Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
86.4%
own all (<3y) · n=242
IV rank
64.0%
own all (<1y) · n=242
range
23.4% – 57.0%
own all (<1y) · n=242
low 23.4% 242 sessions, all (<1y) · today 44.9% high 57.0%
Term structure · constant maturity 37 consecutive sessions in contango (the normal upward slope).
1 calendar day out: every tenor of 1d or longer spans it
Tue 09-22 13:00 ET · Federal Reserve Bank of Richmond President Thomas Barkin speaks to the CFA Society Baltimore 2 2 calendar days out: every tenor of 2d or longer spans it
Wed 09-23 09:45 ET · US Flash Services PMI (September)
Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) 4 3 calendar days out: every tenor of 3d or longer spans it
Thu 09-24 08:30 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
Thu 09-24 08:30 ET · Weekly Jobless Claims (September)
Thu 09-24 10:00 ET · New Home Sales (August)
Thu 09-24 11:00 ET · Kansas City Fed Survey (September) 2 4 calendar days out: every tenor of 4d or longer spans it
Fri 09-25 08:30 ET · Durable Goods (August)
Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September) E 11-04 time? Earnings 2026-11-04, time unknown - date stated by the vendor's estimate
First session it can move: 2026-11-04, 44 calendar days from the 2026-09-21 curve - every tenor of 44d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 56.7% 32.7% ━ 2026-09-21 ┅ 2026-08-20 (21 sessions earlier) ◆ scheduled release, at the first tenor spanning it ■ earnings, at the first session it can move (□ no expected move served) tenors in calendar days, log scale Scheduled after the 2026-09-21 close, from the 2026-09-21 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Tue 09-22 13:00 · 1d Federal Reserve Bank of Richmond President Thomas Barkin speaks to the CFA Society BaltimoreWed 09-23 09:45 · 2d US Flash Services PMI (September) · f 55.9 · prev 56.8Wed 09-23 09:45 · 2d US Flash Manufacturing PMI (September) · f 53.5 · prev 53.2Thu 09-24 08:30 · 3d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas BarkinThu 09-24 08:30 · 3d Weekly Jobless Claims (September) · f 204000 · prev 196000Thu 09-24 10:00 · 3d New Home Sales (August) · f 620000 · prev 607000Thu 09-24 11:00 · 3d Kansas City Fed Survey (September) · prev 17Fri 09-25 08:30 · 4d Durable Goods (August) · f -0.3% · prev 1.1%Fri 09-25 10:00 · 4d U. Michigan Final Consumer Survey (September) · f 47.1 · prev 51.7Earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session (44d on the tenor axis), no expected move served . As the vendor's calendar stood on 2026-09-22, not on the page's date.
90-day IV
45.1%
own all (<3y) 95.2% · n=242
slope, 30d − 90d
-0.2 pts
own all (<3y) 65.9% · n=242
variance risk premium, 30d
-10.1 pts
own all (<3y) 21.3% · n=237
Skew · risk reversal 25-delta
+0.1 pts
own all (<3y) 98.6% · n=36
10-delta
-0.7 pts
own all (<3y) 81.9% · n=36
Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.
Smile by expiry: the 8 expiries within 120 DTE carrying the most open interest · book as of 2026-09-18 3d 2026-09-21 · short
2026-09-21: 11 put and 10 call strikes within ±4.0%, IV 26% to 30% strike 640: IV 28.4%, beyond the shared scale strike 642.5: IV 28.1%, beyond the shared scale strike 645: IV 28.7%, beyond the shared scale strike 647.5: IV 26.9%, beyond the shared scale strike 650: IV 27.6%, beyond the shared scale strike 652.5: IV 27.9%, beyond the shared scale strike 655: IV 27.8%, beyond the shared scale strike 657.5: IV 27.7%, beyond the shared scale strike 660: IV 29.7%, beyond the shared scale strike 662.5: IV 26.3%, beyond the shared scale strike 665: IV 28.8%, beyond the shared scale strike 667.5: IV 26.3%, beyond the shared scale strike 670: IV 26.0%, beyond the shared scale strike 672.5: IV 26.0%, beyond the shared scale strike 675: IV 26.4%, beyond the shared scale strike 677.5: IV 26.0%, beyond the shared scale strike 680: IV 26.4%, beyond the shared scale strike 682.5: IV 27.6%, beyond the shared scale strike 685: IV 27.4%, beyond the shared scale strike 687.5: IV 27.9%, beyond the shared scale strike 690: IV 28.7%, beyond the shared scale 46% 36% −4.0% book spot +4.0% 7d 2026-09-25 · short
2026-09-25: 16 put and 16 call strikes within ±6.1%, IV 34% to 41% strike 705: IV 33.9%, beyond the shared scale 46% 36% −6.1% book spot +6.1% 14d 2026-10-02
2026-10-02: 23 put and 23 call strikes within ±8.6%, IV 36% to 41% 46% 36% −8.6% book spot +8.6% 21d 2026-10-09
2026-10-09: 14 put and 14 call strikes within ±11%, IV 38% to 39% 46% 36% −11% book spot +11% 28d 2026-10-16
2026-10-16: 16 put and 16 call strikes within ±12%, IV 38% to 39% 46% 36% −12% book spot +12% 63d 2026-11-20
2026-11-20: 25 put and 24 call strikes within ±18%, IV 41% to 46% 46% 36% −18% book spot +18% 91d 2026-12-18
2026-12-18: 25 put and 29 call strikes within ±22%, IV 40% to 44% 46% 36% −22% book spot +22% 119d 2027-01-15
2027-01-15: 17 put and 17 call strikes within ±25%, IV 40% to 43% 46% 36% −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 (36%–46%), set by the expiries past 7 DTE. 22 short-dated points beyond it are pinned to the edge as open circles. 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 2026-09-22, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-04 time?the vendor's estimate
ATM IV · 09-18 expected move 2026-10-30 Fri weekly 39 2026-10-02 11d clear · 5d 45.0% p 665 — 2026-11-20 Fri 60 2026-10-23 32d spans · +16d exit 12d before
43.8% p 665 none served
DTE counts calendar days from 2026-09-21, the page's date and the earliest an entry could be made - not from the 2026-09-18 book the expiries and IVs come from, which would overstate it by 3 days; an expiry first listed after 2026-09-18 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-21 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-21, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-18 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.
Chain · one strike axis Book as of 2026-09-18 : 1 session behind 2026-09-21: no META chain statistics (net_gex) dated after 2026-09-18 are knowable as of 2026-09-21, and no ticker has newer ones. The strikes drawn below are 2026-09-18's rows as stored now; the levels and statistics are the readings dated 2026-09-18, computed from those rows when the readings were derived, and a fetch of 2026-09-18 after that can revise rows. Open interest is what entered 2026-09-18 (OCC's settlement of 2026-09-17), valued at the 2026-09-18 close.
net GEX · carried book
+$1.17bn per 1%
own all (<3y) 96.2% · n=65
gamma flip
$520.27
flip within ±25% of book spot
flip distance
-6.68 ATR
own all (<3y) 0.8% · n=64
0DTE share of volume
not listed daily
book spot $665.75 (unadjusted close, 2026-09-18) · call wall $750.00 (+12.65% from book spot) · put wall $640.00 (-3.87% from book spot) · max pain $600.00 (-9.88% 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 $665.75 × (1 + that distance) - the 2026-09-18 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. META headlines $741.25 , its newest unadjusted close, on 2026-09-21 ; the book was taken at $665.75 on 2026-09-18 , because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-18 book's levels, on the 2026-09-18 close.
09-18 · 0DTE 09-21 · 3d 09-23 · 5d 09-25 · 7d 09-28 · 10d 09-30 · 12d 10-02 · 14d 10-09 · 21d 10-16 · 28d · mp 10-23 · 35d 10-30 · 42d 11-20 · 63d 12-18 · 91d 01-15 · 119d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-09-30 expiry: 9 calendar days from 2026-09-21 (12 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-18 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500 (no strike drawn reaches 500 on either side, before or after 2026-09-17's trading, so that line is off the panel), and the strike nearest 0.20 delta on each side - call 707.5 (Δ 0.21), put 630 (Δ -0.20).
call put OI carried through 2026-09-17 · opened by 2026-09-17's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flip floors, marked not filtered: spread 10% of mid · OI 500 · ▸◂ strike nearest 0.20 delta, beside the spread panel · × no two-sided quote · | spread past 25%
OI changes are 2026-09-17's trading; volume is 2026-09-18's. ◀ put OI call OI ▶ entering 2026-09-18 ◀ put vol call vol ▶ traded 2026-09-18 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 825 810 800 790 775 760 750 745 740 735 730 725 720 715 710 705 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 560 550 540 525 510 put strike nearest 0.20 delta: 630 call strike nearest 0.20 delta: 707.5 253 0 253 323 323 25% 10% 10% 25% -$861k +$861k call wall 750 book spot 665.75 put wall 640 γ flip 520.27 strike 830
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.42, spread 190.7% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 161.25 × 168.30, spread 4.3% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 825
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.44, spread 191.1% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 156.25 × 163.90, spread 4.8% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 820
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.45, spread 191.3% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 151.25 × 158.90, spread 4.9% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 815
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.47, spread 191.7% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 146.25 × 153.10, spread 4.6% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 810
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.49, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 141.25 × 148.10, spread 4.7% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 805
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.52, spread 192.5% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 136.30 × 143.10, spread 4.9% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 800
calls: OI 12 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 0.01 × 0.55, spread 192.9% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 131.30 × 138.95, spread 5.7% of mid · Δ -1.00
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 795
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.59, spread 193.3% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 126.30 × 134.00, spread 5.9% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 790
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.64, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 121.35 × 129.00, spread 6.1% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 785
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.13 × 0.69, spread 136.6% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 116.35 × 123.70, spread 6.1% of mid · Δ -0.99
no GEX (no side has both gamma and open interest) strike 780
calls: OI 2 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.19 × 0.76, spread 120.0% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 111.40 × 118.20, spread 5.9% of mid · Δ -0.99
net GEX +$982 per 1% (calls +$982, puts +$0) strike 775
calls: OI 1 (+0) · vol 97 (at ask 17, at bid 78, sweep 20, multi-leg 6) · NBBO 0.21 × 0.85, spread 120.8% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.45 × 113.20, spread 6.1% of mid · Δ -0.98
net GEX +$552 per 1% (calls +$552, puts +$0) strike 770
calls: OI 6 (+5) · vol 4 (at ask 2, at bid 2) · NBBO 0.20 × 0.95, spread 130.4% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 101.50 × 109.15, spread 7.3% of mid · Δ -0.97
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 765
calls: OI 1 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.36 × 1.07, spread 99.3% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 96.60 × 103.35, spread 6.8% of mid · Δ -0.96
net GEX +$710 per 1% (calls +$710, puts +$0) strike 760
calls: OI 5 (+4) · vol 3 (at ask 1, at bid 2, multi-leg 2) · NBBO 0.41 × 1.21, spread 98.8% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 91.70 × 98.45, spread 7.1% of mid · Δ -0.96
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 755
calls: OI 1 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 0.68 × 1.36, spread 66.7% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 86.80 × 94.50, spread 8.5% of mid · Δ -0.94
net GEX +$910 per 1% (calls +$910, puts +$0) strike 750
calls: OI 24 (+4) · vol 48 (at ask 9, at bid 38, multi-leg 7) · NBBO 0.82 × 1.35, spread 48.8% of mid · Δ 0.06
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 81.95 × 89.60, spread 8.9% of mid · Δ -0.93
net GEX +$25k per 1% (calls +$25k, puts +$0) strike 747.5
calls: OI 0 (no prior OI) · vol 2 (at ask 0, at bid 2) · NBBO 0.90 × 1.67, spread 59.9% of mid · Δ 0.06
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 79.55 × 87.25, spread 9.2% of mid · Δ -0.92
no GEX (no side has both gamma and open interest) strike 745
calls: OI 4 (+1) · vol 4 (at ask 2, at bid 2) · NBBO 0.99 × 1.83, spread 59.6% of mid · Δ 0.07
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.15 × 84.50, spread 9.1% of mid · Δ -0.92
net GEX +$888 per 1% (calls +$5k, puts -$4k) strike 742.5
calls: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 1) · NBBO 1.09 × 1.98, spread 58.0% of mid · Δ 0.07
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 74.80 × 82.40, spread 9.7% of mid · Δ -0.91
no GEX (no side has both gamma and open interest) strike 740
calls: OI 125 (+96) · vol 49 (at ask 2, at bid 47, multi-leg 31) · NBBO 1.31 × 2.10, spread 46.3% of mid · Δ 0.08
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.40 × 79.25, spread 9.0% of mid · Δ -0.90
net GEX +$169k per 1% (calls +$169k, puts +$0) strike 737.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.33 × 2.23, spread 50.6% of mid · Δ 0.09
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 70.05 × 76.80, spread 9.2% of mid · Δ -0.90
no GEX (no side has both gamma and open interest) strike 735
calls: OI 4 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 1.45 × 2.46, spread 51.7% of mid · Δ 0.09
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.70 × 74.45, spread 9.5% of mid · Δ -0.89
net GEX +$6k per 1% (calls +$6k, puts +$0) strike 732.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.61 × 2.66, spread 49.2% of mid · Δ 0.10
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 65.35 × 72.50, spread 10.4% of mid · Δ -0.88
no GEX (no side has both gamma and open interest) strike 730
calls: OI 6 (+5) · vol 11 (at ask 4, at bid 7, multi-leg 7) · NBBO 1.79 × 2.88, spread 46.7% of mid · Δ 0.11
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.10 × 69.55, spread 8.2% of mid · Δ -0.88
net GEX +$10k per 1% (calls +$10k, puts +$0) strike 727.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.99 × 3.15, spread 45.1% of mid · Δ 0.12
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 60.90 × 67.50, spread 10.3% of mid · Δ -0.87
no GEX (no side has both gamma and open interest) strike 725
calls: OI 12 (+7) · vol 18 (at ask 3, at bid 14, multi-leg 10) · NBBO 2.43 × 3.30, spread 30.4% of mid · Δ 0.12
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 58.75 × 65.85, spread 11.4% of mid · Δ -0.86
net GEX +$23k per 1% (calls +$23k, puts +$0) strike 722.5
calls: OI 0 (no prior OI) · vol 2 (at ask 1, at bid 1) · NBBO 2.44 × 3.65, spread 39.7% of mid · Δ 0.13
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 56.40 × 62.35, spread 10.0% of mid · Δ -0.85
no GEX (no side has both gamma and open interest) strike 720
calls: OI 87 (+73) · vol 48 (at ask 4, at bid 42, sweep 1, multi-leg 1) · NBBO 2.75 × 3.75, spread 30.8% of mid · Δ 0.14
puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 54.15 × 60.75, spread 11.5% of mid · Δ -0.85
net GEX +$163k per 1% (calls +$185k, puts -$21k) strike 717.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 2.97 × 4.25, spread 35.5% of mid · Δ 0.15
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 52.15 × 57.90, spread 10.4% of mid · Δ -0.84
no GEX (no side has both gamma and open interest) strike 715
calls: OI 23 (+20) · vol 6 (at ask 0, at bid 6, multi-leg 1) · NBBO 3.25 × 4.60, spread 34.4% of mid · Δ 0.16
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.75 × 56.75, spread 13.1% of mid · Δ -0.83
net GEX +$54k per 1% (calls +$54k, puts +$0) strike 712.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 3.60 × 4.95, spread 31.6% of mid · Δ 0.18
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 47.60 × 53.20, spread 11.1% of mid · Δ -0.82
no GEX (no side has both gamma and open interest) strike 710
calls: OI 19 (+6) · vol 36 (at ask 3, at bid 21, sweep 2, multi-leg 21) · NBBO 3.95 × 5.35, spread 30.1% of mid · Δ 0.19
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.00 × 51.20, spread 12.9% of mid · Δ -0.81
net GEX +$46k per 1% (calls +$49k, puts -$3k) strike 707.5
calls: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 1) · NBBO 4.55 × 5.75, spread 23.3% of mid · Δ 0.21
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 44.45 × 49.25, spread 10.2% of mid · Δ -0.80
no GEX (no side has both gamma and open interest) strike 705
calls: OI 155 (+8) · vol 14 (at ask 3, at bid 11, multi-leg 1) · NBBO 5.10 × 6.20, spread 19.5% of mid · Δ 0.22
puts: OI 4 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 42.45 × 47.10, spread 10.4% of mid · Δ -0.78
net GEX +$422k per 1% (calls +$433k, puts -$11k) strike 702.5
calls: OI 0 (no prior OI) · vol 1 (at ask 1, at bid 0) · NBBO 5.20 × 6.70, spread 25.2% of mid · Δ 0.24
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 40.50 × 45.00, spread 10.5% of mid · Δ -0.77
no GEX (no side has both gamma and open interest) strike 700
calls: OI 139 (+55) · vol 270 (at ask 39, at bid 212, sweep 2, multi-leg 155) · NBBO 6.00 × 7.15, spread 17.5% of mid · Δ 0.25
puts: OI 4 (+1) · vol 9 (at ask 1, at bid 8) · NBBO 38.60 × 42.75, spread 10.2% of mid · Δ -0.76
net GEX +$406k per 1% (calls +$418k, puts -$12k) strike 697.5
calls: OI 13 (+10) · vol 1 (at ask 0, at bid 1) · NBBO 6.30 × 7.80, spread 21.3% of mid · Δ 0.27
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.70 × 40.95, spread 10.9% of mid · Δ -0.74
net GEX +$40k per 1% (calls +$40k, puts +$0) strike 695
calls: OI 74 (+5) · vol 8 (at ask 7, at bid 1, multi-leg 7) · NBBO 6.80 × 8.40, spread 21.1% of mid · Δ 0.28
puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.80 × 39.00, spread 11.4% of mid · Δ -0.72
net GEX +$206k per 1% (calls +$239k, puts -$33k) strike 692.5
calls: OI 6 (+3) · vol 8 (at ask 1, at bid 4, multi-leg 4) · NBBO 7.60 × 9.05, spread 17.4% of mid · Δ 0.30
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.95 × 37.10, spread 11.8% of mid · Δ -0.70
net GEX +$20k per 1% (calls +$20k, puts +$0) strike 690
calls: OI 59 (+6) · vol 224 (at ask 210, at bid 11, sweep 1, multi-leg 13) · NBBO 8.25 × 9.70, spread 16.2% of mid · Δ 0.31
puts: OI 17 (+2) · vol 4 (at ask 1, at bid 3) · NBBO 31.20 × 35.15, spread 11.9% of mid · Δ -0.68
net GEX +$145k per 1% (calls +$204k, puts -$58k) strike 687.5
calls: OI 1 (+1) · vol 11 (at ask 3, at bid 4, sweep 1, multi-leg 4) · NBBO 8.70 × 10.25, spread 16.4% of mid · Δ 0.33
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 29.55 × 33.30, spread 11.9% of mid · Δ -0.67
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 685
calls: OI 15 (+8) · vol 121 (at ask 44, at bid 66, sweep 11, multi-leg 67) · NBBO 8.65 × 11.25, spread 26.1% of mid · Δ 0.35
puts: OI 7 (+4) · vol 42 (at ask 0, at bid 42, multi-leg 42) · NBBO 26.40 × 31.35, spread 17.1% of mid · Δ -0.65
net GEX +$29k per 1% (calls +$55k, puts -$25k) strike 682.5
calls: OI 11 (+1) · vol 125 (at ask 43, at bid 68, multi-leg 93) · NBBO 10.25 × 12.05, spread 16.1% of mid · Δ 0.37
puts: OI 6 (+2) · vol 2 (at ask 1, at bid 1) · NBBO 26.35 × 29.55, spread 11.4% of mid · Δ -0.63
net GEX +$18k per 1% (calls +$41k, puts -$22k) strike 680
calls: OI 189 (+97) · vol 107 (at ask 66, at bid 38, sweep 2, multi-leg 57) · NBBO 11.10 × 12.95, spread 15.4% of mid · Δ 0.39
puts: OI 248 (+85) · vol 69 (at ask 36, at bid 32, sweep 1, multi-leg 29) · NBBO 24.80 × 27.80, spread 11.4% of mid · Δ -0.61
net GEX -$237k per 1% (calls +$707k, puts -$943k) strike 677.5
calls: OI 40 (+31) · vol 124 (at ask 41, at bid 80, multi-leg 121) · NBBO 11.95 × 13.85, spread 14.7% of mid · Δ 0.42
puts: OI 17 (+7) · vol 47 (at ask 26, at bid 17, multi-leg 28) · NBBO 23.30 × 26.15, spread 11.5% of mid · Δ -0.59
net GEX +$85k per 1% (calls +$151k, puts -$66k) strike 675
calls: OI 77 (+8) · vol 102 (at ask 15, at bid 82, sweep 3, multi-leg 28) · NBBO 12.95 × 14.75, spread 13.0% of mid · Δ 0.44
puts: OI 129 (-7) · vol 118 (at ask 67, at bid 47, sweep 2, multi-leg 98) · NBBO 22.25 × 23.90, spread 7.2% of mid · Δ -0.57
net GEX -$220k per 1% (calls +$294k, puts -$514k) strike 672.5
calls: OI 72 (-3) · vol 50 (at ask 15, at bid 30, sweep 7, multi-leg 27) · NBBO 14.15 × 15.90, spread 11.6% of mid · Δ 0.46
puts: OI 70 (+64) · vol 81 (at ask 36, at bid 42, sweep 16, multi-leg 47) · NBBO 20.30 × 23.05, spread 12.7% of mid · Δ -0.54
net GEX -$2k per 1% (calls +$276k, puts -$279k) strike 670
calls: OI 156 (+43) · vol 123 (at ask 34, at bid 80, sweep 5, multi-leg 88) · NBBO 15.55 × 16.95, spread 8.6% of mid · Δ 0.48
puts: OI 34 (+4) · vol 323 (at ask 57, at bid 266, sweep 3, multi-leg 26) · NBBO 19.00 × 21.20, spread 10.9% of mid · Δ -0.52
net GEX +$468k per 1% (calls +$603k, puts -$135k) strike 667.5
calls: OI 42 (+41) · vol 82 (at ask 60, at bid 21, multi-leg 78) · NBBO 16.10 × 18.10, spread 11.7% of mid · Δ 0.50
puts: OI 8 (+3) · vol 28 (at ask 14, at bid 14, multi-leg 18) · NBBO 18.00 × 20.10, spread 11.0% of mid · Δ -0.50
net GEX +$132k per 1% (calls +$163k, puts -$31k) strike 665
calls: OI 3 (+0) · vol 35 (at ask 32, at bid 3, multi-leg 31) · NBBO 17.25 × 19.60, spread 12.8% of mid · Δ 0.52
puts: OI 63 (+26) · vol 95 (at ask 64, at bid 27, multi-leg 91) · NBBO 16.40 × 18.70, spread 13.1% of mid · Δ -0.48
net GEX -$234k per 1% (calls +$12k, puts -$246k) strike 662.5
calls: OI 0 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 1) · NBBO 18.45 × 20.55, spread 10.8% of mid · Δ 0.54
puts: OI 51 (+47) · vol 83 (at ask 19, at bid 57, multi-leg 80) · NBBO 15.15 × 17.45, spread 14.1% of mid · Δ -0.46
net GEX -$197k per 1% (calls +$0, puts -$197k) strike 660
calls: OI 2 (+0) · vol 5 (at ask 3, at bid 1, multi-leg 3) · NBBO 19.70 × 21.90, spread 10.6% of mid · Δ 0.57
puts: OI 28 (+0) · vol 10 (at ask 1, at bid 9, multi-leg 5) · NBBO 12.60 × 16.20, spread 25.0% of mid · Δ -0.43
net GEX -$100k per 1% (calls +$8k, puts -$107k) strike 657.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.00 × 23.30, spread 10.4% of mid · Δ 0.59
puts: OI 0 (+0) · vol 8 (at ask 5, at bid 0, multi-leg 6) · NBBO 13.15 × 15.05, spread 13.5% of mid · Δ -0.41
no GEX (no side has both gamma and open interest) strike 655
calls: OI 33 (+11) · vol 6 (at ask 1, at bid 5, multi-leg 5) · NBBO 22.35 × 24.80, spread 10.4% of mid · Δ 0.61
puts: OI 20 (+5) · vol 180 (at ask 70, at bid 87, sweep 1, multi-leg 13) · NBBO 12.15 × 13.95, spread 13.8% of mid · Δ -0.39
net GEX +$49k per 1% (calls +$124k, puts -$75k) strike 652.5
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 24.05 × 26.35, spread 9.1% of mid · Δ 0.63
puts: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 10.75 × 12.85, spread 17.8% of mid · Δ -0.37
net GEX +$4k per 1% (calls +$11k, puts -$7k) strike 650
calls: OI 18 (+1) · vol 12 (at ask 3, at bid 9, multi-leg 9) · NBBO 25.20 × 27.95, spread 10.3% of mid · Δ 0.65
puts: OI 253 (+195) · vol 116 (at ask 71, at bid 42, sweep 3, multi-leg 7) · NBBO 9.85 × 11.80, spread 18.0% of mid · Δ -0.35
net GEX -$861k per 1% (calls +$65k, puts -$926k) strike 647.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 26.65 × 29.65, spread 10.7% of mid · Δ 0.67
puts: OI 24 (-6) · vol 5 (at ask 5, at bid 0, multi-leg 5) · NBBO 9.00 × 10.85, spread 18.6% of mid · Δ -0.32
net GEX -$86k per 1% (calls +$0, puts -$86k) strike 645
calls: OI 23 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 28.20 × 31.40, spread 10.7% of mid · Δ 0.70
puts: OI 5 (+2) · vol 89 (at ask 51, at bid 38, multi-leg 88) · NBBO 8.15 × 9.95, spread 19.9% of mid · Δ -0.30
net GEX +$62k per 1% (calls +$80k, puts -$17k) strike 642.5
calls: OI 20 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.30 × 33.20, spread 9.1% of mid · Δ 0.72
puts: OI 1 (+1) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 7.65 × 9.15, spread 17.9% of mid · Δ -0.29
net GEX +$64k per 1% (calls +$67k, puts -$3k) strike 640
calls: OI 3 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 31.60 × 34.80, spread 9.6% of mid · Δ 0.74
puts: OI 31 (+9) · vol 122 (at ask 31, at bid 50, sweep 10, multi-leg 86) · NBBO 6.95 × 8.10, spread 15.3% of mid · Δ -0.27
net GEX -$90k per 1% (calls +$10k, puts -$100k) strike 637.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 33.30 × 36.85, spread 10.1% of mid · Δ 0.75
puts: OI 53 (+51) · vol 7 (at ask 3, at bid 2, multi-leg 1) · NBBO 6.05 × 7.70, spread 24.0% of mid · Δ -0.25
net GEX -$165k per 1% (calls +$0, puts -$165k) strike 635
calls: OI 3 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 35.10 × 38.75, spread 9.9% of mid · Δ 0.77
puts: OI 11 (+8) · vol 14 (at ask 12, at bid 1, multi-leg 6) · NBBO 5.40 × 7.00, spread 25.8% of mid · Δ -0.23
net GEX -$24k per 1% (calls +$9k, puts -$33k) strike 632.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.95 × 40.70, spread 9.7% of mid · Δ 0.78
puts: OI 2 (+1) · vol 8 (at ask 7, at bid 1, multi-leg 2) · NBBO 4.85 × 6.40, spread 27.6% of mid · Δ -0.21
net GEX -$6k per 1% (calls +$0, puts -$6k) strike 630
calls: OI 2 (+2) · vol 4 (at ask 1, at bid 3, multi-leg 2) · NBBO 38.85 × 44.45, spread 13.4% of mid · Δ 0.80
puts: OI 15 (+0) · vol 72 (at ask 28, at bid 31, multi-leg 7) · NBBO 4.35 × 5.50, spread 23.4% of mid · Δ -0.20
net GEX -$35k per 1% (calls +$5k, puts -$41k) strike 627.5
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 40.10 × 46.45, spread 14.7% of mid · Δ 0.81
puts: OI 1 (-2) · vol 10 (at ask 10, at bid 0, sweep 4) · NBBO 4.00 × 5.30, spread 28.0% of mid · Δ -0.18
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 625
calls: OI 1 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 42.95 × 48.90, spread 13.0% of mid · Δ 0.82
puts: OI 19 (+0) · vol 11 (at ask 4, at bid 7, multi-leg 1) · NBBO 3.55 × 4.80, spread 29.9% of mid · Δ -0.17
net GEX -$44k per 1% (calls +$2k, puts -$46k) strike 622.5
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 44.20 × 50.95, spread 14.2% of mid · Δ 0.84
puts: OI 0 (+0) · vol 9 (at ask 8, at bid 1, multi-leg 6) · NBBO 3.25 × 4.35, spread 28.9% of mid · Δ -0.15
no GEX (no side has both gamma and open interest) strike 620
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.45 × 52.75, spread 14.9% of mid · Δ 0.85
puts: OI 58 (+21) · vol 15 (at ask 5, at bid 10, multi-leg 7) · NBBO 2.85 × 3.80, spread 28.6% of mid · Δ -0.14
net GEX -$123k per 1% (calls +$2k, puts -$126k) strike 617.5
calls: OI 0 (no prior OI) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 49.30 × 54.85, spread 10.7% of mid · Δ 0.86
puts: OI 0 (no prior OI) · vol 11 (at ask 11, at bid 0) · NBBO 2.35 × 3.60, spread 42.0% of mid · Δ -0.13
no GEX (no side has both gamma and open interest) strike 615
calls: OI 4 (+0) · vol 4 (at ask 0, at bid 0, multi-leg 4) · NBBO 51.00 × 57.05, spread 11.2% of mid · Δ 0.87
puts: OI 36 (+7) · vol 28 (at ask 12, at bid 16, multi-leg 12) · NBBO 2.07 × 3.25, spread 44.4% of mid · Δ -0.12
net GEX -$60k per 1% (calls +$8k, puts -$68k) strike 612.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 52.90 × 59.25, spread 11.3% of mid · Δ 0.88
puts: OI 0 (no prior OI) · vol 7 (at ask 2, at bid 5, multi-leg 2) · NBBO 2.05 × 2.91, spread 34.7% of mid · Δ -0.10
no GEX (no side has both gamma and open interest) strike 610
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.10 × 61.70, spread 11.3% of mid · Δ 0.89
puts: OI 17 (+3) · vol 177 (at ask 107, at bid 70, multi-leg 10) · NBBO 1.59 × 2.36, spread 39.0% of mid · Δ -0.09
net GEX -$28k per 1% (calls +$0, puts -$28k) strike 607.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 57.10 × 63.90, spread 11.2% of mid · Δ 0.90
puts: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 1) · NBBO 1.66 × 2.38, spread 35.6% of mid · Δ -0.08
no GEX (no side has both gamma and open interest) strike 605
calls: OI 3 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 59.60 × 66.30, spread 10.6% of mid · Δ 0.91
puts: OI 14 (+1) · vol 28 (at ask 13, at bid 5, multi-leg 12) · NBBO 1.49 × 1.85, spread 21.6% of mid · Δ -0.08
net GEX -$15k per 1% (calls +$4k, puts -$19k) strike 602.5
calls: OI 0 (no prior OI) · vol 1 (at ask 1, at bid 0) · NBBO 61.90 × 68.50, spread 10.1% of mid · Δ 0.92
puts: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 1.05 × 1.96, spread 60.5% of mid · Δ -0.07
no GEX (no side has both gamma and open interest) strike 600
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.20 × 70.80, spread 9.8% of mid · Δ 0.93
puts: OI 119 (+7) · vol 61 (at ask 40, at bid 18, multi-leg 12) · NBBO 1.20 × 1.60, spread 28.6% of mid · Δ -0.07
net GEX -$142k per 1% (calls +$0, puts -$142k) strike 597.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 66.60 × 73.30, spread 9.6% of mid · Δ 0.94
puts: OI 0 (no prior OI) · vol 5 (at ask 5, at bid 0, multi-leg 5) · NBBO 1.02 × 1.50, spread 38.1% of mid · Δ -0.06
no GEX (no side has both gamma and open interest) strike 595
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 68.85 × 75.55, spread 9.3% of mid · Δ 0.94
puts: OI 43 (+3) · vol 7 (at ask 7, at bid 0, multi-leg 1) · NBBO 0.92 × 1.45, spread 44.7% of mid · Δ -0.05
net GEX -$44k per 1% (calls +$0, puts -$44k) strike 592.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 71.35 × 78.05, spread 9.0% of mid · Δ 0.95
puts: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.76 × 1.33, spread 54.5% of mid · Δ -0.05
no GEX (no side has both gamma and open interest) strike 590
calls: OI 0 (+0) · vol 4 (at ask 2, at bid 2, multi-leg 2) · NBBO 73.50 × 80.55, spread 9.2% of mid · Δ 0.96
puts: OI 0 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 0.76 × 1.25, spread 48.8% of mid · Δ -0.04
no GEX (no side has both gamma and open interest) strike 587.5
calls: OI 0 (no prior OI) · vol 12 (at ask 6, at bid 6, multi-leg 12) · NBBO 76.15 × 82.75, spread 8.3% of mid · Δ 0.97
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.43 × 1.15, spread 91.1% of mid · Δ -0.04
no GEX (no side has both gamma and open interest) strike 585
calls: OI 1 (+0) · vol 12 (at ask 7, at bid 5, multi-leg 12) · NBBO 78.50 × 85.15, spread 8.1% of mid · Δ 0.98
puts: OI 12 (+6) · vol 2 (at ask 1, at bid 1) · NBBO 0.35 × 1.06, spread 100.7% of mid · Δ -0.04
net GEX -$8k per 1% (calls +$435, puts -$9k) strike 582.5
calls: OI 0 (no prior OI) · vol 33 (at ask 16, at bid 16, multi-leg 32) · NBBO 80.75 × 87.60, spread 8.1% of mid · Δ 1.00
puts: OI 0 (no prior OI) · vol 1 (at ask 1, at bid 0) · NBBO 0.29 × 0.99, spread 109.4% of mid · Δ -0.03
no GEX (no side has both gamma and open interest) strike 580
calls: OI 0 (+0) · vol 18 (at ask 2, at bid 10, multi-leg 18) · NBBO 83.30 × 90.25, spread 8.0% of mid · Δ 1.00
puts: OI 12 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 0.23 × 0.92, spread 120.0% of mid · Δ -0.03
net GEX -$7k per 1% (calls +$0, puts -$7k) strike 577.5
calls: OI 0 (no prior OI) · vol 20 (at ask 5, at bid 15, multi-leg 20) · NBBO 85.60 × 91.40, spread 6.6% of mid · Δ 1.00
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.18 × 0.86, spread 130.8% of mid · Δ -0.03
no GEX (no side has both gamma and open interest) strike 575
calls: OI 0 (+0) · vol 24 (at ask 13, at bid 11, multi-leg 24) · NBBO 88.25 × 94.90, spread 7.3% of mid · Δ 1.00
puts: OI 1 (+0) · vol 5 (at ask 0, at bid 5, multi-leg 5) · NBBO 0.14 × 0.80, spread 140.4% of mid · Δ -0.03
net GEX -$511 per 1% (calls +$0, puts -$511) strike 570
calls: OI 0 (+0) · vol 20 (at ask 9, at bid 11, multi-leg 20) · NBBO 93.15 × 99.80, spread 6.9% of mid · Δ 1.00
puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.06 × 0.71, spread 168.8% of mid · Δ -0.02
net GEX -$4k per 1% (calls +$0, puts -$4k) strike 565
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 98.15 × 104.75, spread 6.5% of mid · Δ 1.00
puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.01 × 0.65, spread 193.9% of mid · Δ -0.02
no GEX (no side has both gamma and open interest) strike 560
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 103.05 × 109.80, spread 6.3% of mid · Δ 1.00
puts: OI 1 (+1) · vol 23 (at ask 23, at bid 0) · NBBO 0.05 × 0.50, spread 163.6% of mid · Δ -0.02
net GEX -$320 per 1% (calls +$0, puts -$320) strike 555
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.05 × 114.75, spread 6.0% of mid · Δ 1.00
puts: OI 0 (+0) · vol 3 (at ask 3, at bid 0) · NBBO 0.09 × 0.28, spread 102.7% of mid · Δ -0.01
no GEX (no side has both gamma and open interest) strike 550
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.05 × 119.70, spread 5.7% of mid · Δ 1.00
puts: OI 0 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 0.04 × 0.21, spread 136.0% of mid · Δ -0.01
no GEX (no side has both gamma and open interest) strike 545
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.95 × 124.65, spread 5.5% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.50, spread 184.6% of mid · Δ -0.01
no GEX (no side has both gamma and open interest) strike 540
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 123.00 × 129.65, spread 5.3% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.48, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 535
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.90 × 134.70, spread 5.2% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.93, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 530
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.90 × 139.55, spread 4.9% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.45, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 525
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 137.90 × 144.65, spread 4.8% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.42, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 520
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 142.90 × 149.50, spread 4.5% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.44, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 515
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 147.85 × 154.50, spread 4.4% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.42, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 510
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 152.90 × 159.35, spread 4.1% of mid · Δ 1.00
puts: OI 0 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 0.01 × 0.10, spread 163.6% of mid · Δ -0.00
no GEX (no side has both gamma and open interest) 2026-09-30 expiry, 100 strikes within ±25% of book spot (the flip search band); 31 hidden (31 above, 0 below), 9 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$68k per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-18's own - whether it opened positions shows in the 2026-09-21 book's change.
max pain $600.00 belongs to the 2026-10-16 monthly (28 days from 2026-09-18, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
Table view · 100 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 4.3% 168.30 161.25 830 0.01 0.42 190.7% 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.8% 163.90 156.25 825 0.01 0.44 191.1% 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.9% 158.90 151.25 820 0.01 0.45 191.3% 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.6% 153.10 146.25 815 0.01 0.47 191.7% 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.7% 148.10 141.25 810 0.00 0.49 no two-sided quote 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.9% 143.10 136.30 805 0.01 0.52 192.5% 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 5.7% 138.95 131.30 800 0.01 0.55 192.9% 0.02 1 1 0 0 0 12 +1 +$0 +$4k +$4k +0 0 0 0 0 0 0 -1.00 5.9% 134.00 126.30 795 0.01 0.59 193.3% 0.02 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 6.1% 129.00 121.35 790 0.00 0.64 no two-sided quote 0.02 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.99 6.1% 123.70 116.35 785 0.13 0.69 136.6% 0.02 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.99 5.9% 118.20 111.40 780 0.19 0.76 120.0% 0.02 1 0 1 0 0 2 +0 +$0 +$982 +$982 +0 0 0 0 0 0 0 -0.98 6.1% 113.20 106.45 775 0.21 0.85 120.8% 0.03 97 17 78 20 6 1 +0 +$0 +$552 +$552 +0 0 0 0 0 0 0 -0.97 7.3% 109.15 101.50 770 0.20 0.95 130.4% 0.03 4 2 2 0 0 6 +5 +$0 +$4k +$4k +0 0 0 0 0 0 0 -0.96 6.8% 103.35 96.60 765 0.36 1.07 99.3% 0.04 1 0 1 0 0 1 +0 +$0 +$710 +$710 +0 0 0 0 0 0 0 -0.96 7.1% 98.45 91.70 760 0.41 1.21 98.8% 0.04 3 1 2 0 2 5 +4 +$0 +$4k +$4k +0 0 0 0 0 0 0 -0.94 8.5% 94.50 86.80 755 0.68 1.36 66.7% 0.05 1 0 1 0 0 1 +1 +$0 +$910 +$910 +0 0 0 0 0 0 0 -0.93 8.9% 89.60 81.95 750 0.82 1.35 48.8% 0.06 48 9 38 0 7 24 +4 +$0 +$25k +$25k — 0 0 0 0 0 0 -0.92 9.2% 87.25 79.55 747.5 0.90 1.67 59.9% 0.06 2 0 2 0 0 0 — — — — +0 3 0 0 0 0 0 -0.92 9.1% 84.50 77.15 745 0.99 1.83 59.6% 0.07 4 2 2 0 0 4 +1 -$4k +$5k +$888 — 0 0 0 0 0 0 -0.91 9.7% 82.40 74.80 742.5 1.09 1.98 58.0% 0.07 1 0 1 0 0 0 — — — — +0 0 0 0 0 0 0 -0.90 9.0% 79.25 72.40 740 1.31 2.10 46.3% 0.08 49 2 47 0 31 125 +96 +$0 +$169k +$169k — 0 0 0 0 0 0 -0.90 9.2% 76.80 70.05 737.5 1.33 2.23 50.6% 0.09 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.89 9.5% 74.45 67.70 735 1.45 2.46 51.7% 0.09 0 0 0 0 0 4 +4 +$0 +$6k +$6k — 0 0 0 0 0 0 -0.88 10.4% 72.50 65.35 732.5 1.61 2.66 49.2% 0.10 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.88 8.2% 69.55 64.10 730 1.79 2.88 46.7% 0.11 11 4 7 0 7 6 +5 +$0 +$10k +$10k — 0 0 0 0 0 0 -0.87 10.3% 67.50 60.90 727.5 1.99 3.15 45.1% 0.12 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.86 11.4% 65.85 58.75 725 2.43 3.30 30.4% 0.12 18 3 14 0 10 12 +7 +$0 +$23k +$23k — 0 0 0 0 0 0 -0.85 10.0% 62.35 56.40 722.5 2.44 3.65 39.7% 0.13 2 1 1 0 0 0 — — — — +0 10 0 0 0 0 0 -0.85 11.5% 60.75 54.15 720 2.75 3.75 30.8% 0.14 48 4 42 1 1 87 +73 -$21k +$185k +$163k — 0 0 0 0 0 0 -0.84 10.4% 57.90 52.15 717.5 2.97 4.25 35.5% 0.15 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.83 13.1% 56.75 49.75 715 3.25 4.60 34.4% 0.16 6 0 6 0 1 23 +20 +$0 +$54k +$54k — 0 0 0 0 0 0 -0.82 11.1% 53.20 47.60 712.5 3.60 4.95 31.6% 0.18 0 0 0 0 0 0 — — — — +0 1 0 0 0 0 0 -0.81 12.9% 51.20 45.00 710 3.95 5.35 30.1% 0.19 36 3 21 2 21 19 +6 -$3k +$49k +$46k — 0 0 0 0 0 0 -0.80 10.2% 49.25 44.45 707.5 4.55 5.75 23.3% 0.21 1 0 1 0 0 0 — — — — +0 4 2 0 0 2 2 -0.78 10.4% 47.10 42.45 705 5.10 6.20 19.5% 0.22 14 3 11 0 1 155 +8 -$11k +$433k +$422k — 0 0 0 0 0 0 -0.77 10.5% 45.00 40.50 702.5 5.20 6.70 25.2% 0.24 1 1 0 0 0 0 — — — — +1 4 0 0 8 1 9 -0.76 10.2% 42.75 38.60 700 6.00 7.15 17.5% 0.25 270 39 212 2 155 139 +55 -$12k +$418k +$406k +0 0 0 0 0 0 0 -0.74 10.9% 40.95 36.70 697.5 6.30 7.80 21.3% 0.27 1 0 1 0 0 13 +10 +$0 +$40k +$40k +0 10 0 0 0 0 0 -0.72 11.4% 39.00 34.80 695 6.80 8.40 21.1% 0.28 8 7 1 0 7 74 +5 -$33k +$239k +$206k +0 0 0 0 0 0 0 -0.70 11.8% 37.10 32.95 692.5 7.60 9.05 17.4% 0.30 8 1 4 0 4 6 +3 +$0 +$20k +$20k +2 17 0 0 3 1 4 -0.68 11.9% 35.15 31.20 690 8.25 9.70 16.2% 0.31 224 210 11 1 13 59 +6 -$58k +$204k +$145k +0 0 0 0 0 0 0 -0.67 11.9% 33.30 29.55 687.5 8.70 10.25 16.4% 0.33 11 3 4 1 4 1 +1 +$0 +$4k +$4k +4 7 42 0 42 0 42 -0.65 17.1% 31.35 26.40 685 8.65 11.25 26.1% 0.35 121 44 66 11 67 15 +8 -$25k +$55k +$29k +2 6 0 0 1 1 2 -0.63 11.4% 29.55 26.35 682.5 10.25 12.05 16.1% 0.37 125 43 68 0 93 11 +1 -$22k +$41k +$18k +85 248 29 1 32 36 69 -0.61 11.4% 27.80 24.80 680 11.10 12.95 15.4% 0.39 107 66 38 2 57 189 +97 -$943k +$707k -$237k +7 17 28 0 17 26 47 -0.59 11.5% 26.15 23.30 677.5 11.95 13.85 14.7% 0.42 124 41 80 0 121 40 +31 -$66k +$151k +$85k -7 129 98 2 47 67 118 -0.57 7.2% 23.90 22.25 675 12.95 14.75 13.0% 0.44 102 15 82 3 28 77 +8 -$514k +$294k -$220k +64 70 47 16 42 36 81 -0.54 12.7% 23.05 20.30 672.5 14.15 15.90 11.6% 0.46 50 15 30 7 27 72 -3 -$279k +$276k -$2k +4 34 26 3 266 57 323 -0.52 10.9% 21.20 19.00 670 15.55 16.95 8.6% 0.48 123 34 80 5 88 156 +43 -$135k +$603k +$468k +3 8 18 0 14 14 28 -0.50 11.0% 20.10 18.00 667.5 16.10 18.10 11.7% 0.50 82 60 21 0 78 42 +41 -$31k +$163k +$132k +26 63 91 0 27 64 95 -0.48 13.1% 18.70 16.40 665 17.25 19.60 12.8% 0.52 35 32 3 0 31 3 +0 -$246k +$12k -$234k +47 51 80 0 57 19 83 -0.46 14.1% 17.45 15.15 662.5 18.45 20.55 10.8% 0.54 3 2 1 0 1 0 +0 -$197k +$0 -$197k +0 28 5 0 9 1 10 -0.43 25.0% 16.20 12.60 660 19.70 21.90 10.6% 0.57 5 3 1 0 3 2 +0 -$107k +$8k -$100k +0 0 6 0 0 5 8 -0.41 13.5% 15.05 13.15 657.5 21.00 23.30 10.4% 0.59 0 0 0 0 0 0 +0 — — — +5 20 13 1 87 70 180 -0.39 13.8% 13.95 12.15 655 22.35 24.80 10.4% 0.61 6 1 5 0 5 33 +11 -$75k +$124k +$49k +2 2 0 0 0 0 0 -0.37 17.8% 12.85 10.75 652.5 24.05 26.35 9.1% 0.63 0 0 0 0 0 3 +0 -$7k +$11k +$4k +195 253 7 3 42 71 116 -0.35 18.0% 11.80 9.85 650 25.20 27.95 10.3% 0.65 12 3 9 0 9 18 +1 -$926k +$65k -$861k -6 24 5 0 0 5 5 -0.32 18.6% 10.85 9.00 647.5 26.65 29.65 10.7% 0.67 0 0 0 0 0 0 +0 -$86k +$0 -$86k +2 5 88 0 38 51 89 -0.30 19.9% 9.95 8.15 645 28.20 31.40 10.7% 0.70 0 0 0 0 0 23 +1 -$17k +$80k +$62k +1 1 1 0 0 0 1 -0.29 17.9% 9.15 7.65 642.5 30.30 33.20 9.1% 0.72 0 0 0 0 0 20 +0 -$3k +$67k +$64k +9 31 86 10 50 31 122 -0.27 15.3% 8.10 6.95 640 31.60 34.80 9.6% 0.74 1 1 0 0 1 3 +1 -$100k +$10k -$90k +51 53 1 0 2 3 7 -0.25 24.0% 7.70 6.05 637.5 33.30 36.85 10.1% 0.75 0 0 0 0 0 0 +0 -$165k +$0 -$165k +8 11 6 0 1 12 14 -0.23 25.8% 7.00 5.40 635 35.10 38.75 9.9% 0.77 1 0 1 0 1 3 +1 -$33k +$9k -$24k +1 2 2 0 1 7 8 -0.21 27.6% 6.40 4.85 632.5 36.95 40.70 9.7% 0.78 0 0 0 0 0 0 +0 -$6k +$0 -$6k +0 15 7 0 31 28 72 -0.20 23.4% 5.50 4.35 630 38.85 44.45 13.4% 0.80 4 1 3 0 2 2 +2 -$41k +$5k -$35k -2 1 0 4 0 10 10 -0.18 28.0% 5.30 4.00 627.5 40.10 46.45 14.7% 0.81 1 1 0 0 0 0 +0 -$3k +$0 -$3k +0 19 1 0 7 4 11 -0.17 29.9% 4.80 3.55 625 42.95 48.90 13.0% 0.82 1 1 0 0 1 1 +1 -$46k +$2k -$44k +0 0 6 0 1 8 9 -0.15 28.9% 4.35 3.25 622.5 44.20 50.95 14.2% 0.84 1 1 0 0 1 0 +0 — — — +21 58 7 0 10 5 15 -0.14 28.6% 3.80 2.85 620 45.45 52.75 14.9% 0.85 0 0 0 0 0 1 +0 -$126k +$2k -$123k — 0 0 0 0 11 11 -0.13 42.0% 3.60 2.35 617.5 49.30 54.85 10.7% 0.86 2 2 0 0 2 0 — — — — +7 36 12 0 16 12 28 -0.12 44.4% 3.25 2.07 615 51.00 57.05 11.2% 0.87 4 0 0 0 4 4 +0 -$68k +$8k -$60k — 0 2 0 5 2 7 -0.10 34.7% 2.91 2.05 612.5 52.90 59.25 11.3% 0.88 0 0 0 0 0 0 — — — — +3 17 10 0 70 107 177 -0.09 39.0% 2.36 1.59 610 55.10 61.70 11.3% 0.89 0 0 0 0 0 0 +0 -$28k +$0 -$28k — 0 0 0 1 0 1 -0.08 35.6% 2.38 1.66 607.5 57.10 63.90 11.2% 0.90 0 0 0 0 0 0 — — — — +1 14 12 0 5 13 28 -0.08 21.6% 1.85 1.49 605 59.60 66.30 10.6% 0.91 0 0 0 0 0 3 +3 -$19k +$4k -$15k — 0 1 0 0 0 1 -0.07 60.5% 1.96 1.05 602.5 61.90 68.50 10.1% 0.92 1 1 0 0 0 0 — — — — +7 119 12 0 18 40 61 -0.07 28.6% 1.60 1.20 600 64.20 70.80 9.8% 0.93 0 0 0 0 0 0 +0 -$142k +$0 -$142k — 0 5 0 0 5 5 -0.06 38.1% 1.50 1.02 597.5 66.60 73.30 9.6% 0.94 0 0 0 0 0 0 — — — — +3 43 1 0 0 7 7 -0.05 44.7% 1.45 0.92 595 68.85 75.55 9.3% 0.94 1 1 0 0 1 0 +0 -$44k +$0 -$44k — 0 1 0 1 0 1 -0.05 54.5% 1.33 0.76 592.5 71.35 78.05 9.0% 0.95 0 0 0 0 0 0 — — — — +0 0 2 0 2 0 2 -0.04 48.8% 1.25 0.76 590 73.50 80.55 9.2% 0.96 4 2 2 0 2 0 +0 — — — — 0 0 0 0 0 0 -0.04 91.1% 1.15 0.43 587.5 76.15 82.75 8.3% 0.97 12 6 6 0 12 0 — — — — +6 12 0 0 1 1 2 -0.04 100.7% 1.06 0.35 585 78.50 85.15 8.1% 0.98 12 7 5 0 12 1 +0 -$9k +$435 -$8k — 0 0 0 0 1 1 -0.03 109.4% 0.99 0.29 582.5 80.75 87.60 8.1% 1.00 33 16 16 0 32 0 — — — — +5 12 0 0 0 0 0 -0.03 120.0% 0.92 0.23 580 83.30 90.25 8.0% 1.00 18 2 10 0 18 0 +0 -$7k +$0 -$7k — 0 0 0 0 0 0 -0.03 130.8% 0.86 0.18 577.5 85.60 91.40 6.6% 1.00 20 5 15 0 20 0 — — — — +0 1 5 0 5 0 5 -0.03 140.4% 0.80 0.14 575 88.25 94.90 7.3% 1.00 24 13 11 0 24 0 +0 -$511 +$0 -$511 +0 10 0 0 0 0 0 -0.02 168.8% 0.71 0.06 570 93.15 99.80 6.9% 1.00 20 9 11 0 20 0 +0 -$4k +$0 -$4k +0 0 0 0 1 0 1 -0.02 193.9% 0.65 0.01 565 98.15 104.75 6.5% 1.00 2 1 1 0 2 0 +0 — — — +1 1 0 0 0 23 23 -0.02 163.6% 0.50 0.05 560 103.05 109.80 6.3% 1.00 0 0 0 0 0 0 +0 -$320 +$0 -$320 +0 0 0 0 0 3 3 -0.01 102.7% 0.28 0.09 555 108.05 114.75 6.0% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 1 1 2 -0.01 136.0% 0.21 0.04 550 113.05 119.70 5.7% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.01 184.6% 0.50 0.02 545 117.95 124.65 5.5% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.01 no two-sided quote 0.48 0.00 540 123.00 129.65 5.3% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.01 no two-sided quote 0.93 0.00 535 127.90 134.70 5.2% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.01 no two-sided quote 0.45 0.00 530 132.90 139.55 4.9% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.01 no two-sided quote 0.42 0.00 525 137.90 144.65 4.8% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.01 no two-sided quote 0.44 0.00 520 142.90 149.50 4.5% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 0.42 0.00 515 147.85 154.50 4.4% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 1 -0.00 163.6% 0.10 0.01 510 152.90 159.35 4.1% 1.00 0 0 0 0 0 0 +0 — — —