Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
16.8%
own all (<3y) · n=241
IV rank
20.2%
own all (<1y) · n=241
range
18.3% – 46.5%
own all (<1y) · n=241
low 18.3% 241 sessions, all (<1y) · today 24.0% high 46.5%
Term structure · constant maturity 35 consecutive sessions in contango (the normal upward slope).
2 5 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) 4 6 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) 2 7 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 date 1d 5d 7d 14d 30d 60d 90d 180d 365d 31.9% 16.8% ━ 2026-09-18 ┅ 2026-08-19 (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 53.2Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas BarkinThu 09-24 08:30 · 6d Weekly Jobless Claims (September)Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7Earnings: 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
28.9%
own all (<3y) 37.3% · n=241
slope, 30d − 90d
-4.9 pts
own all (<3y) 15.1% · n=241
variance risk premium, 30d
+4.7 pts
own all (<3y) 65.0% · n=236
Skew · risk reversal 25-delta
+0.2 pts
own all (<3y) 55.7% · n=35
10-delta
+1.5 pts
own all (<3y) 27.1% · 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 1d 2026-09-18 · short
2026-09-18: 5 put and 4 call strikes within ±2.3%, IV 27% to 30% 36% 22% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 13 put and 12 call strikes within ±6.5%, IV 23% to 27% 36% 22% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 15 put and 13 call strikes within ±8.8%, IV 23% to 28% 36% 22% −8.8% book spot +8.8% 22d 2026-10-09
2026-10-09: 11 put and 11 call strikes within ±11%, IV 23% to 29% 36% 22% −11% book spot +11% 29d 2026-10-16
2026-10-16: 12 put and 12 call strikes within ±12%, IV 23% to 29% 36% 22% −12% book spot +12% 64d 2026-11-20
2026-11-20: 18 put and 18 call strikes within ±18%, IV 29% to 35% 36% 22% −18% book spot +18% 92d 2026-12-18
2026-12-18: 22 put and 22 call strikes within ±22%, IV 28% to 35% 36% 22% −22% book spot +22% 120d 2027-01-15
2027-01-15: 24 put and 24 call strikes within ±25%, IV 27% to 35% 36% 22% −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 (22%–36%), set by the expiries past 7 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.
expiry DTE 28-DTE exit thesis earnings 11-04 time?the vendor's estimate
ATM IV · 09-17 expected move 2026-09-18 Fri 0 2026-08-21 inside clear · 47d 27.1% p 497.5 — 2026-09-21 Mon weekly 3 2026-08-24 inside clear · 44d 20.3% p 497.5 — 2026-09-23 Wed weekly 5 2026-08-26 inside clear · 42d 22.3% p 497.5 — 2026-09-25 Fri weekly 7 2026-08-28 inside clear · 40d 23.5% p 497.5 — 2026-09-28 Mon weekly 10 2026-08-31 inside clear · 37d 22.1% p 497.5 — 2026-09-30 Wed weekly 12 2026-09-02 inside clear · 35d 23.0% p 497.5 — 2026-10-02 Fri weekly 14 2026-09-04 inside clear · 33d 25.4% p 497.5 — 2026-10-09 Fri weekly 21 2026-09-11 inside clear · 26d 24.2% c 500 — 2026-10-16 Fri 28 2026-09-18 0d clear · 19d 24.3% c 500 — 2026-10-23 Fri weekly 35 2026-09-25 7d clear · 12d 24.8% c 500 — 2026-10-30 Fri weekly 42 2026-10-02 14d clear · 5d 30.6% c 500 — 2026-11-20 Fri 63 2026-10-23 35d spans · +16d exit 12d before
29.8% c 500 none served 2026-12-18 Fri 91 2026-11-20 63dexit by 11-03 · 46d
spans · +44d exit 16d after
28.7% c 500 none served 2027-01-15 Fri 119 2026-12-18 91dexit by 11-03 · 46d
spans · +72d exit 44d after
28.4% c 500 none 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 MSFT 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
+$1.52bn per 1%
own all (<3y) 93.0% · n=64
gamma flip
$436.72
flip within ±25% of book spot
flip distance
-5.96 ATR
own all (<3y) 35.2% · n=64
0DTE share of volume
not listed daily
book spot $497.75 (unadjusted close, 2026-09-17) · call wall $500.00 (+0.45% from book spot) · put wall $500.00 (+0.45% from book spot) · max pain $460.00 (-7.58% 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 $497.75 × (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. MSFT headlines $493.78 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $497.75 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.
09-18 · 1d 09-21 · 4d 09-23 · 6d 09-25 · 8d 09-28 · 11d 09-30 · 13d 10-02 · 15d 10-09 · 22d 10-16 · 29d · mp 10-23 · 36d 10-30 · 43d 11-20 · 64d 12-18 · 92d 01-15 · 120d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-11-20 expiry: 63 calendar days from 2026-09-18 (64 from the book date), inside 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 560 (Δ 0.20), put 450 (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 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 2026-09-16's trading; volume is 2026-09-17's. ◀ put OI call OI ▶ entering 2026-09-17 ◀ put vol call vol ▶ traded 2026-09-17 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 440 435 430 425 420 415 410 405 400 395 390 385 380 375 put strike nearest 0.20 delta: 450 call strike nearest 0.20 delta: 560 31k 0 31k 311 311 25% 10% 10% 25% -$25.4m +$25.4m call wall 500 put wall 500 book spot 497.75 γ flip 436.72 strike 620
calls: OI 434 (+2) · vol 7 (at ask 6, at bid 1) · NBBO 1.21 × 1.45, spread 18.0% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.25 × 124.10, spread 3.2% of mid · Δ -0.99
net GEX +$177k per 1% (calls +$177k, puts +$0) strike 615
calls: OI 181 (+0) · vol 4 (at ask 3, at bid 0) · NBBO 1.29 × 1.80, spread 33.0% of mid · Δ 0.06
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.15 × 119.10, spread 3.4% of mid · Δ -0.99
net GEX +$81k per 1% (calls +$81k, puts +$0) strike 610
calls: OI 493 (+14) · vol 1 (at ask 1, at bid 0, sweep 1) · NBBO 1.51 × 1.96, spread 25.9% of mid · Δ 0.07
puts: OI 0 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 110.25 × 114.10, spread 3.4% of mid · Δ -0.99
net GEX +$244k per 1% (calls +$244k, puts +$0) strike 605
calls: OI 18,214 (+1) · vol 28 (at ask 3, at bid 21, sweep 1, multi-leg 21) · NBBO 1.85 × 2.34, spread 23.4% of mid · Δ 0.07
puts: OI 0 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 105.20 × 108.95, spread 3.5% of mid · Δ -0.99
net GEX +$9.9m per 1% (calls +$9.9m, puts +$0) strike 600
calls: OI 4,943 (+49) · vol 123 (at ask 32, at bid 89, multi-leg 25) · NBBO 2.00 × 2.61, spread 26.5% of mid · Δ 0.08
puts: OI 14 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 100.30 × 104.15, spread 3.8% of mid · Δ -0.98
net GEX +$2.9m per 1% (calls +$2.9m, puts -$3k) strike 595
calls: OI 611 (+1) · vol 3 (at ask 3, at bid 0, sweep 2) · NBBO 2.18 × 3.05, spread 33.3% of mid · Δ 0.09
puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.60 × 99.00, spread 3.5% of mid · Δ -0.98
net GEX +$388k per 1% (calls +$394k, puts -$6k) strike 590
calls: OI 1,102 (+117) · vol 54 (at ask 51, at bid 2, multi-leg 1) · NBBO 2.75 × 3.35, spread 19.7% of mid · Δ 0.10
puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.90 × 93.90, spread 3.2% of mid · Δ -0.97
net GEX +$766k per 1% (calls +$770k, puts -$4k) strike 585
calls: OI 1,254 (-6) · vol 75 (at ask 17, at bid 57, sweep 5, multi-leg 64) · NBBO 3.15 × 3.65, spread 14.7% of mid · Δ 0.12
puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 86.30 × 89.15, spread 3.2% of mid · Δ -0.96
net GEX +$949k per 1% (calls +$952k, puts -$3k) strike 580
calls: OI 10,733 (+33) · vol 50 (at ask 24, at bid 25, sweep 1, multi-leg 28) · NBBO 3.50 × 4.50, spread 25.0% of mid · Δ 0.13
puts: OI 44 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 81.75 × 84.85, spread 3.7% of mid · Δ -0.94
net GEX +$8.8m per 1% (calls +$8.8m, puts -$28k) strike 575
calls: OI 3,925 (+3) · vol 68 (at ask 5, at bid 63, sweep 2, multi-leg 18) · NBBO 4.00 × 4.80, spread 18.2% of mid · Δ 0.14
puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.05 × 80.05, spread 3.8% of mid · Δ -0.92
net GEX +$3.5m per 1% (calls +$3.5m, puts -$8k) strike 570
calls: OI 1,531 (-1) · vol 20 (at ask 19, at bid 1, multi-leg 8) · NBBO 4.70 × 5.45, spread 14.8% of mid · Δ 0.16
puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.95 × 75.50, spread 3.4% of mid · Δ -0.90
net GEX +$1.4m per 1% (calls +$1.5m, puts -$19k) strike 565
calls: OI 1,175 (-1) · vol 111 (at ask 7, at bid 103, multi-leg 5) · NBBO 5.30 × 6.15, spread 14.8% of mid · Δ 0.18
puts: OI 44 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 68.20 × 71.20, spread 4.3% of mid · Δ -0.88
net GEX +$1.1m per 1% (calls +$1.2m, puts -$42k) strike 560
calls: OI 6,808 (+12) · vol 25 (at ask 19, at bid 4, sweep 2, multi-leg 5) · NBBO 6.40 × 6.85, spread 6.8% of mid · Δ 0.20
puts: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.10 × 66.95, spread 4.3% of mid · Δ -0.86
net GEX +$7.3m per 1% (calls +$7.3m, puts -$26k) strike 555
calls: OI 1,583 (+12) · vol 62 (at ask 35, at bid 26, sweep 2, multi-leg 20) · NBBO 7.15 × 7.60, spread 6.1% of mid · Δ 0.22
puts: OI 20 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 59.80 × 62.85, spread 5.0% of mid · Δ -0.84
net GEX +$1.8m per 1% (calls +$1.8m, puts -$23k) strike 550
calls: OI 6,950 (+24) · vol 311 (at ask 79, at bid 228, sweep 3, multi-leg 114) · NBBO 8.25 × 8.60, spread 4.2% of mid · Δ 0.24
puts: OI 153 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.00 × 58.70, spread 4.7% of mid · Δ -0.81
net GEX +$8.2m per 1% (calls +$8.3m, puts -$194k) strike 545
calls: OI 16,573 (-1) · vol 111 (at ask 83, at bid 23, sweep 1, multi-leg 14) · NBBO 9.15 × 10.00, spread 8.9% of mid · Δ 0.26
puts: OI 26 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.20 × 54.80, spread 4.9% of mid · Δ -0.78
net GEX +$20.8m per 1% (calls +$20.9m, puts -$35k) strike 540
calls: OI 3,787 (+118) · vol 245 (at ask 216, at bid 25, sweep 3, multi-leg 142) · NBBO 10.25 × 11.25, spread 9.3% of mid · Δ 0.29
puts: OI 44 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.35 × 50.95, spread 5.2% of mid · Δ -0.75
net GEX +$4.9m per 1% (calls +$5.0m, puts -$63k) strike 535
calls: OI 19,206 (+499) · vol 309 (at ask 278, at bid 23, sweep 1, multi-leg 36) · NBBO 11.15 × 12.55, spread 11.8% of mid · Δ 0.31
puts: OI 604 (+9) · vol 15 (at ask 9, at bid 6, sweep 2, multi-leg 9) · NBBO 44.70 × 46.90, spread 4.8% of mid · Δ -0.72
net GEX +$25.4m per 1% (calls +$26.3m, puts -$911k) strike 530
calls: OI 2,138 (+566) · vol 89 (at ask 49, at bid 36, sweep 1, multi-leg 34) · NBBO 13.00 × 14.00, spread 7.4% of mid · Δ 0.34
puts: OI 154 (-1) · vol 1 (at ask 0, at bid 1) · NBBO 41.20 × 43.30, spread 5.0% of mid · Δ -0.69
net GEX +$2.8m per 1% (calls +$3.0m, puts -$242k) strike 525
calls: OI 1,578 (+29) · vol 39 (at ask 20, at bid 18, multi-leg 23) · NBBO 14.45 × 16.20, spread 11.4% of mid · Δ 0.37
puts: OI 432 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 37.65 × 40.10, spread 6.3% of mid · Δ -0.66
net GEX +$1.6m per 1% (calls +$2.3m, puts -$698k) strike 520
calls: OI 3,061 (+42) · vol 223 (at ask 154, at bid 64, sweep 31, multi-leg 77) · NBBO 16.25 × 17.70, spread 8.5% of mid · Δ 0.39
puts: OI 123 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.40 × 37.00, spread 7.3% of mid · Δ -0.63
net GEX +$4.3m per 1% (calls +$4.5m, puts -$202k) strike 515
calls: OI 2,134 (-1) · vol 109 (at ask 70, at bid 37, multi-leg 28) · NBBO 18.55 × 19.05, spread 2.7% of mid · Δ 0.42
puts: OI 662 (+14) · vol 6 (at ask 3, at bid 3, sweep 1, multi-leg 5) · NBBO 31.60 × 33.40, spread 5.5% of mid · Δ -0.59
net GEX +$2.1m per 1% (calls +$3.2m, puts -$1.1m) strike 510
calls: OI 3,785 (-15) · vol 63 (at ask 24, at bid 38, sweep 5, multi-leg 17) · NBBO 20.30 × 22.00, spread 8.0% of mid · Δ 0.45
puts: OI 3,509 (+3) · vol 14 (at ask 11, at bid 3, multi-leg 12) · NBBO 28.60 × 30.85, spread 7.6% of mid · Δ -0.56
net GEX -$284k per 1% (calls +$5.7m, puts -$5.9m) strike 505
calls: OI 1,503 (+37) · vol 113 (at ask 28, at bid 71, sweep 21, multi-leg 43) · NBBO 22.70 × 23.75, spread 4.5% of mid · Δ 0.48
puts: OI 947 (+8) · vol 23 (at ask 21, at bid 2, multi-leg 23) · NBBO 26.35 × 27.70, spread 5.0% of mid · Δ -0.53
net GEX +$622k per 1% (calls +$2.2m, puts -$1.6m) strike 500
calls: OI 7,104 (+115) · vol 259 (at ask 105, at bid 139, sweep 21, multi-leg 59) · NBBO 25.20 × 26.00, spread 3.1% of mid · Δ 0.51
puts: OI 4,965 (+150) · vol 41 (at ask 2, at bid 39, multi-leg 9) · NBBO 23.45 × 24.95, spread 6.2% of mid · Δ -0.49
net GEX +$2.0m per 1% (calls +$10.6m, puts -$8.6m) strike 495
calls: OI 1,643 (+45) · vol 31 (at ask 19, at bid 11, sweep 1, multi-leg 8) · NBBO 27.60 × 28.95, spread 4.8% of mid · Δ 0.54
puts: OI 2,525 (-5) · vol 32 (at ask 19, at bid 13, sweep 1, multi-leg 25) · NBBO 21.40 × 22.80, spread 6.3% of mid · Δ -0.46
net GEX -$1.9m per 1% (calls +$2.4m, puts -$4.3m) strike 490
calls: OI 4,204 (+10) · vol 101 (at ask 62, at bid 37, sweep 2, multi-leg 12) · NBBO 30.60 × 31.75, spread 3.7% of mid · Δ 0.57
puts: OI 2,706 (-9) · vol 8 (at ask 6, at bid 2, multi-leg 1) · NBBO 18.80 × 20.90, spread 10.6% of mid · Δ -0.42
net GEX +$1.5m per 1% (calls +$6.0m, puts -$4.5m) strike 485
calls: OI 2,064 (+34) · vol 61 (at ask 22, at bid 39, multi-leg 50) · NBBO 33.05 × 35.30, spread 6.6% of mid · Δ 0.60
puts: OI 892 (+49) · vol 11 (at ask 3, at bid 8, sweep 1, multi-leg 5) · NBBO 16.75 × 18.40, spread 9.4% of mid · Δ -0.39
net GEX +$1.4m per 1% (calls +$2.9m, puts -$1.4m) strike 480
calls: OI 11,822 (+6) · vol 33 (at ask 26, at bid 5, sweep 1, multi-leg 18) · NBBO 36.50 × 38.00, spread 4.0% of mid · Δ 0.63
puts: OI 1,715 (+81) · vol 38 (at ask 19, at bid 15, sweep 3, multi-leg 14) · NBBO 15.45 × 16.20, spread 4.7% of mid · Δ -0.36
net GEX +$13.3m per 1% (calls +$15.9m, puts -$2.6m) strike 475
calls: OI 1,040 (+7) · vol 11 (at ask 7, at bid 2, multi-leg 9) · NBBO 39.60 × 41.45, spread 4.6% of mid · Δ 0.66
puts: OI 1,503 (+3) · vol 42 (at ask 30, at bid 12, sweep 3, multi-leg 6) · NBBO 13.65 × 14.55, spread 6.4% of mid · Δ -0.33
net GEX -$849k per 1% (calls +$1.3m, puts -$2.2m) strike 470
calls: OI 4,630 (+1) · vol 3 (at ask 2, at bid 1, multi-leg 1) · NBBO 42.55 × 44.95, spread 5.5% of mid · Δ 0.68
puts: OI 1,739 (+78) · vol 119 (at ask 79, at bid 40, multi-leg 6) · NBBO 11.65 × 13.35, spread 13.6% of mid · Δ -0.30
net GEX +$3.3m per 1% (calls +$5.7m, puts -$2.4m) strike 465
calls: OI 1,787 (-4) · vol 160 (at ask 84, at bid 75, sweep 1, multi-leg 2) · NBBO 46.30 × 48.40, spread 4.4% of mid · Δ 0.71
puts: OI 933 (+67) · vol 17 (at ask 8, at bid 7, sweep 1, multi-leg 6) · NBBO 10.40 × 11.55, spread 10.5% of mid · Δ -0.27
net GEX +$884k per 1% (calls +$2.1m, puts -$1.2m) strike 460
calls: OI 2,082 (+38) · vol 13 (at ask 4, at bid 9, multi-leg 9) · NBBO 49.65 × 52.30, spread 5.2% of mid · Δ 0.73
puts: OI 2,220 (+93) · vol 104 (at ask 51, at bid 51, sweep 2, multi-leg 42) · NBBO 9.40 × 10.20, spread 8.2% of mid · Δ -0.25
net GEX -$406k per 1% (calls +$2.3m, puts -$2.7m) strike 455
calls: OI 827 (+2) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 53.40 × 56.45, spread 5.6% of mid · Δ 0.75
puts: OI 1,666 (+54) · vol 12 (at ask 3, at bid 7, sweep 1, multi-leg 1) · NBBO 8.25 × 9.40, spread 13.0% of mid · Δ -0.22
net GEX -$1.0m per 1% (calls +$872k, puts -$1.9m) strike 450
calls: OI 4,696 (+3) · vol 17 (at ask 9, at bid 7, multi-leg 12) · NBBO 57.95 × 59.95, spread 3.4% of mid · Δ 0.77
puts: OI 2,728 (+195) · vol 98 (at ask 39, at bid 41, sweep 1, multi-leg 11) · NBBO 7.25 × 7.80, spread 7.3% of mid · Δ -0.20
net GEX +$1.7m per 1% (calls +$4.6m, puts -$2.9m) strike 445
calls: OI 1,160 (-1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 61.40 × 64.30, spread 4.6% of mid · Δ 0.79
puts: OI 1,035 (+41) · vol 35 (at ask 17, at bid 4, sweep 1, multi-leg 4) · NBBO 6.45 × 7.30, spread 12.4% of mid · Δ -0.18
net GEX +$54k per 1% (calls +$1.1m, puts -$1.0m) strike 440
calls: OI 2,090 (-2) · vol 11 (at ask 9, at bid 2, multi-leg 11) · NBBO 65.60 × 68.25, spread 4.0% of mid · Δ 0.81
puts: OI 1,951 (+26) · vol 30 (at ask 11, at bid 18, sweep 1, multi-leg 21) · NBBO 5.40 × 6.20, spread 13.8% of mid · Δ -0.16
net GEX +$43k per 1% (calls +$1.8m, puts -$1.8m) strike 435
calls: OI 904 (-1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 69.85 × 73.00, spread 4.4% of mid · Δ 0.82
puts: OI 1,080 (+5) · vol 8 (at ask 2, at bid 4, sweep 2, multi-leg 1) · NBBO 4.65 × 5.40, spread 14.9% of mid · Δ -0.14
net GEX -$165k per 1% (calls +$731k, puts -$896k) strike 430
calls: OI 1,299 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 74.25 × 76.85, spread 3.4% of mid · Δ 0.84
puts: OI 1,983 (+3) · vol 15 (at ask 2, at bid 13, multi-leg 9) · NBBO 4.00 × 5.05, spread 23.2% of mid · Δ -0.13
net GEX -$521k per 1% (calls +$976k, puts -$1.5m) strike 425
calls: OI 1,372 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 78.65 × 81.30, spread 3.3% of mid · Δ 0.85
puts: OI 1,052 (+1) · vol 12 (at ask 5, at bid 7, sweep 2, multi-leg 1) · NBBO 3.65 × 4.20, spread 14.0% of mid · Δ -0.11
net GEX +$236k per 1% (calls +$956k, puts -$721k) strike 420
calls: OI 26,382 (-5,000) · vol 0 (at ask 0, at bid 0) · NBBO 83.10 × 86.35, spread 3.8% of mid · Δ 0.86
puts: OI 2,397 (+6) · vol 88 (at ask 84, at bid 1, sweep 2, multi-leg 10) · NBBO 3.20 × 3.85, spread 18.4% of mid · Δ -0.10
net GEX +$15.6m per 1% (calls +$17.1m, puts -$1.5m) strike 415
calls: OI 1,053 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 87.60 × 90.30, spread 3.0% of mid · Δ 0.87
puts: OI 1,210 (-7) · vol 6 (at ask 1, at bid 4, sweep 1, multi-leg 4) · NBBO 2.55 × 3.20, spread 22.6% of mid · Δ -0.09
net GEX -$48k per 1% (calls +$631k, puts -$678k) strike 410
calls: OI 990 (+0) · vol 8 (at ask 7, at bid 1) · NBBO 92.25 × 94.90, spread 2.8% of mid · Δ 0.88
puts: OI 2,819 (-36) · vol 8 (at ask 5, at bid 2, multi-leg 2) · NBBO 2.55 × 2.90, spread 12.8% of mid · Δ -0.08
net GEX -$872k per 1% (calls +$550k, puts -$1.4m) strike 405
calls: OI 1,265 (+0) · vol 3 (at ask 1, at bid 2, multi-leg 2) · NBBO 97.15 × 100.15, spread 3.0% of mid · Δ 0.89
puts: OI 1,267 (+8) · vol 67 (at ask 60, at bid 6, sweep 3) · NBBO 2.23 × 2.63, spread 16.5% of mid · Δ -0.07
net GEX +$78k per 1% (calls +$652k, puts -$574k) strike 400
calls: OI 4,311 (+2) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 101.40 × 104.85, spread 3.3% of mid · Δ 0.89
puts: OI 3,865 (+10) · vol 60 (at ask 35, at bid 24, multi-leg 3) · NBBO 2.05 × 2.20, spread 7.1% of mid · Δ -0.06
net GEX +$494k per 1% (calls +$2.1m, puts -$1.6m) strike 395
calls: OI 1,431 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 106.10 × 109.60, spread 3.2% of mid · Δ 0.90
puts: OI 2,673 (+0) · vol 6 (at ask 3, at bid 3) · NBBO 1.60 × 2.00, spread 22.2% of mid · Δ -0.06
net GEX -$339k per 1% (calls +$636k, puts -$975k) strike 390
calls: OI 1,213 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 110.90 × 114.40, spread 3.1% of mid · Δ 0.91
puts: OI 2,982 (+2) · vol 178 (at ask 89, at bid 70, multi-leg 108) · NBBO 1.51 × 1.79, spread 17.0% of mid · Δ -0.05
net GEX -$475k per 1% (calls +$501k, puts -$976k) strike 385
calls: OI 865 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.70 × 119.10, spread 2.9% of mid · Δ 0.91
puts: OI 1,369 (+13) · vol 7 (at ask 3, at bid 1, multi-leg 1) · NBBO 1.32 × 1.59, spread 18.6% of mid · Δ -0.04
net GEX -$68k per 1% (calls +$332k, puts -$400k) strike 380
calls: OI 671 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.45 × 124.00, spread 2.9% of mid · Δ 0.92
puts: OI 3,618 (-58) · vol 4 (at ask 1, at bid 1) · NBBO 1.20 × 1.45, spread 18.9% of mid · Δ -0.04
net GEX -$697k per 1% (calls +$240k, puts -$937k) strike 375
calls: OI 843 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 125.25 × 128.85, spread 2.8% of mid · Δ 0.92
puts: OI 1,414 (-41) · vol 2 (at ask 0, at bid 2) · NBBO 1.00 × 1.28, spread 24.6% of mid · Δ -0.03
net GEX -$44k per 1% (calls +$281k, puts -$325k) 2026-11-20 expiry, 50 strikes within ±25% of book spot (the flip search band); 47 hidden (13 above, 34 below), 47 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$146.4m 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 $460.00 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 · 50 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 -0.99 3.2% 124.10 120.25 620 1.21 1.45 18.0% 0.05 7 6 1 0 0 434 +2 +$0 +$177k +$177k +0 0 0 0 0 0 0 -0.99 3.4% 119.10 115.15 615 1.29 1.80 33.0% 0.06 4 3 0 0 0 181 +0 +$0 +$81k +$81k -1 0 0 0 0 0 0 -0.99 3.4% 114.10 110.25 610 1.51 1.96 25.9% 0.07 1 1 0 1 0 493 +14 +$0 +$244k +$244k -1 0 0 0 0 0 0 -0.99 3.5% 108.95 105.20 605 1.85 2.34 23.4% 0.07 28 3 21 1 21 18,214 +1 +$0 +$9.9m +$9.9m -1 14 0 0 0 0 0 -0.98 3.8% 104.15 100.30 600 2.00 2.61 26.5% 0.08 123 32 89 0 25 4,943 +49 -$3k +$2.9m +$2.9m +0 22 0 0 0 0 0 -0.98 3.5% 99.00 95.60 595 2.18 3.05 33.3% 0.09 3 3 0 2 0 611 +1 -$6k +$394k +$388k +0 12 0 0 0 0 0 -0.97 3.2% 93.90 90.90 590 2.75 3.35 19.7% 0.10 54 51 2 0 1 1,102 +117 -$4k +$770k +$766k +0 6 0 0 0 0 0 -0.96 3.2% 89.15 86.30 585 3.15 3.65 14.7% 0.12 75 17 57 5 64 1,254 -6 -$3k +$952k +$949k +0 44 1 0 0 1 1 -0.94 3.7% 84.85 81.75 580 3.50 4.50 25.0% 0.13 50 24 25 1 28 10,733 +33 -$28k +$8.8m +$8.8m +0 11 0 0 0 0 0 -0.92 3.8% 80.05 77.05 575 4.00 4.80 18.2% 0.14 68 5 63 2 18 3,925 +3 -$8k +$3.5m +$3.5m +0 22 0 0 0 0 0 -0.90 3.4% 75.50 72.95 570 4.70 5.45 14.8% 0.16 20 19 1 0 8 1,531 -1 -$19k +$1.5m +$1.4m +0 44 0 0 0 0 0 -0.88 4.3% 71.20 68.20 565 5.30 6.15 14.8% 0.18 111 7 103 0 5 1,175 -1 -$42k +$1.2m +$1.1m +0 24 0 0 0 0 0 -0.86 4.3% 66.95 64.10 560 6.40 6.85 6.8% 0.20 25 19 4 2 5 6,808 +12 -$26k +$7.3m +$7.3m -1 20 0 0 0 0 0 -0.84 5.0% 62.85 59.80 555 7.15 7.60 6.1% 0.22 62 35 26 2 20 1,583 +12 -$23k +$1.8m +$1.8m +0 153 0 0 0 0 0 -0.81 4.7% 58.70 56.00 550 8.25 8.60 4.2% 0.24 311 79 228 3 114 6,950 +24 -$194k +$8.3m +$8.2m +0 26 0 0 0 0 0 -0.78 4.9% 54.80 52.20 545 9.15 10.00 8.9% 0.26 111 83 23 1 14 16,573 -1 -$35k +$20.9m +$20.8m +0 44 0 0 0 0 0 -0.75 5.2% 50.95 48.35 540 10.25 11.25 9.3% 0.29 245 216 25 3 142 3,787 +118 -$63k +$5.0m +$4.9m +9 604 9 2 6 9 15 -0.72 4.8% 46.90 44.70 535 11.15 12.55 11.8% 0.31 309 278 23 1 36 19,206 +499 -$911k +$26.3m +$25.4m -1 154 0 0 1 0 1 -0.69 5.0% 43.30 41.20 530 13.00 14.00 7.4% 0.34 89 49 36 1 34 2,138 +566 -$242k +$3.0m +$2.8m -1 432 0 0 0 0 0 -0.66 6.3% 40.10 37.65 525 14.45 16.20 11.4% 0.37 39 20 18 0 23 1,578 +29 -$698k +$2.3m +$1.6m +0 123 0 0 0 0 0 -0.63 7.3% 37.00 34.40 520 16.25 17.70 8.5% 0.39 223 154 64 31 77 3,061 +42 -$202k +$4.5m +$4.3m +14 662 5 1 3 3 6 -0.59 5.5% 33.40 31.60 515 18.55 19.05 2.7% 0.42 109 70 37 0 28 2,134 -1 -$1.1m +$3.2m +$2.1m +3 3,509 12 0 3 11 14 -0.56 7.6% 30.85 28.60 510 20.30 22.00 8.0% 0.45 63 24 38 5 17 3,785 -15 -$5.9m +$5.7m -$284k +8 947 23 0 2 21 23 -0.53 5.0% 27.70 26.35 505 22.70 23.75 4.5% 0.48 113 28 71 21 43 1,503 +37 -$1.6m +$2.2m +$622k +150 4,965 9 0 39 2 41 -0.49 6.2% 24.95 23.45 500 25.20 26.00 3.1% 0.51 259 105 139 21 59 7,104 +115 -$8.6m +$10.6m +$2.0m -5 2,525 25 1 13 19 32 -0.46 6.3% 22.80 21.40 495 27.60 28.95 4.8% 0.54 31 19 11 1 8 1,643 +45 -$4.3m +$2.4m -$1.9m -9 2,706 1 0 2 6 8 -0.42 10.6% 20.90 18.80 490 30.60 31.75 3.7% 0.57 101 62 37 2 12 4,204 +10 -$4.5m +$6.0m +$1.5m +49 892 5 1 8 3 11 -0.39 9.4% 18.40 16.75 485 33.05 35.30 6.6% 0.60 61 22 39 0 50 2,064 +34 -$1.4m +$2.9m +$1.4m +81 1,715 14 3 15 19 38 -0.36 4.7% 16.20 15.45 480 36.50 38.00 4.0% 0.63 33 26 5 1 18 11,822 +6 -$2.6m +$15.9m +$13.3m +3 1,503 6 3 12 30 42 -0.33 6.4% 14.55 13.65 475 39.60 41.45 4.6% 0.66 11 7 2 0 9 1,040 +7 -$2.2m +$1.3m -$849k +78 1,739 6 0 40 79 119 -0.30 13.6% 13.35 11.65 470 42.55 44.95 5.5% 0.68 3 2 1 0 1 4,630 +1 -$2.4m +$5.7m +$3.3m +67 933 6 1 7 8 17 -0.27 10.5% 11.55 10.40 465 46.30 48.40 4.4% 0.71 160 84 75 1 2 1,787 -4 -$1.2m +$2.1m +$884k +93 2,220 42 2 51 51 104 -0.25 8.2% 10.20 9.40 460 49.65 52.30 5.2% 0.73 13 4 9 0 9 2,082 +38 -$2.7m +$2.3m -$406k +54 1,666 1 1 7 3 12 -0.22 13.0% 9.40 8.25 455 53.40 56.45 5.6% 0.75 2 2 0 0 1 827 +2 -$1.9m +$872k -$1.0m +195 2,728 11 1 41 39 98 -0.20 7.3% 7.80 7.25 450 57.95 59.95 3.4% 0.77 17 9 7 0 12 4,696 +3 -$2.9m +$4.6m +$1.7m +41 1,035 4 1 4 17 35 -0.18 12.4% 7.30 6.45 445 61.40 64.30 4.6% 0.79 1 0 1 0 1 1,160 -1 -$1.0m +$1.1m +$54k +26 1,951 21 1 18 11 30 -0.16 13.8% 6.20 5.40 440 65.60 68.25 4.0% 0.81 11 9 2 0 11 2,090 -2 -$1.8m +$1.8m +$43k +5 1,080 1 2 4 2 8 -0.14 14.9% 5.40 4.65 435 69.85 73.00 4.4% 0.82 1 0 1 0 1 904 -1 -$896k +$731k -$165k +3 1,983 9 0 13 2 15 -0.13 23.2% 5.05 4.00 430 74.25 76.85 3.4% 0.84 1 1 0 0 1 1,299 +1 -$1.5m +$976k -$521k +1 1,052 1 2 7 5 12 -0.11 14.0% 4.20 3.65 425 78.65 81.30 3.3% 0.85 0 0 0 0 0 1,372 -1 -$721k +$956k +$236k +6 2,397 10 2 1 84 88 -0.10 18.4% 3.85 3.20 420 83.10 86.35 3.8% 0.86 0 0 0 0 0 26,382 -5,000 -$1.5m +$17.1m +$15.6m -7 1,210 4 1 4 1 6 -0.09 22.6% 3.20 2.55 415 87.60 90.30 3.0% 0.87 1 0 1 0 1 1,053 +0 -$678k +$631k -$48k -36 2,819 2 0 2 5 8 -0.08 12.8% 2.90 2.55 410 92.25 94.90 2.8% 0.88 8 7 1 0 0 990 +0 -$1.4m +$550k -$872k +8 1,267 0 3 6 60 67 -0.07 16.5% 2.63 2.23 405 97.15 100.15 3.0% 0.89 3 1 2 0 2 1,265 +0 -$574k +$652k +$78k +10 3,865 3 0 24 35 60 -0.06 7.1% 2.20 2.05 400 101.40 104.85 3.3% 0.89 2 2 0 0 2 4,311 +2 -$1.6m +$2.1m +$494k +0 2,673 0 0 3 3 6 -0.06 22.2% 2.00 1.60 395 106.10 109.60 3.2% 0.90 0 0 0 0 0 1,431 +1 -$975k +$636k -$339k +2 2,982 108 0 70 89 178 -0.05 17.0% 1.79 1.51 390 110.90 114.40 3.1% 0.91 0 0 0 0 0 1,213 -2 -$976k +$501k -$475k +13 1,369 1 0 1 3 7 -0.04 18.6% 1.59 1.32 385 115.70 119.10 2.9% 0.91 0 0 0 0 0 865 +0 -$400k +$332k -$68k -58 3,618 0 0 1 1 4 -0.04 18.9% 1.45 1.20 380 120.45 124.00 2.9% 0.92 0 0 0 0 0 671 +0 -$937k +$240k -$697k -41 1,414 0 0 2 0 2 -0.03 24.6% 1.28 1.00 375 125.25 128.85 2.8% 0.92 0 0 0 0 0 843 +0 -$325k +$281k -$44k