Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
92.2%
own all (<3y) · n=245
IV rank
72.9%
own all (<1y) · n=245
range
23.4% – 57.0%
own all (<1y) · n=245
Term structure · constant maturity 1 consecutive session in backwardation (near-term vol above 90-day: stress).
2 1 calendar day out: every tenor of 1d 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, 41 calendar days from the 2026-09-24 curve - every tenor of 41d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 59.0% 31.8% ━ 2026-09-24 ┅ 2026-08-25 (21 sessions earlier) Skew · risk reversal 25-delta
-4.9 pts
own all (<3y) 1.3% · n=38
10-delta
-6.8 pts
own all (<3y) 3.9% · n=38
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 2026-09-23 2d 2026-09-25 · short
2026-09-25: 10 put and 6 call strikes within ±3.3%, IV 69% to 74% strike 720: IV 69.5%, beyond the shared scale strike 722.5: IV 69.9%, 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 2026-09-25, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-04 time?the vendor's estimate
ATM IV · 09-23 expected move 2026-10-30 Fri weekly 36 2026-10-02 8d clear · 5d
Chain · one strike axis Book as of 2026-09-23 : 1 session behind 2026-09-24: no META chain statistics (net_gex) dated after 2026-09-23 are knowable as of 2026-09-24, and no ticker has newer ones. The strikes drawn below are 2026-09-23's rows as stored now; the levels and statistics are the readings dated 2026-09-23, computed from those rows when the readings were derived, and a fetch of 2026-09-23 after that can revise rows. Open interest is what entered 2026-09-23 (OCC's settlement of 2026-09-22), valued at the 2026-09-23 close.
net GEX · carried book
+$1.71bn per 1%
own all (<3y) 96.3% · n=68
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 $744.10 (unadjusted close, 2026-09-23) · call wall $750.00 (+0.79% from book spot) · put wall $700.00 (-5.93% from book spot) · max pain $620.00 (-16.68% from book spot, 2026-10-16 monthly)
low 23.4% 245 sessions, all (<1y) · today 47.9% high 57.0%
◆ 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 2026-09-24 close, from the 2026-09-24 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Fri 09-25 08:30 · 1d Durable Goods (August) · f -0.3% · prev 1.1%Fri 09-25 10:00 · 1d 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 (41d on the tenor axis), no expected move served . As the vendor's calendar stood on 2026-09-25, not on the page's date.
90-day IV
44.5%
own all (<3y) 94.5% · n=245
slope, 30d − 90d
+3.4 pts
own all (<3y) 68.0% · n=245
variance risk premium, 30d
-10.0 pts
own all (<3y) 22.3% · n=240
strike 725: IV 69.6%, beyond the shared scale strike 727.5: IV 69.5%, beyond the shared scale strike 730: IV 70.6%, beyond the shared scale strike 732.5: IV 69.8%, beyond the shared scale strike 735: IV 69.3%, beyond the shared scale strike 737.5: IV 69.8%, beyond the shared scale strike 740: IV 70.1%, beyond the shared scale strike 742.5: IV 70.1%, beyond the shared scale strike 745: IV 72.0%, beyond the shared scale strike 747.5: IV 71.6%, beyond the shared scale strike 750: IV 72.2%, beyond the shared scale strike 755: IV 72.3%, beyond the shared scale strike 760: IV 73.2%, beyond the shared scale strike 765: IV 73.9%, beyond the shared scale 54% 43% −3.3% book spot +3.3% 9d 2026-10-02
2026-10-02: 21 put and 12 call strikes within ±7.0%, IV 50% to 53% 54% 43% −7.0% book spot +7.0% 16d 2026-10-09
2026-10-09: 20 put and 14 call strikes within ±9.4%, IV 47% to 50% 54% 43% −9.4% book spot +9.4% 23d 2026-10-16
2026-10-16: 25 put and 17 call strikes within ±11%, IV 45% to 47% 54% 43% −11% book spot +11% 30d 2026-10-23
2026-10-23: 19 put and 19 call strikes within ±13%, IV 43% to 46% 54% 43% −13% book spot +13% 58d 2026-11-20
2026-11-20: 26 put and 27 call strikes within ±18%, IV 47% to 50% 54% 43% −18% book spot +18% 86d 2026-12-18
2026-12-18: 32 put and 33 call strikes within ±22%, IV 45% to 47% 54% 43% −22% book spot +22% 114d 2027-01-15
2027-01-15: 19 put and 19 call strikes within ±25%, IV 44% to 45% 54% 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%–54%), set by the expiries past 7 DTE. 16 short-dated points beyond it are pinned to the edge as open circles.
50.6% c 745
2026-11-20 Fri 57 2026-10-23 29d spans · +16d exit 12d before
48.0% c 745 none served
DTE counts calendar days from 2026-09-24, the page's date and the earliest an entry could be made - not from the 2026-09-23 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-23 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 2026-09-24 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 2026-09-24, 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 2026-09-23 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.
Each level is stored as a distance from the book's own spot, so each is drawn at $744.10 × (1 + that distance) - the 2026-09-23 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. META headlines $777.59 , its newest unadjusted close, on 2026-09-24 ; the book was taken at $744.10 on 2026-09-23 , 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 2026-09-23 book's levels, on the 2026-09-23 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-10-05 expiry: 11 calendar days from 2026-09-24 (12 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-23 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 805 (Δ 0.21), put 697.5 (Δ -0.20).
call put OI carried through 2026-09-22 · opened by 2026-09-22'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 2026-09-22's trading; volume is 2026-09-23's. ◀ put OI call OI ▶ entering 2026-09-23 ◀ put vol call vol ▶ traded 2026-09-23 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 925 910 900 890 875 860 850 840 825 810 800 790 775 760 750 745 740 735 730 725 720 715 710 705 700 695 690 685 680 675 670 665 660 655 650 645 640 635 625 610 600 590 575 560 put strike nearest 0.20 delta: 697.5 call strike nearest 0.20 delta: 805 2.7k 0 2.7k 311 311 25% 10% 10% 25% -$9.3m +$9.3m call wall 750 book spot 744.1 put wall 700 strike 930
calls: OI 2 (+2) · vol 9 (at ask 4, at bid 4, multi-leg 8) · NBBO 0.27 × 0.54, spread 66.7% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 181.90 × 189.05, spread 3.9% of mid · Δ -1.00
net GEX +$585 per 1% (calls +$585, puts +$0) strike 925
calls: OI 2 (+2) · vol 8 (at ask 0, at bid 8, multi-leg 8) · NBBO 0.31 × 0.59, spread 62.2% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 176.90 × 184.45, spread 4.2% of mid · Δ -1.00
net GEX +$649 per 1% (calls +$649, puts +$0) strike 920
calls: OI 1 (+1) · vol 2 (at ask 0, at bid 1) · NBBO 0.36 × 0.65, spread 57.4% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 171.70 × 179.05, spread 4.2% of mid · Δ -1.00
net GEX +$360 per 1% (calls +$360, puts +$0) strike 915
calls: OI 0 (+0) · vol 8 (at ask 0, at bid 8, multi-leg 8) · NBBO 0.41 × 0.72, spread 54.9% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 166.75 × 174.10, spread 4.3% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 910
calls: OI 15 (+15) · vol 75 (at ask 65, at bid 10, multi-leg 10) · NBBO 0.50 × 0.78, spread 43.8% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 161.85 × 169.10, spread 4.4% of mid · Δ -1.00
net GEX +$7k per 1% (calls +$7k, puts +$0) strike 905
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.53 × 0.87, spread 48.6% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 156.50 × 164.75, spread 5.1% of mid · Δ -0.99
no GEX (no side has both gamma and open interest) strike 900
calls: OI 3 (+3) · vol 48 (at ask 3, at bid 31, multi-leg 10) · NBBO 0.67 × 0.86, spread 24.8% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 152.25 × 159.25, spread 4.5% of mid · Δ -0.99
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 895
calls: OI 2 (+2) · vol 4 (at ask 0, at bid 3) · NBBO 0.69 × 1.07, spread 43.2% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 147.00 × 154.30, spread 4.8% of mid · Δ -0.99
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 890
calls: OI 0 (+0) · vol 7 (at ask 4, at bid 3) · NBBO 0.79 × 1.18, spread 39.6% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 142.10 × 149.40, spread 5.0% of mid · Δ -0.99
no GEX (no side has both gamma and open interest) strike 885
calls: OI 0 (+0) · vol 135 (at ask 100, at bid 33, sweep 5) · NBBO 0.96 × 1.31, spread 30.8% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 137.20 × 144.50, spread 5.2% of mid · Δ -0.98
no GEX (no side has both gamma and open interest) strike 880
calls: OI 7 (+7) · vol 43 (at ask 17, at bid 26) · NBBO 1.09 × 1.38, spread 23.5% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.40 × 139.65, spread 5.3% of mid · Δ -0.98
net GEX +$5k per 1% (calls +$5k, puts +$0) 2026-10-05 expiry, 98 strikes within ±25% of book spot (the flip search band); 72 hidden (62 above, 10 below), 4 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$17.9m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-23's own - whether it opened positions shows in the 2026-09-24 book's change.
max pain $620.00 belongs to the 2026-10-16 monthly (23 days from 2026-09-23, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
γ flip: no flip within ±25% of book spot.
Table view · 98 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 3.9% 189.05 181.90 930 0.27 0.54 66.7% 0.02 9 4 4 0 8 2 +2 +$0 +$585 +$585 +0 0 0 0 0 0 0 -1.00 4.2% 184.45 176.90 925 0.31 0.59 62.2% 0.02 8 0 8 0 8 2 +2 +$0 +$649 +$649 +0 0 0 0 0 0 0 -1.00 4.2% 179.05 171.70 920 0.36 0.65 57.4% 0.02 2 0 1 0 0 1 +1 +$0 +$360 +$360 +0 0 0 0 0 0 0 -1.00 4.3% 174.10 166.75 915 0.41 0.72 54.9% 0.02 8 0 8 0 8 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.4% 169.10 161.85 910 0.50 0.78 43.8% 0.02 75 65 10 0 10 15 +15 +$0 +$7k +$7k +0 0 0 0 0 0 0 -0.99 5.1% 164.75 156.50 905 0.53 0.87 48.6% 0.03 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.99 4.5% 159.25 152.25 900 0.67 0.86 24.8% 0.03 48 3 31 0 10 3 +3 +$0 +$2k +$2k +0 0 0 0 0 0 0 -0.99 4.8% 154.30 147.00 895 0.69 1.07 43.2% 0.03 4 0 3 0 0 2 +2 +$0 +$1k +$1k +0 0 0 0 0 0 0 -0.99 5.0% 149.40 142.10 890 0.79 1.18 39.6% 0.04 7 4 3 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.98 5.2% 144.50 137.20 885 0.96 1.31 30.8% 0.04 135 100 33 5 0 0 +0 — — — +0 0 0 0 0 0 0 -0.98 5.3% 139.65 132.40 880 1.09 1.38 23.5% 0.04 43 17 26 0 0 7 +7 +$0 +$5k +$5k +0 0 0 0 0 0 0 -0.98 5.6% 134.75 127.45 875 1.25 1.59 23.9% 0.05 44 11 33 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.97 6.0% 130.45 122.90 870 1.37 1.77 25.5% 0.06 17 12 5 0 11 1 +1 +$0 +$888 +$888 +0 0 0 0 0 0 0 -0.96 6.2% 125.60 118.10 865 1.61 1.95 19.1% 0.06 20 14 5 0 11 4 +4 +$0 +$4k +$4k +0 0 0 0 0 0 0 -0.94 6.1% 120.35 113.25 860 1.77 2.18 20.8% 0.07 6 0 6 0 0 5 +5 +$0 +$5k +$5k +0 0 0 0 0 0 0 -0.93 6.0% 115.10 108.35 855 2.07 2.45 16.8% 0.08 1 1 0 0 0 5 +5 +$0 +$6k +$6k +0 0 0 0 1 0 1 -0.92 6.3% 110.50 103.80 850 2.38 2.73 13.7% 0.09 22 14 4 0 7 11 +11 +$0 +$14k +$14k +0 0 0 0 0 0 0 -0.91 6.8% 106.00 99.05 845 2.66 3.15 16.9% 0.09 22 18 4 0 3 2 +2 +$0 +$3k +$3k +0 0 0 0 0 0 0 -0.90 7.0% 101.20 94.40 840 3.00 3.45 14.0% 0.10 14 7 7 0 11 5 +5 +$0 +$7k +$7k +0 0 0 0 0 0 0 -0.88 7.2% 96.60 89.85 835 3.35 3.95 16.4% 0.11 13 5 6 0 11 1 +1 +$0 +$2k +$2k +0 0 0 0 0 0 0 -0.87 7.5% 91.85 85.25 830 3.85 4.35 12.2% 0.13 26 15 11 0 0 3 +3 +$0 +$5k +$5k +0 0 0 0 0 0 0 -0.86 7.9% 87.40 80.75 825 4.35 4.85 10.9% 0.14 3 2 1 0 0 9 +9 +$0 +$17k +$17k +0 0 0 0 0 0 0 -0.84 8.4% 83.00 76.30 820 4.90 5.45 10.6% 0.16 14 7 7 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.83 8.9% 79.00 72.25 815 5.45 6.10 11.3% 0.17 14 12 1 0 9 1 +1 +$0 +$2k +$2k +0 0 0 0 0 0 0 -0.81 9.4% 74.30 67.60 810 6.10 6.75 10.1% 0.19 4 2 2 0 1 0 +0 — — — +7 7 0 0 4 4 8 -0.80 6.7% 68.75 64.30 805 6.95 7.55 8.3% 0.21 3 1 2 0 1 10 +10 -$17k +$24k +$7k +0 0 0 0 0 0 0 -0.78 8.4% 65.20 59.95 800 7.80 8.40 7.4% 0.22 211 116 86 4 41 111 +111 +$0 +$280k +$280k +0 0 0 0 0 0 0 -0.76 8.0% 60.80 56.10 795 8.75 9.40 7.2% 0.25 13 6 5 0 6 3 +3 +$0 +$8k +$8k +0 0 0 0 0 0 0 -0.74 7.6% 56.55 52.40 790 9.75 10.50 7.4% 0.27 9 2 6 0 6 7 +7 +$0 +$20k +$20k +0 0 0 0 0 0 0 -0.71 9.4% 53.05 48.30 785 10.75 11.60 7.6% 0.29 39 5 17 1 34 11 +11 +$0 +$32k +$32k +0 0 0 0 0 0 0 -0.69 10.7% 49.60 44.55 780 12.20 12.95 6.0% 0.32 87 44 28 2 46 12 +12 +$0 +$36k +$36k +0 0 0 0 0 0 0 -0.66 10.9% 45.55 40.85 775 13.50 14.40 6.5% 0.34 48 12 35 2 30 6 +6 +$0 +$19k +$19k +12 12 5 0 0 7 7 -0.63 11.6% 43.00 38.30 770 15.00 15.90 5.8% 0.37 159 41 96 6 106 51 +51 -$40k +$166k +$126k +2 2 2 0 11 17 28 -0.60 7.7% 37.95 35.15 765 16.75 17.55 4.7% 0.40 59 37 22 5 9 3 +3 -$7k +$10k +$3k +0 0 0 1 11 20 36 -0.57 5.2% 34.55 32.80 760 18.45 19.45 5.3% 0.43 138 69 62 3 17 45 +45 +$0 +$152k +$152k +4 4 9 1 33 19 54 -0.54 3.6% 31.15 30.05 755 20.30 21.35 5.0% 0.46 92 32 60 5 28 32 +32 -$14k +$110k +$96k +28 28 50 16 75 58 134 -0.51 4.2% 28.25 27.10 750 22.50 23.55 4.6% 0.49 259 127 117 5 81 97 +97 -$100k +$334k +$234k +180 180 32 9 110 170 311 -0.50 4.0% 26.90 25.85 747.5 23.65 24.60 3.9% 0.50 163 100 52 66 10 24 +24 -$641k +$83k -$558k +6 28 4 27 20 92 112 -0.48 5.2% 25.55 24.25 745 25.00 25.85 3.3% 0.52 56 21 35 3 15 1,642 +22 -$99k +$5.7m +$5.6m +24 24 30 0 12 25 37 -0.46 4.0% 24.20 23.25 742.5 25.85 27.25 5.3% 0.54 10 7 3 1 0 7 +7 -$85k +$24k -$61k +3 28 23 1 13 13 47 -0.45 4.5% 22.95 21.95 740 26.40 28.60 8.0% 0.55 159 72 85 11 81 2,735 +110 -$99k +$9.4m +$9.3m +89 89 86 0 41 54 96 -0.43 5.0% 21.70 20.65 737.5 27.95 30.15 7.6% 0.57 3 2 1 0 0 22 +22 -$313k +$76k -$237k +12 151 25 0 12 10 44 -0.42 4.5% 20.55 19.65 735 29.50 31.70 7.2% 0.58 10 1 6 2 3 107 +98 -$527k +$369k -$158k +1 1 0 0 1 1 2 -0.40 5.0% 19.40 18.45 732.5 30.40 33.45 9.6% 0.60 1 0 1 0 1 0 +0 -$3k +$0 -$3k +247 339 24 0 22 19 50 -0.38 5.3% 18.30 17.35 730 31.10 35.70 13.8% 0.61 6 5 1 1 0 335 +1 -$1.2m +$1.1m -$37k +1 1 6 5 5 12 17 -0.37 5.1% 17.25 16.40 727.5 33.45 37.55 11.5% 0.63 0 0 0 0 0 0 +0 -$3k +$0 -$3k +1 141 10 2 11 8 19 -0.35 6.0% 16.25 15.30 725 34.10 38.85 13.0% 0.64 4 2 2 0 0 13 +0 -$468k +$42k -$426k +0 0 5 0 0 10 10 -0.34 7.1% 15.25 14.20 722.5 35.85 40.65 12.5% 0.66 0 0 0 0 0 0 +0 — — — -3 33 20 0 14 32 65 -0.32 5.8% 14.30 13.50 720 37.60 42.25 11.6% 0.67 4 3 1 1 0 1,654 -6 -$106k +$5.2m +$5.1m +0 0 0 0 5 1 6 -0.31 6.9% 13.45 12.55 717.5 39.05 43.85 11.6% 0.69 0 0 0 0 0 0 +0 — — — +11 28 13 0 4 8 17 -0.29 5.7% 12.60 11.90 715 41.05 45.50 10.3% 0.70 3 1 2 1 0 9 +1 -$86k +$27k -$59k +0 0 6 0 4 1 8 -0.28 6.6% 11.80 11.05 712.5 42.70 47.20 10.0% 0.72 0 0 0 0 0 0 +0 — — — +37 81 56 0 54 12 66 -0.27 8.0% 11.05 10.20 710 44.45 48.40 8.5% 0.73 2 0 2 0 0 22 -1 -$237k +$64k -$173k +47 47 0 0 1 0 1 -0.25 8.1% 10.30 9.50 707.5 45.60 50.90 11.0% 0.75 1 1 0 0 1 0 +0 -$134k +$0 -$134k +22 40 6 0 2 4 8 -0.24 7.6% 9.60 8.90 705 48.05 54.45 12.5% 0.76 0 0 0 0 0 2 +0 -$111k +$5k -$105k +2 2 49 0 15 39 64 -0.23 8.1% 8.95 8.25 702.5 49.40 54.95 10.6% 0.77 0 0 0 0 0 0 +0 -$5k +$0 -$5k +338 369 6 3 50 32 83 -0.21 6.2% 8.30 7.80 700 51.45 56.25 8.9% 0.78 18 5 13 0 12 27 +3 -$955k +$70k -$885k +0 0 1 0 1 0 1 -0.20 9.5% 7.75 7.05 697.5 52.30 59.25 12.5% 0.80 0 0 0 0 0 0 +0 — — — +12 29 4 0 13 12 38 -0.19 9.5% 7.20 6.55 695 55.10 60.45 9.3% 0.81 1 1 0 0 0 4 +1 -$70k +$10k -$60k +1 1 0 0 0 0 0 -0.18 9.4% 6.65 6.05 692.5 56.20 63.15 11.6% 0.82 0 0 0 0 0 0 +0 -$2k +$0 -$2k +10 16 9 0 46 19 65 -0.17 10.2% 6.20 5.60 690 58.95 64.15 8.4% 0.83 4 4 0 0 2 5 +3 -$36k +$11k -$24k — 0 0 0 0 0 0 -0.16 9.3% 5.65 5.15 687.5 60.40 67.60 11.2% 0.84 0 0 0 0 0 0 — — — — +9 20 30 0 16 19 36 -0.15 10.9% 5.30 4.75 685 62.30 68.70 9.8% 0.85 2 2 0 0 0 5 +3 -$41k +$10k -$31k — 0 0 0 0 0 0 -0.14 10.9% 4.85 4.35 682.5 64.45 71.40 10.2% 0.86 0 0 0 0 0 0 — — — — +9 34 4 0 4 6 11 -0.13 15.2% 4.60 3.95 680 66.85 74.05 10.2% 0.87 1 0 1 0 1 5 -1 -$63k +$9k -$54k — 0 1 0 2 0 2 -0.12 14.0% 4.20 3.65 677.5 67.85 76.15 11.5% 0.88 0 0 0 0 0 0 — — — — +4 59 1 0 4 0 4 -0.11 12.8% 3.75 3.30 675 70.85 78.70 10.5% 0.89 0 0 0 0 0 1 +1 -$99k +$2k -$97k — 0 0 0 0 0 0 -0.10 16.5% 3.60 3.05 672.5 73.10 80.55 9.7% 0.90 0 0 0 0 0 0 — — — — +7 12 0 0 2 0 2 -0.10 16.0% 3.30 2.81 670 75.60 82.30 8.5% 0.90 2 1 0 0 2 5 +1 -$18k +$8k -$10k — 0 1 0 4 2 6 -0.09 15.1% 2.99 2.57 667.5 77.60 84.55 8.6% 0.91 1 1 0 0 1 0 — — — — +0 4 1 0 1 1 2 -0.08 17.9% 2.80 2.34 665 79.70 86.85 8.6% 0.91 0 0 0 0 0 0 +0 -$5k +$0 -$5k — 0 0 0 0 0 0 -0.08 18.7% 2.57 2.13 662.5 81.80 89.10 8.5% 0.92 0 0 0 0 0 0 — — — — +8 29 4 0 0 0 4 -0.07 21.6% 2.41 1.94 660 83.45 91.40 9.1% 0.93 1 0 0 0 1 1 +1 -$35k +$1k -$33k — 0 0 0 0 0 0 -0.07 22.2% 2.20 1.76 657.5 86.60 94.15 8.4% 0.93 0 0 0 0 0 0 — — — — +0 7 0 0 0 0 0 -0.06 23.6% 2.04 1.61 655 89.05 96.50 8.0% 0.94 0 0 0 0 0 0 +0 -$7k +$0 -$7k — 0 0 0 0 0 0 -0.06 25.7% 1.89 1.46 652.5 90.50 98.85 8.8% 0.94 0 0 0 0 0 0 — — — — +20 36 1 0 9 2 11 -0.05 16.3% 1.66 1.41 650 93.10 101.20 8.3% 0.94 1 1 0 0 1 2 +2 -$33k +$2k -$32k — 0 0 0 0 0 0 -0.05 28.2% 1.62 1.22 647.5 95.75 103.60 7.9% 0.95 0 0 0 0 0 0 — — — — +2 3 0 0 0 1 2 -0.05 28.6% 1.48 1.11 645 97.75 106.00 8.1% 0.95 0 0 0 0 0 2 +0 -$2k +$2k -$793 — 0 0 0 5 0 5 -0.04 31.0% 1.38 1.01 642.5 100.75 108.35 7.3% 0.96 0 0 0 0 0 0 — — — — +14 14 1 0 2 0 2 -0.04 32.7% 1.28 0.92 640 102.50 110.75 7.7% 0.96 0 0 0 0 0 0 +0 -$10k +$0 -$10k — 0 0 0 0 0 0 -0.04 37.3% 1.21 0.83 637.5 104.95 113.20 7.6% 0.96 0 0 0 0 0 0 — — — — +0 2 7 0 1 7 8 -0.03 37.4% 1.11 0.76 635 108.10 115.15 6.3% 0.97 0 0 0 0 0 2 +0 -$1k +$1k -$30 +1 17 1 0 0 1 1 -0.03 44.0% 0.97 0.62 630 112.85 120.05 6.2% 0.97 0 0 0 0 0 0 +0 -$9k +$0 -$9k +2 2 0 0 0 0 0 -0.03 50.0% 0.85 0.51 625 117.80 125.25 6.1% 0.98 0 0 0 0 0 0 +0 -$947 +$0 -$947 +2 5 0 0 0 0 0 -0.02 56.4% 0.75 0.42 620 121.95 130.10 6.5% 0.98 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 2 1 0 1 0 1 -0.02 61.2% 0.64 0.34 615 126.90 135.15 6.3% 0.98 1 0 0 0 1 0 +0 -$714 +$0 -$714 +0 0 0 0 0 0 0 -0.02 71.4% 0.57 0.27 610 132.55 139.60 5.2% 0.98 0 0 0 0 0 0 +0 — — — +0 2 0 0 0 0 0 -0.01 105.6% 0.55 0.17 605 136.75 145.05 5.9% 0.99 0 0 0 0 0 0 +0 -$561 +$0 -$561 +1 6 0 0 0 6 6 -0.01 101.6% 0.46 0.15 600 142.60 150.00 5.1% 0.99 0 0 0 0 0 0 +0 -$2k +$0 -$2k +1 1 0 0 0 0 0 -0.01 130.8% 0.43 0.09 595 147.45 154.95 5.0% 0.99 0 0 0 0 0 0 +0 -$229 +$0 -$229 +2 2 0 0 7 0 7 -0.01 88.9% 0.39 0.15 590 152.35 159.90 4.8% 0.99 0 0 0 0 0 0 +0 -$411 +$0 -$411 +0 0 0 0 0 0 0 -0.01 80.0% 0.35 0.15 585 156.20 164.85 5.4% 0.99 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.01 72.3% 0.32 0.15 580 161.55 169.80 5.0% 0.99 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.01 174.2% 0.29 0.02 575 166.45 174.80 4.9% 0.99 0 0 0 0 0 0 +0 — — — +0 0 0 0 1 6 8 -0.01 74.3% 0.24 0.11 570 171.55 179.25 4.4% 0.99 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.01 no two-sided quote 0.25 0.00 565 177.20 184.65 4.1% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 0.24 0.00 560 181.45 189.70 4.4% 1.00 0 0 0 0 0 0 +0 — — —
strike 875
calls: OI 0 (+0) · vol 44 (at ask 11, at bid 33) · NBBO 1.25 × 1.59, spread 23.9% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.45 × 134.75, spread 5.6% of mid · Δ -0.98
no GEX (no side has both gamma and open interest) strike 870
calls: OI 1 (+1) · vol 17 (at ask 12, at bid 5, multi-leg 11) · NBBO 1.37 × 1.77, spread 25.5% of mid · Δ 0.06
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.90 × 130.45, spread 6.0% of mid · Δ -0.97
net GEX +$888 per 1% (calls +$888, puts +$0) strike 865
calls: OI 4 (+4) · vol 20 (at ask 14, at bid 5, multi-leg 11) · NBBO 1.61 × 1.95, spread 19.1% of mid · Δ 0.06
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 118.10 × 125.60, spread 6.2% of mid · Δ -0.96
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 860
calls: OI 5 (+5) · vol 6 (at ask 0, at bid 6) · NBBO 1.77 × 2.18, spread 20.8% of mid · Δ 0.07
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.25 × 120.35, spread 6.1% of mid · Δ -0.94
net GEX +$5k per 1% (calls +$5k, puts +$0) strike 855
calls: OI 5 (+5) · vol 1 (at ask 1, at bid 0) · NBBO 2.07 × 2.45, spread 16.8% of mid · Δ 0.08
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.35 × 115.10, spread 6.0% of mid · Δ -0.93
net GEX +$6k per 1% (calls +$6k, puts +$0) strike 850
calls: OI 11 (+11) · vol 22 (at ask 14, at bid 4, multi-leg 7) · NBBO 2.38 × 2.73, spread 13.7% of mid · Δ 0.09
puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 103.80 × 110.50, spread 6.3% of mid · Δ -0.92
net GEX +$14k per 1% (calls +$14k, puts +$0) strike 845
calls: OI 2 (+2) · vol 22 (at ask 18, at bid 4, multi-leg 3) · NBBO 2.66 × 3.15, spread 16.9% of mid · Δ 0.09
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 99.05 × 106.00, spread 6.8% of mid · Δ -0.91
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 840
calls: OI 5 (+5) · vol 14 (at ask 7, at bid 7, multi-leg 11) · NBBO 3.00 × 3.45, spread 14.0% of mid · Δ 0.10
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.40 × 101.20, spread 7.0% of mid · Δ -0.90
net GEX +$7k per 1% (calls +$7k, puts +$0) strike 835
calls: OI 1 (+1) · vol 13 (at ask 5, at bid 6, multi-leg 11) · NBBO 3.35 × 3.95, spread 16.4% of mid · Δ 0.11
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 89.85 × 96.60, spread 7.2% of mid · Δ -0.88
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 830
calls: OI 3 (+3) · vol 26 (at ask 15, at bid 11) · NBBO 3.85 × 4.35, spread 12.2% of mid · Δ 0.13
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.25 × 91.85, spread 7.5% of mid · Δ -0.87
net GEX +$5k per 1% (calls +$5k, puts +$0) strike 825
calls: OI 9 (+9) · vol 3 (at ask 2, at bid 1) · NBBO 4.35 × 4.85, spread 10.9% of mid · Δ 0.14
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.75 × 87.40, spread 7.9% of mid · Δ -0.86
net GEX +$17k per 1% (calls +$17k, puts +$0) strike 820
calls: OI 0 (+0) · vol 14 (at ask 7, at bid 7) · NBBO 4.90 × 5.45, spread 10.6% of mid · Δ 0.16
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 76.30 × 83.00, spread 8.4% of mid · Δ -0.84
no GEX (no side has both gamma and open interest) strike 815
calls: OI 1 (+1) · vol 14 (at ask 12, at bid 1, multi-leg 9) · NBBO 5.45 × 6.10, spread 11.3% of mid · Δ 0.17
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.25 × 79.00, spread 8.9% of mid · Δ -0.83
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 810
calls: OI 0 (+0) · vol 4 (at ask 2, at bid 2, multi-leg 1) · NBBO 6.10 × 6.75, spread 10.1% of mid · Δ 0.19
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.60 × 74.30, spread 9.4% of mid · Δ -0.81
no GEX (no side has both gamma and open interest) strike 805
calls: OI 10 (+10) · vol 3 (at ask 1, at bid 2, multi-leg 1) · NBBO 6.95 × 7.55, spread 8.3% of mid · Δ 0.21
puts: OI 7 (+7) · vol 8 (at ask 4, at bid 4) · NBBO 64.30 × 68.75, spread 6.7% of mid · Δ -0.80
net GEX +$7k per 1% (calls +$24k, puts -$17k) strike 800
calls: OI 111 (+111) · vol 211 (at ask 116, at bid 86, sweep 4, multi-leg 41) · NBBO 7.80 × 8.40, spread 7.4% of mid · Δ 0.22
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.95 × 65.20, spread 8.4% of mid · Δ -0.78
net GEX +$280k per 1% (calls +$280k, puts +$0) strike 795
calls: OI 3 (+3) · vol 13 (at ask 6, at bid 5, multi-leg 6) · NBBO 8.75 × 9.40, spread 7.2% of mid · Δ 0.25
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.10 × 60.80, spread 8.0% of mid · Δ -0.76
net GEX +$8k per 1% (calls +$8k, puts +$0) strike 790
calls: OI 7 (+7) · vol 9 (at ask 2, at bid 6, multi-leg 6) · NBBO 9.75 × 10.50, spread 7.4% of mid · Δ 0.27
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.40 × 56.55, spread 7.6% of mid · Δ -0.74
net GEX +$20k per 1% (calls +$20k, puts +$0) strike 785
calls: OI 11 (+11) · vol 39 (at ask 5, at bid 17, sweep 1, multi-leg 34) · NBBO 10.75 × 11.60, spread 7.6% of mid · Δ 0.29
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.30 × 53.05, spread 9.4% of mid · Δ -0.71
net GEX +$32k per 1% (calls +$32k, puts +$0) strike 780
calls: OI 12 (+12) · vol 87 (at ask 44, at bid 28, sweep 2, multi-leg 46) · NBBO 12.20 × 12.95, spread 6.0% of mid · Δ 0.32
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.55 × 49.60, spread 10.7% of mid · Δ -0.69
net GEX +$36k per 1% (calls +$36k, puts +$0) strike 775
calls: OI 6 (+6) · vol 48 (at ask 12, at bid 35, sweep 2, multi-leg 30) · NBBO 13.50 × 14.40, spread 6.5% of mid · Δ 0.34
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 40.85 × 45.55, spread 10.9% of mid · Δ -0.66
net GEX +$19k per 1% (calls +$19k, puts +$0) strike 770
calls: OI 51 (+51) · vol 159 (at ask 41, at bid 96, sweep 6, multi-leg 106) · NBBO 15.00 × 15.90, spread 5.8% of mid · Δ 0.37
puts: OI 12 (+12) · vol 7 (at ask 7, at bid 0, multi-leg 5) · NBBO 38.30 × 43.00, spread 11.6% of mid · Δ -0.63
net GEX +$126k per 1% (calls +$166k, puts -$40k) strike 765
calls: OI 3 (+3) · vol 59 (at ask 37, at bid 22, sweep 5, multi-leg 9) · NBBO 16.75 × 17.55, spread 4.7% of mid · Δ 0.40
puts: OI 2 (+2) · vol 28 (at ask 17, at bid 11, multi-leg 2) · NBBO 35.15 × 37.95, spread 7.7% of mid · Δ -0.60
net GEX +$3k per 1% (calls +$10k, puts -$7k) strike 760
calls: OI 45 (+45) · vol 138 (at ask 69, at bid 62, sweep 3, multi-leg 17) · NBBO 18.45 × 19.45, spread 5.3% of mid · Δ 0.43
puts: OI 0 (+0) · vol 36 (at ask 20, at bid 11, sweep 1) · NBBO 32.80 × 34.55, spread 5.2% of mid · Δ -0.57
net GEX +$152k per 1% (calls +$152k, puts +$0) strike 755
calls: OI 32 (+32) · vol 92 (at ask 32, at bid 60, sweep 5, multi-leg 28) · NBBO 20.30 × 21.35, spread 5.0% of mid · Δ 0.46
puts: OI 4 (+4) · vol 54 (at ask 19, at bid 33, sweep 1, multi-leg 9) · NBBO 30.05 × 31.15, spread 3.6% of mid · Δ -0.54
net GEX +$96k per 1% (calls +$110k, puts -$14k) strike 750
calls: OI 97 (+97) · vol 259 (at ask 127, at bid 117, sweep 5, multi-leg 81) · NBBO 22.50 × 23.55, spread 4.6% of mid · Δ 0.49
puts: OI 28 (+28) · vol 134 (at ask 58, at bid 75, sweep 16, multi-leg 50) · NBBO 27.10 × 28.25, spread 4.2% of mid · Δ -0.51
net GEX +$234k per 1% (calls +$334k, puts -$100k) strike 747.5
calls: OI 24 (+24) · vol 163 (at ask 100, at bid 52, sweep 66, multi-leg 10) · NBBO 23.65 × 24.60, spread 3.9% of mid · Δ 0.50
puts: OI 180 (+180) · vol 311 (at ask 170, at bid 110, sweep 9, multi-leg 32) · NBBO 25.85 × 26.90, spread 4.0% of mid · Δ -0.50
net GEX -$558k per 1% (calls +$83k, puts -$641k) strike 745
calls: OI 1,642 (+22) · vol 56 (at ask 21, at bid 35, sweep 3, multi-leg 15) · NBBO 25.00 × 25.85, spread 3.3% of mid · Δ 0.52
puts: OI 28 (+6) · vol 112 (at ask 92, at bid 20, sweep 27, multi-leg 4) · NBBO 24.25 × 25.55, spread 5.2% of mid · Δ -0.48
net GEX +$5.6m per 1% (calls +$5.7m, puts -$99k) strike 742.5
calls: OI 7 (+7) · vol 10 (at ask 7, at bid 3, sweep 1) · NBBO 25.85 × 27.25, spread 5.3% of mid · Δ 0.54
puts: OI 24 (+24) · vol 37 (at ask 25, at bid 12, multi-leg 30) · NBBO 23.25 × 24.20, spread 4.0% of mid · Δ -0.46
net GEX -$61k per 1% (calls +$24k, puts -$85k) strike 740
calls: OI 2,735 (+110) · vol 159 (at ask 72, at bid 85, sweep 11, multi-leg 81) · NBBO 26.40 × 28.60, spread 8.0% of mid · Δ 0.55
puts: OI 28 (+3) · vol 47 (at ask 13, at bid 13, sweep 1, multi-leg 23) · NBBO 21.95 × 22.95, spread 4.5% of mid · Δ -0.45
net GEX +$9.3m per 1% (calls +$9.4m, puts -$99k) strike 737.5
calls: OI 22 (+22) · vol 3 (at ask 2, at bid 1) · NBBO 27.95 × 30.15, spread 7.6% of mid · Δ 0.57
puts: OI 89 (+89) · vol 96 (at ask 54, at bid 41, multi-leg 86) · NBBO 20.65 × 21.70, spread 5.0% of mid · Δ -0.43
net GEX -$237k per 1% (calls +$76k, puts -$313k) strike 735
calls: OI 107 (+98) · vol 10 (at ask 1, at bid 6, sweep 2, multi-leg 3) · NBBO 29.50 × 31.70, spread 7.2% of mid · Δ 0.58
puts: OI 151 (+12) · vol 44 (at ask 10, at bid 12, multi-leg 25) · NBBO 19.65 × 20.55, spread 4.5% of mid · Δ -0.42
net GEX -$158k per 1% (calls +$369k, puts -$527k) strike 732.5
calls: OI 0 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 30.40 × 33.45, spread 9.6% of mid · Δ 0.60
puts: OI 1 (+1) · vol 2 (at ask 1, at bid 1) · NBBO 18.45 × 19.40, spread 5.0% of mid · Δ -0.40
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 730
calls: OI 335 (+1) · vol 6 (at ask 5, at bid 1, sweep 1) · NBBO 31.10 × 35.70, spread 13.8% of mid · Δ 0.61
puts: OI 339 (+247) · vol 50 (at ask 19, at bid 22, multi-leg 24) · NBBO 17.35 × 18.30, spread 5.3% of mid · Δ -0.38
net GEX -$37k per 1% (calls +$1.1m, puts -$1.2m) strike 727.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 33.45 × 37.55, spread 11.5% of mid · Δ 0.63
puts: OI 1 (+1) · vol 17 (at ask 12, at bid 5, sweep 5, multi-leg 6) · NBBO 16.40 × 17.25, spread 5.1% of mid · Δ -0.37
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 725
calls: OI 13 (+0) · vol 4 (at ask 2, at bid 2) · NBBO 34.10 × 38.85, spread 13.0% of mid · Δ 0.64
puts: OI 141 (+1) · vol 19 (at ask 8, at bid 11, sweep 2, multi-leg 10) · NBBO 15.30 × 16.25, spread 6.0% of mid · Δ -0.35
net GEX -$426k per 1% (calls +$42k, puts -$468k) strike 722.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 35.85 × 40.65, spread 12.5% of mid · Δ 0.66
puts: OI 0 (+0) · vol 10 (at ask 10, at bid 0, multi-leg 5) · NBBO 14.20 × 15.25, spread 7.1% of mid · Δ -0.34
no GEX (no side has both gamma and open interest) strike 720
calls: OI 1,654 (-6) · vol 4 (at ask 3, at bid 1, sweep 1) · NBBO 37.60 × 42.25, spread 11.6% of mid · Δ 0.67
puts: OI 33 (-3) · vol 65 (at ask 32, at bid 14, multi-leg 20) · NBBO 13.50 × 14.30, spread 5.8% of mid · Δ -0.32
net GEX +$5.1m per 1% (calls +$5.2m, puts -$106k) strike 717.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 39.05 × 43.85, spread 11.6% of mid · Δ 0.69
puts: OI 0 (+0) · vol 6 (at ask 1, at bid 5) · NBBO 12.55 × 13.45, spread 6.9% of mid · Δ -0.31
no GEX (no side has both gamma and open interest) strike 715
calls: OI 9 (+1) · vol 3 (at ask 1, at bid 2, sweep 1) · NBBO 41.05 × 45.50, spread 10.3% of mid · Δ 0.70
puts: OI 28 (+11) · vol 17 (at ask 8, at bid 4, multi-leg 13) · NBBO 11.90 × 12.60, spread 5.7% of mid · Δ -0.29
net GEX -$59k per 1% (calls +$27k, puts -$86k) strike 712.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 42.70 × 47.20, spread 10.0% of mid · Δ 0.72
puts: OI 0 (+0) · vol 8 (at ask 1, at bid 4, multi-leg 6) · NBBO 11.05 × 11.80, spread 6.6% of mid · Δ -0.28
no GEX (no side has both gamma and open interest) strike 710
calls: OI 22 (-1) · vol 2 (at ask 0, at bid 2) · NBBO 44.45 × 48.40, spread 8.5% of mid · Δ 0.73
puts: OI 81 (+37) · vol 66 (at ask 12, at bid 54, multi-leg 56) · NBBO 10.20 × 11.05, spread 8.0% of mid · Δ -0.27
net GEX -$173k per 1% (calls +$64k, puts -$237k) strike 707.5
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 45.60 × 50.90, spread 11.0% of mid · Δ 0.75
puts: OI 47 (+47) · vol 1 (at ask 0, at bid 1) · NBBO 9.50 × 10.30, spread 8.1% of mid · Δ -0.25
net GEX -$134k per 1% (calls +$0, puts -$134k) strike 705
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.05 × 54.45, spread 12.5% of mid · Δ 0.76
puts: OI 40 (+22) · vol 8 (at ask 4, at bid 2, multi-leg 6) · NBBO 8.90 × 9.60, spread 7.6% of mid · Δ -0.24
net GEX -$105k per 1% (calls +$5k, puts -$111k) strike 702.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.40 × 54.95, spread 10.6% of mid · Δ 0.77
puts: OI 2 (+2) · vol 64 (at ask 39, at bid 15, multi-leg 49) · NBBO 8.25 × 8.95, spread 8.1% of mid · Δ -0.23
net GEX -$5k per 1% (calls +$0, puts -$5k) strike 700
calls: OI 27 (+3) · vol 18 (at ask 5, at bid 13, multi-leg 12) · NBBO 51.45 × 56.25, spread 8.9% of mid · Δ 0.78
puts: OI 369 (+338) · vol 83 (at ask 32, at bid 50, sweep 3, multi-leg 6) · NBBO 7.80 × 8.30, spread 6.2% of mid · Δ -0.21
net GEX -$885k per 1% (calls +$70k, puts -$955k) strike 697.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.30 × 59.25, spread 12.5% of mid · Δ 0.80
puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 7.05 × 7.75, spread 9.5% of mid · Δ -0.20
no GEX (no side has both gamma and open interest) strike 695
calls: OI 4 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 55.10 × 60.45, spread 9.3% of mid · Δ 0.81
puts: OI 29 (+12) · vol 38 (at ask 12, at bid 13, multi-leg 4) · NBBO 6.55 × 7.20, spread 9.5% of mid · Δ -0.19
net GEX -$60k per 1% (calls +$10k, puts -$70k) strike 692.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.20 × 63.15, spread 11.6% of mid · Δ 0.82
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 6.05 × 6.65, spread 9.4% of mid · Δ -0.18
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 690
calls: OI 5 (+3) · vol 4 (at ask 4, at bid 0, multi-leg 2) · NBBO 58.95 × 64.15, spread 8.4% of mid · Δ 0.83
puts: OI 16 (+10) · vol 65 (at ask 19, at bid 46, multi-leg 9) · NBBO 5.60 × 6.20, spread 10.2% of mid · Δ -0.17
net GEX -$24k per 1% (calls +$11k, puts -$36k) strike 687.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 60.40 × 67.60, spread 11.2% of mid · Δ 0.84
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 5.15 × 5.65, spread 9.3% of mid · Δ -0.16
no GEX (no side has both gamma and open interest) strike 685
calls: OI 5 (+3) · vol 2 (at ask 2, at bid 0) · NBBO 62.30 × 68.70, spread 9.8% of mid · Δ 0.85
puts: OI 20 (+9) · vol 36 (at ask 19, at bid 16, multi-leg 30) · NBBO 4.75 × 5.30, spread 10.9% of mid · Δ -0.15
net GEX -$31k per 1% (calls +$10k, puts -$41k) strike 682.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 64.45 × 71.40, spread 10.2% of mid · Δ 0.86
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 4.35 × 4.85, spread 10.9% of mid · Δ -0.14
no GEX (no side has both gamma and open interest) strike 680
calls: OI 5 (-1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 66.85 × 74.05, spread 10.2% of mid · Δ 0.87
puts: OI 34 (+9) · vol 11 (at ask 6, at bid 4, multi-leg 4) · NBBO 3.95 × 4.60, spread 15.2% of mid · Δ -0.13
net GEX -$54k per 1% (calls +$9k, puts -$63k) strike 677.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 67.85 × 76.15, spread 11.5% of mid · Δ 0.88
puts: OI 0 (no prior OI) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 3.65 × 4.20, spread 14.0% of mid · Δ -0.12
no GEX (no side has both gamma and open interest) strike 675
calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 70.85 × 78.70, spread 10.5% of mid · Δ 0.89
puts: OI 59 (+4) · vol 4 (at ask 0, at bid 4, multi-leg 1) · NBBO 3.30 × 3.75, spread 12.8% of mid · Δ -0.11
net GEX -$97k per 1% (calls +$2k, puts -$99k) strike 672.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 73.10 × 80.55, spread 9.7% of mid · Δ 0.90
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 3.05 × 3.60, spread 16.5% of mid · Δ -0.10
no GEX (no side has both gamma and open interest) strike 670
calls: OI 5 (+1) · vol 2 (at ask 1, at bid 0, multi-leg 2) · NBBO 75.60 × 82.30, spread 8.5% of mid · Δ 0.90
puts: OI 12 (+7) · vol 2 (at ask 0, at bid 2) · NBBO 2.81 × 3.30, spread 16.0% of mid · Δ -0.10
net GEX -$10k per 1% (calls +$8k, puts -$18k) strike 667.5
calls: OI 0 (no prior OI) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 77.60 × 84.55, spread 8.6% of mid · Δ 0.91
puts: OI 0 (no prior OI) · vol 6 (at ask 2, at bid 4, multi-leg 1) · NBBO 2.57 × 2.99, spread 15.1% of mid · Δ -0.09
no GEX (no side has both gamma and open interest) strike 665
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.70 × 86.85, spread 8.6% of mid · Δ 0.91
puts: OI 4 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 2.34 × 2.80, spread 17.9% of mid · Δ -0.08
net GEX -$5k per 1% (calls +$0, puts -$5k) strike 662.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 81.80 × 89.10, spread 8.5% of mid · Δ 0.92
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 2.13 × 2.57, spread 18.7% of mid · Δ -0.08
no GEX (no side has both gamma and open interest) strike 660
calls: OI 1 (+1) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 83.45 × 91.40, spread 9.1% of mid · Δ 0.93
puts: OI 29 (+8) · vol 4 (at ask 0, at bid 0, multi-leg 4) · NBBO 1.94 × 2.41, spread 21.6% of mid · Δ -0.07
net GEX -$33k per 1% (calls +$1k, puts -$35k) strike 657.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 86.60 × 94.15, spread 8.4% of mid · Δ 0.93
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.76 × 2.20, spread 22.2% of mid · Δ -0.07
no GEX (no side has both gamma and open interest) strike 655
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 89.05 × 96.50, spread 8.0% of mid · Δ 0.94
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.61 × 2.04, spread 23.6% of mid · Δ -0.06
net GEX -$7k per 1% (calls +$0, puts -$7k) strike 652.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 90.50 × 98.85, spread 8.8% of mid · Δ 0.94
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.46 × 1.89, spread 25.7% of mid · Δ -0.06
no GEX (no side has both gamma and open interest) strike 650
calls: OI 2 (+2) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 93.10 × 101.20, spread 8.3% of mid · Δ 0.94
puts: OI 36 (+20) · vol 11 (at ask 2, at bid 9, multi-leg 1) · NBBO 1.41 × 1.66, spread 16.3% of mid · Δ -0.05
net GEX -$32k per 1% (calls +$2k, puts -$33k) strike 647.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 95.75 × 103.60, spread 7.9% of mid · Δ 0.95
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.22 × 1.62, spread 28.2% of mid · Δ -0.05
no GEX (no side has both gamma and open interest) strike 645
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.75 × 106.00, spread 8.1% of mid · Δ 0.95
puts: OI 3 (+2) · vol 2 (at ask 1, at bid 0) · NBBO 1.11 × 1.48, spread 28.6% of mid · Δ -0.05
net GEX -$793 per 1% (calls +$2k, puts -$2k) strike 642.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 100.75 × 108.35, spread 7.3% of mid · Δ 0.96
puts: OI 0 (no prior OI) · vol 5 (at ask 0, at bid 5) · NBBO 1.01 × 1.38, spread 31.0% of mid · Δ -0.04
no GEX (no side has both gamma and open interest) strike 640
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.50 × 110.75, spread 7.7% of mid · Δ 0.96
puts: OI 14 (+14) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 0.92 × 1.28, spread 32.7% of mid · Δ -0.04
net GEX -$10k per 1% (calls +$0, puts -$10k) strike 637.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 104.95 × 113.20, spread 7.6% of mid · Δ 0.96
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.83 × 1.21, spread 37.3% of mid · Δ -0.04
no GEX (no side has both gamma and open interest) strike 635
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.10 × 115.15, spread 6.3% of mid · Δ 0.97
puts: OI 2 (+0) · vol 8 (at ask 7, at bid 1, multi-leg 7) · NBBO 0.76 × 1.11, spread 37.4% of mid · Δ -0.03
net GEX -$30 per 1% (calls +$1k, puts -$1k) strike 630
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.85 × 120.05, spread 6.2% of mid · Δ 0.97
puts: OI 17 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.62 × 0.97, spread 44.0% of mid · Δ -0.03
net GEX -$9k per 1% (calls +$0, puts -$9k) strike 625
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.80 × 125.25, spread 6.1% of mid · Δ 0.98
puts: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.51 × 0.85, spread 50.0% of mid · Δ -0.03
net GEX -$947 per 1% (calls +$0, puts -$947) strike 620
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 121.95 × 130.10, spread 6.5% of mid · Δ 0.98
puts: OI 5 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.42 × 0.75, spread 56.4% of mid · Δ -0.02
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 615
calls: OI 0 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 126.90 × 135.15, spread 6.3% of mid · Δ 0.98
puts: OI 2 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.34 × 0.64, spread 61.2% of mid · Δ -0.02
net GEX -$714 per 1% (calls +$0, puts -$714) strike 610
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.55 × 139.60, spread 5.2% of mid · Δ 0.98
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.27 × 0.57, spread 71.4% of mid · Δ -0.02
no GEX (no side has both gamma and open interest) strike 605
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 136.75 × 145.05, spread 5.9% of mid · Δ 0.99
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.17 × 0.55, spread 105.6% of mid · Δ -0.01
net GEX -$561 per 1% (calls +$0, puts -$561) strike 600
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 142.60 × 150.00, spread 5.1% of mid · Δ 0.99
puts: OI 6 (+1) · vol 6 (at ask 6, at bid 0) · NBBO 0.15 × 0.46, spread 101.6% of mid · Δ -0.01
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 595
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 147.45 × 154.95, spread 5.0% of mid · Δ 0.99
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.09 × 0.43, spread 130.8% of mid · Δ -0.01
net GEX -$229 per 1% (calls +$0, puts -$229) strike 590
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 152.35 × 159.90, spread 4.8% of mid · Δ 0.99
puts: OI 2 (+2) · vol 7 (at ask 0, at bid 7) · NBBO 0.15 × 0.39, spread 88.9% of mid · Δ -0.01
net GEX -$411 per 1% (calls +$0, puts -$411) strike 585
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 156.20 × 164.85, spread 5.4% of mid · Δ 0.99
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.15 × 0.35, spread 80.0% of mid · Δ -0.01
no GEX (no side has both gamma and open interest) strike 580
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 161.55 × 169.80, spread 5.0% of mid · Δ 0.99
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.15 × 0.32, spread 72.3% of mid · Δ -0.01
no GEX (no side has both gamma and open interest) strike 575
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 166.45 × 174.80, spread 4.9% of mid · Δ 0.99
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.29, spread 174.2% of mid · Δ -0.01
no GEX (no side has both gamma and open interest) strike 570
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 171.55 × 179.25, spread 4.4% of mid · Δ 0.99
puts: OI 0 (+0) · vol 8 (at ask 6, at bid 1) · NBBO 0.11 × 0.24, spread 74.3% of mid · Δ -0.01
no GEX (no side has both gamma and open interest) strike 565
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 177.20 × 184.65, spread 4.1% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.25, spread no two-sided quote (zero bid) · Δ -0.01
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 181.45 × 189.70, spread 4.4% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.24, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest)