Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
74.2%
own all (<3y) · n=246
IV rank
53.3%
own 1y · n=245
range
23.4% – 57.0%
own 1y · n=245
Term structure · constant maturity 1 consecutive session in contango (the normal upward slope).
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, 40 calendar days from the 2026-09-25 curve - every tenor of 40d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 46.7% 27.8% ━ 2026-09-25 ┅ 2026-08-26 (21 sessions earlier) ■ earnings, at the first session it can move (□ no expected move served) tenors in calendar days, log scale The 2026-09-24 calendar snapshot lists nothing after the 2026-09-25 close.
Earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session (40d on the tenor axis), no expected move served .
Skew · risk reversal 25-delta
-2.2 pts
own all (<3y) 53.8% · n=40
10-delta
-3.1 pts
own all (<3y) 33.8% · n=40
Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.
Smile by expiry: the 8 expiries within 120 DTE carrying the most open interest · book as of 2026-09-24 1d 2026-09-25 · short
2026-09-25: 4 put and 4 call strikes within ±2.4%, IV 56% to 60% strike 760: IV 57.1%, beyond the shared scale strike 765: IV 57.1%, 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 2026-09-28, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-04 time?the vendor's estimate
ATM IV · 09-24 expected move 2026-11-20 Fri 56 2026-10-23 28d spans · +16d exit 12d before
47.3% c 780 none served
DTE counts calendar days from 2026-09-25, the page's date and the earliest an entry could be made - not from the 2026-09-24 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-24 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-25 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-25, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-24 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.
Chain · one strike axis Book as of 2026-09-24 : 1 session behind 2026-09-25: no META chain statistics (net_gex) dated after 2026-09-24 are knowable as of 2026-09-25, and no ticker has newer ones. The strikes drawn below are 2026-09-24's rows as stored now; the levels and statistics are the readings dated 2026-09-24, computed from those rows when the readings were derived, and a fetch of 2026-09-24 after that can revise rows. Open interest is what entered 2026-09-24 (OCC's settlement of 2026-09-23), valued at the 2026-09-24 close.
net GEX · carried book
+$2.11bn per 1%
own all (<3y) 99.3% · n=69
gamma flip
—
no flip within ±25% of book spot
flip distance
no flip within ±25% of book spot
last reading -6.68 ATR on 2026-09-18
0DTE share of volume
not listed daily
book spot $777.59 (unadjusted close, 2026-09-24) · call wall $750.00 (-3.55% from book spot) · put wall $750.00 (-3.55% from book spot) · max pain $630.00 (-18.98% from book spot, 2026-10-16 monthly)
low 23.4% 245 sessions, 1y · today 41.3% high 57.0%
As the vendor's calendar stood on 2026-09-28, not on the page's date.
90-day IV
41.7%
own all (<3y) 87.8% · n=246
slope, 30d − 90d
-0.4 pts
own all (<3y) 64.6% · n=246
variance risk premium, 30d
-14.6 pts
own all (<3y) 14.3% · n=241
strike 770: IV 56.8%, beyond the shared scale strike 775: IV 56.0%, beyond the shared scale strike 780: IV 59.2%, beyond the shared scale strike 785: IV 58.6%, beyond the shared scale strike 790: IV 59.2%, beyond the shared scale strike 795: IV 59.7%, beyond the shared scale 50% 43% −2.4% book spot +2.4% 4d 2026-09-28 · short
2026-09-28: 9 put and 7 call strikes within ±4.7%, IV 41% to 43% strike 742.5: IV 42.9%, beyond the shared scale strike 745: IV 41.8%, beyond the shared scale strike 747.5: IV 41.6%, beyond the shared scale strike 750: IV 41.5%, beyond the shared scale strike 755: IV 41.4%, beyond the shared scale strike 760: IV 41.4%, beyond the shared scale strike 765: IV 41.3%, beyond the shared scale strike 770: IV 41.4%, beyond the shared scale strike 775: IV 40.8%, beyond the shared scale strike 780: IV 41.3%, beyond the shared scale strike 785: IV 41.6%, beyond the shared scale strike 790: IV 41.7%, beyond the shared scale strike 795: IV 42.2%, beyond the shared scale strike 800: IV 42.5%, beyond the shared scale strike 805: IV 42.7%, beyond the shared scale 50% 43% −4.7% book spot +4.7% 8d 2026-10-02
2026-10-02: 17 put and 10 call strikes within ±6.7%, IV 47% to 50% 50% 43% −6.7% book spot +6.7% 15d 2026-10-09
2026-10-09: 17 put and 14 call strikes within ±9.1%, IV 45% to 48% 50% 43% −9.1% book spot +9.1% 22d 2026-10-16
2026-10-16: 20 put and 17 call strikes within ±11%, IV 44% to 46% 50% 43% −11% book spot +11% 57d 2026-11-20
2026-11-20: 28 put and 28 call strikes within ±18%, IV 47% to 49% 50% 43% −18% book spot +18% 85d 2026-12-18
2026-12-18: 34 put and 34 call strikes within ±22%, IV 45% to 46% 50% 43% −22% book spot +22% 113d 2027-01-15
2027-01-15: 19 put and 20 call strikes within ±25%, IV 43% to 45% 50% 43% −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 (43%–50%), set by the expiries past 7 DTE. 23 short-dated points beyond it are pinned to the edge as open circles.
weekly
Each level is stored as a distance from the book's own spot, so each is drawn at $777.59 × (1 + that distance) - the 2026-09-24 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. META headlines $751.66 , its newest unadjusted close, on 2026-09-25 ; the book was taken at $777.59 on 2026-09-24 , because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-24 book's levels, on the 2026-09-24 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-10-16 expiry: 21 calendar days from 2026-09-25 (22 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-24 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 860 (Δ 0.20), put 715 (Δ -0.20).
call put OI carried through 2026-09-23 · opened by 2026-09-23's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flip floors, marked not filtered: spread 10% of mid · OI 500 · ▸◂ strike nearest 0.20 delta, beside the spread panel · × no two-sided quote · | spread past 25%
OI changes are 2026-09-23's trading; volume is 2026-09-24's. ◀ put OI call OI ▶ entering 2026-09-24 ◀ put vol call vol ▶ traded 2026-09-24 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 970 960 950 940 925 910 900 890 875 860 850 840 825 810 800 790 775 760 750 740 725 710 700 695 690 685 680 675 670 665 660 650 640 625 610 600 590 put strike nearest 0.20 delta: 715 call strike nearest 0.20 delta: 860 23k 0 23k 21k 21k 25% 10% 10% 25% -$53.5m +$53.5m book spot 777.59 call wall 750 put wall 750 max pain 630 strike 970
calls: OI 363 (-167) · vol 48 (at ask 6, at bid 31) · NBBO 1.31 × 1.44, spread 9.5% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 188.65 × 195.90, spread 3.8% of mid · Δ -1.00
net GEX +$195k per 1% (calls +$195k, puts +$0) strike 965
calls: OI 211 (+12) · vol 34 (at ask 7, at bid 7, multi-leg 20) · NBBO 1.41 × 1.59, spread 12.0% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 183.50 × 191.05, spread 4.0% of mid · Δ -1.00
net GEX +$121k per 1% (calls +$121k, puts +$0) strike 960
calls: OI 108 (+9) · vol 53 (at ask 39, at bid 7, multi-leg 29) · NBBO 1.55 × 1.74, spread 11.6% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 178.85 × 186.00, spread 3.9% of mid · Δ -0.99
net GEX +$66k per 1% (calls +$66k, puts +$0) strike 955
calls: OI 71 (+3) · vol 13 (at ask 6, at bid 6) · NBBO 1.68 × 1.90, spread 12.3% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 173.95 × 181.40, spread 4.2% of mid · Δ -0.99
net GEX +$47k per 1% (calls +$47k, puts +$0) strike 950
calls: OI 1,036 (+354) · vol 417 (at ask 251, at bid 127, sweep 1, multi-leg 33) · NBBO 1.89 × 2.03, spread 7.1% of mid · Δ 0.05
puts: OI 3 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 169.15 × 176.55, spread 4.3% of mid · Δ -0.98
net GEX +$725k per 1% (calls +$726k, puts -$1k) strike 945
calls: OI 24 (-1) · vol 64 (at ask 36, at bid 27, multi-leg 1) · NBBO 2.03 × 2.25, spread 10.3% of mid · Δ 0.06
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 164.30 × 171.70, spread 4.4% of mid · Δ -0.98
net GEX +$18k per 1% (calls +$18k, puts +$0) strike 940
calls: OI 150 (-6) · vol 19 (at ask 3, at bid 11, multi-leg 8) · NBBO 2.23 × 2.39, spread 6.9% of mid · Δ 0.06
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 159.35 × 166.90, spread 4.6% of mid · Δ -0.97
net GEX +$120k per 1% (calls +$120k, puts +$0) strike 935
calls: OI 80 (+12) · vol 58 (at ask 13, at bid 39, multi-leg 16) · NBBO 2.45 × 2.69, spread 9.3% of mid · Δ 0.07
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 154.75 × 162.00, spread 4.6% of mid · Δ -0.96
net GEX +$68k per 1% (calls +$68k, puts +$0) strike 930
calls: OI 494 (+62) · vol 140 (at ask 11, at bid 25, multi-leg 120) · NBBO 2.65 × 2.89, spread 8.7% of mid · Δ 0.07
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 150.05 × 157.00, spread 4.5% of mid · Δ -0.96
net GEX +$449k per 1% (calls +$449k, puts +$0) strike 925
calls: OI 155 (+36) · vol 54 (at ask 15, at bid 36, multi-leg 6) · NBBO 2.96 × 3.20, spread 7.8% of mid · Δ 0.08
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 145.25 × 152.50, spread 4.9% of mid · Δ -0.95
net GEX +$150k per 1% (calls +$150k, puts +$0) 2026-10-16 expiry, 88 strikes within ±25% of book spot (the flip search band); 103 hidden (53 above, 50 below), 81 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$479.6m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-24's own - whether it opened positions shows in the 2026-09-25 book's change.
γ flip: no flip within ±25% of book spot.
Table view · 88 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 3.8% 195.90 188.65 970 1.31 1.44 9.5% 0.04 48 6 31 0 0 363 -167 +$0 +$195k +$195k +0 0 0 0 0 0 0 -1.00 4.0% 191.05 183.50 965 1.41 1.59 12.0% 0.04 34 7 7 0 20 211 +12 +$0 +$121k +$121k +0 0 0 0 0 0 0 -0.99 3.9% 186.00 178.85 960 1.55 1.74 11.6% 0.04 53 39 7 0 29 108 +9 +$0 +$66k +$66k +0 0 0 0 0 0 0 -0.99 4.2% 181.40 173.95 955 1.68 1.90 12.3% 0.05 13 6 6 0 0 71 +3 +$0 +$47k +$47k +2 3 0 0 0 0 0 -0.98 4.3% 176.55 169.15 950 1.89 2.03 7.1% 0.05 417 251 127 1 33 1,036 +354 -$1k +$726k +$725k +0 0 0 0 0 0 0 -0.98 4.4% 171.70 164.30 945 2.03 2.25 10.3% 0.06 64 36 27 0 1 24 -1 +$0 +$18k +$18k +0 0 0 0 0 0 0 -0.97 4.6% 166.90 159.35 940 2.23 2.39 6.9% 0.06 19 3 11 0 8 150 -6 +$0 +$120k +$120k +0 0 0 0 0 0 0 -0.96 4.6% 162.00 154.75 935 2.45 2.69 9.3% 0.07 58 13 39 0 16 80 +12 +$0 +$68k +$68k +0 0 0 0 0 0 0 -0.96 4.5% 157.00 150.05 930 2.65 2.89 8.7% 0.07 140 11 25 0 120 494 +62 +$0 +$449k +$449k +0 0 0 0 0 0 0 -0.95 4.9% 152.50 145.25 925 2.96 3.20 7.8% 0.08 54 15 36 0 6 155 +36 +$0 +$150k +$150k +0 0 0 0 0 5 5 -0.95 5.0% 147.75 140.55 920 3.25 3.50 7.4% 0.09 258 133 92 0 61 287 +130 +$0 +$296k +$296k +0 0 0 0 14 0 14 -0.94 5.1% 142.95 135.90 915 3.50 3.85 9.5% 0.09 56 26 28 0 1 486 +335 +$0 +$531k +$531k +8 8 0 0 0 0 0 -0.94 5.1% 138.20 131.30 910 3.85 4.15 7.5% 0.10 107 35 50 0 49 307 +82 -$8k +$356k +$348k +0 0 0 0 0 0 0 -0.93 3.4% 131.50 127.10 905 4.25 4.55 6.8% 0.11 72 35 35 0 31 420 +325 +$0 +$515k +$515k +32 37 0 0 3 6 24 -0.92 3.2% 127.05 123.05 900 4.65 4.80 3.2% 0.11 20,915 11,765 8,521 6 19,308 12,779 +8,364 -$42k +$16.6m +$16.5m +0 0 0 0 0 0 0 -0.91 4.2% 123.20 118.10 895 5.00 5.40 7.7% 0.12 39 23 10 0 21 194 +120 +$0 +$266k +$266k +0 0 0 0 0 0 0 -0.90 3.9% 118.05 113.55 890 5.55 5.85 5.3% 0.13 182 119 54 0 115 291 +62 +$0 +$422k +$422k +0 0 0 0 0 0 0 -0.89 4.7% 114.35 109.05 885 6.00 6.45 7.2% 0.14 144 17 111 0 130 556 +26 +$0 +$850k +$850k +0 0 0 0 1 0 1 -0.87 4.8% 109.70 104.55 880 6.55 6.90 5.2% 0.15 71 25 29 1 44 579 +26 +$0 +$931k +$931k +0 0 0 0 0 0 0 -0.86 4.9% 105.30 100.25 875 7.15 7.60 6.1% 0.17 359 178 60 0 341 507 +83 +$0 +$856k +$856k +0 0 0 0 0 0 0 -0.85 5.0% 100.90 96.00 870 7.85 8.15 3.8% 0.18 477 90 320 4 359 1,144 +34 +$0 +$2.0m +$2.0m +1 1 0 0 0 0 0 -0.83 5.1% 96.65 91.80 865 8.55 9.05 5.7% 0.19 55 34 18 0 21 442 +4 -$2k +$819k +$817k +0 1 0 0 0 0 0 -0.82 4.1% 91.40 87.70 860 9.40 9.75 3.7% 0.20 360 230 93 2 190 3,793 +2,530 -$2k +$7.3m +$7.3m +0 3 0 0 1 0 2 -0.80 5.3% 88.20 83.65 855 10.10 10.70 5.8% 0.22 107 47 57 6 24 389 +43 -$6k +$786k +$780k +0 4 1 0 3 0 3 -0.79 4.8% 83.70 79.80 850 11.15 11.60 4.0% 0.23 1,734 643 948 32 530 3,721 +83 -$9k +$7.8m +$7.8m +0 0 0 0 2 0 2 -0.77 5.2% 79.85 75.80 845 12.10 12.55 3.7% 0.25 98 50 46 1 19 270 +85 +$0 +$589k +$589k +122 122 0 1 3 11 14 -0.75 4.9% 75.80 72.15 840 13.15 13.55 3.0% 0.27 367 207 149 1 82 1,174 +11 -$285k +$2.7m +$2.4m +23 104 0 0 0 0 0 -0.73 4.3% 71.30 68.30 835 14.20 14.85 4.5% 0.28 271 107 147 0 35 2,050 +21 -$251k +$4.8m +$4.5m +7 44 3 1 5 2 7 -0.71 4.1% 67.80 65.10 830 15.45 15.95 3.2% 0.30 1,216 689 422 40 354 6,982 +38 -$110k +$16.8m +$16.7m +21 44 3 3 33 14 51 -0.69 2.2% 63.20 61.85 825 16.70 17.30 3.5% 0.32 19,807 17,069 2,480 17 19,440 5,506 +262 -$114k +$13.6m +$13.5m +49 94 0 0 3 2 5 -0.67 2.0% 59.25 58.10 820 18.15 18.50 1.9% 0.34 7,379 4,266 2,124 33 6,850 11,658 +374 -$250k +$29.5m +$29.3m +21 43 0 4 11 12 23 -0.65 2.8% 56.30 54.75 815 19.55 20.25 3.5% 0.36 311 108 155 7 193 5,561 +168 -$117k +$14.4m +$14.3m +32 63 4 1 8 8 18 -0.63 2.4% 52.70 51.45 810 21.20 21.80 2.8% 0.38 622 273 294 28 406 3,502 +218 -$175k +$9.2m +$9.1m +55 77 0 4 15 11 26 -0.61 1.7% 49.05 48.20 805 22.85 23.55 3.0% 0.40 353 119 224 25 111 3,282 +201 -$218k +$8.8m +$8.6m +123 640 16 44 56 130 187 -0.59 1.8% 45.85 45.05 800 24.85 25.30 1.8% 0.42 6,266 2,570 3,405 471 1,243 17,134 +1,511 -$1.8m +$46.7m +$44.9m +44 80 4 2 32 15 47 -0.56 2.2% 42.95 42.00 795 26.50 27.20 2.6% 0.44 347 175 153 100 53 515 +45 -$233k +$1.4m +$1.2m +277 351 9 6 11 17 28 -0.54 2.5% 39.85 38.85 790 28.50 29.25 2.6% 0.47 769 478 282 122 103 2,042 -104 -$1.0m +$5.7m +$4.6m +51 82 40 20 45 56 101 -0.51 1.9% 36.90 36.20 785 30.65 31.60 3.1% 0.49 811 167 625 26 83 620 +148 -$242k +$1.7m +$1.5m +74 105 231 16 170 239 411 -0.49 2.1% 34.20 33.50 780 33.05 33.75 2.1% 0.51 1,266 701 490 68 371 6,255 +5 -$308k +$17.4m +$17.1m +92 136 193 72 164 103 396 -0.47 2.2% 31.50 30.80 775 35.55 36.25 1.9% 0.53 16,510 9,704 6,399 1,118 4,111 19,440 -5 -$398k +$53.9m +$53.5m +26 104 167 14 223 252 594 -0.44 1.7% 29.00 28.50 770 38.05 38.65 1.6% 0.56 1,578 831 675 104 290 5,817 +52 -$302k +$16.1m +$15.8m +140 181 1,824 26 1,238 909 2,293 -0.42 2.3% 26.70 26.10 765 40.55 41.75 2.9% 0.58 7,931 3,215 4,388 85 6,773 13,695 -1,337 -$519k +$37.3m +$36.8m +151 471 1,159 16 1,153 483 1,671 -0.39 2.3% 24.60 24.05 760 43.45 44.20 1.7% 0.60 1,747 1,020 628 91 423 6,804 -228 -$1.3m +$18.2m +$16.9m +158 278 42 51 187 80 296 -0.37 2.0% 22.55 22.10 755 45.50 47.35 4.0% 0.63 291 169 89 20 106 3,391 +135 -$770k +$8.9m +$8.2m +727 2,316 400 205 818 769 1,611 -0.35 1.5% 20.45 20.15 750 48.25 50.35 4.3% 0.65 5,254 1,665 3,420 97 4,310 13,388 -738 -$6.3m +$34.5m +$28.3m +91 514 112 49 285 162 456 -0.32 2.4% 18.65 18.20 745 51.50 53.50 3.8% 0.67 178 102 72 20 47 856 +134 -$1.4m +$2.1m +$791k +559 1,815 687 40 979 1,505 2,605 -0.30 2.4% 16.90 16.50 740 55.80 56.90 2.0% 0.69 341 219 113 30 156 4,484 -512 -$4.6m +$10.9m +$6.2m +28 464 96 43 282 105 408 -0.28 2.0% 15.20 14.90 735 58.95 60.45 2.5% 0.71 156 70 83 29 43 2,107 -30 -$1.1m +$4.9m +$3.8m +23 536 174 6 200 249 535 -0.26 2.6% 13.85 13.50 730 62.60 63.70 1.7% 0.73 537 344 190 53 337 4,490 +561 -$1.3m +$10.1m +$8.9m +87 1,020 787 11 785 217 1,064 -0.24 2.9% 12.45 12.10 725 66.30 67.80 2.2% 0.75 476 156 314 26 203 3,834 +25 -$2.3m +$8.3m +$6.0m +115 904 264 2 192 334 573 -0.22 2.7% 11.15 10.85 720 70.05 71.50 2.0% 0.77 760 483 170 1 92 4,751 +476 -$1.9m +$9.8m +$7.8m +72 669 123 1 358 175 561 -0.20 2.5% 10.00 9.75 715 73.50 75.40 2.6% 0.78 695 536 10 1 70 1,672 +35 -$1.4m +$3.3m +$1.9m +135 1,591 1,219 38 1,000 631 1,818 -0.18 2.8% 8.95 8.70 710 77.65 79.20 2.0% 0.80 1,867 1,715 95 16 61 7,218 -21 -$3.1m +$13.5m +$10.4m -18 475 106 0 144 86 247 -0.17 3.2% 8.00 7.75 705 81.65 83.60 2.4% 0.82 606 570 31 3 10 2,117 -44 -$858k +$3.8m +$2.9m +55 253 25 0 12 47 74 -0.16 3.4% 7.55 7.30 702.5 82.10 85.65 4.2% 0.82 1 1 0 0 0 110 +9 -$442k +$190k -$253k +406 3,381 690 54 1,268 856 5,403 -0.15 2.9% 7.10 6.90 700 85.65 87.20 1.8% 0.83 6,291 3,201 2,801 27 5,370 20,005 -3,090 -$5.7m +$33.5m +$27.8m +68 196 33 0 30 16 71 -0.15 3.0% 6.70 6.50 697.5 86.95 90.50 4.0% 0.84 2 1 1 1 0 251 +84 -$320k +$407k +$87k +141 680 122 0 71 63 161 -0.14 3.2% 6.30 6.10 695 89.35 91.65 2.5% 0.84 21 8 9 1 11 2,776 -43 -$1.1m +$4.4m +$3.3m +3 128 8 0 4 114 125 -0.13 4.3% 6.00 5.75 692.5 90.55 94.75 4.5% 0.85 29 4 25 0 29 52 +20 -$195k +$79k -$115k +187 719 192 2 174 82 314 -0.13 3.6% 5.60 5.40 690 94.25 96.50 2.4% 0.85 656 575 46 5 36 3,605 -7 -$1.1m +$5.3m +$4.3m +9 194 39 0 7 18 46 -0.12 4.8% 5.30 5.05 687.5 95.90 98.90 3.1% 0.86 1 1 0 0 1 48 +3 -$274k +$69k -$205k +587 1,340 511 13 314 186 639 -0.11 4.1% 4.95 4.75 685 98.45 100.55 2.1% 0.87 211 204 7 1 8 1,203 -23 -$1.8m +$1.7m -$150k +53 184 7 0 11 4 17 -0.11 5.5% 4.70 4.45 682.5 100.00 103.45 3.4% 0.87 0 0 0 0 0 86 +0 -$240k +$115k -$124k +699 1,864 338 3 276 155 542 -0.10 4.7% 4.40 4.20 680 102.95 104.60 1.6% 0.88 546 428 111 2 133 5,477 -20 -$2.3m +$7.1m +$4.8m +19 173 31 0 2 29 37 -0.10 4.9% 4.15 3.95 677.5 104.75 107.30 2.4% 0.88 0 0 0 0 0 29 -2 -$207k +$36k -$171k +130 1,497 187 2 183 138 382 -0.09 4.0% 3.85 3.70 675 106.45 109.00 2.4% 0.89 864 609 254 0 838 3,612 -19 -$1.7m +$4.4m +$2.6m +17 103 5 0 6 5 12 -0.09 7.0% 3.70 3.45 672.5 109.10 112.65 3.2% 0.89 0 0 0 0 0 17 +2 -$113k +$20k -$93k +728 2,551 492 8 251 215 602 -0.08 6.0% 3.45 3.25 670 111.80 113.60 1.6% 0.90 343 207 115 9 139 3,388 -84 -$2.7m +$3.8m +$1.1m +2 141 45 0 37 1 48 -0.08 6.3% 3.25 3.05 667.5 113.70 117.00 2.9% 0.90 20 5 15 0 20 28 +20 -$142k +$31k -$111k +69 599 280 2 231 197 513 -0.07 5.7% 3.05 2.88 665 116.10 118.15 1.8% 0.90 632 497 135 0 626 1,500 -63 -$577k +$1.6m +$1.0m +26 108 20 0 19 1 21 -0.07 6.5% 2.87 2.69 662.5 118.15 122.45 3.6% 0.90 0 0 0 0 0 15 +0 -$99k +$15k -$84k +158 2,172 491 19 454 468 1,039 -0.06 3.9% 2.62 2.52 660 121.05 123.05 1.6% 0.91 198 158 39 1 46 2,536 -37 -$1.9m +$2.5m +$618k +63 99 26 0 25 31 66 -0.06 7.3% 2.54 2.36 657.5 122.75 127.10 3.5% 0.91 0 0 0 0 0 14 +0 -$83k +$13k -$69k -21 812 27 2 25 57 88 -0.06 7.0% 2.37 2.21 655 125.75 128.90 2.5% 0.91 5 1 4 1 3 1,625 +1 -$647k +$1.5m +$871k +481 3,182 475 6 768 451 1,394 -0.05 5.5% 2.05 1.94 650 130.45 132.55 1.6% 0.92 448 314 130 37 131 7,696 -48 -$2.3m +$6.6m +$4.3m +86 979 85 39 394 354 841 -0.05 7.9% 1.84 1.70 645 134.55 138.30 2.7% 0.92 55 2 49 0 51 1,000 -10 -$641k +$826k +$185k +612 3,303 1,011 0 537 489 1,244 -0.04 9.5% 1.65 1.50 640 138.90 144.00 3.6% 0.92 414 278 135 0 338 4,438 -23 -$2.0m +$3.5m +$1.5m -14 456 79 0 61 123 209 -0.04 15.2% 1.49 1.28 635 143.70 148.80 3.5% 0.93 6 4 1 0 3 728 -23 -$244k +$533k +$289k -13 1,532 145 3 200 69 426 -0.03 10.6% 1.29 1.16 630 149.50 152.15 1.8% 0.93 39 26 13 2 29 3,188 -19 -$739k +$2.2m +$1.5m +98 1,400 117 1 76 31 168 -0.03 8.6% 1.09 1.00 625 154.30 158.45 2.7% 0.94 1 0 1 0 1 1,119 -23 -$605k +$708k +$104k +26 2,283 203 1 161 126 335 -0.03 12.5% 1.02 0.90 620 159.50 162.05 1.6% 0.94 642 50 592 52 306 4,235 -53 -$881k +$2.6m +$1.7m +92 1,364 237 4 116 74 297 -0.02 8.5% 0.86 0.79 615 164.20 168.20 2.4% 0.94 212 54 157 50 8 1,154 -1 -$475k +$662k +$187k -40 1,724 130 36 749 70 909 -0.02 12.2% 0.78 0.69 610 168.55 171.85 1.9% 0.95 21 8 13 0 16 1,393 -3 -$536k +$751k +$215k -11 830 207 0 71 63 227 -0.02 22.2% 0.75 0.60 605 173.55 176.85 1.9% 0.95 22 7 15 0 21 803 -3 -$233k +$407k +$173k +486 7,640 900 1 1,255 413 1,813 -0.02 11.4% 0.65 0.58 600 178.50 181.80 1.8% 0.95 34 25 6 1 23 7,581 -57 -$1.9m +$3.6m +$1.7m -25 658 24 0 22 5 31 -0.01 18.2% 0.60 0.50 595 181.05 186.80 3.1% 0.95 13 12 1 0 12 687 +0 -$152k +$306k +$154k -60 1,860 42 0 111 19 147 -0.01 18.2% 0.54 0.45 590 187.80 192.30 2.4% 0.96 15 11 4 0 1 1,784 -5 -$388k +$743k +$355k -42 3,249 20 0 15 10 31 -0.01 18.2% 0.48 0.40 585 192.75 197.70 2.5% 0.96 41 8 33 0 36 3,973 +0 -$611k +$1.6m +$940k
strike 920
calls: OI 287 (+130) · vol 258 (at ask 133, at bid 92, multi-leg 61) · NBBO 3.25 × 3.50, spread 7.4% of mid · Δ 0.09
puts: OI 0 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 140.55 × 147.75, spread 5.0% of mid · Δ -0.95
net GEX +$296k per 1% (calls +$296k, puts +$0) strike 915
calls: OI 486 (+335) · vol 56 (at ask 26, at bid 28, multi-leg 1) · NBBO 3.50 × 3.85, spread 9.5% of mid · Δ 0.09
puts: OI 0 (+0) · vol 14 (at ask 0, at bid 14) · NBBO 135.90 × 142.95, spread 5.1% of mid · Δ -0.94
net GEX +$531k per 1% (calls +$531k, puts +$0) strike 910
calls: OI 307 (+82) · vol 107 (at ask 35, at bid 50, multi-leg 49) · NBBO 3.85 × 4.15, spread 7.5% of mid · Δ 0.10
puts: OI 8 (+8) · vol 0 (at ask 0, at bid 0) · NBBO 131.30 × 138.20, spread 5.1% of mid · Δ -0.94
net GEX +$348k per 1% (calls +$356k, puts -$8k) strike 905
calls: OI 420 (+325) · vol 72 (at ask 35, at bid 35, multi-leg 31) · NBBO 4.25 × 4.55, spread 6.8% of mid · Δ 0.11
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.10 × 131.50, spread 3.4% of mid · Δ -0.93
net GEX +$515k per 1% (calls +$515k, puts +$0) strike 900
calls: OI 12,779 (+8,364) · vol 20,915 (at ask 11,765, at bid 8,521, sweep 6, multi-leg 19,308) · NBBO 4.65 × 4.80, spread 3.2% of mid · Δ 0.11
puts: OI 37 (+32) · vol 24 (at ask 6, at bid 3) · NBBO 123.05 × 127.05, spread 3.2% of mid · Δ -0.92
net GEX +$16.5m per 1% (calls +$16.6m, puts -$42k) strike 895
calls: OI 194 (+120) · vol 39 (at ask 23, at bid 10, multi-leg 21) · NBBO 5.00 × 5.40, spread 7.7% of mid · Δ 0.12
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 118.10 × 123.20, spread 4.2% of mid · Δ -0.91
net GEX +$266k per 1% (calls +$266k, puts +$0) strike 890
calls: OI 291 (+62) · vol 182 (at ask 119, at bid 54, multi-leg 115) · NBBO 5.55 × 5.85, spread 5.3% of mid · Δ 0.13
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.55 × 118.05, spread 3.9% of mid · Δ -0.90
net GEX +$422k per 1% (calls +$422k, puts +$0) strike 885
calls: OI 556 (+26) · vol 144 (at ask 17, at bid 111, multi-leg 130) · NBBO 6.00 × 6.45, spread 7.2% of mid · Δ 0.14
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 109.05 × 114.35, spread 4.7% of mid · Δ -0.89
net GEX +$850k per 1% (calls +$850k, puts +$0) strike 880
calls: OI 579 (+26) · vol 71 (at ask 25, at bid 29, sweep 1, multi-leg 44) · NBBO 6.55 × 6.90, spread 5.2% of mid · Δ 0.15
puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 104.55 × 109.70, spread 4.8% of mid · Δ -0.87
net GEX +$931k per 1% (calls +$931k, puts +$0) strike 875
calls: OI 507 (+83) · vol 359 (at ask 178, at bid 60, multi-leg 341) · NBBO 7.15 × 7.60, spread 6.1% of mid · Δ 0.17
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.25 × 105.30, spread 4.9% of mid · Δ -0.86
net GEX +$856k per 1% (calls +$856k, puts +$0) strike 870
calls: OI 1,144 (+34) · vol 477 (at ask 90, at bid 320, sweep 4, multi-leg 359) · NBBO 7.85 × 8.15, spread 3.8% of mid · Δ 0.18
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 96.00 × 100.90, spread 5.0% of mid · Δ -0.85
net GEX +$2.0m per 1% (calls +$2.0m, puts +$0) strike 865
calls: OI 442 (+4) · vol 55 (at ask 34, at bid 18, multi-leg 21) · NBBO 8.55 × 9.05, spread 5.7% of mid · Δ 0.19
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 91.80 × 96.65, spread 5.1% of mid · Δ -0.83
net GEX +$817k per 1% (calls +$819k, puts -$2k) strike 860
calls: OI 3,793 (+2,530) · vol 360 (at ask 230, at bid 93, sweep 2, multi-leg 190) · NBBO 9.40 × 9.75, spread 3.7% of mid · Δ 0.20
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.70 × 91.40, spread 4.1% of mid · Δ -0.82
net GEX +$7.3m per 1% (calls +$7.3m, puts -$2k) strike 855
calls: OI 389 (+43) · vol 107 (at ask 47, at bid 57, sweep 6, multi-leg 24) · NBBO 10.10 × 10.70, spread 5.8% of mid · Δ 0.22
puts: OI 3 (+0) · vol 2 (at ask 0, at bid 1) · NBBO 83.65 × 88.20, spread 5.3% of mid · Δ -0.80
net GEX +$780k per 1% (calls +$786k, puts -$6k) strike 850
calls: OI 3,721 (+83) · vol 1,734 (at ask 643, at bid 948, sweep 32, multi-leg 530) · NBBO 11.15 × 11.60, spread 4.0% of mid · Δ 0.23
puts: OI 4 (+0) · vol 3 (at ask 0, at bid 3, multi-leg 1) · NBBO 79.80 × 83.70, spread 4.8% of mid · Δ -0.79
net GEX +$7.8m per 1% (calls +$7.8m, puts -$9k) strike 845
calls: OI 270 (+85) · vol 98 (at ask 50, at bid 46, sweep 1, multi-leg 19) · NBBO 12.10 × 12.55, spread 3.7% of mid · Δ 0.25
puts: OI 0 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 75.80 × 79.85, spread 5.2% of mid · Δ -0.77
net GEX +$589k per 1% (calls +$589k, puts +$0) strike 840
calls: OI 1,174 (+11) · vol 367 (at ask 207, at bid 149, sweep 1, multi-leg 82) · NBBO 13.15 × 13.55, spread 3.0% of mid · Δ 0.27
puts: OI 122 (+122) · vol 14 (at ask 11, at bid 3, sweep 1) · NBBO 72.15 × 75.80, spread 4.9% of mid · Δ -0.75
net GEX +$2.4m per 1% (calls +$2.7m, puts -$285k) strike 835
calls: OI 2,050 (+21) · vol 271 (at ask 107, at bid 147, multi-leg 35) · NBBO 14.20 × 14.85, spread 4.5% of mid · Δ 0.28
puts: OI 104 (+23) · vol 0 (at ask 0, at bid 0) · NBBO 68.30 × 71.30, spread 4.3% of mid · Δ -0.73
net GEX +$4.5m per 1% (calls +$4.8m, puts -$251k) strike 830
calls: OI 6,982 (+38) · vol 1,216 (at ask 689, at bid 422, sweep 40, multi-leg 354) · NBBO 15.45 × 15.95, spread 3.2% of mid · Δ 0.30
puts: OI 44 (+7) · vol 7 (at ask 2, at bid 5, sweep 1, multi-leg 3) · NBBO 65.10 × 67.80, spread 4.1% of mid · Δ -0.71
net GEX +$16.7m per 1% (calls +$16.8m, puts -$110k) strike 825
calls: OI 5,506 (+262) · vol 19,807 (at ask 17,069, at bid 2,480, sweep 17, multi-leg 19,440) · NBBO 16.70 × 17.30, spread 3.5% of mid · Δ 0.32
puts: OI 44 (+21) · vol 51 (at ask 14, at bid 33, sweep 3, multi-leg 3) · NBBO 61.85 × 63.20, spread 2.2% of mid · Δ -0.69
net GEX +$13.5m per 1% (calls +$13.6m, puts -$114k) strike 820
calls: OI 11,658 (+374) · vol 7,379 (at ask 4,266, at bid 2,124, sweep 33, multi-leg 6,850) · NBBO 18.15 × 18.50, spread 1.9% of mid · Δ 0.34
puts: OI 94 (+49) · vol 5 (at ask 2, at bid 3) · NBBO 58.10 × 59.25, spread 2.0% of mid · Δ -0.67
net GEX +$29.3m per 1% (calls +$29.5m, puts -$250k) strike 815
calls: OI 5,561 (+168) · vol 311 (at ask 108, at bid 155, sweep 7, multi-leg 193) · NBBO 19.55 × 20.25, spread 3.5% of mid · Δ 0.36
puts: OI 43 (+21) · vol 23 (at ask 12, at bid 11, sweep 4) · NBBO 54.75 × 56.30, spread 2.8% of mid · Δ -0.65
net GEX +$14.3m per 1% (calls +$14.4m, puts -$117k) strike 810
calls: OI 3,502 (+218) · vol 622 (at ask 273, at bid 294, sweep 28, multi-leg 406) · NBBO 21.20 × 21.80, spread 2.8% of mid · Δ 0.38
puts: OI 63 (+32) · vol 18 (at ask 8, at bid 8, sweep 1, multi-leg 4) · NBBO 51.45 × 52.70, spread 2.4% of mid · Δ -0.63
net GEX +$9.1m per 1% (calls +$9.2m, puts -$175k) strike 805
calls: OI 3,282 (+201) · vol 353 (at ask 119, at bid 224, sweep 25, multi-leg 111) · NBBO 22.85 × 23.55, spread 3.0% of mid · Δ 0.40
puts: OI 77 (+55) · vol 26 (at ask 11, at bid 15, sweep 4) · NBBO 48.20 × 49.05, spread 1.7% of mid · Δ -0.61
net GEX +$8.6m per 1% (calls +$8.8m, puts -$218k) strike 800
calls: OI 17,134 (+1,511) · vol 6,266 (at ask 2,570, at bid 3,405, sweep 471, multi-leg 1,243) · NBBO 24.85 × 25.30, spread 1.8% of mid · Δ 0.42
puts: OI 640 (+123) · vol 187 (at ask 130, at bid 56, sweep 44, multi-leg 16) · NBBO 45.05 × 45.85, spread 1.8% of mid · Δ -0.59
net GEX +$44.9m per 1% (calls +$46.7m, puts -$1.8m) strike 795
calls: OI 515 (+45) · vol 347 (at ask 175, at bid 153, sweep 100, multi-leg 53) · NBBO 26.50 × 27.20, spread 2.6% of mid · Δ 0.44
puts: OI 80 (+44) · vol 47 (at ask 15, at bid 32, sweep 2, multi-leg 4) · NBBO 42.00 × 42.95, spread 2.2% of mid · Δ -0.56
net GEX +$1.2m per 1% (calls +$1.4m, puts -$233k) strike 790
calls: OI 2,042 (-104) · vol 769 (at ask 478, at bid 282, sweep 122, multi-leg 103) · NBBO 28.50 × 29.25, spread 2.6% of mid · Δ 0.47
puts: OI 351 (+277) · vol 28 (at ask 17, at bid 11, sweep 6, multi-leg 9) · NBBO 38.85 × 39.85, spread 2.5% of mid · Δ -0.54
net GEX +$4.6m per 1% (calls +$5.7m, puts -$1.0m) strike 785
calls: OI 620 (+148) · vol 811 (at ask 167, at bid 625, sweep 26, multi-leg 83) · NBBO 30.65 × 31.60, spread 3.1% of mid · Δ 0.49
puts: OI 82 (+51) · vol 101 (at ask 56, at bid 45, sweep 20, multi-leg 40) · NBBO 36.20 × 36.90, spread 1.9% of mid · Δ -0.51
net GEX +$1.5m per 1% (calls +$1.7m, puts -$242k) strike 780
calls: OI 6,255 (+5) · vol 1,266 (at ask 701, at bid 490, sweep 68, multi-leg 371) · NBBO 33.05 × 33.75, spread 2.1% of mid · Δ 0.51
puts: OI 105 (+74) · vol 411 (at ask 239, at bid 170, sweep 16, multi-leg 231) · NBBO 33.50 × 34.20, spread 2.1% of mid · Δ -0.49
net GEX +$17.1m per 1% (calls +$17.4m, puts -$308k) strike 775
calls: OI 19,440 (-5) · vol 16,510 (at ask 9,704, at bid 6,399, sweep 1,118, multi-leg 4,111) · NBBO 35.55 × 36.25, spread 1.9% of mid · Δ 0.53
puts: OI 136 (+92) · vol 396 (at ask 103, at bid 164, sweep 72, multi-leg 193) · NBBO 30.80 × 31.50, spread 2.2% of mid · Δ -0.47
net GEX +$53.5m per 1% (calls +$53.9m, puts -$398k) strike 770
calls: OI 5,817 (+52) · vol 1,578 (at ask 831, at bid 675, sweep 104, multi-leg 290) · NBBO 38.05 × 38.65, spread 1.6% of mid · Δ 0.56
puts: OI 104 (+26) · vol 594 (at ask 252, at bid 223, sweep 14, multi-leg 167) · NBBO 28.50 × 29.00, spread 1.7% of mid · Δ -0.44
net GEX +$15.8m per 1% (calls +$16.1m, puts -$302k) strike 765
calls: OI 13,695 (-1,337) · vol 7,931 (at ask 3,215, at bid 4,388, sweep 85, multi-leg 6,773) · NBBO 40.55 × 41.75, spread 2.9% of mid · Δ 0.58
puts: OI 181 (+140) · vol 2,293 (at ask 909, at bid 1,238, sweep 26, multi-leg 1,824) · NBBO 26.10 × 26.70, spread 2.3% of mid · Δ -0.42
net GEX +$36.8m per 1% (calls +$37.3m, puts -$519k) strike 760
calls: OI 6,804 (-228) · vol 1,747 (at ask 1,020, at bid 628, sweep 91, multi-leg 423) · NBBO 43.45 × 44.20, spread 1.7% of mid · Δ 0.60
puts: OI 471 (+151) · vol 1,671 (at ask 483, at bid 1,153, sweep 16, multi-leg 1,159) · NBBO 24.05 × 24.60, spread 2.3% of mid · Δ -0.39
net GEX +$16.9m per 1% (calls +$18.2m, puts -$1.3m) strike 755
calls: OI 3,391 (+135) · vol 291 (at ask 169, at bid 89, sweep 20, multi-leg 106) · NBBO 45.50 × 47.35, spread 4.0% of mid · Δ 0.63
puts: OI 278 (+158) · vol 296 (at ask 80, at bid 187, sweep 51, multi-leg 42) · NBBO 22.10 × 22.55, spread 2.0% of mid · Δ -0.37
net GEX +$8.2m per 1% (calls +$8.9m, puts -$770k) strike 750
calls: OI 13,388 (-738) · vol 5,254 (at ask 1,665, at bid 3,420, sweep 97, multi-leg 4,310) · NBBO 48.25 × 50.35, spread 4.3% of mid · Δ 0.65
puts: OI 2,316 (+727) · vol 1,611 (at ask 769, at bid 818, sweep 205, multi-leg 400) · NBBO 20.15 × 20.45, spread 1.5% of mid · Δ -0.35
net GEX +$28.3m per 1% (calls +$34.5m, puts -$6.3m) strike 745
calls: OI 856 (+134) · vol 178 (at ask 102, at bid 72, sweep 20, multi-leg 47) · NBBO 51.50 × 53.50, spread 3.8% of mid · Δ 0.67
puts: OI 514 (+91) · vol 456 (at ask 162, at bid 285, sweep 49, multi-leg 112) · NBBO 18.20 × 18.65, spread 2.4% of mid · Δ -0.32
net GEX +$791k per 1% (calls +$2.1m, puts -$1.4m) strike 740
calls: OI 4,484 (-512) · vol 341 (at ask 219, at bid 113, sweep 30, multi-leg 156) · NBBO 55.80 × 56.90, spread 2.0% of mid · Δ 0.69
puts: OI 1,815 (+559) · vol 2,605 (at ask 1,505, at bid 979, sweep 40, multi-leg 687) · NBBO 16.50 × 16.90, spread 2.4% of mid · Δ -0.30
net GEX +$6.2m per 1% (calls +$10.9m, puts -$4.6m) strike 735
calls: OI 2,107 (-30) · vol 156 (at ask 70, at bid 83, sweep 29, multi-leg 43) · NBBO 58.95 × 60.45, spread 2.5% of mid · Δ 0.71
puts: OI 464 (+28) · vol 408 (at ask 105, at bid 282, sweep 43, multi-leg 96) · NBBO 14.90 × 15.20, spread 2.0% of mid · Δ -0.28
net GEX +$3.8m per 1% (calls +$4.9m, puts -$1.1m) strike 730
calls: OI 4,490 (+561) · vol 537 (at ask 344, at bid 190, sweep 53, multi-leg 337) · NBBO 62.60 × 63.70, spread 1.7% of mid · Δ 0.73
puts: OI 536 (+23) · vol 535 (at ask 249, at bid 200, sweep 6, multi-leg 174) · NBBO 13.50 × 13.85, spread 2.6% of mid · Δ -0.26
net GEX +$8.9m per 1% (calls +$10.1m, puts -$1.3m) strike 725
calls: OI 3,834 (+25) · vol 476 (at ask 156, at bid 314, sweep 26, multi-leg 203) · NBBO 66.30 × 67.80, spread 2.2% of mid · Δ 0.75
puts: OI 1,020 (+87) · vol 1,064 (at ask 217, at bid 785, sweep 11, multi-leg 787) · NBBO 12.10 × 12.45, spread 2.9% of mid · Δ -0.24
net GEX +$6.0m per 1% (calls +$8.3m, puts -$2.3m) strike 720
calls: OI 4,751 (+476) · vol 760 (at ask 483, at bid 170, sweep 1, multi-leg 92) · NBBO 70.05 × 71.50, spread 2.0% of mid · Δ 0.77
puts: OI 904 (+115) · vol 573 (at ask 334, at bid 192, sweep 2, multi-leg 264) · NBBO 10.85 × 11.15, spread 2.7% of mid · Δ -0.22
net GEX +$7.8m per 1% (calls +$9.8m, puts -$1.9m) strike 715
calls: OI 1,672 (+35) · vol 695 (at ask 536, at bid 10, sweep 1, multi-leg 70) · NBBO 73.50 × 75.40, spread 2.6% of mid · Δ 0.78
puts: OI 669 (+72) · vol 561 (at ask 175, at bid 358, sweep 1, multi-leg 123) · NBBO 9.75 × 10.00, spread 2.5% of mid · Δ -0.20
net GEX +$1.9m per 1% (calls +$3.3m, puts -$1.4m) strike 710
calls: OI 7,218 (-21) · vol 1,867 (at ask 1,715, at bid 95, sweep 16, multi-leg 61) · NBBO 77.65 × 79.20, spread 2.0% of mid · Δ 0.80
puts: OI 1,591 (+135) · vol 1,818 (at ask 631, at bid 1,000, sweep 38, multi-leg 1,219) · NBBO 8.70 × 8.95, spread 2.8% of mid · Δ -0.18
net GEX +$10.4m per 1% (calls +$13.5m, puts -$3.1m) strike 705
calls: OI 2,117 (-44) · vol 606 (at ask 570, at bid 31, sweep 3, multi-leg 10) · NBBO 81.65 × 83.60, spread 2.4% of mid · Δ 0.82
puts: OI 475 (-18) · vol 247 (at ask 86, at bid 144, multi-leg 106) · NBBO 7.75 × 8.00, spread 3.2% of mid · Δ -0.17
net GEX +$2.9m per 1% (calls +$3.8m, puts -$858k) strike 702.5
calls: OI 110 (+9) · vol 1 (at ask 1, at bid 0) · NBBO 82.10 × 85.65, spread 4.2% of mid · Δ 0.82
puts: OI 253 (+55) · vol 74 (at ask 47, at bid 12, multi-leg 25) · NBBO 7.30 × 7.55, spread 3.4% of mid · Δ -0.16
net GEX -$253k per 1% (calls +$190k, puts -$442k) strike 700
calls: OI 20,005 (-3,090) · vol 6,291 (at ask 3,201, at bid 2,801, sweep 27, multi-leg 5,370) · NBBO 85.65 × 87.20, spread 1.8% of mid · Δ 0.83
puts: OI 3,381 (+406) · vol 5,403 (at ask 856, at bid 1,268, sweep 54, multi-leg 690) · NBBO 6.90 × 7.10, spread 2.9% of mid · Δ -0.15
net GEX +$27.8m per 1% (calls +$33.5m, puts -$5.7m) strike 697.5
calls: OI 251 (+84) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 86.95 × 90.50, spread 4.0% of mid · Δ 0.84
puts: OI 196 (+68) · vol 71 (at ask 16, at bid 30, multi-leg 33) · NBBO 6.50 × 6.70, spread 3.0% of mid · Δ -0.15
net GEX +$87k per 1% (calls +$407k, puts -$320k) strike 695
calls: OI 2,776 (-43) · vol 21 (at ask 8, at bid 9, sweep 1, multi-leg 11) · NBBO 89.35 × 91.65, spread 2.5% of mid · Δ 0.84
puts: OI 680 (+141) · vol 161 (at ask 63, at bid 71, multi-leg 122) · NBBO 6.10 × 6.30, spread 3.2% of mid · Δ -0.14
net GEX +$3.3m per 1% (calls +$4.4m, puts -$1.1m) strike 692.5
calls: OI 52 (+20) · vol 29 (at ask 4, at bid 25, multi-leg 29) · NBBO 90.55 × 94.75, spread 4.5% of mid · Δ 0.85
puts: OI 128 (+3) · vol 125 (at ask 114, at bid 4, multi-leg 8) · NBBO 5.75 × 6.00, spread 4.3% of mid · Δ -0.13
net GEX -$115k per 1% (calls +$79k, puts -$195k) strike 690
calls: OI 3,605 (-7) · vol 656 (at ask 575, at bid 46, sweep 5, multi-leg 36) · NBBO 94.25 × 96.50, spread 2.4% of mid · Δ 0.85
puts: OI 719 (+187) · vol 314 (at ask 82, at bid 174, sweep 2, multi-leg 192) · NBBO 5.40 × 5.60, spread 3.6% of mid · Δ -0.13
net GEX +$4.3m per 1% (calls +$5.3m, puts -$1.1m) strike 687.5
calls: OI 48 (+3) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 95.90 × 98.90, spread 3.1% of mid · Δ 0.86
puts: OI 194 (+9) · vol 46 (at ask 18, at bid 7, multi-leg 39) · NBBO 5.05 × 5.30, spread 4.8% of mid · Δ -0.12
net GEX -$205k per 1% (calls +$69k, puts -$274k) strike 685
calls: OI 1,203 (-23) · vol 211 (at ask 204, at bid 7, sweep 1, multi-leg 8) · NBBO 98.45 × 100.55, spread 2.1% of mid · Δ 0.87
puts: OI 1,340 (+587) · vol 639 (at ask 186, at bid 314, sweep 13, multi-leg 511) · NBBO 4.75 × 4.95, spread 4.1% of mid · Δ -0.11
net GEX -$150k per 1% (calls +$1.7m, puts -$1.8m) strike 682.5
calls: OI 86 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.00 × 103.45, spread 3.4% of mid · Δ 0.87
puts: OI 184 (+53) · vol 17 (at ask 4, at bid 11, multi-leg 7) · NBBO 4.45 × 4.70, spread 5.5% of mid · Δ -0.11
net GEX -$124k per 1% (calls +$115k, puts -$240k) strike 680
calls: OI 5,477 (-20) · vol 546 (at ask 428, at bid 111, sweep 2, multi-leg 133) · NBBO 102.95 × 104.60, spread 1.6% of mid · Δ 0.88
puts: OI 1,864 (+699) · vol 542 (at ask 155, at bid 276, sweep 3, multi-leg 338) · NBBO 4.20 × 4.40, spread 4.7% of mid · Δ -0.10
net GEX +$4.8m per 1% (calls +$7.1m, puts -$2.3m) strike 677.5
calls: OI 29 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 104.75 × 107.30, spread 2.4% of mid · Δ 0.88
puts: OI 173 (+19) · vol 37 (at ask 29, at bid 2, multi-leg 31) · NBBO 3.95 × 4.15, spread 4.9% of mid · Δ -0.10
net GEX -$171k per 1% (calls +$36k, puts -$207k) strike 675
calls: OI 3,612 (-19) · vol 864 (at ask 609, at bid 254, multi-leg 838) · NBBO 106.45 × 109.00, spread 2.4% of mid · Δ 0.89
puts: OI 1,497 (+130) · vol 382 (at ask 138, at bid 183, sweep 2, multi-leg 187) · NBBO 3.70 × 3.85, spread 4.0% of mid · Δ -0.09
net GEX +$2.6m per 1% (calls +$4.4m, puts -$1.7m) strike 672.5
calls: OI 17 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 109.10 × 112.65, spread 3.2% of mid · Δ 0.89
puts: OI 103 (+17) · vol 12 (at ask 5, at bid 6, multi-leg 5) · NBBO 3.45 × 3.70, spread 7.0% of mid · Δ -0.09
net GEX -$93k per 1% (calls +$20k, puts -$113k) strike 670
calls: OI 3,388 (-84) · vol 343 (at ask 207, at bid 115, sweep 9, multi-leg 139) · NBBO 111.80 × 113.60, spread 1.6% of mid · Δ 0.90
puts: OI 2,551 (+728) · vol 602 (at ask 215, at bid 251, sweep 8, multi-leg 492) · NBBO 3.25 × 3.45, spread 6.0% of mid · Δ -0.08
net GEX +$1.1m per 1% (calls +$3.8m, puts -$2.7m) strike 667.5
calls: OI 28 (+20) · vol 20 (at ask 5, at bid 15, multi-leg 20) · NBBO 113.70 × 117.00, spread 2.9% of mid · Δ 0.90
puts: OI 141 (+2) · vol 48 (at ask 1, at bid 37, multi-leg 45) · NBBO 3.05 × 3.25, spread 6.3% of mid · Δ -0.08
net GEX -$111k per 1% (calls +$31k, puts -$142k) strike 665
calls: OI 1,500 (-63) · vol 632 (at ask 497, at bid 135, multi-leg 626) · NBBO 116.10 × 118.15, spread 1.8% of mid · Δ 0.90
puts: OI 599 (+69) · vol 513 (at ask 197, at bid 231, sweep 2, multi-leg 280) · NBBO 2.88 × 3.05, spread 5.7% of mid · Δ -0.07
net GEX +$1.0m per 1% (calls +$1.6m, puts -$577k) strike 662.5
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 118.15 × 122.45, spread 3.6% of mid · Δ 0.90
puts: OI 108 (+26) · vol 21 (at ask 1, at bid 19, multi-leg 20) · NBBO 2.69 × 2.87, spread 6.5% of mid · Δ -0.07
net GEX -$84k per 1% (calls +$15k, puts -$99k) strike 660
calls: OI 2,536 (-37) · vol 198 (at ask 158, at bid 39, sweep 1, multi-leg 46) · NBBO 121.05 × 123.05, spread 1.6% of mid · Δ 0.91
puts: OI 2,172 (+158) · vol 1,039 (at ask 468, at bid 454, sweep 19, multi-leg 491) · NBBO 2.52 × 2.62, spread 3.9% of mid · Δ -0.06
net GEX +$618k per 1% (calls +$2.5m, puts -$1.9m) strike 657.5
calls: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.75 × 127.10, spread 3.5% of mid · Δ 0.91
puts: OI 99 (+63) · vol 66 (at ask 31, at bid 25, multi-leg 26) · NBBO 2.36 × 2.54, spread 7.3% of mid · Δ -0.06
net GEX -$69k per 1% (calls +$13k, puts -$83k) strike 655
calls: OI 1,625 (+1) · vol 5 (at ask 1, at bid 4, sweep 1, multi-leg 3) · NBBO 125.75 × 128.90, spread 2.5% of mid · Δ 0.91
puts: OI 812 (-21) · vol 88 (at ask 57, at bid 25, sweep 2, multi-leg 27) · NBBO 2.21 × 2.37, spread 7.0% of mid · Δ -0.06
net GEX +$871k per 1% (calls +$1.5m, puts -$647k) strike 650
calls: OI 7,696 (-48) · vol 448 (at ask 314, at bid 130, sweep 37, multi-leg 131) · NBBO 130.45 × 132.55, spread 1.6% of mid · Δ 0.92
puts: OI 3,182 (+481) · vol 1,394 (at ask 451, at bid 768, sweep 6, multi-leg 475) · NBBO 1.94 × 2.05, spread 5.5% of mid · Δ -0.05
net GEX +$4.3m per 1% (calls +$6.6m, puts -$2.3m) strike 645
calls: OI 1,000 (-10) · vol 55 (at ask 2, at bid 49, multi-leg 51) · NBBO 134.55 × 138.30, spread 2.7% of mid · Δ 0.92
puts: OI 979 (+86) · vol 841 (at ask 354, at bid 394, sweep 39, multi-leg 85) · NBBO 1.70 × 1.84, spread 7.9% of mid · Δ -0.05
net GEX +$185k per 1% (calls +$826k, puts -$641k) strike 640
calls: OI 4,438 (-23) · vol 414 (at ask 278, at bid 135, multi-leg 338) · NBBO 138.90 × 144.00, spread 3.6% of mid · Δ 0.92
puts: OI 3,303 (+612) · vol 1,244 (at ask 489, at bid 537, multi-leg 1,011) · NBBO 1.50 × 1.65, spread 9.5% of mid · Δ -0.04
net GEX +$1.5m per 1% (calls +$3.5m, puts -$2.0m) strike 635
calls: OI 728 (-23) · vol 6 (at ask 4, at bid 1, multi-leg 3) · NBBO 143.70 × 148.80, spread 3.5% of mid · Δ 0.93
puts: OI 456 (-14) · vol 209 (at ask 123, at bid 61, multi-leg 79) · NBBO 1.28 × 1.49, spread 15.2% of mid · Δ -0.04
net GEX +$289k per 1% (calls +$533k, puts -$244k) strike 630
calls: OI 3,188 (-19) · vol 39 (at ask 26, at bid 13, sweep 2, multi-leg 29) · NBBO 149.50 × 152.15, spread 1.8% of mid · Δ 0.93
puts: OI 1,532 (-13) · vol 426 (at ask 69, at bid 200, sweep 3, multi-leg 145) · NBBO 1.16 × 1.29, spread 10.6% of mid · Δ -0.03
net GEX +$1.5m per 1% (calls +$2.2m, puts -$739k) strike 625
calls: OI 1,119 (-23) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 154.30 × 158.45, spread 2.7% of mid · Δ 0.94
puts: OI 1,400 (+98) · vol 168 (at ask 31, at bid 76, sweep 1, multi-leg 117) · NBBO 1.00 × 1.09, spread 8.6% of mid · Δ -0.03
net GEX +$104k per 1% (calls +$708k, puts -$605k) strike 620
calls: OI 4,235 (-53) · vol 642 (at ask 50, at bid 592, sweep 52, multi-leg 306) · NBBO 159.50 × 162.05, spread 1.6% of mid · Δ 0.94
puts: OI 2,283 (+26) · vol 335 (at ask 126, at bid 161, sweep 1, multi-leg 203) · NBBO 0.90 × 1.02, spread 12.5% of mid · Δ -0.03
net GEX +$1.7m per 1% (calls +$2.6m, puts -$881k) strike 615
calls: OI 1,154 (-1) · vol 212 (at ask 54, at bid 157, sweep 50, multi-leg 8) · NBBO 164.20 × 168.20, spread 2.4% of mid · Δ 0.94
puts: OI 1,364 (+92) · vol 297 (at ask 74, at bid 116, sweep 4, multi-leg 237) · NBBO 0.79 × 0.86, spread 8.5% of mid · Δ -0.02
net GEX +$187k per 1% (calls +$662k, puts -$475k) strike 610
calls: OI 1,393 (-3) · vol 21 (at ask 8, at bid 13, multi-leg 16) · NBBO 168.55 × 171.85, spread 1.9% of mid · Δ 0.95
puts: OI 1,724 (-40) · vol 909 (at ask 70, at bid 749, sweep 36, multi-leg 130) · NBBO 0.69 × 0.78, spread 12.2% of mid · Δ -0.02
net GEX +$215k per 1% (calls +$751k, puts -$536k) strike 605
calls: OI 803 (-3) · vol 22 (at ask 7, at bid 15, multi-leg 21) · NBBO 173.55 × 176.85, spread 1.9% of mid · Δ 0.95
puts: OI 830 (-11) · vol 227 (at ask 63, at bid 71, multi-leg 207) · NBBO 0.60 × 0.75, spread 22.2% of mid · Δ -0.02
net GEX +$173k per 1% (calls +$407k, puts -$233k) strike 600
calls: OI 7,581 (-57) · vol 34 (at ask 25, at bid 6, sweep 1, multi-leg 23) · NBBO 178.50 × 181.80, spread 1.8% of mid · Δ 0.95
puts: OI 7,640 (+486) · vol 1,813 (at ask 413, at bid 1,255, sweep 1, multi-leg 900) · NBBO 0.58 × 0.65, spread 11.4% of mid · Δ -0.02
net GEX +$1.7m per 1% (calls +$3.6m, puts -$1.9m) strike 595
calls: OI 687 (+0) · vol 13 (at ask 12, at bid 1, multi-leg 12) · NBBO 181.05 × 186.80, spread 3.1% of mid · Δ 0.95
puts: OI 658 (-25) · vol 31 (at ask 5, at bid 22, multi-leg 24) · NBBO 0.50 × 0.60, spread 18.2% of mid · Δ -0.01
net GEX +$154k per 1% (calls +$306k, puts -$152k) strike 590
calls: OI 1,784 (-5) · vol 15 (at ask 11, at bid 4, multi-leg 1) · NBBO 187.80 × 192.30, spread 2.4% of mid · Δ 0.96
puts: OI 1,860 (-60) · vol 147 (at ask 19, at bid 111, multi-leg 42) · NBBO 0.45 × 0.54, spread 18.2% of mid · Δ -0.01
net GEX +$355k per 1% (calls +$743k, puts -$388k) strike 585
calls: OI 3,973 (+0) · vol 41 (at ask 8, at bid 33, multi-leg 36) · NBBO 192.75 × 197.70, spread 2.5% of mid · Δ 0.96
puts: OI 3,249 (-42) · vol 31 (at ask 10, at bid 15, multi-leg 20) · NBBO 0.40 × 0.48, spread 18.2% of mid · Δ -0.01
net GEX +$940k per 1% (calls +$1.6m, puts -$611k)