Skip to content
Simplify Analytics / Options
Implied volatility · 30-day constant maturity IV percentile
88.6%
own all (<3y) · n=249
IV rank
68.5%
own 1y · n=245
range
23.4% – 57.0%
own 1y · n=245
Term structure · constant maturity 3 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 16:00 ET · FRB Chicago President Austan Goolsbee speaks at 'Why Consumers and Economists See Different Economies' discussion
Wed 09-30 18:00 ET · Council on Foreign Relations event with Federal Reserve Bank of Minneapolis President Neel Kashkari
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 · Construction Spending (August)
Thu 10-01 10:00 ET · ISM Report On Business Manufacturing PMI (September)
Thu 10-01 10:00 ET · Fed speech: Fed governor Christopher Waller speech
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 6 2 calendar days out: every tenor of 2d or longer spans it
Thu 10-01 19:20 ET · Fed speech: Dallas Fed President Lorie Logan
Fri 10-02 08:30 ET · Unemployment Rate (September)
Fri 10-02 08:30 ET · Avg Hourly Earnings, Y/Y% (September)
Fri 10-02 08:30 ET · Avg Hourly Earnings, M/M% (September)
Fri 10-02 08:30 ET · Employment Report (September)
Fri 10-02 10:00 ET · Factory Orders (August) 2 5 calendar days out: every tenor of 5d 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) 6 calendar days out: every tenor of 6d or longer spans it
Tue 10-06 08:30 ET · U.S. Trade Balance (August) Skew · risk reversal 25-delta
-1.0 pts
own all (<3y) 80.2% · n=43
10-delta
-5.0 pts
own all (<3y) 10.5% · n=43
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 2026-09-29 1d 2026-09-30 · short
2026-09-30: 7 put and 6 call strikes within ±2.4%, IV 46% to 50% strike 755: IV 49.6%, 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 2026-10-01, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-04 time?the vendor's estimate
ATM IV · 09-29 expected move 2026-11-06 Fri weekly 37 2026-10-09 9d spans · +2d
Chain · one strike axis Book as of 2026-09-29 : 1 session behind 2026-09-30: no META chain statistics (net_gex) dated after 2026-09-29 are knowable as of 2026-09-30, and no ticker has newer ones. The strikes drawn below are 2026-09-29's rows as stored now; the levels and statistics are the readings dated 2026-09-29, computed from those rows when the readings were derived, and a fetch of 2026-09-29 after that can revise rows. Open interest is what entered 2026-09-29 (OCC's settlement of 2026-09-28), valued at the 2026-09-29 close.
net GEX · carried book
+$1.63bn per 1%
own all (<3y) 93.8% · n=72
gamma flip
—
no flip within ±25% of book spot
flip distance
no flip within ±25% of book spot
last reading -5.49 ATR on 2026-09-28
0DTE share of volume
not listed daily
book spot $738.79 (unadjusted close, 2026-09-29) · call wall $750.00 (+1.52% from book spot) · put wall $700.00 (-5.25% from book spot) · max pain $650.00 (-12.02% from book spot, 2026-10-16 monthly)
low 23.4% 245 sessions, 1y · today 46.4% high 57.0%
3 7 calendar days out: every tenor of 7d 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 8 calendar days out: every tenor of 8d 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 9 calendar days out: every tenor of 9d 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, 35 calendar days from the 2026-09-30 curve - every tenor of 35d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 47.6% 31.5% ━ 2026-09-30 ┅ 2026-08-31 (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 2026-09-30 close, from the 2026-09-30 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Wed 09-30 16:00 · 1d FRB Chicago President Austan Goolsbee speaks at 'Why Consumers and Economists See Different Economies' discussionWed 09-30 18:00 · 1d Council on Foreign Relations event with Federal Reserve Bank of Minneapolis President Neel KashkariWed 09-30 19:00 · 1d Fed speech: Minneapolis Fed President Neel KashkariThu 10-01 08:30 · 1d Weekly Jobless Claims (September) · f 200000 · prev 197000Thu 10-01 09:45 · 1d US Manufacturing PMI (September) · f 57 · prev 53.9Thu 10-01 10:00 · 1d Construction Spending (August) · f 0.1% · prev -0.5%Thu 10-01 10:00 · 1d ISM Report On Business Manufacturing PMI (September) · f 54.9 · prev 54.6Thu 10-01 10:00 · 1d Fed speech: Fed governor Christopher Waller speechThu 10-01 13:30 · 1d Federal Reserve Vice Chair Philip Jefferson speaks at UVA Darden School of BusinessThu 10-01 15:00 · 1d Atlantic Council event with Federal Reserve Vice Chair Michelle BowmanThu 10-01 15:30 · 1d Fed speech: Fed governor Lisa CookThu 10-01 19:20 · 2d Fed speech: Dallas Fed President Lorie LoganFri 10-02 08:30 · 2d Unemployment Rate (September) · f 4.1% · prev 4.1%Fri 10-02 08:30 · 2d Avg Hourly Earnings, Y/Y% (September) · f 3.1% · prev 3.1%Fri 10-02 08:30 · 2d Avg Hourly Earnings, M/M% (September) · f 0.3% · prev 0.3%Fri 10-02 08:30 · 2d Employment Report (September) · f 84000 · prev 162000Fri 10-02 10:00 · 2d Factory Orders (August) · f 0.2% · prev 0.9%Mon 10-05 09:45 · 5d US Services PMI (September) · prev 56.5Mon 10-05 10:00 · 5d ISM Report On Business Services PMI (September) · prev 55.4Tue 10-06 08:30 · 6d U.S. Trade Balance (August) · prev -88600000000Tue 10-06 18:00 · 7d FRB Dallas President Lorie Logan participates in Global Perspectives eventWed 10-07 14:00 · 7d Federal Open Market Committee meeting minutesWed 10-07 15:00 · 7d Consumer Credit (August) · prev 18100000000Thu 10-08 08:30 · 8d Weekly Jobless Claims (October)Thu 10-08 10:00 · 8d Monthly Wholesale Trade (August) · prev 1.3%Fri 10-09 09:30 · 9d FRB Kansas City President Jeffrey Schmid speaks at Kansas City Economic Outlook eventFri 10-09 10:00 · 9d 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 (35d on the tenor axis), no expected move served . As the vendor's calendar stood on 2026-10-01, not on the page's date.
90-day IV
40.3%
own all (<3y) 77.1% · n=249
slope, 30d − 90d
+6.1 pts
own all (<3y) 82.5% · n=249
variance risk premium, 30d
-19.0 pts
own all (<3y) 6.4% · n=244
48% 39% −2.4% book spot +2.4% 3d 2026-10-02 · short
2026-10-02: 12 put and 10 call strikes within ±4.2%, IV 45% to 48% 48% 39% −4.2% book spot +4.2% 10d 2026-10-09
2026-10-09: 22 put and 15 call strikes within ±7.6%, IV 40% to 43% 48% 39% −7.6% book spot +7.6% 17d 2026-10-16
2026-10-16: 22 put and 15 call strikes within ±9.9%, IV 39% to 42% 48% 39% −9.9% book spot +9.9% 31d 2026-10-30
2026-10-30: 20 put and 20 call strikes within ±13%, IV 46% to 48% 48% 39% −13% book spot +13% 52d 2026-11-20
2026-11-20: 25 put and 26 call strikes within ±17%, IV 43% to 45% 48% 39% −17% book spot +17% 80d 2026-12-18
2026-12-18: 32 put and 32 call strikes within ±22%, IV 40% to 43% 48% 39% −22% book spot +22% 108d 2027-01-15
2027-01-15: 18 put and 19 call strikes within ±25%, IV 40% to 42% 48% 39% −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 (39%–48%), set by the expiries past 7 DTE. 1 short-dated point beyond it is pinned to the edge as an open circle.
2026-11-20 Fri 51 2026-10-23 23d spans · +16d exit 12d before
43.8% c 740 none served
DTE counts calendar days from 2026-09-30, the page's date and the earliest an entry could be made - not from the 2026-09-29 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-29 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 2026-09-30 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 2026-09-30, 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 2026-09-29 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.
Each level is stored as a distance from the book's own spot, so each is drawn at $738.79 × (1 + that distance) - the 2026-09-29 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. META headlines $725.18 , its newest unadjusted close, on 2026-09-30 ; the book was taken at $738.79 on 2026-09-29 , 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 2026-09-29 book's levels, on the 2026-09-29 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
2026-09-25 is not an expiry on the 2026-09-29 book; showing 2026-10-30.
Tradability of the 2026-10-30 expiry: 30 calendar days from 2026-09-30 (31 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-29 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 840 (Δ 0.20), put 665 (Δ -0.20).
call put OI carried through 2026-09-28 · opened by 2026-09-28'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 2026-09-28's trading; volume is 2026-09-29's. ◀ put OI call OI ▶ entering 2026-09-29 ◀ put vol call vol ▶ traded 2026-09-29 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 920 910 900 890 880 870 860 850 845 840 835 830 825 820 815 810 805 800 795 790 785 780 775 770 765 760 755 750 745 740 735 730 725 720 715 710 705 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 put strike nearest 0.20 delta: 665 call strike nearest 0.20 delta: 840 6.6k 0 6.6k 1.5k 1.5k 25% 10% 10% 25% -$11.0m +$11.0m call wall 750 book spot 738.79 put wall 700 strike 920
calls: OI 49 (-24) · vol 21 (at ask 15, at bid 6, multi-leg 1) · NBBO 3.40 × 3.70, spread 8.5% of mid · Δ 0.08
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 179.25 × 186.20, spread 3.8% of mid · Δ -0.97
net GEX +$36k per 1% (calls +$36k, puts +$0) strike 910
calls: OI 111 (-16) · vol 41 (at ask 28, at bid 13, multi-leg 30) · NBBO 3.95 × 4.25, spread 7.3% of mid · Δ 0.09
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 169.80 × 176.30, spread 3.8% of mid · Δ -0.97
net GEX +$90k per 1% (calls +$90k, puts +$0) strike 900
calls: OI 2,497 (+55) · vol 138 (at ask 79, at bid 52, sweep 1, multi-leg 45) · NBBO 4.55 × 4.90, spread 7.4% of mid · Δ 0.10
puts: OI 21 (-3) · vol 1 (at ask 1, at bid 0) · NBBO 160.45 × 167.10, spread 4.1% of mid · Δ -0.95
net GEX +$2.2m per 1% (calls +$2.2m, puts -$13k) strike 890
calls: OI 129 (-10) · vol 25 (at ask 14, at bid 7, multi-leg 20) · NBBO 5.25 × 5.65, spread 7.3% of mid · Δ 0.11
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 151.25 × 156.80, spread 3.6% of mid · Δ -0.94
net GEX +$126k per 1% (calls +$126k, puts +$0) strike 880
calls: OI 294 (+18) · vol 64 (at ask 42, at bid 21, multi-leg 43) · NBBO 6.10 × 6.50, spread 6.3% of mid · Δ 0.13
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 142.20 × 148.35, spread 4.2% of mid · Δ -0.92
net GEX +$313k per 1% (calls +$314k, puts -$903) strike 870
calls: OI 134 (-11) · vol 71 (at ask 38, at bid 25, multi-leg 27) · NBBO 7.00 × 7.45, spread 6.2% of mid · Δ 0.14
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 133.25 × 139.05, spread 4.3% of mid · Δ -0.90
net GEX +$156k per 1% (calls +$156k, puts +$0) strike 860
calls: OI 188 (+38) · vol 50 (at ask 15, at bid 34, multi-leg 32) · NBBO 8.10 × 8.55, spread 5.4% of mid · Δ 0.16
puts: OI 2 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 124.45 × 129.90, spread 4.3% of mid · Δ -0.88
net GEX +$235k per 1% (calls +$238k, puts -$2k) strike 850
calls: OI 722 (+40) · vol 94 (at ask 32, at bid 51, multi-leg 29) · NBBO 9.35 × 9.85, spread 5.2% of mid · Δ 0.18
puts: OI 1 (+0) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 115.85 × 120.25, spread 3.7% of mid · Δ -0.85
net GEX +$985k per 1% (calls +$986k, puts -$1k) strike 845
calls: OI 226 (+2) · vol 9 (at ask 3, at bid 6, multi-leg 4) · NBBO 10.05 × 10.60, spread 5.3% of mid · Δ 0.19
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 111.65 × 116.45, spread 4.2% of mid · Δ -0.84
net GEX +$320k per 1% (calls +$320k, puts +$0) strike 840
calls: OI 356 (-7) · vol 139 (at ask 13, at bid 101, multi-leg 102) · NBBO 10.80 × 11.35, spread 5.0% of mid · Δ 0.20
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.45 × 111.25, spread 3.5% of mid · Δ -0.83
net GEX +$520k per 1% (calls +$523k, puts -$3k) 2026-10-30 expiry, 67 strikes within ±25% of book spot (the flip search band); 113 hidden (57 above, 56 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 (-$5.2m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-29's own - whether it opened positions shows in the 2026-09-30 book's change.
max pain $650.00 belongs to the 2026-10-16 monthly (17 days from 2026-09-29, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
γ flip: no flip within ±25% of book spot.
Table view · 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 -0.97 3.8% 186.20 179.25 920 3.40 3.70 8.5% 0.08 21 15 6 0 1 49 -24 +$0 +$36k +$36k +0 0 0 0 0 0 0 -0.97 3.8% 176.30 169.80 910 3.95 4.25 7.3% 0.09 41 28 13 0 30 111 -16 +$0 +$90k +$90k -3 21 0 0 0 1 1 -0.95 4.1% 167.10 160.45 900 4.55 4.90 7.4% 0.10 138 79 52 1 45 2,497 +55 -$13k +$2.2m +$2.2m +0 0 0 0 0 0 0 -0.94 3.6% 156.80 151.25 890 5.25 5.65 7.3% 0.11 25 14 7 0 20 129 -10 +$0 +$126k +$126k +0 1 0 0 0 0 0 -0.92 4.2% 148.35 142.20 880 6.10 6.50 6.3% 0.13 64 42 21 0 43 294 +18 -$903 +$314k +$313k +0 0 0 0 0 0 0 -0.90 4.3% 139.05 133.25 870 7.00 7.45 6.2% 0.14 71 38 25 0 27 134 -11 +$0 +$156k +$156k +0 2 2 0 0 2 2 -0.88 4.3% 129.90 124.45 860 8.10 8.55 5.4% 0.16 50 15 34 0 32 188 +38 -$2k +$238k +$235k +0 1 3 0 0 3 3 -0.85 3.7% 120.25 115.85 850 9.35 9.85 5.2% 0.18 94 32 51 0 29 722 +40 -$1k +$986k +$985k +0 0 0 0 0 0 0 -0.84 4.2% 116.45 111.65 845 10.05 10.60 5.3% 0.19 9 3 6 0 4 226 +2 +$0 +$320k +$320k +0 2 0 0 0 0 0 -0.83 3.5% 111.25 107.45 840 10.80 11.35 5.0% 0.20 139 13 101 0 102 356 -7 -$3k +$523k +$520k +0 6 0 0 0 0 0 -0.82 3.9% 107.50 103.35 835 11.65 12.15 4.2% 0.21 34 16 18 1 9 79 +2 -$9k +$120k +$111k +0 2 0 0 0 0 0 -0.81 4.1% 103.45 99.30 830 12.50 13.05 4.3% 0.23 31 21 6 0 4 125 -2 -$3k +$197k +$193k +0 0 0 0 0 0 0 -0.79 4.0% 99.20 95.35 825 13.40 13.90 3.7% 0.24 40 7 20 0 29 193 -1 +$0 +$313k +$313k +0 2 0 0 0 0 0 -0.78 3.9% 95.05 91.40 820 14.25 14.90 4.5% 0.25 78 44 25 0 40 184 +7 -$4k +$308k +$304k +0 0 0 0 0 0 0 -0.76 2.9% 90.15 87.55 815 15.25 16.00 4.8% 0.27 27 11 16 0 18 170 +11 +$0 +$292k +$292k +5 7 0 0 0 0 0 -0.74 2.7% 86.10 83.80 810 16.40 17.10 4.2% 0.28 48 23 24 0 19 277 +32 -$13k +$490k +$477k +5 5 0 0 0 0 0 -0.73 2.5% 82.10 80.10 805 17.50 18.20 3.9% 0.30 9 6 2 0 3 321 -11 -$10k +$582k +$573k +0 397 23 0 12 20 33 -0.71 2.1% 78.30 76.70 800 18.80 19.45 3.4% 0.31 385 146 197 1 109 1,479 +178 -$780k +$2.7m +$2.0m +0 5 0 0 0 0 0 -0.69 2.0% 74.40 72.90 795 20.10 20.80 3.4% 0.33 18 12 5 0 3 260 +16 -$10k +$493k +$483k +0 21 15 0 0 15 15 -0.67 2.3% 71.10 69.45 790 21.45 22.25 3.7% 0.34 62 41 19 10 13 278 +11 -$43k +$538k +$495k -1 1 0 0 0 0 0 -0.66 2.2% 67.60 66.10 785 22.95 23.70 3.2% 0.36 9 2 6 0 1 253 -1 -$2k +$499k +$497k +0 24 0 0 0 0 0 -0.64 2.2% 64.10 62.70 780 24.50 25.30 3.2% 0.38 95 59 31 1 40 237 +13 -$52k +$475k +$423k +0 20 0 0 0 0 0 -0.62 1.8% 60.50 59.40 775 26.00 27.00 3.8% 0.39 23 11 9 0 8 286 +73 -$44k +$581k +$538k +1 66 0 0 0 1 1 -0.60 1.8% 57.15 56.15 770 27.80 28.65 3.0% 0.41 85 32 34 0 47 537 +166 -$146k +$1.1m +$959k -2 74 11 0 0 7 13 -0.58 2.1% 54.05 52.95 765 29.60 30.50 3.0% 0.43 111 67 32 2 31 229 +22 -$165k +$475k +$310k -7 92 20 0 7 12 21 -0.56 2.4% 51.10 49.90 760 31.55 32.45 2.8% 0.45 170 68 100 3 31 577 +46 -$208k +$1.2m +$999k -3 38 0 0 0 1 1 -0.54 2.4% 48.10 46.95 755 33.40 34.40 2.9% 0.47 105 27 78 1 33 188 +9 -$86k +$395k +$309k +34 216 15 0 12 7 23 -0.52 1.9% 44.90 44.05 750 35.65 36.60 2.6% 0.49 412 195 214 3 37 1,496 +419 -$490k +$3.1m +$2.7m -3 137 0 0 2 1 3 -0.50 2.2% 42.15 41.25 745 37.75 38.80 2.7% 0.50 107 18 82 1 31 110 +15 -$311k +$231k -$79k +7 118 10 0 2 10 13 -0.48 2.3% 39.50 38.60 740 40.15 41.05 2.2% 0.52 69 28 24 0 36 684 +78 -$268k +$1.4m +$1.2m -2 130 3 2 4 2 6 -0.46 2.3% 36.90 36.05 735 42.50 43.35 2.0% 0.54 86 39 45 4 29 168 +1 -$292k +$354k +$62k +19 283 8 5 30 10 41 -0.44 2.6% 34.50 33.60 730 45.00 46.00 2.2% 0.56 172 54 111 1 40 604 +43 -$631k +$1.3m +$631k +46 144 26 10 56 28 84 -0.42 2.4% 32.00 31.25 725 47.55 48.95 2.9% 0.58 221 98 119 7 52 204 +102 -$318k +$420k +$103k +109 291 20 2 50 44 100 -0.40 2.4% 29.70 29.00 720 50.35 51.65 2.5% 0.60 316 172 117 6 40 433 +174 -$634k +$877k +$243k -7 125 41 1 366 34 403 -0.38 2.8% 27.55 26.80 715 53.10 54.80 3.2% 0.62 35 19 14 4 6 102 +32 -$268k +$203k -$65k +39 215 38 0 30 33 68 -0.36 2.6% 25.45 24.80 710 56.00 57.65 2.9% 0.64 29 17 12 1 17 218 +3 -$452k +$426k -$26k +1,522 1,658 20 22 199 1,341 1,549 -0.34 3.0% 23.55 22.85 705 59.00 61.10 3.5% 0.66 28 12 16 2 1 76 +3 -$3.4m +$145k -$3.3m +48 785 150 8 139 52 195 -0.32 2.8% 21.65 21.05 700 62.00 64.10 3.3% 0.67 86 44 41 0 37 475 +54 -$1.6m +$885k -$687k +7 206 46 0 26 27 62 -0.30 3.3% 20.00 19.35 695 64.65 67.65 4.5% 0.69 133 39 57 6 113 54 -3 -$401k +$98k -$303k +15 178 150 0 23 146 171 -0.28 3.3% 18.30 17.70 690 67.90 71.15 4.7% 0.71 118 36 60 0 113 249 +9 -$335k +$439k +$104k +31 134 27 0 22 12 38 -0.26 3.3% 16.75 16.20 685 71.45 74.90 4.7% 0.73 35 18 14 0 7 208 +4 -$244k +$356k +$112k +130 6,552 51 3 59 54 118 -0.24 3.3% 15.30 14.80 680 73.80 78.55 6.2% 0.74 2 1 0 0 2 308 +5 -$11.5m +$510k -$11.0m +36 234 13 0 16 9 28 -0.23 3.6% 13.95 13.45 675 77.35 82.35 6.3% 0.76 4 3 1 0 4 169 +8 -$394k +$269k -$124k +795 1,843 69 0 71 28 115 -0.21 3.6% 12.75 12.30 670 82.10 86.25 4.9% 0.77 6 4 2 0 5 265 +2 -$3.0m +$406k -$2.6m +730 939 28 1 19 16 37 -0.20 4.0% 11.60 11.15 665 86.10 90.25 4.7% 0.79 10 0 10 0 10 85 +1 -$1.4m +$125k -$1.3m +80 769 54 0 34 22 69 -0.18 4.4% 10.55 10.10 660 89.70 94.25 4.9% 0.80 51 51 0 0 1 215 -22 -$1.1m +$301k -$817k +27 623 39 0 23 18 47 -0.17 4.3% 9.55 9.15 655 93.75 98.40 4.8% 0.81 0 0 0 0 0 59 -1 -$858k +$79k -$779k +281 1,131 55 1 50 60 139 -0.15 4.7% 8.65 8.25 650 97.60 102.30 4.7% 0.82 3 3 0 0 3 736 +9 -$1.5m +$937k -$534k +94 237 26 0 43 10 67 -0.14 6.5% 7.90 7.40 645 101.70 106.80 4.9% 0.83 2 0 2 0 2 32 -2 -$290k +$39k -$251k +67 383 33 0 29 19 52 -0.13 5.1% 7.05 6.70 640 106.00 111.10 4.7% 0.85 15 4 10 0 9 105 +1 -$440k +$121k -$319k +87 285 31 0 30 11 44 -0.12 5.7% 6.35 6.00 635 109.70 115.50 5.2% 0.86 2 0 2 0 2 65 +0 -$306k +$71k -$236k +47 497 17 0 9 25 48 -0.11 5.4% 5.70 5.40 630 114.35 119.95 4.8% 0.86 7 6 1 0 7 49 +7 -$499k +$50k -$448k +29 288 11 0 38 143 183 -0.10 6.0% 5.15 4.85 625 118.20 124.45 5.2% 0.87 3 3 0 0 3 30 +2 -$269k +$29k -$240k +160 482 6 0 16 11 31 -0.09 6.7% 4.60 4.30 620 122.75 128.95 4.9% 0.88 1 1 0 0 1 113 +7 -$417k +$104k -$313k +30 144 5 0 4 3 13 -0.08 10.0% 4.20 3.80 615 127.05 133.55 5.0% 0.89 0 0 0 0 0 23 -1 -$115k +$20k -$96k +56 252 11 0 8 14 24 -0.07 9.8% 3.75 3.40 610 132.25 137.80 4.1% 0.90 5 3 2 0 3 25 +0 -$187k +$21k -$166k +51 184 9 0 0 10 11 -0.07 9.2% 3.40 3.10 605 136.45 142.80 4.5% 0.90 0 0 0 0 0 13 +0 -$126k +$10k -$116k +376 991 13 0 17 37 67 -0.06 6.9% 2.98 2.78 600 141.10 147.50 4.4% 0.91 1 1 0 0 1 26 +1 -$624k +$19k -$605k +10 138 0 0 0 3 3 -0.05 10.1% 2.71 2.45 595 145.40 152.25 4.6% 0.91 0 0 0 0 0 11 +0 -$80k +$8k -$72k +40 297 2 0 2 3 5 -0.05 11.7% 2.44 2.17 590 150.50 157.00 4.2% 0.92 0 0 0 0 0 24 +10 -$157k +$16k -$142k +4 209 5 0 6 4 11 -0.04 12.2% 2.18 1.93 585 155.15 161.75 4.2% 0.92 0 0 0 0 0 10 +0 -$101k +$6k -$95k +14 237 0 0 1 2 3 -0.04 11.9% 1.96 1.74 580 159.50 166.55 4.3% 0.93 0 0 0 0 0 7 +0 -$105k +$4k -$101k +1 89 5 0 4 2 6 -0.04 14.5% 1.77 1.53 575 164.75 171.35 3.9% 0.93 0 0 0 0 0 4 +0 -$36k +$2k -$34k +5 134 6 0 1 2 8 -0.03 14.9% 1.59 1.37 570 170.10 175.85 3.3% 0.94 4 1 0 0 1 4 +0 -$49k +$2k -$47k +3 73 2 0 0 1 2 -0.03 17.4% 1.44 1.21 565 173.80 181.05 4.1% 0.94 1 1 0 0 1 1 +0 -$25k +$472 -$24k +226 304 4 0 4 1 6 -0.03 17.7% 1.29 1.08 560 179.10 185.90 3.7% 0.95 0 0 0 0 0 9 +0 -$93k +$4k -$89k +1 56 1 0 6 26 33 -0.02 19.7% 1.17 0.96 555 183.60 190.75 3.8% 0.95 1 1 0 0 1 2 +0 -$16k +$831 -$15k
strike 835
calls: OI 79 (+2) · vol 34 (at ask 16, at bid 18, sweep 1, multi-leg 9) · NBBO 11.65 × 12.15, spread 4.2% of mid · Δ 0.21
puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 103.35 × 107.50, spread 3.9% of mid · Δ -0.82
net GEX +$111k per 1% (calls +$120k, puts -$9k) strike 830
calls: OI 125 (-2) · vol 31 (at ask 21, at bid 6, multi-leg 4) · NBBO 12.50 × 13.05, spread 4.3% of mid · Δ 0.23
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 99.30 × 103.45, spread 4.1% of mid · Δ -0.81
net GEX +$193k per 1% (calls +$197k, puts -$3k) strike 825
calls: OI 193 (-1) · vol 40 (at ask 7, at bid 20, multi-leg 29) · NBBO 13.40 × 13.90, spread 3.7% of mid · Δ 0.24
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.35 × 99.20, spread 4.0% of mid · Δ -0.79
net GEX +$313k per 1% (calls +$313k, puts +$0) strike 820
calls: OI 184 (+7) · vol 78 (at ask 44, at bid 25, multi-leg 40) · NBBO 14.25 × 14.90, spread 4.5% of mid · Δ 0.25
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 91.40 × 95.05, spread 3.9% of mid · Δ -0.78
net GEX +$304k per 1% (calls +$308k, puts -$4k) strike 815
calls: OI 170 (+11) · vol 27 (at ask 11, at bid 16, multi-leg 18) · NBBO 15.25 × 16.00, spread 4.8% of mid · Δ 0.27
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.55 × 90.15, spread 2.9% of mid · Δ -0.76
net GEX +$292k per 1% (calls +$292k, puts +$0) strike 810
calls: OI 277 (+32) · vol 48 (at ask 23, at bid 24, multi-leg 19) · NBBO 16.40 × 17.10, spread 4.2% of mid · Δ 0.28
puts: OI 7 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 83.80 × 86.10, spread 2.7% of mid · Δ -0.74
net GEX +$477k per 1% (calls +$490k, puts -$13k) strike 805
calls: OI 321 (-11) · vol 9 (at ask 6, at bid 2, multi-leg 3) · NBBO 17.50 × 18.20, spread 3.9% of mid · Δ 0.30
puts: OI 5 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 80.10 × 82.10, spread 2.5% of mid · Δ -0.73
net GEX +$573k per 1% (calls +$582k, puts -$10k) strike 800
calls: OI 1,479 (+178) · vol 385 (at ask 146, at bid 197, sweep 1, multi-leg 109) · NBBO 18.80 × 19.45, spread 3.4% of mid · Δ 0.31
puts: OI 397 (+0) · vol 33 (at ask 20, at bid 12, multi-leg 23) · NBBO 76.70 × 78.30, spread 2.1% of mid · Δ -0.71
net GEX +$2.0m per 1% (calls +$2.7m, puts -$780k) strike 795
calls: OI 260 (+16) · vol 18 (at ask 12, at bid 5, multi-leg 3) · NBBO 20.10 × 20.80, spread 3.4% of mid · Δ 0.33
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.90 × 74.40, spread 2.0% of mid · Δ -0.69
net GEX +$483k per 1% (calls +$493k, puts -$10k) strike 790
calls: OI 278 (+11) · vol 62 (at ask 41, at bid 19, sweep 10, multi-leg 13) · NBBO 21.45 × 22.25, spread 3.7% of mid · Δ 0.34
puts: OI 21 (+0) · vol 15 (at ask 15, at bid 0, multi-leg 15) · NBBO 69.45 × 71.10, spread 2.3% of mid · Δ -0.67
net GEX +$495k per 1% (calls +$538k, puts -$43k) strike 785
calls: OI 253 (-1) · vol 9 (at ask 2, at bid 6, multi-leg 1) · NBBO 22.95 × 23.70, spread 3.2% of mid · Δ 0.36
puts: OI 1 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 66.10 × 67.60, spread 2.2% of mid · Δ -0.66
net GEX +$497k per 1% (calls +$499k, puts -$2k) strike 780
calls: OI 237 (+13) · vol 95 (at ask 59, at bid 31, sweep 1, multi-leg 40) · NBBO 24.50 × 25.30, spread 3.2% of mid · Δ 0.38
puts: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.70 × 64.10, spread 2.2% of mid · Δ -0.64
net GEX +$423k per 1% (calls +$475k, puts -$52k) strike 775
calls: OI 286 (+73) · vol 23 (at ask 11, at bid 9, multi-leg 8) · NBBO 26.00 × 27.00, spread 3.8% of mid · Δ 0.39
puts: OI 20 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.40 × 60.50, spread 1.8% of mid · Δ -0.62
net GEX +$538k per 1% (calls +$581k, puts -$44k) strike 770
calls: OI 537 (+166) · vol 85 (at ask 32, at bid 34, multi-leg 47) · NBBO 27.80 × 28.65, spread 3.0% of mid · Δ 0.41
puts: OI 66 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 56.15 × 57.15, spread 1.8% of mid · Δ -0.60
net GEX +$959k per 1% (calls +$1.1m, puts -$146k) strike 765
calls: OI 229 (+22) · vol 111 (at ask 67, at bid 32, sweep 2, multi-leg 31) · NBBO 29.60 × 30.50, spread 3.0% of mid · Δ 0.43
puts: OI 74 (-2) · vol 13 (at ask 7, at bid 0, multi-leg 11) · NBBO 52.95 × 54.05, spread 2.1% of mid · Δ -0.58
net GEX +$310k per 1% (calls +$475k, puts -$165k) strike 760
calls: OI 577 (+46) · vol 170 (at ask 68, at bid 100, sweep 3, multi-leg 31) · NBBO 31.55 × 32.45, spread 2.8% of mid · Δ 0.45
puts: OI 92 (-7) · vol 21 (at ask 12, at bid 7, multi-leg 20) · NBBO 49.90 × 51.10, spread 2.4% of mid · Δ -0.56
net GEX +$999k per 1% (calls +$1.2m, puts -$208k) strike 755
calls: OI 188 (+9) · vol 105 (at ask 27, at bid 78, sweep 1, multi-leg 33) · NBBO 33.40 × 34.40, spread 2.9% of mid · Δ 0.47
puts: OI 38 (-3) · vol 1 (at ask 1, at bid 0) · NBBO 46.95 × 48.10, spread 2.4% of mid · Δ -0.54
net GEX +$309k per 1% (calls +$395k, puts -$86k) strike 750
calls: OI 1,496 (+419) · vol 412 (at ask 195, at bid 214, sweep 3, multi-leg 37) · NBBO 35.65 × 36.60, spread 2.6% of mid · Δ 0.49
puts: OI 216 (+34) · vol 23 (at ask 7, at bid 12, multi-leg 15) · NBBO 44.05 × 44.90, spread 1.9% of mid · Δ -0.52
net GEX +$2.7m per 1% (calls +$3.1m, puts -$490k) strike 745
calls: OI 110 (+15) · vol 107 (at ask 18, at bid 82, sweep 1, multi-leg 31) · NBBO 37.75 × 38.80, spread 2.7% of mid · Δ 0.50
puts: OI 137 (-3) · vol 3 (at ask 1, at bid 2) · NBBO 41.25 × 42.15, spread 2.2% of mid · Δ -0.50
net GEX -$79k per 1% (calls +$231k, puts -$311k) strike 740
calls: OI 684 (+78) · vol 69 (at ask 28, at bid 24, multi-leg 36) · NBBO 40.15 × 41.05, spread 2.2% of mid · Δ 0.52
puts: OI 118 (+7) · vol 13 (at ask 10, at bid 2, multi-leg 10) · NBBO 38.60 × 39.50, spread 2.3% of mid · Δ -0.48
net GEX +$1.2m per 1% (calls +$1.4m, puts -$268k) strike 735
calls: OI 168 (+1) · vol 86 (at ask 39, at bid 45, sweep 4, multi-leg 29) · NBBO 42.50 × 43.35, spread 2.0% of mid · Δ 0.54
puts: OI 130 (-2) · vol 6 (at ask 2, at bid 4, sweep 2, multi-leg 3) · NBBO 36.05 × 36.90, spread 2.3% of mid · Δ -0.46
net GEX +$62k per 1% (calls +$354k, puts -$292k) strike 730
calls: OI 604 (+43) · vol 172 (at ask 54, at bid 111, sweep 1, multi-leg 40) · NBBO 45.00 × 46.00, spread 2.2% of mid · Δ 0.56
puts: OI 283 (+19) · vol 41 (at ask 10, at bid 30, sweep 5, multi-leg 8) · NBBO 33.60 × 34.50, spread 2.6% of mid · Δ -0.44
net GEX +$631k per 1% (calls +$1.3m, puts -$631k) strike 725
calls: OI 204 (+102) · vol 221 (at ask 98, at bid 119, sweep 7, multi-leg 52) · NBBO 47.55 × 48.95, spread 2.9% of mid · Δ 0.58
puts: OI 144 (+46) · vol 84 (at ask 28, at bid 56, sweep 10, multi-leg 26) · NBBO 31.25 × 32.00, spread 2.4% of mid · Δ -0.42
net GEX +$103k per 1% (calls +$420k, puts -$318k) strike 720
calls: OI 433 (+174) · vol 316 (at ask 172, at bid 117, sweep 6, multi-leg 40) · NBBO 50.35 × 51.65, spread 2.5% of mid · Δ 0.60
puts: OI 291 (+109) · vol 100 (at ask 44, at bid 50, sweep 2, multi-leg 20) · NBBO 29.00 × 29.70, spread 2.4% of mid · Δ -0.40
net GEX +$243k per 1% (calls +$877k, puts -$634k) strike 715
calls: OI 102 (+32) · vol 35 (at ask 19, at bid 14, sweep 4, multi-leg 6) · NBBO 53.10 × 54.80, spread 3.2% of mid · Δ 0.62
puts: OI 125 (-7) · vol 403 (at ask 34, at bid 366, sweep 1, multi-leg 41) · NBBO 26.80 × 27.55, spread 2.8% of mid · Δ -0.38
net GEX -$65k per 1% (calls +$203k, puts -$268k) strike 710
calls: OI 218 (+3) · vol 29 (at ask 17, at bid 12, sweep 1, multi-leg 17) · NBBO 56.00 × 57.65, spread 2.9% of mid · Δ 0.64
puts: OI 215 (+39) · vol 68 (at ask 33, at bid 30, multi-leg 38) · NBBO 24.80 × 25.45, spread 2.6% of mid · Δ -0.36
net GEX -$26k per 1% (calls +$426k, puts -$452k) strike 705
calls: OI 76 (+3) · vol 28 (at ask 12, at bid 16, sweep 2, multi-leg 1) · NBBO 59.00 × 61.10, spread 3.5% of mid · Δ 0.66
puts: OI 1,658 (+1,522) · vol 1,549 (at ask 1,341, at bid 199, sweep 22, multi-leg 20) · NBBO 22.85 × 23.55, spread 3.0% of mid · Δ -0.34
net GEX -$3.3m per 1% (calls +$145k, puts -$3.4m) strike 700
calls: OI 475 (+54) · vol 86 (at ask 44, at bid 41, multi-leg 37) · NBBO 62.00 × 64.10, spread 3.3% of mid · Δ 0.67
puts: OI 785 (+48) · vol 195 (at ask 52, at bid 139, sweep 8, multi-leg 150) · NBBO 21.05 × 21.65, spread 2.8% of mid · Δ -0.32
net GEX -$687k per 1% (calls +$885k, puts -$1.6m) strike 695
calls: OI 54 (-3) · vol 133 (at ask 39, at bid 57, sweep 6, multi-leg 113) · NBBO 64.65 × 67.65, spread 4.5% of mid · Δ 0.69
puts: OI 206 (+7) · vol 62 (at ask 27, at bid 26, multi-leg 46) · NBBO 19.35 × 20.00, spread 3.3% of mid · Δ -0.30
net GEX -$303k per 1% (calls +$98k, puts -$401k) strike 690
calls: OI 249 (+9) · vol 118 (at ask 36, at bid 60, multi-leg 113) · NBBO 67.90 × 71.15, spread 4.7% of mid · Δ 0.71
puts: OI 178 (+15) · vol 171 (at ask 146, at bid 23, multi-leg 150) · NBBO 17.70 × 18.30, spread 3.3% of mid · Δ -0.28
net GEX +$104k per 1% (calls +$439k, puts -$335k) strike 685
calls: OI 208 (+4) · vol 35 (at ask 18, at bid 14, multi-leg 7) · NBBO 71.45 × 74.90, spread 4.7% of mid · Δ 0.73
puts: OI 134 (+31) · vol 38 (at ask 12, at bid 22, multi-leg 27) · NBBO 16.20 × 16.75, spread 3.3% of mid · Δ -0.26
net GEX +$112k per 1% (calls +$356k, puts -$244k) strike 680
calls: OI 308 (+5) · vol 2 (at ask 1, at bid 0, multi-leg 2) · NBBO 73.80 × 78.55, spread 6.2% of mid · Δ 0.74
puts: OI 6,552 (+130) · vol 118 (at ask 54, at bid 59, sweep 3, multi-leg 51) · NBBO 14.80 × 15.30, spread 3.3% of mid · Δ -0.24
net GEX -$11.0m per 1% (calls +$510k, puts -$11.5m) strike 675
calls: OI 169 (+8) · vol 4 (at ask 3, at bid 1, multi-leg 4) · NBBO 77.35 × 82.35, spread 6.3% of mid · Δ 0.76
puts: OI 234 (+36) · vol 28 (at ask 9, at bid 16, multi-leg 13) · NBBO 13.45 × 13.95, spread 3.6% of mid · Δ -0.23
net GEX -$124k per 1% (calls +$269k, puts -$394k) strike 670
calls: OI 265 (+2) · vol 6 (at ask 4, at bid 2, multi-leg 5) · NBBO 82.10 × 86.25, spread 4.9% of mid · Δ 0.77
puts: OI 1,843 (+795) · vol 115 (at ask 28, at bid 71, multi-leg 69) · NBBO 12.30 × 12.75, spread 3.6% of mid · Δ -0.21
net GEX -$2.6m per 1% (calls +$406k, puts -$3.0m) strike 665
calls: OI 85 (+1) · vol 10 (at ask 0, at bid 10, multi-leg 10) · NBBO 86.10 × 90.25, spread 4.7% of mid · Δ 0.79
puts: OI 939 (+730) · vol 37 (at ask 16, at bid 19, sweep 1, multi-leg 28) · NBBO 11.15 × 11.60, spread 4.0% of mid · Δ -0.20
net GEX -$1.3m per 1% (calls +$125k, puts -$1.4m) strike 660
calls: OI 215 (-22) · vol 51 (at ask 51, at bid 0, multi-leg 1) · NBBO 89.70 × 94.25, spread 4.9% of mid · Δ 0.80
puts: OI 769 (+80) · vol 69 (at ask 22, at bid 34, multi-leg 54) · NBBO 10.10 × 10.55, spread 4.4% of mid · Δ -0.18
net GEX -$817k per 1% (calls +$301k, puts -$1.1m) strike 655
calls: OI 59 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 93.75 × 98.40, spread 4.8% of mid · Δ 0.81
puts: OI 623 (+27) · vol 47 (at ask 18, at bid 23, multi-leg 39) · NBBO 9.15 × 9.55, spread 4.3% of mid · Δ -0.17
net GEX -$779k per 1% (calls +$79k, puts -$858k) strike 650
calls: OI 736 (+9) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 97.60 × 102.30, spread 4.7% of mid · Δ 0.82
puts: OI 1,131 (+281) · vol 139 (at ask 60, at bid 50, sweep 1, multi-leg 55) · NBBO 8.25 × 8.65, spread 4.7% of mid · Δ -0.15
net GEX -$534k per 1% (calls +$937k, puts -$1.5m) strike 645
calls: OI 32 (-2) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 101.70 × 106.80, spread 4.9% of mid · Δ 0.83
puts: OI 237 (+94) · vol 67 (at ask 10, at bid 43, multi-leg 26) · NBBO 7.40 × 7.90, spread 6.5% of mid · Δ -0.14
net GEX -$251k per 1% (calls +$39k, puts -$290k) strike 640
calls: OI 105 (+1) · vol 15 (at ask 4, at bid 10, multi-leg 9) · NBBO 106.00 × 111.10, spread 4.7% of mid · Δ 0.85
puts: OI 383 (+67) · vol 52 (at ask 19, at bid 29, multi-leg 33) · NBBO 6.70 × 7.05, spread 5.1% of mid · Δ -0.13
net GEX -$319k per 1% (calls +$121k, puts -$440k) strike 635
calls: OI 65 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 109.70 × 115.50, spread 5.2% of mid · Δ 0.86
puts: OI 285 (+87) · vol 44 (at ask 11, at bid 30, multi-leg 31) · NBBO 6.00 × 6.35, spread 5.7% of mid · Δ -0.12
net GEX -$236k per 1% (calls +$71k, puts -$306k) strike 630
calls: OI 49 (+7) · vol 7 (at ask 6, at bid 1, multi-leg 7) · NBBO 114.35 × 119.95, spread 4.8% of mid · Δ 0.86
puts: OI 497 (+47) · vol 48 (at ask 25, at bid 9, multi-leg 17) · NBBO 5.40 × 5.70, spread 5.4% of mid · Δ -0.11
net GEX -$448k per 1% (calls +$50k, puts -$499k) strike 625
calls: OI 30 (+2) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 118.20 × 124.45, spread 5.2% of mid · Δ 0.87
puts: OI 288 (+29) · vol 183 (at ask 143, at bid 38, multi-leg 11) · NBBO 4.85 × 5.15, spread 6.0% of mid · Δ -0.10
net GEX -$240k per 1% (calls +$29k, puts -$269k) strike 620
calls: OI 113 (+7) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 122.75 × 128.95, spread 4.9% of mid · Δ 0.88
puts: OI 482 (+160) · vol 31 (at ask 11, at bid 16, multi-leg 6) · NBBO 4.30 × 4.60, spread 6.7% of mid · Δ -0.09
net GEX -$313k per 1% (calls +$104k, puts -$417k) strike 615
calls: OI 23 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 127.05 × 133.55, spread 5.0% of mid · Δ 0.89
puts: OI 144 (+30) · vol 13 (at ask 3, at bid 4, multi-leg 5) · NBBO 3.80 × 4.20, spread 10.0% of mid · Δ -0.08
net GEX -$96k per 1% (calls +$20k, puts -$115k) strike 610
calls: OI 25 (+0) · vol 5 (at ask 3, at bid 2, multi-leg 3) · NBBO 132.25 × 137.80, spread 4.1% of mid · Δ 0.90
puts: OI 252 (+56) · vol 24 (at ask 14, at bid 8, multi-leg 11) · NBBO 3.40 × 3.75, spread 9.8% of mid · Δ -0.07
net GEX -$166k per 1% (calls +$21k, puts -$187k) strike 605
calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 136.45 × 142.80, spread 4.5% of mid · Δ 0.90
puts: OI 184 (+51) · vol 11 (at ask 10, at bid 0, multi-leg 9) · NBBO 3.10 × 3.40, spread 9.2% of mid · Δ -0.07
net GEX -$116k per 1% (calls +$10k, puts -$126k) strike 600
calls: OI 26 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 141.10 × 147.50, spread 4.4% of mid · Δ 0.91
puts: OI 991 (+376) · vol 67 (at ask 37, at bid 17, multi-leg 13) · NBBO 2.78 × 2.98, spread 6.9% of mid · Δ -0.06
net GEX -$605k per 1% (calls +$19k, puts -$624k) strike 595
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 145.40 × 152.25, spread 4.6% of mid · Δ 0.91
puts: OI 138 (+10) · vol 3 (at ask 3, at bid 0) · NBBO 2.45 × 2.71, spread 10.1% of mid · Δ -0.05
net GEX -$72k per 1% (calls +$8k, puts -$80k) strike 590
calls: OI 24 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 150.50 × 157.00, spread 4.2% of mid · Δ 0.92
puts: OI 297 (+40) · vol 5 (at ask 3, at bid 2, multi-leg 2) · NBBO 2.17 × 2.44, spread 11.7% of mid · Δ -0.05
net GEX -$142k per 1% (calls +$16k, puts -$157k) strike 585
calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 155.15 × 161.75, spread 4.2% of mid · Δ 0.92
puts: OI 209 (+4) · vol 11 (at ask 4, at bid 6, multi-leg 5) · NBBO 1.93 × 2.18, spread 12.2% of mid · Δ -0.04
net GEX -$95k per 1% (calls +$6k, puts -$101k) strike 580
calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 159.50 × 166.55, spread 4.3% of mid · Δ 0.93
puts: OI 237 (+14) · vol 3 (at ask 2, at bid 1) · NBBO 1.74 × 1.96, spread 11.9% of mid · Δ -0.04
net GEX -$101k per 1% (calls +$4k, puts -$105k) strike 575
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 164.75 × 171.35, spread 3.9% of mid · Δ 0.93
puts: OI 89 (+1) · vol 6 (at ask 2, at bid 4, multi-leg 5) · NBBO 1.53 × 1.77, spread 14.5% of mid · Δ -0.04
net GEX -$34k per 1% (calls +$2k, puts -$36k) strike 570
calls: OI 4 (+0) · vol 4 (at ask 1, at bid 0, multi-leg 1) · NBBO 170.10 × 175.85, spread 3.3% of mid · Δ 0.94
puts: OI 134 (+5) · vol 8 (at ask 2, at bid 1, multi-leg 6) · NBBO 1.37 × 1.59, spread 14.9% of mid · Δ -0.03
net GEX -$47k per 1% (calls +$2k, puts -$49k) strike 565
calls: OI 1 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 173.80 × 181.05, spread 4.1% of mid · Δ 0.94
puts: OI 73 (+3) · vol 2 (at ask 1, at bid 0, multi-leg 2) · NBBO 1.21 × 1.44, spread 17.4% of mid · Δ -0.03
net GEX -$24k per 1% (calls +$472, puts -$25k) strike 560
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 179.10 × 185.90, spread 3.7% of mid · Δ 0.95
puts: OI 304 (+226) · vol 6 (at ask 1, at bid 4, multi-leg 4) · NBBO 1.08 × 1.29, spread 17.7% of mid · Δ -0.03
net GEX -$89k per 1% (calls +$4k, puts -$93k) strike 555
calls: OI 2 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 183.60 × 190.75, spread 3.8% of mid · Δ 0.95
puts: OI 56 (+1) · vol 33 (at ask 26, at bid 6, multi-leg 1) · NBBO 0.96 × 1.17, spread 19.7% of mid · Δ -0.02
net GEX -$15k per 1% (calls +$831, puts -$16k)