Simplify Analytics
META

META

$741.25 unadjusted close, 2026-09-21
as of 2026-09-21
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
44.9%
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 Baltimore22 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)43 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)24 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 date1d5d7d14d30d60d90d180d365d56.7%32.7%
2026-09-212026-08-20 (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 Baltimore
  • Wed 09-23 09:45 · 2d US Flash Services PMI (September) · f 55.9 · prev 56.8
  • Wed 09-23 09:45 · 2d US Flash Manufacturing PMI (September) · f 53.5 · prev 53.2
  • Thu 09-24 08:30 · 3d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 3d Weekly Jobless Claims (September) · f 204000 · prev 196000
  • Thu 09-24 10:00 · 3d New Home Sales (August) · f 620000 · prev 607000
  • Thu 09-24 11:00 · 3d Kansas City Fed Survey (September) · prev 17
  • Fri 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 51.7

Earnings: 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

3d2026-09-21 · 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 scalestrike 642.5: IV 28.1%, beyond the shared scalestrike 645: IV 28.7%, beyond the shared scalestrike 647.5: IV 26.9%, beyond the shared scalestrike 650: IV 27.6%, beyond the shared scalestrike 652.5: IV 27.9%, beyond the shared scalestrike 655: IV 27.8%, beyond the shared scalestrike 657.5: IV 27.7%, beyond the shared scalestrike 660: IV 29.7%, beyond the shared scalestrike 662.5: IV 26.3%, beyond the shared scalestrike 665: IV 28.8%, beyond the shared scalestrike 667.5: IV 26.3%, beyond the shared scalestrike 670: IV 26.0%, beyond the shared scalestrike 672.5: IV 26.0%, beyond the shared scalestrike 675: IV 26.4%, beyond the shared scalestrike 677.5: IV 26.0%, beyond the shared scalestrike 680: IV 26.4%, beyond the shared scalestrike 682.5: IV 27.6%, beyond the shared scalestrike 685: IV 27.4%, beyond the shared scalestrike 687.5: IV 27.9%, beyond the shared scalestrike 690: IV 28.7%, beyond the shared scale46%36%4.0%book spot+4.0%
7d2026-09-25 · 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 scale46%36%6.1%book spot+6.1%
14d2026-10-02
2026-10-02: 23 put and 23 call strikes within ±8.6%, IV 36% to 41%46%36%8.6%book spot+8.6%
21d2026-10-09
2026-10-09: 14 put and 14 call strikes within ±11%, IV 38% to 39%46%36%11%book spot+11%
28d2026-10-16
2026-10-16: 16 put and 16 call strikes within ±12%, IV 38% to 39%46%36%12%book spot+12%
63d2026-11-20
2026-11-20: 25 put and 24 call strikes within ±18%, IV 41% to 46%46%36%18%book spot+18%
91d2026-12-18
2026-12-18: 25 put and 29 call strikes within ±22%, IV 40% to 44%46%36%22%book spot+22%
119d2027-01-15
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.

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 2026-09-22, not on the page's date.

expiryDTE28-DTE exitthesisearnings 11-04 time?
the vendor's estimate
ATM IV · 09-18expected move
2026-10-30 Friweekly392026-10-0211dclear · 5d45.0% p 665
2026-11-20 Fri602026-10-2332dspans · +16d
exit 12d before
43.8% p 665none 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.

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

Tradability of the 2026-10-23 expiry: 32 calendar days from 2026-09-21 (35 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, and the strike nearest 0.20 delta on each side - call 745 (Δ 0.20), put 610 (Δ -0.21).

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 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 2026-09-17's trading; volume is 2026-09-18's.◀ put OIcall OI ▶entering 2026-09-18◀ put volcall vol ▶traded 2026-09-18◀ putcall ▶spread, % of mid− net GEX+$ per 1% move830825820815810805800795790785780775770765760755750745740735730725720715710705700695690685680675670665660655650645640635630625620615610605600595590585580575570565560555550545540535530525520515510505500put strike nearest 0.20 delta: 610call strike nearest 0.20 delta: 745959095997797725%10%10%25%-$1.3m+$1.3mcall wall 750book spot 665.75put wall 640γ flip 520.27strike 830 calls: OI 42 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 1.36 × 1.98, spread 37.1% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 161.55 × 168.80, spread 4.4% of mid · Δ -1.00 net GEX +$22k per 1% (calls +$22k, puts +$0)strike 825 calls: OI 2 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 1.51 × 2.15, spread 35.0% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 156.65 × 163.60, spread 4.3% of mid · Δ -1.00 net GEX +$1k per 1% (calls +$1k, puts +$0)strike 820 calls: OI 40 (+2) · vol 1 (at ask 1, at bid 0) · NBBO 1.69 × 2.34, spread 32.3% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 151.75 × 159.05, spread 4.7% of mid · Δ -0.99 net GEX +$24k per 1% (calls +$24k, puts +$0)strike 815 calls: OI 11 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 1.88 × 2.55, spread 30.2% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 146.90 × 154.25, spread 4.9% of mid · Δ -0.98 net GEX +$7k per 1% (calls +$7k, puts +$0)strike 810 calls: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.09 × 2.77, spread 28.0% of mid · Δ 0.07 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 142.05 × 149.40, spread 5.0% of mid · Δ -0.97 net GEX +$10k per 1% (calls +$10k, puts +$0)strike 805 calls: OI 11 (+2) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 2.31 × 3.05, spread 27.6% of mid · Δ 0.07 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 137.20 × 144.70, spread 5.3% of mid · Δ -0.96 net GEX +$8k per 1% (calls +$8k, puts +$0)strike 800 calls: OI 138 (+22) · vol 132 (at ask 68, at bid 40, sweep 1, multi-leg 33) · NBBO 2.80 × 3.10, spread 10.2% of mid · Δ 0.08 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.40 × 139.70, spread 5.4% of mid · Δ -0.95 net GEX +$110k per 1% (calls +$110k, puts -$610)strike 795 calls: OI 35 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 2.84 × 3.60, spread 23.6% of mid · Δ 0.09 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.65 × 134.90, spread 5.5% of mid · Δ -0.95 net GEX +$30k per 1% (calls +$30k, puts +$0)strike 790 calls: OI 63 (+6) · vol 9 (at ask 7, at bid 2, multi-leg 5) · NBBO 3.40 × 3.85, spread 12.4% of mid · Δ 0.10 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.90 × 130.20, spread 5.8% of mid · Δ -0.93 net GEX +$57k per 1% (calls +$57k, puts +$0)strike 785 calls: OI 48 (+3) · vol 6 (at ask 2, at bid 4, multi-leg 2) · NBBO 3.60 × 4.05, spread 11.8% of mid · Δ 0.10 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 118.15 × 125.05, spread 5.7% of mid · Δ -0.92 net GEX +$46k per 1% (calls +$46k, puts +$0)strike 780 calls: OI 184 (+17) · vol 74 (at ask 74, at bid 0) · NBBO 3.90 × 4.65, spread 17.5% of mid · Δ 0.11 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.50 × 120.90, spread 6.3% of mid · Δ -0.91 net GEX +$189k per 1% (calls +$189k, puts +$0)strike 775 calls: OI 113 (+2) · vol 188 (at ask 10, at bid 178, multi-leg 172) · NBBO 4.50 × 5.05, spread 11.5% of mid · Δ 0.12 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.80 × 116.15, spread 6.5% of mid · Δ -0.90 net GEX +$123k per 1% (calls +$123k, puts +$0)strike 770 calls: OI 111 (+4) · vol 3 (at ask 1, at bid 0, multi-leg 3) · NBBO 4.85 × 5.40, spread 10.7% of mid · Δ 0.13 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.20 × 111.20, spread 6.5% of mid · Δ -0.89 net GEX +$128k per 1% (calls +$128k, puts +$0)strike 765 calls: OI 81 (+2) · vol 4 (at ask 2, at bid 0, multi-leg 1) · NBBO 5.30 × 6.00, spread 12.4% of mid · Δ 0.14 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 99.70 × 107.35, spread 7.4% of mid · Δ -0.88 net GEX +$99k per 1% (calls +$99k, puts +$0)strike 760 calls: OI 959 (+545) · vol 10 (at ask 2, at bid 8, sweep 2, multi-leg 7) · NBBO 5.85 × 6.60, spread 12.0% of mid · Δ 0.15 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.20 × 102.70, spread 7.6% of mid · Δ -0.87 net GEX +$1.2m per 1% (calls +$1.2m, puts +$0)strike 755 calls: OI 75 (+11) · vol 49 (at ask 28, at bid 19, multi-leg 5) · NBBO 6.50 × 7.10, spread 8.8% of mid · Δ 0.17 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.75 × 97.60, spread 7.3% of mid · Δ -0.86 net GEX +$102k per 1% (calls +$102k, puts +$0)strike 750 calls: OI 467 (+6) · vol 38 (at ask 24, at bid 12, multi-leg 11) · NBBO 7.05 × 7.90, spread 11.4% of mid · Δ 0.18 puts: OI 0 (+0) · vol 21 (at ask 18, at bid 3, multi-leg 18) · NBBO 87.05 × 93.80, spread 7.5% of mid · Δ -0.84 net GEX +$670k per 1% (calls +$670k, puts +$0)strike 745 calls: OI 95 (+10) · vol 33 (at ask 24, at bid 9, multi-leg 29) · NBBO 7.80 × 8.65, spread 10.3% of mid · Δ 0.20 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.05 × 89.40, spread 8.6% of mid · Δ -0.83 net GEX +$142k per 1% (calls +$143k, puts -$2k)strike 740 calls: OI 176 (+42) · vol 61 (at ask 18, at bid 8, multi-leg 50) · NBBO 8.65 × 9.45, spread 8.8% of mid · Δ 0.21 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.85 × 84.65, spread 8.4% of mid · Δ -0.81 net GEX +$278k per 1% (calls +$278k, puts +$0)strike 735 calls: OI 85 (+27) · vol 22 (at ask 6, at bid 10, multi-leg 18) · NBBO 9.45 × 10.30, spread 8.6% of mid · Δ 0.23 puts: OI 0 (+0) · vol 3 (at ask 1, at bid 2, multi-leg 3) · NBBO 73.50 × 81.05, spread 9.8% of mid · Δ -0.79 net GEX +$140k per 1% (calls +$140k, puts +$0)strike 730 calls: OI 131 (+9) · vol 19 (at ask 3, at bid 16, multi-leg 10) · NBBO 10.50 × 11.25, spread 6.9% of mid · Δ 0.24 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.55 × 76.70, spread 9.8% of mid · Δ -0.78 net GEX +$223k per 1% (calls +$225k, puts -$2k)strike 725 calls: OI 310 (+2) · vol 41 (at ask 21, at bid 17, multi-leg 40) · NBBO 11.50 × 12.35, spread 7.1% of mid · Δ 0.26 puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.40 × 72.65, spread 10.5% of mid · Δ -0.76 net GEX +$547k per 1% (calls +$555k, puts -$7k)strike 720 calls: OI 249 (+4) · vol 56 (at ask 24, at bid 30, multi-leg 17) · NBBO 12.55 × 13.60, spread 8.0% of mid · Δ 0.28 puts: OI 7 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 61.50 × 67.95, spread 10.0% of mid · Δ -0.74 net GEX +$450k per 1% (calls +$463k, puts -$14k)strike 715 calls: OI 72 (+5) · vol 25 (at ask 13, at bid 12, multi-leg 9) · NBBO 13.70 × 14.55, spread 6.0% of mid · Δ 0.30 puts: OI 4 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 58.35 × 63.80, spread 8.9% of mid · Δ -0.72 net GEX +$130k per 1% (calls +$138k, puts -$8k)strike 710 calls: OI 310 (+2) · vol 61 (at ask 28, at bid 33, multi-leg 42) · NBBO 14.95 × 15.90, spread 6.2% of mid · Δ 0.32 puts: OI 5 (+0) · vol 5 (at ask 4, at bid 1) · NBBO 54.65 × 60.10, spread 9.5% of mid · Δ -0.70 net GEX +$604k per 1% (calls +$614k, puts -$10k)strike 705 calls: OI 125 (+32) · vol 14 (at ask 1, at bid 3, multi-leg 12) · NBBO 16.35 × 17.50, spread 6.8% of mid · Δ 0.34 puts: OI 39 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.25 × 56.45, spread 7.7% of mid · Δ -0.67 net GEX +$172k per 1% (calls +$255k, puts -$83k)strike 700 calls: OI 631 (+55) · vol 977 (at ask 416, at bid 531, sweep 14, multi-leg 743) · NBBO 17.90 × 18.50, spread 3.3% of mid · Δ 0.36 puts: OI 21 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 47.70 × 53.00, spread 10.5% of mid · Δ -0.65 net GEX +$1.3m per 1% (calls +$1.3m, puts -$46k)strike 695 calls: OI 98 (+7) · vol 38 (at ask 13, at bid 25, multi-leg 13) · NBBO 19.45 × 20.45, spread 5.0% of mid · Δ 0.38 puts: OI 29 (+1) · vol 5 (at ask 5, at bid 0, multi-leg 5) · NBBO 44.70 × 49.40, spread 10.0% of mid · Δ -0.63 net GEX +$142k per 1% (calls +$207k, puts -$65k)strike 690 calls: OI 208 (+35) · vol 77 (at ask 38, at bid 36, sweep 1, multi-leg 53) · NBBO 21.15 × 22.20, spread 4.8% of mid · Δ 0.41 puts: OI 16 (+1) · vol 9 (at ask 9, at bid 0, multi-leg 8) · NBBO 41.80 × 45.80, spread 9.1% of mid · Δ -0.60 net GEX +$410k per 1% (calls +$446k, puts -$37k)strike 685 calls: OI 92 (+16) · vol 39 (at ask 17, at bid 18, sweep 12, multi-leg 18) · NBBO 23.05 × 24.10, spread 4.5% of mid · Δ 0.43 puts: OI 52 (+7) · vol 75 (at ask 71, at bid 3, sweep 2, multi-leg 60) · NBBO 39.55 × 42.05, spread 6.1% of mid · Δ -0.58 net GEX +$80k per 1% (calls +$200k, puts -$120k)strike 680 calls: OI 575 (+22) · vol 155 (at ask 72, at bid 62, sweep 3, multi-leg 53) · NBBO 25.00 × 26.10, spread 4.3% of mid · Δ 0.46 puts: OI 144 (+43) · vol 66 (at ask 59, at bid 6, sweep 1, multi-leg 15) · NBBO 37.05 × 38.95, spread 5.0% of mid · Δ -0.55 net GEX +$920k per 1% (calls +$1.3m, puts -$336k)strike 675 calls: OI 205 (+20) · vol 115 (at ask 34, at bid 77, sweep 4, multi-leg 16) · NBBO 27.05 × 28.25, spread 4.3% of mid · Δ 0.48 puts: OI 130 (+44) · vol 133 (at ask 47, at bid 60, sweep 2, multi-leg 99) · NBBO 34.45 × 35.70, spread 3.6% of mid · Δ -0.52 net GEX +$143k per 1% (calls +$449k, puts -$306k)strike 670 calls: OI 238 (+10) · vol 182 (at ask 27, at bid 120, sweep 42, multi-leg 31) · NBBO 29.50 × 30.70, spread 4.0% of mid · Δ 0.50 puts: OI 143 (+18) · vol 257 (at ask 16, at bid 129, sweep 1, multi-leg 19) · NBBO 31.50 × 32.95, spread 4.5% of mid · Δ -0.50 net GEX +$185k per 1% (calls +$521k, puts -$336k)strike 665 calls: OI 108 (+4) · vol 23 (at ask 9, at bid 12, multi-leg 15) · NBBO 31.70 × 33.05, spread 4.2% of mid · Δ 0.53 puts: OI 136 (+27) · vol 50 (at ask 24, at bid 26, multi-leg 24) · NBBO 29.05 × 30.30, spread 4.2% of mid · Δ -0.47 net GEX -$83k per 1% (calls +$235k, puts -$318k)strike 660 calls: OI 451 (+3) · vol 32 (at ask 17, at bid 13, multi-leg 24) · NBBO 34.20 × 35.55, spread 3.9% of mid · Δ 0.55 puts: OI 159 (+99) · vol 122 (at ask 106, at bid 4, sweep 1, multi-leg 13) · NBBO 26.70 × 27.80, spread 4.0% of mid · Δ -0.45 net GEX +$604k per 1% (calls +$974k, puts -$370k)strike 655 calls: OI 143 (+2) · vol 10 (at ask 7, at bid 3, multi-leg 9) · NBBO 36.30 × 38.30, spread 5.4% of mid · Δ 0.58 puts: OI 55 (-2) · vol 21 (at ask 5, at bid 15, multi-leg 10) · NBBO 24.35 × 25.45, spread 4.4% of mid · Δ -0.42 net GEX +$180k per 1% (calls +$307k, puts -$126k)strike 650 calls: OI 261 (+0) · vol 70 (at ask 24, at bid 40, multi-leg 18) · NBBO 38.95 × 40.95, spread 5.0% of mid · Δ 0.60 puts: OI 104 (+7) · vol 52 (at ask 30, at bid 21, sweep 5, multi-leg 19) · NBBO 21.95 × 23.20, spread 5.5% of mid · Δ -0.39 net GEX +$320k per 1% (calls +$554k, puts -$234k)strike 645 calls: OI 160 (+14) · vol 43 (at ask 16, at bid 19, multi-leg 43) · NBBO 41.30 × 45.25, spread 9.1% of mid · Δ 0.63 puts: OI 83 (+9) · vol 11 (at ask 3, at bid 8, sweep 1) · NBBO 19.95 × 21.15, spread 5.8% of mid · Δ -0.37 net GEX +$149k per 1% (calls +$332k, puts -$182k)strike 640 calls: OI 381 (+282) · vol 53 (at ask 14, at bid 26, multi-leg 52) · NBBO 44.15 × 48.90, spread 10.2% of mid · Δ 0.65 puts: OI 126 (+19) · vol 26 (at ask 13, at bid 9, sweep 2, multi-leg 8) · NBBO 18.15 × 19.15, spread 5.4% of mid · Δ -0.34 net GEX +$494k per 1% (calls +$764k, puts -$270k)strike 635 calls: OI 97 (+8) · vol 33 (at ask 12, at bid 18, multi-leg 33) · NBBO 47.35 × 51.60, spread 8.6% of mid · Δ 0.67 puts: OI 55 (+2) · vol 3 (at ask 1, at bid 2, multi-leg 2) · NBBO 16.25 × 17.35, spread 6.5% of mid · Δ -0.32 net GEX +$74k per 1% (calls +$188k, puts -$114k)strike 630 calls: OI 473 (-5) · vol 37 (at ask 18, at bid 17, multi-leg 37) · NBBO 50.90 × 55.55, spread 8.7% of mid · Δ 0.69 puts: OI 171 (+8) · vol 39 (at ask 18, at bid 17, multi-leg 18) · NBBO 14.65 × 15.60, spread 6.3% of mid · Δ -0.29 net GEX +$541k per 1% (calls +$882k, puts -$341k)strike 625 calls: OI 75 (-3) · vol 5 (at ask 0, at bid 5, multi-leg 4) · NBBO 54.10 × 59.65, spread 9.8% of mid · Δ 0.72 puts: OI 68 (+8) · vol 109 (at ask 86, at bid 19, sweep 4, multi-leg 34) · NBBO 13.15 × 14.00, spread 6.3% of mid · Δ -0.27 net GEX +$5k per 1% (calls +$135k, puts -$130k)strike 620 calls: OI 78 (+0) · vol 13 (at ask 3, at bid 10, multi-leg 1) · NBBO 57.70 × 62.95, spread 8.7% of mid · Δ 0.74 puts: OI 196 (+26) · vol 57 (at ask 35, at bid 20, multi-leg 27) · NBBO 11.70 × 12.25, spread 4.6% of mid · Δ -0.25 net GEX -$224k per 1% (calls +$135k, puts -$359k)strike 615 calls: OI 23 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 60.40 × 65.45, spread 8.0% of mid · Δ 0.76 puts: OI 151 (+16) · vol 93 (at ask 25, at bid 58, sweep 1, multi-leg 62) · NBBO 10.35 × 11.25, spread 8.3% of mid · Δ -0.23 net GEX -$224k per 1% (calls +$38k, puts -$262k)strike 610 calls: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.20 × 70.75, spread 8.2% of mid · Δ 0.77 puts: OI 90 (+23) · vol 147 (at ask 87, at bid 56, sweep 1, multi-leg 63) · NBBO 9.20 × 10.00, spread 8.3% of mid · Δ -0.21 net GEX -$101k per 1% (calls +$47k, puts -$148k)strike 605 calls: OI 8 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 68.00 × 74.90, spread 9.7% of mid · Δ 0.79 puts: OI 118 (-17) · vol 74 (at ask 64, at bid 7, multi-leg 72) · NBBO 8.15 × 8.90, spread 8.8% of mid · Δ -0.19 net GEX -$170k per 1% (calls +$12k, puts -$182k)strike 600 calls: OI 74 (+0) · vol 9 (at ask 6, at bid 1, multi-leg 9) · NBBO 73.45 × 77.60, spread 5.5% of mid · Δ 0.81 puts: OI 288 (+47) · vol 114 (at ask 62, at bid 39, multi-leg 32) · NBBO 7.25 × 7.85, spread 7.9% of mid · Δ -0.17 net GEX -$313k per 1% (calls +$103k, puts -$416k)strike 595 calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.15 × 83.00, spread 7.3% of mid · Δ 0.82 puts: OI 322 (-6) · vol 27 (at ask 15, at bid 12, multi-leg 15) · NBBO 6.20 × 7.10, spread 13.5% of mid · Δ -0.15 net GEX -$426k per 1% (calls +$7k, puts -$433k)strike 590 calls: OI 10 (+0) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 80.20 × 87.30, spread 8.5% of mid · Δ 0.83 puts: OI 129 (-1) · vol 45 (at ask 16, at bid 28, multi-leg 13) · NBBO 5.55 × 6.15, spread 10.3% of mid · Δ -0.14 net GEX -$149k per 1% (calls +$12k, puts -$161k)strike 585 calls: OI 12 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 85.60 × 91.40, spread 6.6% of mid · Δ 0.85 puts: OI 70 (-8) · vol 39 (at ask 9, at bid 29, sweep 1, multi-leg 13) · NBBO 4.85 × 5.60, spread 14.4% of mid · Δ -0.12 net GEX -$67k per 1% (calls +$14k, puts -$81k)strike 580 calls: OI 5 (+0) · vol 9 (at ask 7, at bid 2, multi-leg 9) · NBBO 89.95 × 95.65, spread 6.1% of mid · Δ 0.86 puts: OI 124 (+6) · vol 35 (at ask 21, at bid 11, multi-leg 17) · NBBO 4.20 × 4.80, spread 13.3% of mid · Δ -0.11 net GEX -$126k per 1% (calls +$5k, puts -$131k)strike 575 calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.65 × 100.10, spread 6.7% of mid · Δ 0.87 puts: OI 129 (+8) · vol 34 (at ask 19, at bid 8, multi-leg 12) · NBBO 3.50 × 4.30, spread 20.5% of mid · Δ -0.10 net GEX -$112k per 1% (calls +$13k, puts -$125k)strike 570 calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 98.35 × 104.55, spread 6.1% of mid · Δ 0.88 puts: OI 86 (+9) · vol 33 (at ask 12, at bid 15, multi-leg 12) · NBBO 3.10 × 3.75, spread 19.0% of mid · Δ -0.09 net GEX -$68k per 1% (calls +$8k, puts -$76k)strike 565 calls: OI 36 (+0) · vol 18 (at ask 2, at bid 16, multi-leg 10) · NBBO 102.60 × 109.10, spread 6.1% of mid · Δ 0.89 puts: OI 114 (-2) · vol 15 (at ask 14, at bid 0, multi-leg 12) · NBBO 2.69 × 3.40, spread 23.3% of mid · Δ -0.08 net GEX -$60k per 1% (calls +$31k, puts -$92k)strike 560 calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.10 × 113.65, spread 5.9% of mid · Δ 0.90 puts: OI 255 (+8) · vol 30 (at ask 5, at bid 25, multi-leg 11) · NBBO 2.21 × 2.96, spread 29.0% of mid · Δ -0.07 net GEX -$181k per 1% (calls +$4k, puts -$185k)strike 555 calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 111.90 × 118.40, spread 5.6% of mid · Δ 0.91 puts: OI 138 (+8) · vol 2 (at ask 1, at bid 1) · NBBO 1.88 × 2.61, spread 32.5% of mid · Δ -0.06 net GEX -$86k per 1% (calls +$5k, puts -$90k)strike 550 calls: OI 12 (+0) · vol 41 (at ask 17, at bid 24, multi-leg 2) · NBBO 116.45 × 123.10, spread 5.6% of mid · Δ 0.92 puts: OI 294 (+10) · vol 94 (at ask 22, at bid 69, multi-leg 11) · NBBO 1.69 × 2.23, spread 27.6% of mid · Δ -0.05 net GEX -$165k per 1% (calls +$8k, puts -$173k)strike 545 calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 121.30 × 127.80, spread 5.2% of mid · Δ 0.92 puts: OI 203 (+0) · vol 7 (at ask 4, at bid 3) · NBBO 1.42 × 2.03, spread 35.4% of mid · Δ -0.05 net GEX -$105k per 1% (calls +$2k, puts -$107k)strike 540 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 126.10 × 132.55, spread 5.0% of mid · Δ 0.93 puts: OI 317 (-1) · vol 13 (at ask 8, at bid 5, multi-leg 5) · NBBO 1.14 × 1.81, spread 45.4% of mid · Δ -0.04 net GEX -$148k per 1% (calls +$604, puts -$149k)strike 535 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 131.00 × 137.35, spread 4.7% of mid · Δ 0.93 puts: OI 83 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 1.00 × 1.61, spread 46.7% of mid · Δ -0.04 net GEX -$33k per 1% (calls +$1k, puts -$34k)strike 530 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 135.70 × 142.15, spread 4.6% of mid · Δ 0.94 puts: OI 153 (+100) · vol 6 (at ask 2, at bid 4, multi-leg 3) · NBBO 0.80 × 1.43, spread 56.5% of mid · Δ -0.03 net GEX -$57k per 1% (calls +$0, puts -$57k)strike 525 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 140.50 × 147.00, spread 4.5% of mid · Δ 0.94 puts: OI 52 (+14) · vol 10 (at ask 9, at bid 1, sweep 1) · NBBO 0.67 × 1.28, spread 62.6% of mid · Δ -0.03 net GEX -$16k per 1% (calls +$954, puts -$17k)strike 520 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 145.50 × 151.85, spread 4.3% of mid · Δ 0.95 puts: OI 60 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 0.56 × 1.14, spread 68.2% of mid · Δ -0.03 net GEX -$18k per 1% (calls +$0, puts -$18k)strike 515 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 150.30 × 156.90, spread 4.3% of mid · Δ 0.95 puts: OI 12 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 0.47 × 1.02, spread 73.8% of mid · Δ -0.02 net GEX -$3k per 1% (calls +$0, puts -$3k)strike 510 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 155.05 × 161.75, spread 4.2% of mid · Δ 0.96 puts: OI 23 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.39 × 0.92, spread 80.9% of mid · Δ -0.02 net GEX -$6k per 1% (calls +$0, puts -$6k)strike 505 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 160.15 × 166.65, spread 4.0% of mid · Δ 0.96 puts: OI 14 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 0.33 × 0.82, spread 85.2% of mid · Δ -0.02 net GEX -$3k per 1% (calls +$0, puts -$3k)strike 500 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 165.05 × 171.60, spread 3.9% of mid · Δ 0.97 puts: OI 206 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.31 × 0.71, spread 78.4% of mid · Δ -0.02 net GEX -$38k per 1% (calls +$288, puts -$38k)

2026-10-23 expiry, 67 strikes within ±25% of book spot (the flip search band); 91 hidden (41 above, 50 below), 49 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$8.2m 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 · 67 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.004.4%168.80161.558301.361.9837.1%0.050000042+5+$0+$22k+$22k
+0000000-1.004.3%163.60156.658251.512.1535.0%0.05110002+0+$0+$1k+$1k
+0000000-0.994.7%159.05151.758201.692.3432.3%0.061100040+2+$0+$24k+$24k
+0000000-0.984.9%154.25146.908151.882.5530.2%0.060000011+2+$0+$7k+$7k
+0000000-0.975.0%149.40142.058102.092.7728.0%0.070000014+0+$0+$10k+$10k
+0000000-0.965.3%144.70137.208052.313.0527.6%0.071100111+2+$0+$8k+$8k
+0100000-0.955.4%139.70132.408002.803.1010.2%0.081326840133138+22-$610+$110k+$110k
+0000000-0.955.5%134.90127.657952.843.6023.6%0.090000035+2+$0+$30k+$30k
+0000000-0.935.8%130.20122.907903.403.8512.4%0.109720563+6+$0+$57k+$57k
+0000000-0.925.7%125.05118.157853.604.0511.8%0.106240248+3+$0+$46k+$46k
+0000000-0.916.3%120.90113.507803.904.6517.5%0.117474000184+17+$0+$189k+$189k
+0000000-0.906.5%116.15108.807754.505.0511.5%0.12188101780172113+2+$0+$123k+$123k
+0000000-0.896.5%111.20104.207704.855.4010.7%0.1331003111+4+$0+$128k+$128k
+0000000-0.887.4%107.3599.707655.306.0012.4%0.144200181+2+$0+$99k+$99k
+0000000-0.877.6%102.7095.207605.856.6012.0%0.15102827959+545+$0+$1.2m+$1.2m
+0000000-0.867.3%97.6090.757556.507.108.8%0.174928190575+11+$0+$102k+$102k
+0018031821-0.847.5%93.8087.057507.057.9011.4%0.18382412011467+6+$0+$670k+$670k
+0100000-0.838.6%89.4082.057457.808.6510.3%0.203324902995+10-$2k+$143k+$142k
+0000000-0.818.4%84.6577.857408.659.458.8%0.2161188050176+42+$0+$278k+$278k
+0030213-0.799.8%81.0573.507359.4510.308.6%0.232261001885+27+$0+$140k+$140k
+0100000-0.789.8%76.7069.5573010.5011.256.9%0.2419316010131+9-$2k+$225k+$223k
+0400000-0.7610.5%72.6565.4072511.5012.357.1%0.26412117040310+2-$7k+$555k+$547k
+0710101-0.7410.0%67.9561.5072012.5513.608.0%0.28562430017249+4-$14k+$463k+$450k
+1400000-0.728.9%63.8058.3571513.7014.556.0%0.302513120972+5-$8k+$138k+$130k
+0500145-0.709.5%60.1054.6571014.9515.906.2%0.32612833042310+2-$10k+$614k+$604k
+03900000-0.677.7%56.4552.2570516.3517.506.8%0.341413012125+32-$83k+$255k+$172k
+02110101-0.6510.5%53.0047.7070017.9018.503.3%0.3697741653114743631+55-$46k+$1.3m+$1.3m
+12950055-0.6310.0%49.4044.7069519.4520.455.0%0.3838132501398+7-$65k+$207k+$142k
+11680099-0.609.1%45.8041.8069021.1522.204.8%0.41773836153208+35-$37k+$446k+$410k
+75260237175-0.586.1%42.0539.5568523.0524.104.5%0.43391718121892+16-$120k+$200k+$80k
+4314415165966-0.555.0%38.9537.0568025.0026.104.3%0.461557262353575+22-$336k+$1.3m+$920k
+441309926047133-0.523.6%35.7034.4567527.0528.254.3%0.481153477416205+20-$306k+$449k+$143k
+1814319112916257-0.504.5%32.9531.5067029.5030.704.0%0.50182271204231238+10-$336k+$521k+$185k
+27136240262450-0.474.2%30.3029.0566531.7033.054.2%0.5323912015108+4-$318k+$235k-$83k
+991591314106122-0.454.0%27.8026.7066034.2035.553.9%0.55321713024451+3-$370k+$974k+$604k
-25510015521-0.424.4%25.4524.3565536.3038.305.4%0.58107309143+2-$126k+$307k+$180k
+7104195213052-0.395.5%23.2021.9565038.9540.955.0%0.60702440018261+0-$234k+$554k+$320k
+983018311-0.375.8%21.1519.9564541.3045.259.1%0.63431619043160+14-$182k+$332k+$149k
+191268291326-0.345.4%19.1518.1564044.1548.9010.2%0.65531426052381+282-$270k+$764k+$494k
+25520213-0.326.5%17.3516.2563547.3551.608.6%0.6733121803397+8-$114k+$188k+$74k
+8171180171839-0.296.3%15.6014.6563050.9055.558.7%0.69371817037473-5-$341k+$882k+$541k
+8683441986109-0.276.3%14.0013.1562554.1059.659.8%0.725050475-3-$130k+$135k+$5k
+26196270203557-0.254.6%12.2511.7062057.7062.958.7%0.74133100178+0-$359k+$135k-$224k
+16151621582593-0.238.3%11.2510.3561560.4065.458.0%0.762020223+0-$262k+$38k-$224k
+23906315687147-0.218.3%10.009.2061065.2070.758.2%0.770000030+0-$148k+$47k-$101k
-1711872076474-0.198.8%8.908.1560568.0074.909.7%0.79000008+4-$182k+$12k-$170k
+472883203962114-0.177.9%7.857.2560073.4577.605.5%0.819610974+0-$416k+$103k-$313k
-6322150121527-0.1513.5%7.106.2059577.1583.007.3%0.82000005+0-$433k+$7k-$426k
-1129130281645-0.1410.3%6.155.5559080.2087.308.5%0.833030310+0-$161k+$12k-$149k
-87013129939-0.1214.4%5.604.8558585.6091.406.6%0.851010112+0-$81k+$14k-$67k
+6124170112135-0.1113.3%4.804.2058089.9595.656.1%0.86972095+0-$131k+$5k-$126k
+812912081934-0.1020.5%4.303.5057593.65100.106.7%0.870000013+0-$125k+$13k-$112k
+986120151233-0.0919.0%3.753.1057098.35104.556.1%0.88000009+0-$76k+$8k-$68k
-211412001415-0.0823.3%3.402.69565102.60109.106.1%0.891821601036+0-$92k+$31k-$60k
+825511025530-0.0729.0%2.962.21560107.10113.655.9%0.90000005+0-$185k+$4k-$181k
+813800112-0.0632.5%2.611.88555111.90118.405.6%0.91000006+0-$90k+$5k-$86k
+10294110692294-0.0527.6%2.231.69550116.45123.105.6%0.924117240212+0-$173k+$8k-$165k
+020300347-0.0535.4%2.031.42545121.30127.805.2%0.92000003+0-$107k+$2k-$105k
-1317505813-0.0445.4%1.811.14540126.10132.555.0%0.93000001+0-$149k+$604-$148k
+48300000-0.0446.7%1.611.00535131.00137.354.7%0.93000002+0-$34k+$1k-$33k
+10015330426-0.0356.5%1.430.80530135.70142.154.6%0.94000000+0-$57k+$0-$57k
+1452011910-0.0362.6%1.280.67525140.50147.004.5%0.94000002+0-$17k+$954-$16k
+06020202-0.0368.2%1.140.56520145.50151.854.3%0.95000000+0-$18k+$0-$18k
+01220022-0.0273.8%1.020.47515150.30156.904.3%0.95000000+0-$3k+$0-$3k
+02300000-0.0280.9%0.920.39510155.05161.754.2%0.96000000+0-$6k+$0-$6k
+01400001-0.0285.2%0.820.33505160.15166.654.0%0.96000000+0-$3k+$0-$3k
+020610101-0.0278.4%0.710.31500165.05171.603.9%0.97000001+0-$38k+$288-$38k