 08:30 · 2d Weekly Jobless Claims (September) · f 200000 · prev 197000Thu 10-01 09:45 · 2d US Manufacturing PMI (September) · prev 53.9Thu 10-01 10:00 · 2d Fed speech: Fed governor Christopher Waller speechThu 10-01 10:00 · 2d Construction Spending (August) · f 0.1% · prev -0.5%Thu 10-01 10:00 · 2d ISM Report On Business Manufacturing PMI (September) · f 54.8 · prev 54.6Thu 10-01 13:30 · 2d Federal Reserve Vice Chair Philip Jefferson speaks at UVA Darden School of BusinessThu 10-01 15:00 · 2d Atlantic Council event with Federal Reserve Vice Chair Michelle BowmanThu 10-01 15:30 · 2d Fed speech: Fed governor Lisa CookFri 10-02 08:30 · 3d Avg Hourly Earnings, M/M% (September) · f 0.3% · prev 0.3%Fri 10-02 08:30 · 3d Avg Hourly Earnings, Y/Y% (September) · prev 3.1%Fri 10-02 08:30 · 3d Employment Report (September) · f 83000 · prev 162000Fri 10-02 08:30 · 3d Unemployment Rate (September) · f 4.1% · prev 4.1%Fri 10-02 10:00 · 3d Factory Orders (August) · f 0.2% · prev 0.9%Mon 10-05 09:45 · 6d US Services PMI (September) · prev 56.5Mon 10-05 10:00 · 6d ISM Report On Business Services PMI (September) · prev 55.4Tue 10-06 08:30 · 7d U.S. Trade Balance (August) · prev -88600000000Tue 10-06 18:00 · 8d FRB Dallas President Lorie Logan participates in Global Perspectives eventWed 10-07 14:00 · 8d Federal Open Market Committee meeting minutesWed 10-07 15:00 · 8d Consumer Credit (August) · prev 18100000000Thu 10-08 08:30 · 9d Weekly Jobless Claims (October)Thu 10-08 10:00 · 9d Monthly Wholesale Trade (August) · prev 1.3%Fri 10-09 09:30 · 10d FRB Kansas City President Jeffrey Schmid speaks at Kansas City Economic Outlook eventFri 10-09 10:00 · 10d U. Michigan Prelim Consumer Survey (October) · prev 47.8Earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session (36d on the tenor axis), no expected move served . As the vendor's calendar stood on 2026-09-30, not on the page's date.
90-day IV
40.6%
own all (<3y) 80.0% · n=248
slope, 30d − 90d
+5.2 pts
own all (<3y) 73.4% · n=248
variance risk premium, 30d
-19.2 pts
own all (<3y) 4.7% · n=243
strike 695: IV 49.3%, beyond the shared scale strike 697.5: IV 48.7%, beyond the shared scale strike 700: IV 48.5%, beyond the shared scale strike 702.5: IV 49.3%, beyond the shared scale strike 705: IV 48.6%, beyond the shared scale strike 707.5: IV 48.0%, beyond the shared scale strike 710: IV 48.1%, beyond the shared scale strike 712.5: IV 47.6%, beyond the shared scale strike 715: IV 48.3%, beyond the shared scale strike 717.5: IV 48.1%, beyond the shared scale strike 720: IV 48.3%, beyond the shared scale strike 722.5: IV 48.6%, beyond the shared scale strike 725: IV 48.8%, beyond the shared scale strike 727.5: IV 49.3%, beyond the shared scale strike 730: IV 49.5%, beyond the shared scale strike 732.5: IV 49.3%, beyond the shared scale strike 735: IV 49.8%, beyond the shared scale strike 737.5: IV 50.0%, beyond the shared scale 47% 38% −3.4% book spot +3.4% 4d 2026-10-02 · short
2026-10-02: 14 put and 13 call strikes within ±4.8%, IV 46% to 49% strike 717.5: IV 47.5%, beyond the shared scale strike 727.5: IV 47.2%, beyond the shared scale strike 730: IV 48.1%, beyond the shared scale strike 732.5: IV 47.6%, beyond the shared scale strike 735: IV 47.2%, beyond the shared scale strike 737.5: IV 47.5%, beyond the shared scale strike 740: IV 47.7%, beyond the shared scale strike 742.5: IV 48.6%, beyond the shared scale strike 745: IV 47.9%, beyond the shared scale strike 747.5: IV 48.5%, beyond the shared scale 47% 38% −4.8% book spot +4.8% 11d 2026-10-09
2026-10-09: 21 put and 16 call strikes within ±7.9%, IV 40% to 42% 47% 38% −7.9% book spot +7.9% 18d 2026-10-16
2026-10-16: 25 put and 14 call strikes within ±10%, IV 39% to 41% 47% 38% −10% book spot +10% 32d 2026-10-30
2026-10-30: 20 put and 19 call strikes within ±14%, IV 45% to 47% 47% 38% −14% book spot +14% 53d 2026-11-20
2026-11-20: 25 put and 25 call strikes within ±17%, IV 43% to 44% 47% 38% −17% book spot +17% 81d 2026-12-18
2026-12-18: 31 put and 30 call strikes within ±22%, IV 40% to 42% 47% 38% −22% book spot +22% 109d 2027-01-15
2027-01-15: 18 put and 18 call strikes within ±25%, IV 40% to 41% 47% 38% −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 (38%–47%), set by the expiries past 7 DTE. 29 short-dated points beyond it are pinned to the edge as open circles.
2026-11-20 Fri 52 2026-10-23 24d spans · +16d exit 12d before
42.9% p 715 none served
DTE counts calendar days from 2026-09-29, the page's date and the earliest an entry could be made - not from the 2026-09-28 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-28 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 2026-09-29 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 2026-09-29, 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 its month's standard monthly is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the monthly is read from core.option_expirations, which is derived from the session calendar, so a monthly pulled back to a Thursday by a holiday is the monthly here and carries no mark. ATM IV is the vendor's at the 2026-09-28 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.
book spot $715.62 (unadjusted close, 2026-09-28) · call wall $750.00 (+4.80% from book spot) · put wall $700.00 (-2.18% from book spot) · max pain $650.00 (-9.17% 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 $715.62 × (1 + that distance) - the 2026-09-28 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. META headlines $738.79 , its newest unadjusted close, on 2026-09-29 ; the book was taken at $715.62 on 2026-09-28 , 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 2026-09-28 book's levels, on the 2026-09-28 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
2026-09-23 is not an expiry on the 2026-09-28 book; showing 2026-10-30.
Tradability of the 2026-10-30 expiry: 31 calendar days from 2026-09-29 (32 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-28 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 815 (Δ 0.20), put 645 (Δ -0.20).
call put OI carried through 2026-09-25 · opened by 2026-09-25'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 2026-09-25's trading; volume is 2026-09-28's. ◀ put OI call OI ▶ entering 2026-09-28 ◀ put vol call vol ▶ traded 2026-09-28 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 890 880 870 860 850 845 840 835 830 825 820 815 810 805 800 795 790 785 780 775 770 765 760 755 750 745 740 735 730 725 720 715 710 705 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 put strike nearest 0.20 delta: 645 call strike nearest 0.20 delta: 815 6.4k 0 6.4k 1.6k 1.6k 25% 10% 10% 25% -$12.2m +$12.2m call wall 750 book spot 715.62 put wall 700 γ flip 543.84 strike 890
calls: OI 139 (+39) · vol 27 (at ask 7, at bid 15, multi-leg 15) · NBBO 3.25 × 3.60, spread 10.2% of mid · Δ 0.08
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 173.45 × 179.70, spread 3.5% of mid · Δ -0.96
net GEX +$99k per 1% (calls +$99k, puts +$0) strike 880
calls: OI 276 (-1) · vol 81 (at ask 28, at bid 46, multi-leg 39) · NBBO 3.75 × 4.10, spread 8.9% of mid · Δ 0.09
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 163.15 × 170.20, spread 4.2% of mid · Δ -0.94
net GEX +$215k per 1% (calls +$216k, puts -$660) strike 870
calls: OI 145 (+49) · vol 59 (at ask 20, at bid 30, multi-leg 12) · NBBO 4.45 × 4.75, spread 6.5% of mid · Δ 0.10
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 153.80 × 160.65, spread 4.4% of mid · Δ -0.93
net GEX +$126k per 1% (calls +$126k, puts +$0) strike 860
calls: OI 150 (-10) · vol 89 (at ask 23, at bid 61, multi-leg 66) · NBBO 5.25 × 5.50, spread 4.7% of mid · Δ 0.11
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 144.70 × 151.00, spread 4.3% of mid · Δ -0.91
net GEX +$142k per 1% (calls +$144k, puts -$2k) strike 850
calls: OI 682 (-226) · vol 165 (at ask 44, at bid 107, multi-leg 63) · NBBO 6.00 × 6.35, spread 5.7% of mid · Δ 0.13
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 135.45 × 141.65, spread 4.5% of mid · Δ -0.90
net GEX +$717k per 1% (calls +$718k, puts -$997) strike 845
calls: OI 224 (+12) · vol 20 (at ask 1, at bid 15, multi-leg 3) · NBBO 6.45 × 6.85, spread 6.0% of mid · Δ 0.14
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 130.95 × 137.00, spread 4.5% of mid · Δ -0.89
net GEX +$247k per 1% (calls +$247k, puts +$0) strike 840
calls: OI 363 (+15) · vol 24 (at ask 6, at bid 13, multi-leg 14) · NBBO 6.95 × 7.40, spread 6.3% of mid · Δ 0.15
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 126.50 × 132.40, spread 4.6% of mid · Δ -0.88
net GEX +$415k per 1% (calls +$417k, puts -$2k) strike 835
calls: OI 77 (-2) · vol 21 (at ask 13, at bid 6, multi-leg 14) · NBBO 7.45 × 7.95, spread 6.5% of mid · Δ 0.15
puts: OI 6 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 122.05 × 127.85, spread 4.6% of mid · Δ -0.87
net GEX +$85k per 1% (calls +$92k, puts -$7k) strike 830
calls: OI 127 (+3) · vol 40 (at ask 13, at bid 26, multi-leg 28) · NBBO 8.05 × 8.55, spread 6.0% of mid · Δ 0.16
puts: OI 2 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 117.70 × 123.30, spread 4.6% of mid · Δ -0.86
net GEX +$157k per 1% (calls +$159k, puts -$2k) strike 825
calls: OI 194 (+97) · vol 56 (at ask 15, at bid 37, multi-leg 41) · NBBO 8.65 × 9.20, spread 6.2% of mid · Δ 0.17
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.35 × 118.80, spread 4.7% of mid · Δ -0.85
net GEX +$253k per 1% (calls +$253k, puts +$0) 2026-10-30 expiry, 67 strikes within ±25% of book spot (the flip search band); 113 hidden (60 above, 53 below), 71 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$6.0m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-28's own - whether it opened positions shows in the 2026-09-29 book's change.
max pain $650.00 belongs to the 2026-10-16 monthly (18 days from 2026-09-28, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
Table view · 67 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 -0.96 3.5% 179.70 173.45 890 3.25 3.60 10.2% 0.08 27 7 15 0 15 139 +39 +$0 +$99k +$99k +0 1 0 0 0 0 0 -0.94 4.2% 170.20 163.15 880 3.75 4.10 8.9% 0.09 81 28 46 0 39 276 -1 -$660 +$216k +$215k +0 0 0 0 0 0 0 -0.93 4.4% 160.65 153.80 870 4.45 4.75 6.5% 0.10 59 20 30 0 12 145 +49 +$0 +$126k +$126k +0 2 0 0 0 0 0 -0.91 4.3% 151.00 144.70 860 5.25 5.50 4.7% 0.11 89 23 61 0 66 150 -10 -$2k +$144k +$142k +1 1 0 0 0 0 0 -0.90 4.5% 141.65 135.45 850 6.00 6.35 5.7% 0.13 165 44 107 0 63 682 -226 -$997 +$718k +$717k +0 0 0 0 0 0 0 -0.89 4.5% 137.00 130.95 845 6.45 6.85 6.0% 0.14 20 1 15 0 3 224 +12 +$0 +$247k +$247k +0 2 0 0 0 0 0 -0.88 4.6% 132.40 126.50 840 6.95 7.40 6.3% 0.15 24 6 13 0 14 363 +15 -$2k +$417k +$415k +5 6 0 0 0 0 0 -0.87 4.6% 127.85 122.05 835 7.45 7.95 6.5% 0.15 21 13 6 0 14 77 -2 -$7k +$92k +$85k +1 2 1 0 1 0 1 -0.86 4.6% 123.30 117.70 830 8.05 8.55 6.0% 0.16 40 13 26 0 28 127 +3 -$2k +$159k +$157k +0 0 0 0 0 0 0 -0.85 4.7% 118.80 113.35 825 8.65 9.20 6.2% 0.17 56 15 37 0 41 194 +97 +$0 +$253k +$253k +0 2 1 0 1 0 1 -0.84 4.5% 114.30 109.30 820 9.35 9.80 4.7% 0.18 46 20 22 0 36 177 +23 -$3k +$240k +$238k +0 0 0 0 0 0 0 -0.83 4.4% 109.90 105.15 815 10.10 10.60 4.8% 0.20 73 18 50 0 25 159 +6 +$0 +$224k +$224k +0 2 0 0 0 5 5 -0.82 3.0% 104.45 101.35 810 10.90 11.35 4.0% 0.21 64 35 27 0 31 245 +3 -$3k +$358k +$355k +0 0 0 0 0 5 5 -0.80 3.7% 100.70 97.05 805 11.70 12.20 4.2% 0.22 83 7 69 0 63 332 +21 +$0 +$503k +$503k +21 397 1 0 0 4 5 -0.79 3.9% 96.50 92.80 800 12.60 13.10 3.9% 0.23 972 396 519 13 337 1,301 +120 -$639k +$2.0m +$1.4m +3 5 0 0 0 0 0 -0.77 4.3% 92.75 88.85 795 13.50 14.10 4.3% 0.25 44 10 30 0 35 244 +2 -$8k +$395k +$387k +7 21 0 0 0 0 0 -0.76 4.3% 88.65 84.90 790 14.55 15.10 3.7% 0.26 34 10 19 0 19 267 +4 -$36k +$446k +$410k +0 2 1 0 0 1 1 -0.74 4.4% 84.55 80.90 785 15.65 16.20 3.5% 0.28 26 3 22 0 15 254 +15 -$4k +$437k +$433k -2 24 0 0 0 1 1 -0.72 4.1% 80.55 77.35 780 16.75 17.35 3.5% 0.29 82 32 46 0 31 224 +63 -$44k +$396k +$351k -8 20 2 0 0 2 2 -0.71 4.4% 76.60 73.30 775 18.00 18.60 3.3% 0.31 202 156 41 1 5 213 +19 -$38k +$385k +$347k -1 65 2 2 1 3 5 -0.69 3.2% 72.00 69.75 770 19.35 19.90 2.8% 0.32 416 115 299 2 152 371 +39 -$127k +$686k +$560k +1 76 0 0 0 3 4 -0.67 3.0% 68.70 66.70 765 20.70 21.30 2.9% 0.34 62 40 22 0 33 207 +104 -$152k +$392k +$240k +18 99 11 0 8 10 18 -0.66 3.5% 65.30 63.05 760 22.05 22.85 3.6% 0.36 194 78 108 2 102 531 +60 -$202k +$1.0m +$824k +9 41 5 0 4 4 10 -0.64 3.7% 61.70 59.45 755 23.70 24.40 2.9% 0.38 67 34 31 1 27 179 +88 -$85k +$351k +$266k +6 182 16 0 86 57 176 -0.62 3.2% 57.95 56.10 750 25.30 26.05 2.9% 0.39 1,403 421 959 5 236 1,077 +278 -$385k +$2.1m +$1.8m +13 140 7 0 7 18 26 -0.60 2.7% 54.75 53.30 745 27.00 27.80 2.9% 0.41 36 12 18 0 13 95 +10 -$301k +$191k -$109k +14 111 3 4 11 20 31 -0.58 2.5% 51.35 50.10 740 28.85 29.65 2.7% 0.43 142 16 120 4 23 606 +295 -$241k +$1.2m +$990k +16 132 1 5 21 29 51 -0.56 2.1% 48.15 47.15 735 30.75 31.60 2.7% 0.45 26 0 24 2 18 167 +79 -$290k +$342k +$52k +99 264 23 5 22 25 47 -0.54 2.2% 45.10 44.10 730 32.85 33.60 2.3% 0.47 110 21 87 3 48 561 +212 -$583k +$1.2m +$569k +52 98 39 1 29 57 91 -0.51 2.3% 42.35 41.40 725 35.20 35.70 1.4% 0.49 192 61 113 2 105 102 +15 -$217k +$210k -$7k +23 182 56 10 106 51 159 -0.49 2.2% 39.45 38.60 720 37.25 37.95 1.9% 0.51 336 114 211 0 115 259 +4 -$404k +$534k +$131k +14 132 37 4 31 31 64 -0.47 2.1% 36.75 36.00 715 39.30 40.35 2.6% 0.53 69 27 42 0 30 70 +8 -$292k +$145k -$147k +39 176 52 1 41 66 110 -0.45 2.4% 34.25 33.45 710 41.90 42.85 2.2% 0.55 39 6 30 1 21 215 +4 -$386k +$440k +$54k +14 136 28 27 265 1,283 1,553 -0.43 2.5% 31.80 31.00 705 44.05 45.50 3.2% 0.57 13 6 5 0 8 73 -1 -$296k +$148k -$148k +112 737 51 2 188 136 345 -0.41 2.4% 29.45 28.75 700 46.65 48.20 3.3% 0.59 145 8 135 0 50 421 -2 -$1.6m +$846k -$739k +39 199 7 1 3 11 18 -0.39 2.8% 27.25 26.50 695 49.20 51.05 3.7% 0.61 12 3 4 0 12 57 -1 -$421k +$113k -$308k +37 163 39 0 14 41 59 -0.36 2.8% 25.15 24.45 690 51.85 54.40 4.8% 0.63 20 12 8 0 18 240 +11 -$338k +$467k +$129k +31 103 18 1 16 28 52 -0.34 2.8% 23.15 22.50 685 54.65 57.25 4.6% 0.65 11 3 7 0 6 204 -2 -$209k +$388k +$179k +119 6,422 92 18 190 217 429 -0.32 2.9% 21.25 20.65 680 58.30 60.45 3.6% 0.67 24 17 7 1 9 303 +1 -$12.7m +$562k -$12.2m +48 198 50 2 36 49 98 -0.30 3.4% 19.60 18.95 675 60.90 63.90 4.8% 0.69 19 9 9 0 10 161 +9 -$381k +$291k -$89k +76 1,048 877 1 387 378 929 -0.28 3.7% 17.95 17.30 670 63.90 67.30 5.2% 0.71 3 0 3 0 2 263 +10 -$1.9m +$464k -$1.5m +60 209 866 0 379 281 905 -0.27 3.7% 16.40 15.80 665 67.20 70.65 5.0% 0.72 3 2 1 0 3 84 -1 -$375k +$144k -$231k +47 689 92 0 72 60 143 -0.25 4.1% 15.00 14.40 660 70.65 74.25 5.0% 0.74 30 7 23 3 20 237 +22 -$1.2m +$392k -$796k +8 596 47 0 35 27 64 -0.23 4.1% 13.65 13.10 655 74.15 78.00 5.1% 0.76 5 2 3 0 5 60 -1 -$985k +$95k -$890k +309 850 138 6 134 299 457 -0.21 4.5% 12.40 11.85 650 78.25 81.85 4.5% 0.77 15 6 4 0 9 727 +8 -$1.3m +$1.1m -$235k +41 143 59 0 78 58 146 -0.20 4.5% 11.25 10.75 645 81.65 85.95 5.1% 0.79 4 1 3 0 4 34 -3 -$215k +$49k -$165k +90 316 54 1 41 82 135 -0.18 5.5% 10.25 9.70 640 85.80 89.65 4.4% 0.80 14 5 9 0 8 104 +2 -$450k +$145k -$305k +34 198 47 0 82 56 148 -0.17 5.6% 9.25 8.75 635 89.20 93.75 5.0% 0.82 1 0 1 0 0 65 -1 -$266k +$86k -$180k +148 450 66 0 50 99 158 -0.15 5.6% 8.30 7.85 630 93.15 98.10 5.2% 0.83 45 23 22 0 0 42 +2 -$571k +$53k -$518k +32 259 24 0 10 25 51 -0.14 5.5% 7.50 7.10 625 97.60 102.50 4.9% 0.84 11 2 9 0 11 28 +4 -$308k +$33k -$275k +20 322 34 1 29 64 214 -0.13 6.1% 6.75 6.35 620 101.80 106.40 4.4% 0.85 13 5 5 1 12 106 +2 -$359k +$119k -$240k +2 114 25 0 28 20 49 -0.12 6.8% 6.05 5.65 615 106.15 112.05 5.4% 0.86 1 0 1 0 1 24 +13 -$119k +$25k -$93k +7 196 20 0 37 30 75 -0.11 7.6% 5.45 5.05 610 109.80 115.45 5.0% 0.87 0 0 0 0 0 25 +0 -$190k +$25k -$165k +12 133 48 0 4 63 75 -0.10 6.4% 4.85 4.55 605 116.15 119.45 2.8% 0.88 5 3 2 0 3 13 +3 -$120k +$12k -$107k +37 615 125 0 333 127 487 -0.09 6.0% 4.30 4.05 600 119.85 124.80 4.0% 0.89 1 1 0 0 1 25 +1 -$511k +$22k -$489k +5 128 15 0 0 17 20 -0.08 5.4% 3.80 3.60 595 122.95 129.35 5.1% 0.90 0 0 0 0 0 11 +1 -$98k +$9k -$89k +40 257 49 0 31 29 66 -0.07 7.5% 3.45 3.20 590 128.10 133.60 4.2% 0.91 28 0 28 0 27 14 +2 -$181k +$11k -$170k +105 205 10 0 12 4 16 -0.06 9.7% 3.15 2.86 585 132.00 138.70 5.0% 0.91 0 0 0 0 0 10 +0 -$133k +$7k -$126k +8 223 17 0 14 22 44 -0.06 8.6% 2.78 2.55 580 136.60 143.60 5.0% 0.92 0 0 0 0 0 7 +0 -$133k +$5k -$128k +22 88 3 1 3 6 9 -0.05 8.5% 2.46 2.26 575 141.15 148.55 5.1% 0.93 0 0 0 0 0 4 +0 -$48k +$2k -$45k +15 129 7 0 6 4 11 -0.05 11.3% 2.24 2.00 570 145.95 152.75 4.6% 0.93 0 0 0 0 0 4 +0 -$64k +$2k -$62k -2 70 0 0 3 4 8 -0.04 12.8% 2.00 1.76 565 150.70 157.15 4.2% 0.94 0 0 0 0 0 1 +0 -$32k +$536 -$31k +1 78 1 2 96 145 242 -0.04 5.5% 1.68 1.59 560 155.65 162.15 4.1% 0.94 0 0 0 0 0 9 +1 -$32k +$5k -$27k +15 55 1 1 0 3 4 -0.03 15.3% 1.62 1.39 555 160.45 167.15 4.1% 0.95 0 0 0 0 0 2 +1 -$20k +$944 -$20k +3 284 0 0 12 16 28 -0.03 14.9% 1.44 1.24 550 165.35 172.00 3.9% 0.95 0 0 0 0 0 13 -10 -$97k +$6k -$91k +17 81 12 0 10 5 15 -0.03 17.6% 1.30 1.09 545 170.20 176.60 3.7% 0.95 0 0 0 0 0 1 +0 -$25k +$416 -$25k +29 146 10 0 24 1 26 -0.03 21.4% 1.19 0.96 540 175.05 181.65 3.7% 0.95 0 0 0 0 0 1 +0 -$41k +$391 -$41k
strike 820
calls: OI 177 (+23) · vol 46 (at ask 20, at bid 22, multi-leg 36) · NBBO 9.35 × 9.80, spread 4.7% of mid · Δ 0.18
puts: OI 2 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 109.30 × 114.30, spread 4.5% of mid · Δ -0.84
net GEX +$238k per 1% (calls +$240k, puts -$3k) strike 815
calls: OI 159 (+6) · vol 73 (at ask 18, at bid 50, multi-leg 25) · NBBO 10.10 × 10.60, spread 4.8% of mid · Δ 0.20
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.15 × 109.90, spread 4.4% of mid · Δ -0.83
net GEX +$224k per 1% (calls +$224k, puts +$0) strike 810
calls: OI 245 (+3) · vol 64 (at ask 35, at bid 27, multi-leg 31) · NBBO 10.90 × 11.35, spread 4.0% of mid · Δ 0.21
puts: OI 2 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 101.35 × 104.45, spread 3.0% of mid · Δ -0.82
net GEX +$355k per 1% (calls +$358k, puts -$3k) strike 805
calls: OI 332 (+21) · vol 83 (at ask 7, at bid 69, multi-leg 63) · NBBO 11.70 × 12.20, spread 4.2% of mid · Δ 0.22
puts: OI 0 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 97.05 × 100.70, spread 3.7% of mid · Δ -0.80
net GEX +$503k per 1% (calls +$503k, puts +$0) strike 800
calls: OI 1,301 (+120) · vol 972 (at ask 396, at bid 519, sweep 13, multi-leg 337) · NBBO 12.60 × 13.10, spread 3.9% of mid · Δ 0.23
puts: OI 397 (+21) · vol 5 (at ask 4, at bid 0, multi-leg 1) · NBBO 92.80 × 96.50, spread 3.9% of mid · Δ -0.79
net GEX +$1.4m per 1% (calls +$2.0m, puts -$639k) strike 795
calls: OI 244 (+2) · vol 44 (at ask 10, at bid 30, multi-leg 35) · NBBO 13.50 × 14.10, spread 4.3% of mid · Δ 0.25
puts: OI 5 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 88.85 × 92.75, spread 4.3% of mid · Δ -0.77
net GEX +$387k per 1% (calls +$395k, puts -$8k) strike 790
calls: OI 267 (+4) · vol 34 (at ask 10, at bid 19, multi-leg 19) · NBBO 14.55 × 15.10, spread 3.7% of mid · Δ 0.26
puts: OI 21 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 84.90 × 88.65, spread 4.3% of mid · Δ -0.76
net GEX +$410k per 1% (calls +$446k, puts -$36k) strike 785
calls: OI 254 (+15) · vol 26 (at ask 3, at bid 22, multi-leg 15) · NBBO 15.65 × 16.20, spread 3.5% of mid · Δ 0.28
puts: OI 2 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 80.90 × 84.55, spread 4.4% of mid · Δ -0.74
net GEX +$433k per 1% (calls +$437k, puts -$4k) strike 780
calls: OI 224 (+63) · vol 82 (at ask 32, at bid 46, multi-leg 31) · NBBO 16.75 × 17.35, spread 3.5% of mid · Δ 0.29
puts: OI 24 (-2) · vol 1 (at ask 1, at bid 0) · NBBO 77.35 × 80.55, spread 4.1% of mid · Δ -0.72
net GEX +$351k per 1% (calls +$396k, puts -$44k) strike 775
calls: OI 213 (+19) · vol 202 (at ask 156, at bid 41, sweep 1, multi-leg 5) · NBBO 18.00 × 18.60, spread 3.3% of mid · Δ 0.31
puts: OI 20 (-8) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 73.30 × 76.60, spread 4.4% of mid · Δ -0.71
net GEX +$347k per 1% (calls +$385k, puts -$38k) strike 770
calls: OI 371 (+39) · vol 416 (at ask 115, at bid 299, sweep 2, multi-leg 152) · NBBO 19.35 × 19.90, spread 2.8% of mid · Δ 0.32
puts: OI 65 (-1) · vol 5 (at ask 3, at bid 1, sweep 2, multi-leg 2) · NBBO 69.75 × 72.00, spread 3.2% of mid · Δ -0.69
net GEX +$560k per 1% (calls +$686k, puts -$127k) strike 765
calls: OI 207 (+104) · vol 62 (at ask 40, at bid 22, multi-leg 33) · NBBO 20.70 × 21.30, spread 2.9% of mid · Δ 0.34
puts: OI 76 (+1) · vol 4 (at ask 3, at bid 0) · NBBO 66.70 × 68.70, spread 3.0% of mid · Δ -0.67
net GEX +$240k per 1% (calls +$392k, puts -$152k) strike 760
calls: OI 531 (+60) · vol 194 (at ask 78, at bid 108, sweep 2, multi-leg 102) · NBBO 22.05 × 22.85, spread 3.6% of mid · Δ 0.36
puts: OI 99 (+18) · vol 18 (at ask 10, at bid 8, multi-leg 11) · NBBO 63.05 × 65.30, spread 3.5% of mid · Δ -0.66
net GEX +$824k per 1% (calls +$1.0m, puts -$202k) strike 755
calls: OI 179 (+88) · vol 67 (at ask 34, at bid 31, sweep 1, multi-leg 27) · NBBO 23.70 × 24.40, spread 2.9% of mid · Δ 0.38
puts: OI 41 (+9) · vol 10 (at ask 4, at bid 4, multi-leg 5) · NBBO 59.45 × 61.70, spread 3.7% of mid · Δ -0.64
net GEX +$266k per 1% (calls +$351k, puts -$85k) strike 750
calls: OI 1,077 (+278) · vol 1,403 (at ask 421, at bid 959, sweep 5, multi-leg 236) · NBBO 25.30 × 26.05, spread 2.9% of mid · Δ 0.39
puts: OI 182 (+6) · vol 176 (at ask 57, at bid 86, multi-leg 16) · NBBO 56.10 × 57.95, spread 3.2% of mid · Δ -0.62
net GEX +$1.8m per 1% (calls +$2.1m, puts -$385k) strike 745
calls: OI 95 (+10) · vol 36 (at ask 12, at bid 18, multi-leg 13) · NBBO 27.00 × 27.80, spread 2.9% of mid · Δ 0.41
puts: OI 140 (+13) · vol 26 (at ask 18, at bid 7, multi-leg 7) · NBBO 53.30 × 54.75, spread 2.7% of mid · Δ -0.60
net GEX -$109k per 1% (calls +$191k, puts -$301k) strike 740
calls: OI 606 (+295) · vol 142 (at ask 16, at bid 120, sweep 4, multi-leg 23) · NBBO 28.85 × 29.65, spread 2.7% of mid · Δ 0.43
puts: OI 111 (+14) · vol 31 (at ask 20, at bid 11, sweep 4, multi-leg 3) · NBBO 50.10 × 51.35, spread 2.5% of mid · Δ -0.58
net GEX +$990k per 1% (calls +$1.2m, puts -$241k) strike 735
calls: OI 167 (+79) · vol 26 (at ask 0, at bid 24, sweep 2, multi-leg 18) · NBBO 30.75 × 31.60, spread 2.7% of mid · Δ 0.45
puts: OI 132 (+16) · vol 51 (at ask 29, at bid 21, sweep 5, multi-leg 1) · NBBO 47.15 × 48.15, spread 2.1% of mid · Δ -0.56
net GEX +$52k per 1% (calls +$342k, puts -$290k) strike 730
calls: OI 561 (+212) · vol 110 (at ask 21, at bid 87, sweep 3, multi-leg 48) · NBBO 32.85 × 33.60, spread 2.3% of mid · Δ 0.47
puts: OI 264 (+99) · vol 47 (at ask 25, at bid 22, sweep 5, multi-leg 23) · NBBO 44.10 × 45.10, spread 2.2% of mid · Δ -0.54
net GEX +$569k per 1% (calls +$1.2m, puts -$583k) strike 725
calls: OI 102 (+15) · vol 192 (at ask 61, at bid 113, sweep 2, multi-leg 105) · NBBO 35.20 × 35.70, spread 1.4% of mid · Δ 0.49
puts: OI 98 (+52) · vol 91 (at ask 57, at bid 29, sweep 1, multi-leg 39) · NBBO 41.40 × 42.35, spread 2.3% of mid · Δ -0.51
net GEX -$7k per 1% (calls +$210k, puts -$217k) strike 720
calls: OI 259 (+4) · vol 336 (at ask 114, at bid 211, multi-leg 115) · NBBO 37.25 × 37.95, spread 1.9% of mid · Δ 0.51
puts: OI 182 (+23) · vol 159 (at ask 51, at bid 106, sweep 10, multi-leg 56) · NBBO 38.60 × 39.45, spread 2.2% of mid · Δ -0.49
net GEX +$131k per 1% (calls +$534k, puts -$404k) strike 715
calls: OI 70 (+8) · vol 69 (at ask 27, at bid 42, multi-leg 30) · NBBO 39.30 × 40.35, spread 2.6% of mid · Δ 0.53
puts: OI 132 (+14) · vol 64 (at ask 31, at bid 31, sweep 4, multi-leg 37) · NBBO 36.00 × 36.75, spread 2.1% of mid · Δ -0.47
net GEX -$147k per 1% (calls +$145k, puts -$292k) strike 710
calls: OI 215 (+4) · vol 39 (at ask 6, at bid 30, sweep 1, multi-leg 21) · NBBO 41.90 × 42.85, spread 2.2% of mid · Δ 0.55
puts: OI 176 (+39) · vol 110 (at ask 66, at bid 41, sweep 1, multi-leg 52) · NBBO 33.45 × 34.25, spread 2.4% of mid · Δ -0.45
net GEX +$54k per 1% (calls +$440k, puts -$386k) strike 705
calls: OI 73 (-1) · vol 13 (at ask 6, at bid 5, multi-leg 8) · NBBO 44.05 × 45.50, spread 3.2% of mid · Δ 0.57
puts: OI 136 (+14) · vol 1,553 (at ask 1,283, at bid 265, sweep 27, multi-leg 28) · NBBO 31.00 × 31.80, spread 2.5% of mid · Δ -0.43
net GEX -$148k per 1% (calls +$148k, puts -$296k) strike 700
calls: OI 421 (-2) · vol 145 (at ask 8, at bid 135, multi-leg 50) · NBBO 46.65 × 48.20, spread 3.3% of mid · Δ 0.59
puts: OI 737 (+112) · vol 345 (at ask 136, at bid 188, sweep 2, multi-leg 51) · NBBO 28.75 × 29.45, spread 2.4% of mid · Δ -0.41
net GEX -$739k per 1% (calls +$846k, puts -$1.6m) strike 695
calls: OI 57 (-1) · vol 12 (at ask 3, at bid 4, multi-leg 12) · NBBO 49.20 × 51.05, spread 3.7% of mid · Δ 0.61
puts: OI 199 (+39) · vol 18 (at ask 11, at bid 3, sweep 1, multi-leg 7) · NBBO 26.50 × 27.25, spread 2.8% of mid · Δ -0.39
net GEX -$308k per 1% (calls +$113k, puts -$421k) strike 690
calls: OI 240 (+11) · vol 20 (at ask 12, at bid 8, multi-leg 18) · NBBO 51.85 × 54.40, spread 4.8% of mid · Δ 0.63
puts: OI 163 (+37) · vol 59 (at ask 41, at bid 14, multi-leg 39) · NBBO 24.45 × 25.15, spread 2.8% of mid · Δ -0.36
net GEX +$129k per 1% (calls +$467k, puts -$338k) strike 685
calls: OI 204 (-2) · vol 11 (at ask 3, at bid 7, multi-leg 6) · NBBO 54.65 × 57.25, spread 4.6% of mid · Δ 0.65
puts: OI 103 (+31) · vol 52 (at ask 28, at bid 16, sweep 1, multi-leg 18) · NBBO 22.50 × 23.15, spread 2.8% of mid · Δ -0.34
net GEX +$179k per 1% (calls +$388k, puts -$209k) strike 680
calls: OI 303 (+1) · vol 24 (at ask 17, at bid 7, sweep 1, multi-leg 9) · NBBO 58.30 × 60.45, spread 3.6% of mid · Δ 0.67
puts: OI 6,422 (+119) · vol 429 (at ask 217, at bid 190, sweep 18, multi-leg 92) · NBBO 20.65 × 21.25, spread 2.9% of mid · Δ -0.32
net GEX -$12.2m per 1% (calls +$562k, puts -$12.7m) strike 675
calls: OI 161 (+9) · vol 19 (at ask 9, at bid 9, multi-leg 10) · NBBO 60.90 × 63.90, spread 4.8% of mid · Δ 0.69
puts: OI 198 (+48) · vol 98 (at ask 49, at bid 36, sweep 2, multi-leg 50) · NBBO 18.95 × 19.60, spread 3.4% of mid · Δ -0.30
net GEX -$89k per 1% (calls +$291k, puts -$381k) strike 670
calls: OI 263 (+10) · vol 3 (at ask 0, at bid 3, multi-leg 2) · NBBO 63.90 × 67.30, spread 5.2% of mid · Δ 0.71
puts: OI 1,048 (+76) · vol 929 (at ask 378, at bid 387, sweep 1, multi-leg 877) · NBBO 17.30 × 17.95, spread 3.7% of mid · Δ -0.28
net GEX -$1.5m per 1% (calls +$464k, puts -$1.9m) strike 665
calls: OI 84 (-1) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 67.20 × 70.65, spread 5.0% of mid · Δ 0.72
puts: OI 209 (+60) · vol 905 (at ask 281, at bid 379, multi-leg 866) · NBBO 15.80 × 16.40, spread 3.7% of mid · Δ -0.27
net GEX -$231k per 1% (calls +$144k, puts -$375k) strike 660
calls: OI 237 (+22) · vol 30 (at ask 7, at bid 23, sweep 3, multi-leg 20) · NBBO 70.65 × 74.25, spread 5.0% of mid · Δ 0.74
puts: OI 689 (+47) · vol 143 (at ask 60, at bid 72, multi-leg 92) · NBBO 14.40 × 15.00, spread 4.1% of mid · Δ -0.25
net GEX -$796k per 1% (calls +$392k, puts -$1.2m) strike 655
calls: OI 60 (-1) · vol 5 (at ask 2, at bid 3, multi-leg 5) · NBBO 74.15 × 78.00, spread 5.1% of mid · Δ 0.76
puts: OI 596 (+8) · vol 64 (at ask 27, at bid 35, multi-leg 47) · NBBO 13.10 × 13.65, spread 4.1% of mid · Δ -0.23
net GEX -$890k per 1% (calls +$95k, puts -$985k) strike 650
calls: OI 727 (+8) · vol 15 (at ask 6, at bid 4, multi-leg 9) · NBBO 78.25 × 81.85, spread 4.5% of mid · Δ 0.77
puts: OI 850 (+309) · vol 457 (at ask 299, at bid 134, sweep 6, multi-leg 138) · NBBO 11.85 × 12.40, spread 4.5% of mid · Δ -0.21
net GEX -$235k per 1% (calls +$1.1m, puts -$1.3m) strike 645
calls: OI 34 (-3) · vol 4 (at ask 1, at bid 3, multi-leg 4) · NBBO 81.65 × 85.95, spread 5.1% of mid · Δ 0.79
puts: OI 143 (+41) · vol 146 (at ask 58, at bid 78, multi-leg 59) · NBBO 10.75 × 11.25, spread 4.5% of mid · Δ -0.20
net GEX -$165k per 1% (calls +$49k, puts -$215k) strike 640
calls: OI 104 (+2) · vol 14 (at ask 5, at bid 9, multi-leg 8) · NBBO 85.80 × 89.65, spread 4.4% of mid · Δ 0.80
puts: OI 316 (+90) · vol 135 (at ask 82, at bid 41, sweep 1, multi-leg 54) · NBBO 9.70 × 10.25, spread 5.5% of mid · Δ -0.18
net GEX -$305k per 1% (calls +$145k, puts -$450k) strike 635
calls: OI 65 (-1) · vol 1 (at ask 0, at bid 1) · NBBO 89.20 × 93.75, spread 5.0% of mid · Δ 0.82
puts: OI 198 (+34) · vol 148 (at ask 56, at bid 82, multi-leg 47) · NBBO 8.75 × 9.25, spread 5.6% of mid · Δ -0.17
net GEX -$180k per 1% (calls +$86k, puts -$266k) strike 630
calls: OI 42 (+2) · vol 45 (at ask 23, at bid 22) · NBBO 93.15 × 98.10, spread 5.2% of mid · Δ 0.83
puts: OI 450 (+148) · vol 158 (at ask 99, at bid 50, multi-leg 66) · NBBO 7.85 × 8.30, spread 5.6% of mid · Δ -0.15
net GEX -$518k per 1% (calls +$53k, puts -$571k) strike 625
calls: OI 28 (+4) · vol 11 (at ask 2, at bid 9, multi-leg 11) · NBBO 97.60 × 102.50, spread 4.9% of mid · Δ 0.84
puts: OI 259 (+32) · vol 51 (at ask 25, at bid 10, multi-leg 24) · NBBO 7.10 × 7.50, spread 5.5% of mid · Δ -0.14
net GEX -$275k per 1% (calls +$33k, puts -$308k) strike 620
calls: OI 106 (+2) · vol 13 (at ask 5, at bid 5, sweep 1, multi-leg 12) · NBBO 101.80 × 106.40, spread 4.4% of mid · Δ 0.85
puts: OI 322 (+20) · vol 214 (at ask 64, at bid 29, sweep 1, multi-leg 34) · NBBO 6.35 × 6.75, spread 6.1% of mid · Δ -0.13
net GEX -$240k per 1% (calls +$119k, puts -$359k) strike 615
calls: OI 24 (+13) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 106.15 × 112.05, spread 5.4% of mid · Δ 0.86
puts: OI 114 (+2) · vol 49 (at ask 20, at bid 28, multi-leg 25) · NBBO 5.65 × 6.05, spread 6.8% of mid · Δ -0.12
net GEX -$93k per 1% (calls +$25k, puts -$119k) strike 610
calls: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 109.80 × 115.45, spread 5.0% of mid · Δ 0.87
puts: OI 196 (+7) · vol 75 (at ask 30, at bid 37, multi-leg 20) · NBBO 5.05 × 5.45, spread 7.6% of mid · Δ -0.11
net GEX -$165k per 1% (calls +$25k, puts -$190k) strike 605
calls: OI 13 (+3) · vol 5 (at ask 3, at bid 2, multi-leg 3) · NBBO 116.15 × 119.45, spread 2.8% of mid · Δ 0.88
puts: OI 133 (+12) · vol 75 (at ask 63, at bid 4, multi-leg 48) · NBBO 4.55 × 4.85, spread 6.4% of mid · Δ -0.10
net GEX -$107k per 1% (calls +$12k, puts -$120k) strike 600
calls: OI 25 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 119.85 × 124.80, spread 4.0% of mid · Δ 0.89
puts: OI 615 (+37) · vol 487 (at ask 127, at bid 333, multi-leg 125) · NBBO 4.05 × 4.30, spread 6.0% of mid · Δ -0.09
net GEX -$489k per 1% (calls +$22k, puts -$511k) strike 595
calls: OI 11 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 122.95 × 129.35, spread 5.1% of mid · Δ 0.90
puts: OI 128 (+5) · vol 20 (at ask 17, at bid 0, multi-leg 15) · NBBO 3.60 × 3.80, spread 5.4% of mid · Δ -0.08
net GEX -$89k per 1% (calls +$9k, puts -$98k) strike 590
calls: OI 14 (+2) · vol 28 (at ask 0, at bid 28, multi-leg 27) · NBBO 128.10 × 133.60, spread 4.2% of mid · Δ 0.91
puts: OI 257 (+40) · vol 66 (at ask 29, at bid 31, multi-leg 49) · NBBO 3.20 × 3.45, spread 7.5% of mid · Δ -0.07
net GEX -$170k per 1% (calls +$11k, puts -$181k) strike 585
calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.00 × 138.70, spread 5.0% of mid · Δ 0.91
puts: OI 205 (+105) · vol 16 (at ask 4, at bid 12, multi-leg 10) · NBBO 2.86 × 3.15, spread 9.7% of mid · Δ -0.06
net GEX -$126k per 1% (calls +$7k, puts -$133k) strike 580
calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 136.60 × 143.60, spread 5.0% of mid · Δ 0.92
puts: OI 223 (+8) · vol 44 (at ask 22, at bid 14, multi-leg 17) · NBBO 2.55 × 2.78, spread 8.6% of mid · Δ -0.06
net GEX -$128k per 1% (calls +$5k, puts -$133k) strike 575
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 141.15 × 148.55, spread 5.1% of mid · Δ 0.93
puts: OI 88 (+22) · vol 9 (at ask 6, at bid 3, sweep 1, multi-leg 3) · NBBO 2.26 × 2.46, spread 8.5% of mid · Δ -0.05
net GEX -$45k per 1% (calls +$2k, puts -$48k) strike 570
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 145.95 × 152.75, spread 4.6% of mid · Δ 0.93
puts: OI 129 (+15) · vol 11 (at ask 4, at bid 6, multi-leg 7) · NBBO 2.00 × 2.24, spread 11.3% of mid · Δ -0.05
net GEX -$62k per 1% (calls +$2k, puts -$64k) strike 565
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 150.70 × 157.15, spread 4.2% of mid · Δ 0.94
puts: OI 70 (-2) · vol 8 (at ask 4, at bid 3) · NBBO 1.76 × 2.00, spread 12.8% of mid · Δ -0.04
net GEX -$31k per 1% (calls +$536, puts -$32k) strike 560
calls: OI 9 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 155.65 × 162.15, spread 4.1% of mid · Δ 0.94
puts: OI 78 (+1) · vol 242 (at ask 145, at bid 96, sweep 2, multi-leg 1) · NBBO 1.59 × 1.68, spread 5.5% of mid · Δ -0.04
net GEX -$27k per 1% (calls +$5k, puts -$32k) strike 555
calls: OI 2 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 160.45 × 167.15, spread 4.1% of mid · Δ 0.95
puts: OI 55 (+15) · vol 4 (at ask 3, at bid 0, sweep 1, multi-leg 1) · NBBO 1.39 × 1.62, spread 15.3% of mid · Δ -0.03
net GEX -$20k per 1% (calls +$944, puts -$20k) strike 550
calls: OI 13 (-10) · vol 0 (at ask 0, at bid 0) · NBBO 165.35 × 172.00, spread 3.9% of mid · Δ 0.95
puts: OI 284 (+3) · vol 28 (at ask 16, at bid 12) · NBBO 1.24 × 1.44, spread 14.9% of mid · Δ -0.03
net GEX -$91k per 1% (calls +$6k, puts -$97k) strike 545
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 170.20 × 176.60, spread 3.7% of mid · Δ 0.95
puts: OI 81 (+17) · vol 15 (at ask 5, at bid 10, multi-leg 12) · NBBO 1.09 × 1.30, spread 17.6% of mid · Δ -0.03
net GEX -$25k per 1% (calls +$416, puts -$25k) strike 540
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 175.05 × 181.65, spread 3.7% of mid · Δ 0.95
puts: OI 146 (+29) · vol 26 (at ask 1, at bid 24, multi-leg 10) · NBBO 0.96 × 1.19, spread 21.4% of mid · Δ -0.03
net GEX -$41k per 1% (calls +$391, puts -$41k)