Simplify Analytics
META

META

$665.75 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
37.8%
IV percentile
62.2%
own all (<3y) · n=241
IV rank
42.9%
own all (<1y) · n=241
range
23.4% – 57.0%
own all (<1y) · n=241
low 23.4%241 sessions, all (<1y) · today 37.8%high 57.0%

Term structure · constant maturity

36 consecutive sessions in contango (the normal upward slope).

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 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)27 calendar days out: every tenor of 7d 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, 47 calendar days from the 2026-09-18 curve - every tenor of 47d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d43.5%27.4%
2026-09-182026-08-19 (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 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session (47d on the tenor axis), no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

90-day IV
41.5%
own all (<3y) 87.8% · n=241
slope, 30d − 90d
-3.7 pts
own all (<3y) 45.9% · n=241
variance risk premium, 30d
+6.2 pts
own all (<3y) 79.0% · n=236

Skew · risk reversal

25-delta
-0.0 pts
own all (<3y) 95.7% · n=35
10-delta
+0.5 pts
own all (<3y) 95.7% · n=35

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 2026-09-17

1d2026-09-18 · short
2026-09-18: 6 put and 7 call strikes within ±2.3%, IV 42% to 44%45%36%2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 17 put and 18 call strikes within ±6.5%, IV 38% to 40%45%36%6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 21 put and 12 call strikes within ±8.8%, IV 37% to 40%45%36%8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 15 put and 15 call strikes within ±11%, IV 37% to 40%45%36%11%book spot+11%
29d2026-10-16
2026-10-16: 17 put and 17 call strikes within ±12%, IV 37% to 40%45%36%12%book spot+12%
64d2026-11-20
2026-11-20: 25 put and 25 call strikes within ±18%, IV 43% to 45%45%36%18%book spot+18%
92d2026-12-18
2026-12-18: 27 put and 30 call strikes within ±22%, IV 41% to 43%45%36%22%book spot+22%
120d2027-01-15
2027-01-15: 17 put and 17 call strikes within ±25%, IV 40% to 42%45%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%45%), set by the expiries past 7 DTE.

Expiry window · 3565 DTE

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 2026-09-20, not on the page's date.

expiryDTE28-DTE exitthesisearnings 11-04 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dclear · 12d37.5% p 680
2026-10-30 Friweekly422026-10-0214dclear · 5d44.5% p 680
2026-11-20 Fri632026-10-2335dspans · +16d
exit 12d before
43.1% p 680none served

DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 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 2026-09-18 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 2026-09-18, 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 2026-09-17 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 2026-09-17: 1 session behind 2026-09-18: no META chain statistics (net_gex) dated after 2026-09-17 are knowable as of 2026-09-18, and no ticker has newer ones. The strikes drawn below are 2026-09-17's rows as stored now; the levels and statistics are the readings dated 2026-09-17, computed from those rows when the readings were derived, and a fetch of 2026-09-17 after that can revise rows. Open interest is what entered 2026-09-17 (OCC's settlement of 2026-09-16), valued at the 2026-09-17 close.

net GEX · carried book
+$1.88bn per 1%
own all (<3y) 99.2% · n=64
gamma flip
$551.24
flip within ±25% of book spot
flip distance
-6.24 ATR
own all (<3y) 0.8% · n=63
0DTE share of volume
not listed daily

book spot $682.31 (unadjusted close, 2026-09-17) · call wall $700.00 (+2.59% from book spot) · put wall $670.00 (-1.80% from book spot) · max pain $600.00 (-12.06% 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 $682.31 × (1 + that distance) - the 2026-09-17 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. META headlines $665.75, its newest unadjusted close, on 2026-09-18; the book was taken at $682.31 on 2026-09-17, 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 2026-09-17 book's levels, on the 2026-09-17 close.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

Tradability of the 2026-10-09 expiry: 21 calendar days from 2026-09-18 (22 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 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 740 (Δ 0.21), put 635 (Δ -0.20).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, 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 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move850845840835830825820815810805800795790785780775770765760755750745740735730725720715710705700695690685680675670665660655650645640635630625620615610605600595590585580575570565560555550545540535530525520515put strike nearest 0.20 delta: 635call strike nearest 0.20 delta: 7401.2k01.2k15015025%10%10%25%-$2.3m+$2.3mcall wall 700book spot 682.31put wall 670γ flip 551.24strike 850 calls: OI 43 (+1) · vol 94 (at ask 31, at bid 48, multi-leg 94) · NBBO 0.42 × 0.60, spread 35.3% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 166.40 × 171.85, spread 3.2% of mid · Δ -0.98 net GEX +$13k per 1% (calls +$13k, puts +$0)strike 845 calls: OI 60 (+2) · vol 94 (at ask 47, at bid 46, multi-leg 94) · NBBO 0.48 × 0.61, spread 23.9% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 158.90 × 166.85, spread 4.9% of mid · Δ -0.98 net GEX +$20k per 1% (calls +$20k, puts +$0)strike 840 calls: OI 29 (+5) · vol 66 (at ask 33, at bid 33, multi-leg 66) · NBBO 0.55 × 0.77, spread 33.3% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 154.65 × 161.90, spread 4.6% of mid · Δ -0.97 net GEX +$11k per 1% (calls +$11k, puts +$0)strike 835 calls: OI 33 (+9) · vol 111 (at ask 54, at bid 57, multi-leg 110) · NBBO 0.64 × 0.90, spread 33.8% of mid · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 149.55 × 156.95, spread 4.8% of mid · Δ -0.97 net GEX +$14k per 1% (calls +$14k, puts +$0)strike 830 calls: OI 19 (+0) · vol 68 (at ask 32, at bid 34, multi-leg 68) · NBBO 0.74 × 0.89, spread 18.4% of mid · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 144.60 × 152.00, spread 5.0% of mid · Δ -0.97 net GEX +$9k per 1% (calls +$9k, puts +$0)strike 825 calls: OI 14 (-3) · vol 21 (at ask 11, at bid 10, multi-leg 21) · NBBO 0.81 × 1.07, spread 27.7% of mid · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 139.80 × 147.10, spread 5.1% of mid · Δ -0.96 net GEX +$7k per 1% (calls +$7k, puts +$0)strike 820 calls: OI 89 (+54) · vol 0 (at ask 0, at bid 0) · NBBO 0.93 × 1.18, spread 23.7% of mid · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 134.95 × 141.70, spread 4.9% of mid · Δ -0.96 net GEX +$51k per 1% (calls +$51k, puts +$0)strike 815 calls: OI 59 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 1.02 × 1.37, spread 29.3% of mid · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 130.40 × 136.80, spread 4.8% of mid · Δ -0.96 net GEX +$37k per 1% (calls +$37k, puts +$0)strike 810 calls: OI 71 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.13 × 1.52, spread 29.4% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.90 × 131.90, spread 5.5% of mid · Δ -0.95 net GEX +$48k per 1% (calls +$48k, puts +$0)strike 805 calls: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.25 × 1.61, spread 25.2% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.15 × 127.00, spread 5.5% of mid · Δ -0.95 net GEX +$16k per 1% (calls +$16k, puts +$0)strike 800 calls: OI 107 (+4) · vol 11 (at ask 3, at bid 7) · NBBO 1.50 × 1.80, spread 18.2% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.30 × 122.35, spread 5.9% of mid · Δ -0.94 net GEX +$88k per 1% (calls +$88k, puts +$0)strike 795 calls: OI 18 (+0) · vol 6 (at ask 2, at bid 2) · NBBO 1.76 × 2.04, spread 14.7% of mid · Δ 0.07 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.35 × 117.30, spread 6.1% of mid · Δ -0.94 net GEX +$16k per 1% (calls +$16k, puts +$0)strike 790 calls: OI 40 (+1) · vol 2 (at ask 2, at bid 0) · NBBO 1.83 × 2.36, spread 25.3% of mid · Δ 0.07 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.05 × 112.50, spread 5.9% of mid · Δ -0.93 net GEX +$39k per 1% (calls +$39k, puts +$0)strike 785 calls: OI 43 (+0) · vol 3 (at ask 1, at bid 2, multi-leg 2) · NBBO 2.15 × 2.66, spread 21.2% of mid · Δ 0.08 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.85 × 107.75, spread 6.6% of mid · Δ -0.92 net GEX +$45k per 1% (calls +$46k, puts -$1k)strike 780 calls: OI 18 (+0) · vol 4 (at ask 2, at bid 1, multi-leg 2) · NBBO 2.61 × 3.05, spread 15.5% of mid · Δ 0.09 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 96.05 × 103.00, spread 7.0% of mid · Δ -0.91 net GEX +$20k per 1% (calls +$21k, puts -$1k)strike 775 calls: OI 25 (+1) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 2.86 × 3.35, spread 15.8% of mid · Δ 0.10 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.15 × 98.35, spread 5.4% of mid · Δ -0.90 net GEX +$32k per 1% (calls +$32k, puts +$0)strike 770 calls: OI 93 (+0) · vol 4 (at ask 4, at bid 0) · NBBO 3.20 × 3.80, spread 17.1% of mid · Δ 0.11 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.20 × 93.70, spread 7.2% of mid · Δ -0.88 net GEX +$127k per 1% (calls +$127k, puts +$0)strike 765 calls: OI 64 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 3.75 × 4.10, spread 8.9% of mid · Δ 0.13 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.30 × 89.30, spread 7.0% of mid · Δ -0.87 net GEX +$95k per 1% (calls +$95k, puts +$0)strike 760 calls: OI 107 (+6) · vol 23 (at ask 20, at bid 0, multi-leg 7) · NBBO 4.30 × 4.70, spread 8.9% of mid · Δ 0.14 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.80 × 84.75, spread 7.3% of mid · Δ -0.86 net GEX +$171k per 1% (calls +$171k, puts +$0)strike 755 calls: OI 34 (+4) · vol 28 (at ask 7, at bid 21, multi-leg 5) · NBBO 4.70 × 5.40, spread 13.9% of mid · Δ 0.16 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.45 × 80.30, spread 7.6% of mid · Δ -0.85 net GEX +$58k per 1% (calls +$58k, puts +$0)strike 750 calls: OI 244 (+53) · vol 39 (at ask 27, at bid 12, multi-leg 21) · NBBO 5.55 × 5.90, spread 6.1% of mid · Δ 0.17 puts: OI 0 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 69.60 × 75.90, spread 8.7% of mid · Δ -0.83 net GEX +$448k per 1% (calls +$448k, puts +$0)strike 745 calls: OI 64 (+3) · vol 105 (at ask 98, at bid 5, multi-leg 8) · NBBO 6.10 × 6.75, spread 10.1% of mid · Δ 0.19 puts: OI 1 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 65.30 × 70.35, spread 7.4% of mid · Δ -0.82 net GEX +$124k per 1% (calls +$126k, puts -$2k)strike 740 calls: OI 145 (+13) · vol 128 (at ask 57, at bid 67, sweep 2, multi-leg 21) · NBBO 6.95 × 7.60, spread 8.9% of mid · Δ 0.21 puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 62.20 × 66.20, spread 6.2% of mid · Δ -0.80 net GEX +$300k per 1% (calls +$302k, puts -$2k)strike 735 calls: OI 48 (+1) · vol 9 (at ask 1, at bid 1, multi-leg 9) · NBBO 7.90 × 8.65, spread 9.1% of mid · Δ 0.23 puts: OI 4 (+0) · vol 4 (at ask 2, at bid 2) · NBBO 58.40 × 62.15, spread 6.2% of mid · Δ -0.78 net GEX +$97k per 1% (calls +$106k, puts -$9k)strike 730 calls: OI 174 (+6) · vol 32 (at ask 12, at bid 5, sweep 1, multi-leg 26) · NBBO 8.85 × 9.55, spread 7.6% of mid · Δ 0.25 puts: OI 9 (+9) · vol 2 (at ask 1, at bid 1) · NBBO 54.70 × 57.15, spread 4.4% of mid · Δ -0.75 net GEX +$383k per 1% (calls +$404k, puts -$21k)strike 725 calls: OI 367 (+1) · vol 53 (at ask 34, at bid 8, multi-leg 14) · NBBO 9.85 × 10.70, spread 8.3% of mid · Δ 0.28 puts: OI 39 (+23) · vol 17 (at ask 16, at bid 1, multi-leg 15) · NBBO 50.75 × 54.20, spread 6.6% of mid · Δ -0.73 net GEX +$796k per 1% (calls +$892k, puts -$96k)strike 720 calls: OI 364 (+6) · vol 111 (at ask 94, at bid 16, multi-leg 18) · NBBO 11.25 × 11.95, spread 6.0% of mid · Δ 0.30 puts: OI 2 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 47.10 × 49.95, spread 5.9% of mid · Δ -0.70 net GEX +$917k per 1% (calls +$922k, puts -$5k)strike 715 calls: OI 436 (+301) · vol 91 (at ask 32, at bid 51, multi-leg 76) · NBBO 12.40 × 13.40, spread 7.8% of mid · Δ 0.33 puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.45 × 46.60, spread 7.0% of mid · Δ -0.68 net GEX +$1.1m per 1% (calls +$1.1m, puts -$27k)strike 710 calls: OI 239 (+91) · vol 91 (at ask 18, at bid 63, multi-leg 72) · NBBO 13.95 × 14.90, spread 6.6% of mid · Δ 0.36 puts: OI 32 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 40.00 × 43.00, spread 7.2% of mid · Δ -0.65 net GEX +$560k per 1% (calls +$648k, puts -$88k)strike 705 calls: OI 132 (+0) · vol 10 (at ask 7, at bid 1, multi-leg 9) · NBBO 15.75 × 16.65, spread 5.6% of mid · Δ 0.38 puts: OI 18 (+1) · vol 5 (at ask 0, at bid 5, multi-leg 5) · NBBO 36.20 × 39.45, spread 8.6% of mid · Δ -0.62 net GEX +$317k per 1% (calls +$368k, puts -$51k)strike 700 calls: OI 654 (+129) · vol 62 (at ask 29, at bid 26, sweep 1, multi-leg 23) · NBBO 17.40 × 18.35, spread 5.3% of mid · Δ 0.41 puts: OI 52 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 33.50 × 35.00, spread 4.4% of mid · Δ -0.59 net GEX +$1.7m per 1% (calls +$1.9m, puts -$152k)strike 695 calls: OI 169 (-11) · vol 57 (at ask 28, at bid 23, sweep 8, multi-leg 9) · NBBO 19.40 × 20.35, spread 4.8% of mid · Δ 0.44 puts: OI 5 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 30.50 × 32.00, spread 4.8% of mid · Δ -0.56 net GEX +$470k per 1% (calls +$485k, puts -$15k)strike 690 calls: OI 266 (+80) · vol 28 (at ask 8, at bid 19, multi-leg 22) · NBBO 21.40 × 22.50, spread 5.0% of mid · Δ 0.47 puts: OI 33 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 27.80 × 29.10, spread 4.6% of mid · Δ -0.53 net GEX +$671k per 1% (calls +$771k, puts -$100k)strike 685 calls: OI 314 (+3) · vol 73 (at ask 28, at bid 43, sweep 4, multi-leg 32) · NBBO 23.70 × 24.90, spread 4.9% of mid · Δ 0.50 puts: OI 12 (+7) · vol 42 (at ask 22, at bid 20, sweep 1, multi-leg 1) · NBBO 25.10 × 26.25, spread 4.5% of mid · Δ -0.50 net GEX +$873k per 1% (calls +$910k, puts -$37k)strike 680 calls: OI 169 (-20) · vol 72 (at ask 34, at bid 36, sweep 6, multi-leg 18) · NBBO 26.15 × 27.35, spread 4.5% of mid · Δ 0.54 puts: OI 145 (+115) · vol 9 (at ask 2, at bid 6, sweep 1, multi-leg 2) · NBBO 22.70 × 23.75, spread 4.5% of mid · Δ -0.46 net GEX +$47k per 1% (calls +$485k, puts -$438k)strike 675 calls: OI 342 (-17) · vol 92 (at ask 39, at bid 45, sweep 16, multi-leg 18) · NBBO 28.55 × 30.35, spread 6.1% of mid · Δ 0.57 puts: OI 120 (+103) · vol 97 (at ask 54, at bid 41, sweep 2, multi-leg 56) · NBBO 20.20 × 21.35, spread 5.5% of mid · Δ -0.43 net GEX +$608k per 1% (calls +$967k, puts -$359k)strike 670 calls: OI 850 (+155) · vol 46 (at ask 16, at bid 29, sweep 4, multi-leg 16) · NBBO 31.20 × 33.85, spread 8.1% of mid · Δ 0.60 puts: OI 134 (+84) · vol 52 (at ask 31, at bid 17, sweep 2, multi-leg 39) · NBBO 18.10 × 19.00, spread 4.9% of mid · Δ -0.40 net GEX +$2.0m per 1% (calls +$2.4m, puts -$394k)strike 665 calls: OI 899 (+87) · vol 120 (at ask 10, at bid 110, sweep 1, multi-leg 6) · NBBO 33.80 × 36.00, spread 6.3% of mid · Δ 0.63 puts: OI 65 (+18) · vol 5 (at ask 1, at bid 4, sweep 1, multi-leg 1) · NBBO 16.10 × 16.90, spread 4.8% of mid · Δ -0.37 net GEX +$2.3m per 1% (calls +$2.5m, puts -$185k)strike 660 calls: OI 369 (+11) · vol 16 (at ask 9, at bid 7, sweep 1, multi-leg 8) · NBBO 36.85 × 39.70, spread 7.4% of mid · Δ 0.66 puts: OI 64 (+4) · vol 21 (at ask 8, at bid 12, sweep 5) · NBBO 14.30 × 15.05, spread 5.1% of mid · Δ -0.34 net GEX +$794k per 1% (calls +$969k, puts -$176k)strike 655 calls: OI 175 (+6) · vol 31 (at ask 11, at bid 20, multi-leg 25) · NBBO 39.35 × 43.55, spread 10.1% of mid · Δ 0.68 puts: OI 119 (+18) · vol 100 (at ask 42, at bid 58, sweep 34, multi-leg 13) · NBBO 12.65 × 13.30, spread 5.0% of mid · Δ -0.31 net GEX +$125k per 1% (calls +$439k, puts -$314k)strike 650 calls: OI 264 (-14) · vol 18 (at ask 9, at bid 8, sweep 5, multi-leg 7) · NBBO 44.45 × 47.05, spread 5.7% of mid · Δ 0.71 puts: OI 128 (+18) · vol 63 (at ask 5, at bid 41, multi-leg 15) · NBBO 11.10 × 11.80, spread 6.1% of mid · Δ -0.28 net GEX +$308k per 1% (calls +$631k, puts -$323k)strike 645 calls: OI 154 (+8) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 47.20 × 50.45, spread 6.7% of mid · Δ 0.73 puts: OI 161 (+54) · vol 29 (at ask 18, at bid 8, multi-leg 4) · NBBO 9.75 × 10.25, spread 5.0% of mid · Δ -0.25 net GEX -$33k per 1% (calls +$350k, puts -$383k)strike 640 calls: OI 203 (+2) · vol 19 (at ask 6, at bid 12, multi-leg 3) · NBBO 51.50 × 54.10, spread 4.9% of mid · Δ 0.76 puts: OI 130 (+13) · vol 58 (at ask 19, at bid 33, sweep 1, multi-leg 6) · NBBO 8.50 × 9.00, spread 5.7% of mid · Δ -0.23 net GEX +$145k per 1% (calls +$435k, puts -$290k)strike 635 calls: OI 74 (+0) · vol 24 (at ask 4, at bid 19, multi-leg 19) · NBBO 55.40 × 58.95, spread 6.2% of mid · Δ 0.78 puts: OI 87 (+12) · vol 61 (at ask 5, at bid 51, sweep 6, multi-leg 8) · NBBO 7.20 × 7.85, spread 8.6% of mid · Δ -0.20 net GEX -$32k per 1% (calls +$149k, puts -$181k)strike 630 calls: OI 175 (+86) · vol 3 (at ask 1, at bid 2, multi-leg 1) · NBBO 58.75 × 62.15, spread 5.6% of mid · Δ 0.80 puts: OI 84 (+7) · vol 29 (at ask 3, at bid 25, multi-leg 8) · NBBO 6.40 × 6.85, spread 6.8% of mid · Δ -0.18 net GEX +$166k per 1% (calls +$329k, puts -$162k)strike 625 calls: OI 43 (+0) · vol 7 (at ask 3, at bid 3, multi-leg 1) · NBBO 62.60 × 67.30, spread 7.2% of mid · Δ 0.82 puts: OI 181 (+18) · vol 72 (at ask 55, at bid 6, multi-leg 21) · NBBO 5.50 × 5.95, spread 7.9% of mid · Δ -0.16 net GEX -$247k per 1% (calls +$75k, puts -$322k)strike 620 calls: OI 126 (+4) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 66.50 × 72.15, spread 8.2% of mid · Δ 0.84 puts: OI 148 (+6) · vol 26 (at ask 15, at bid 9, multi-leg 7) · NBBO 4.75 × 5.15, spread 8.1% of mid · Δ -0.14 net GEX -$36k per 1% (calls +$205k, puts -$241k)strike 615 calls: OI 324 (+16) · vol 17 (at ask 8, at bid 8, multi-leg 15) · NBBO 70.80 × 74.95, spread 5.7% of mid · Δ 0.86 puts: OI 71 (+8) · vol 150 (at ask 76, at bid 21, multi-leg 13) · NBBO 4.10 × 4.45, spread 8.2% of mid · Δ -0.13 net GEX +$379k per 1% (calls +$485k, puts -$105k)strike 610 calls: OI 89 (+0) · vol 8 (at ask 5, at bid 3, multi-leg 6) · NBBO 74.80 × 80.35, spread 7.2% of mid · Δ 0.88 puts: OI 167 (+1) · vol 28 (at ask 8, at bid 16, multi-leg 20) · NBBO 3.50 × 3.85, spread 9.5% of mid · Δ -0.11 net GEX -$103k per 1% (calls +$121k, puts -$225k)strike 605 calls: OI 85 (+0) · vol 4 (at ask 4, at bid 0, multi-leg 4) · NBBO 77.75 × 83.05, spread 6.6% of mid · Δ 0.90 puts: OI 387 (+145) · vol 35 (at ask 5, at bid 29, multi-leg 3) · NBBO 2.94 × 3.35, spread 13.0% of mid · Δ -0.10 net GEX -$365k per 1% (calls +$104k, puts -$469k)strike 600 calls: OI 53 (+1) · vol 3 (at ask 1, at bid 2, multi-leg 1) · NBBO 82.70 × 90.00, spread 8.5% of mid · Δ 0.91 puts: OI 439 (+52) · vol 64 (at ask 43, at bid 19, multi-leg 14) · NBBO 2.60 × 2.79, spread 7.1% of mid · Δ -0.08 net GEX -$418k per 1% (calls +$58k, puts -$477k)strike 595 calls: OI 27 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 87.30 × 93.45, spread 6.8% of mid · Δ 0.92 puts: OI 391 (-5) · vol 15 (at ask 2, at bid 5, multi-leg 14) · NBBO 2.18 × 2.56, spread 16.0% of mid · Δ -0.07 net GEX -$354k per 1% (calls +$27k, puts -$381k)strike 590 calls: OI 32 (-3) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 91.95 × 98.35, spread 6.7% of mid · Δ 0.93 puts: OI 151 (+4) · vol 17 (at ask 12, at bid 4, multi-leg 15) · NBBO 1.86 × 2.22, spread 17.6% of mid · Δ -0.07 net GEX -$102k per 1% (calls +$29k, puts -$132k)strike 585 calls: OI 83 (-6) · vol 0 (at ask 0, at bid 0) · NBBO 96.65 × 103.20, spread 6.6% of mid · Δ 0.93 puts: OI 109 (+2) · vol 29 (at ask 10, at bid 8, multi-leg 28) · NBBO 1.60 × 1.94, spread 19.2% of mid · Δ -0.06 net GEX -$16k per 1% (calls +$69k, puts -$85k)strike 580 calls: OI 86 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 101.40 × 108.05, spread 6.3% of mid · Δ 0.94 puts: OI 285 (+73) · vol 19 (at ask 3, at bid 16, multi-leg 10) · NBBO 1.36 × 1.69, spread 21.6% of mid · Δ -0.05 net GEX -$131k per 1% (calls +$64k, puts -$196k)strike 575 calls: OI 97 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 106.20 × 112.55, spread 5.8% of mid · Δ 0.95 puts: OI 73 (-3) · vol 3 (at ask 1, at bid 2) · NBBO 1.03 × 1.49, spread 36.5% of mid · Δ -0.04 net GEX +$21k per 1% (calls +$66k, puts -$44k)strike 570 calls: OI 76 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 110.20 × 117.40, spread 6.3% of mid · Δ 0.95 puts: OI 131 (-5) · vol 6 (at ask 0, at bid 3, multi-leg 2) · NBBO 0.99 × 1.31, spread 27.8% of mid · Δ -0.04 net GEX -$24k per 1% (calls +$46k, puts -$70k)strike 565 calls: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.85 × 123.00, spread 6.0% of mid · Δ 0.96 puts: OI 91 (-2) · vol 7 (at ask 1, at bid 6, multi-leg 2) · NBBO 0.71 × 1.13, spread 45.7% of mid · Δ -0.03 net GEX -$28k per 1% (calls +$16k, puts -$43k)strike 560 calls: OI 21 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 120.70 × 127.35, spread 5.4% of mid · Δ 0.96 puts: OI 106 (+0) · vol 15 (at ask 9, at bid 6, multi-leg 12) · NBBO 0.56 × 1.02, spread 58.2% of mid · Δ -0.03 net GEX -$34k per 1% (calls +$10k, puts -$44k)strike 555 calls: OI 85 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 125.20 × 132.75, spread 5.9% of mid · Δ 0.97 puts: OI 58 (-2) · vol 5 (at ask 0, at bid 5, multi-leg 2) · NBBO 0.61 × 0.90, spread 38.4% of mid · Δ -0.02 net GEX +$13k per 1% (calls +$34k, puts -$21k)strike 550 calls: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 130.45 × 137.65, spread 5.4% of mid · Δ 0.98 puts: OI 239 (+28) · vol 76 (at ask 20, at bid 55, multi-leg 39) · NBBO 0.51 × 0.68, spread 28.6% of mid · Δ -0.02 net GEX -$68k per 1% (calls +$7k, puts -$75k)strike 545 calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 135.00 × 140.35, spread 3.9% of mid · Δ 0.98 puts: OI 144 (+8) · vol 150 (at ask 63, at bid 81, multi-leg 128) · NBBO 0.45 × 0.58, spread 25.2% of mid · Δ -0.02 net GEX -$36k per 1% (calls +$3k, puts -$40k)strike 540 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 139.95 × 147.20, spread 5.0% of mid · Δ 0.98 puts: OI 153 (+2) · vol 146 (at ask 85, at bid 61, multi-leg 114) · NBBO 0.40 × 0.54, spread 29.8% of mid · Δ -0.02 net GEX -$37k per 1% (calls +$474, puts -$38k)strike 535 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 144.85 × 152.25, spread 5.0% of mid · Δ 0.99 puts: OI 87 (+3) · vol 143 (at ask 52, at bid 87, multi-leg 107) · NBBO 0.35 × 0.49, spread 33.3% of mid · Δ -0.01 net GEX -$19k per 1% (calls +$438, puts -$19k)strike 530 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 149.80 × 157.20, spread 4.8% of mid · Δ 0.99 puts: OI 105 (-3) · vol 122 (at ask 57, at bid 65, multi-leg 115) · NBBO 0.30 × 0.44, spread 37.8% of mid · Δ -0.01 net GEX -$20k per 1% (calls +$405, puts -$20k)strike 525 calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 154.75 × 162.25, spread 4.7% of mid · Δ 0.99 puts: OI 98 (+0) · vol 21 (at ask 12, at bid 9, multi-leg 20) · NBBO 0.11 × 0.46, spread 122.8% of mid · Δ -0.01 net GEX -$16k per 1% (calls +$935, puts -$17k)strike 520 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 159.70 × 167.20, spread 4.6% of mid · Δ 0.99 puts: OI 73 (-3) · vol 4 (at ask 0, at bid 4, multi-leg 1) · NBBO 0.11 × 0.46, spread 122.8% of mid · Δ -0.01 net GEX -$12k per 1% (calls +$173, puts -$12k)strike 515 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 164.65 × 170.05, spread 3.2% of mid · Δ 0.99 puts: OI 1,154 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 0.18 × 0.44, spread 83.9% of mid · Δ -0.01 net GEX -$172k per 1% (calls +$0, puts -$172k)

2026-10-09 expiry, 68 strikes within ±25% of book spot (the flip search band); 90 hidden (37 above, 53 below), 74 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$14.0m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.

max pain $600.00 belongs to the 2026-10-16 monthly (29 days from 2026-09-17, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.

Table view · 68 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-0.983.2%171.85166.408500.420.6035.3%0.0294314809443+1+$0+$13k+$13k
+0000000-0.984.9%166.85158.908450.480.6123.9%0.0294474609460+2+$0+$20k+$20k
+0000000-0.974.6%161.90154.658400.550.7733.3%0.0266333306629+5+$0+$11k+$11k
+0000000-0.974.8%156.95149.558350.640.9033.8%0.031115457011033+9+$0+$14k+$14k
+0000000-0.975.0%152.00144.608300.740.8918.4%0.0368323406819+0+$0+$9k+$9k
+0000000-0.965.1%147.10139.808250.811.0727.7%0.0421111002114-3+$0+$7k+$7k
+0000000-0.964.9%141.70134.958200.931.1823.7%0.040000089+54+$0+$51k+$51k
+0000000-0.964.8%136.80130.408151.021.3729.3%0.041010159+1+$0+$37k+$37k
+0000000-0.955.5%131.90124.908101.131.5229.4%0.050000071+0+$0+$48k+$48k
+0000000-0.955.5%127.00120.158051.251.6125.2%0.050000022+0+$0+$16k+$16k
+0000000-0.945.9%122.35115.308001.501.8018.2%0.06113700107+4+$0+$88k+$88k
+0000000-0.946.1%117.30110.357951.762.0414.7%0.076220018+0+$0+$16k+$16k
+0000000-0.935.9%112.50106.057901.832.3625.3%0.072200040+1+$0+$39k+$39k
+0100000-0.926.6%107.75100.857852.152.6621.2%0.083120243+0-$1k+$46k+$45k
+0100000-0.917.0%103.0096.057802.613.0515.5%0.094210218+0-$1k+$21k+$20k
+0000000-0.905.4%98.3593.157752.863.3515.8%0.102020225+1+$0+$32k+$32k
+0000000-0.887.2%93.7087.207703.203.8017.1%0.114400093+0+$0+$127k+$127k
+0000000-0.877.0%89.3083.307653.754.108.9%0.130000064+1+$0+$95k+$95k
+0000000-0.867.3%84.7578.807604.304.708.9%0.142320007107+6+$0+$171k+$171k
+0000000-0.857.6%80.3074.457554.705.4013.9%0.16287210534+4+$0+$58k+$58k
+0000112-0.838.7%75.9069.607505.555.906.1%0.17392712021244+53+$0+$448k+$448k
+0100022-0.827.4%70.3565.307456.106.7510.1%0.191059850864+3-$2k+$126k+$124k
+1100000-0.806.2%66.2062.207406.957.608.9%0.211285767221145+13-$2k+$302k+$300k
+0400224-0.786.2%62.1558.407357.908.659.1%0.239110948+1-$9k+$106k+$97k
+9900112-0.754.4%57.1554.707308.859.557.6%0.2532125126174+6-$21k+$404k+$383k
+233915011617-0.736.6%54.2050.757259.8510.708.3%0.2853348014367+1-$96k+$892k+$796k
+1200000-0.705.9%49.9547.1072011.2511.956.0%0.301119416018364+6-$5k+$922k+$917k
+01000000-0.687.0%46.6043.4571512.4013.407.8%0.33913251076436+301-$27k+$1.1m+$1.1m
+03210101-0.657.2%43.0040.0071013.9514.906.6%0.36911863072239+91-$88k+$648k+$560k
+11850505-0.628.6%39.4536.2070515.7516.655.6%0.38107109132+0-$51k+$368k+$317k
+05210112-0.594.4%35.0033.5070017.4018.355.3%0.41622926123654+129-$152k+$1.9m+$1.7m
+5500000-0.564.8%32.0030.5069519.4020.354.8%0.4457282389169-11-$15k+$485k+$470k
+13300000-0.534.6%29.1027.8069021.4022.505.0%0.4728819022266+80-$100k+$771k+$671k
+71211202242-0.504.5%26.2525.1068523.7024.904.9%0.50732843432314+3-$37k+$910k+$873k
+11514521629-0.464.5%23.7522.7068026.1527.354.5%0.54723436618169-20-$438k+$485k+$47k
+103120562415497-0.435.5%21.3520.2067528.5530.356.1%0.579239451618342-17-$359k+$967k+$608k
+84134392173152-0.404.9%19.0018.1067031.2033.858.1%0.60461629416850+155-$394k+$2.4m+$2.0m
+186511415-0.374.8%16.9016.1066533.8036.006.3%0.631201011016899+87-$185k+$2.5m+$2.3m
+4640512821-0.345.1%15.0514.3066036.8539.707.4%0.66169718369+11-$176k+$969k+$794k
+1811913345842100-0.315.0%13.3012.6565539.3543.5510.1%0.68311120025175+6-$314k+$439k+$125k
+1812815041563-0.286.1%11.8011.1065044.4547.055.7%0.71189857264-14-$323k+$631k+$308k
+541614081829-0.255.0%10.259.7564547.2050.456.7%0.7332102154+8-$383k+$350k-$33k
+1313061331958-0.235.7%9.008.5064051.5054.104.9%0.761961203203+2-$290k+$435k+$145k
+12878651561-0.208.6%7.857.2063555.4058.956.2%0.782441901974+0-$181k+$149k-$32k
+7848025329-0.186.8%6.856.4063058.7562.155.6%0.8031201175+86-$162k+$329k+$166k
+1818121065572-0.167.9%5.955.5062562.6067.307.2%0.827330143+0-$322k+$75k-$247k
+61487091526-0.148.1%5.154.7562066.5072.158.2%0.8411001126+4-$241k+$205k-$36k
+8711302176150-0.138.2%4.454.1061570.8074.955.7%0.861788015324+16-$105k+$485k+$379k
+116720016828-0.119.5%3.853.5061074.8080.357.2%0.888530689+0-$225k+$121k-$103k
+1453873029535-0.1013.0%3.352.9460577.7583.056.6%0.904400485+0-$469k+$104k-$365k
+52439140194364-0.087.1%2.792.6060082.7090.008.5%0.913120153+1-$477k+$58k-$418k
-53911405215-0.0716.0%2.562.1859587.3093.456.8%0.922110227+0-$381k+$27k-$354k
+415115041217-0.0717.6%2.221.8659091.9598.356.7%0.932110132-3-$132k+$29k-$102k
+210928081029-0.0619.2%1.941.6058596.65103.206.6%0.930000083-6-$85k+$69k-$16k
+7328510016319-0.0521.6%1.691.36580101.40108.056.3%0.940000086-2-$196k+$64k-$131k
-37300213-0.0436.5%1.491.03575106.20112.555.8%0.951010197+0-$44k+$66k+$21k
-513120306-0.0427.8%1.310.99570110.20117.406.3%0.951010176+0-$70k+$46k-$24k
-29120617-0.0345.7%1.130.71565115.85123.006.0%0.960000029+0-$43k+$16k-$28k
+01061206915-0.0358.2%1.020.56560120.70127.355.4%0.960000021-1-$44k+$10k-$34k
-25820505-0.0238.4%0.900.61555125.20132.755.9%0.970000085+1-$21k+$34k+$13k
+28239390552076-0.0228.6%0.680.51550130.45137.655.4%0.980000022+0-$75k+$7k-$68k
+814412808163150-0.0225.2%0.580.45545135.00140.353.9%0.980000013+0-$40k+$3k-$36k
+215311406185146-0.0229.8%0.540.40540139.95147.205.0%0.98000002+0-$38k+$474-$37k
+38710708752143-0.0133.3%0.490.35535144.85152.255.0%0.99000002+0-$19k+$438-$19k
-310511506557122-0.0137.8%0.440.30530149.80157.204.8%0.99000002+0-$20k+$405-$20k
+09820091221-0.01122.8%0.460.11525154.75162.254.7%0.99000005+0-$17k+$935-$16k
-37310404-0.01122.8%0.460.11520159.70167.204.6%0.99000001+0-$12k+$173-$12k
+01,15400001-0.0183.9%0.440.18515164.65170.053.2%0.99000000+0-$172k+$0-$172k