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 2026-10-23 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
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 2026-10-02 expiry: 14 calendar days from 2026-09-18 (15 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 520 (Δ 0.19), put 477.5 (Δ -0.19).
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 620 610 600 590 580 570 565 560 555 550 545 540 535 530 525 520 517.5 515 512.5 510 507.5 505 502.5 500 497.5 495 492.5 490 487.5 485 482.5 480 477.5 475 472.5 470 465 460 455 450 445 440 435 430 425 420 415 410 405 400 395 390 385 380 375 put strike nearest 0.20 delta: 477.5 call strike nearest 0.20 delta: 520 20k 0 20k 735 735 25% 10% 10% 25% -$57.4m +$57.4m call wall 500 put wall 500 book spot 497.75 γ flip 436.72 strike 620
calls: OI 44 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.22, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.30 × 123.85, spread 2.9% of mid · Δ -1.00
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 610
calls: OI 331 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.08, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.30 × 113.80, spread 3.1% of mid · Δ -1.00
net GEX +$21k per 1% (calls +$21k, puts +$0) strike 600
calls: OI 435 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.30 × 103.85, spread 3.5% of mid · Δ -1.00
net GEX +$35k per 1% (calls +$35k, puts +$0) strike 590
calls: OI 264 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.06, spread 142.9% of mid · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.30 × 93.85, spread 3.9% of mid · Δ -1.00
net GEX +$28k per 1% (calls +$28k, puts +$0) strike 580
calls: OI 5,078 (+0) · vol 19 (at ask 1, at bid 18) · NBBO 0.02 × 0.07, spread 111.1% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.30 × 83.85, spread 4.3% of mid · Δ -1.00
net GEX +$788k per 1% (calls +$788k, puts +$0) strike 570
calls: OI 164 (-4) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.17, spread 157.9% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.30 × 73.50, spread 4.5% of mid · Δ -1.00
net GEX +$38k per 1% (calls +$38k, puts +$0) strike 565
calls: OI 5,142 (-12) · vol 10 (at ask 0, at bid 10, multi-leg 4) · NBBO 0.08 × 0.13, spread 47.6% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.30 × 68.85, spread 5.3% of mid · Δ -1.00
net GEX +$1.5m per 1% (calls +$1.5m, puts +$0) strike 560
calls: OI 607 (-16) · vol 8 (at ask 4, at bid 3, multi-leg 1) · NBBO 0.10 × 0.22, spread 75.0% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.30 × 63.85, spread 5.7% of mid · Δ -1.00
net GEX +$219k per 1% (calls +$219k, puts +$0) strike 555
calls: OI 369 (-1) · vol 46 (at ask 22, at bid 23, multi-leg 7) · NBBO 0.17 × 0.25, spread 38.1% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.30 × 58.85, spread 6.2% of mid · Δ -1.00
net GEX +$171k per 1% (calls +$171k, puts +$0) strike 550
calls: OI 20,357 (-9) · vol 651 (at ask 75, at bid 357, multi-leg 10) · NBBO 0.23 × 0.31, spread 29.6% of mid · Δ 0.03
puts: OI 2 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 50.30 × 53.80, spread 6.7% of mid · Δ -1.00
net GEX +$12.7m per 1% (calls +$12.7m, puts -$24) strike 545
calls: OI 673 (+0) · vol 98 (at ask 10, at bid 83, multi-leg 3) · NBBO 0.27 × 0.58, spread 72.9% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.30 × 48.85, spread 7.5% of mid · Δ -1.00
net GEX +$557k per 1% (calls +$557k, puts +$0) strike 540
calls: OI 1,483 (+6) · vol 62 (at ask 40, at bid 20, multi-leg 10) · NBBO 0.49 × 0.68, spread 32.5% of mid · Δ 0.06
puts: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 40.55 × 43.35, spread 6.7% of mid · Δ -1.00
net GEX +$1.7m per 1% (calls +$1.7m, puts -$571) strike 535
calls: OI 2,278 (-3) · vol 64 (at ask 53, at bid 5, sweep 1, multi-leg 11) · NBBO 0.73 × 1.01, spread 32.2% of mid · Δ 0.08
puts: OI 24 (-1) · vol 30 (at ask 19, at bid 11) · NBBO 35.70 × 38.50, spread 7.5% of mid · Δ -0.98
net GEX +$3.3m per 1% (calls +$3.3m, puts -$15k) strike 530
calls: OI 2,322 (+33) · vol 339 (at ask 149, at bid 179, sweep 23, multi-leg 36) · NBBO 1.05 × 1.37, spread 26.4% of mid · Δ 0.11
puts: OI 75 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.35 × 34.20, spread 8.7% of mid · Δ -0.93
net GEX +$4.2m per 1% (calls +$4.4m, puts -$120k) strike 525
calls: OI 615 (+91) · vol 228 (at ask 152, at bid 59, multi-leg 29) · NBBO 1.71 × 2.00, spread 15.6% of mid · Δ 0.15
puts: OI 36 (+0) · vol 2 (at ask 0, at bid 1, multi-leg 1) · NBBO 26.65 × 29.70, spread 10.8% of mid · Δ -0.88
net GEX +$1.4m per 1% (calls +$1.4m, puts -$81k) strike 520
calls: OI 1,154 (-17) · vol 735 (at ask 212, at bid 506, sweep 23, multi-leg 52) · NBBO 2.30 × 2.70, spread 16.0% of mid · Δ 0.19
puts: OI 73 (-5) · vol 3 (at ask 2, at bid 1, multi-leg 1) · NBBO 22.55 × 25.20, spread 11.1% of mid · Δ -0.84
net GEX +$3.0m per 1% (calls +$3.2m, puts -$208k) strike 517.5
calls: OI 10 (+5) · vol 32 (at ask 27, at bid 5) · NBBO 2.87 × 3.35, spread 15.4% of mid · Δ 0.22
puts: OI 2 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 20.60 × 22.70, spread 9.7% of mid · Δ -0.81
net GEX +$24k per 1% (calls +$30k, puts -$6k) strike 515
calls: OI 336 (+19) · vol 265 (at ask 100, at bid 151, sweep 5, multi-leg 146) · NBBO 3.30 × 3.80, spread 14.1% of mid · Δ 0.26
puts: OI 78 (-15) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 18.55 × 21.10, spread 12.9% of mid · Δ -0.77
net GEX +$820k per 1% (calls +$1.1m, puts -$269k) strike 512.5
calls: OI 45 (+35) · vol 54 (at ask 33, at bid 17, multi-leg 39) · NBBO 3.85 × 4.75, spread 20.9% of mid · Δ 0.29
puts: OI 6 (+0) · vol 8 (at ask 3, at bid 4, multi-leg 7) · NBBO 16.70 × 19.00, spread 12.9% of mid · Δ -0.74
net GEX +$132k per 1% (calls +$154k, puts -$22k) strike 510
calls: OI 1,513 (+7) · vol 154 (at ask 40, at bid 72, sweep 3, multi-leg 28) · NBBO 4.55 × 5.40, spread 17.1% of mid · Δ 0.33
puts: OI 345 (+0) · vol 6 (at ask 5, at bid 1, multi-leg 6) · NBBO 15.65 × 16.75, spread 6.8% of mid · Δ -0.70
net GEX +$4.1m per 1% (calls +$5.4m, puts -$1.4m) strike 507.5
calls: OI 87 (+1) · vol 44 (at ask 34, at bid 7, multi-leg 27) · NBBO 5.70 × 6.15, spread 7.6% of mid · Δ 0.36
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.80 × 15.15, spread 9.3% of mid · Δ -0.66
net GEX +$316k per 1% (calls +$324k, puts -$8k) strike 505
calls: OI 15,241 (+17) · vol 169 (at ask 104, at bid 58, sweep 11, multi-leg 87) · NBBO 6.55 × 7.05, spread 7.4% of mid · Δ 0.40
puts: OI 245 (-18) · vol 11 (at ask 7, at bid 2, multi-leg 9) · NBBO 12.30 × 13.65, spread 10.4% of mid · Δ -0.61
net GEX +$57.4m per 1% (calls +$58.5m, puts -$1.0m) strike 502.5
calls: OI 48 (+12) · vol 6 (at ask 4, at bid 0, sweep 1, multi-leg 3) · NBBO 7.40 × 8.50, spread 13.8% of mid · Δ 0.44
puts: OI 22 (+20) · vol 0 (at ask 0, at bid 0) · NBBO 10.85 × 12.10, spread 10.9% of mid · Δ -0.57
net GEX +$95k per 1% (calls +$189k, puts -$94k) strike 500
calls: OI 855 (+170) · vol 477 (at ask 330, at bid 146, sweep 17, multi-leg 46) · NBBO 8.75 × 9.25, spread 5.6% of mid · Δ 0.48
puts: OI 642 (+17) · vol 215 (at ask 107, at bid 106, sweep 1, multi-leg 203) · NBBO 9.45 × 10.75, spread 12.9% of mid · Δ -0.53
net GEX +$626k per 1% (calls +$3.4m, puts -$2.8m) strike 497.5
calls: OI 48 (+33) · vol 42 (at ask 23, at bid 19, sweep 2, multi-leg 1) · NBBO 9.80 × 10.90, spread 10.6% of mid · Δ 0.52
puts: OI 26 (+14) · vol 10 (at ask 0, at bid 0, multi-leg 10) · NBBO 8.40 × 9.20, spread 9.1% of mid · Δ -0.48
net GEX +$75k per 1% (calls +$188k, puts -$113k) strike 495
calls: OI 1,301 (+22) · vol 182 (at ask 82, at bid 84, sweep 16, multi-leg 19) · NBBO 11.25 × 12.05, spread 6.9% of mid · Δ 0.56
puts: OI 301 (+55) · vol 138 (at ask 46, at bid 90, sweep 3, multi-leg 77) · NBBO 6.70 × 8.05, spread 18.3% of mid · Δ -0.44
net GEX +$3.7m per 1% (calls +$5.0m, puts -$1.3m) strike 492.5
calls: OI 24 (+23) · vol 14 (at ask 5, at bid 8, sweep 1) · NBBO 12.65 × 13.85, spread 9.1% of mid · Δ 0.60
puts: OI 41 (+34) · vol 59 (at ask 5, at bid 53, sweep 1, multi-leg 45) · NBBO 6.60 × 7.05, spread 6.6% of mid · Δ -0.40
net GEX -$78k per 1% (calls +$89k, puts -$167k) strike 490
calls: OI 221 (+27) · vol 38 (at ask 22, at bid 15, sweep 1, multi-leg 5) · NBBO 14.10 × 15.30, spread 8.2% of mid · Δ 0.63
puts: OI 733 (+8) · vol 80 (at ask 32, at bid 48, sweep 2, multi-leg 10) · NBBO 5.75 × 6.15, spread 6.7% of mid · Δ -0.36
net GEX -$2.1m per 1% (calls +$787k, puts -$2.9m) strike 487.5
calls: OI 21 (+9) · vol 61 (at ask 31, at bid 30, multi-leg 1) · NBBO 15.95 × 17.05, spread 6.7% of mid · Δ 0.67
puts: OI 16 (+9) · vol 7 (at ask 2, at bid 4, multi-leg 4) · NBBO 4.65 × 5.60, spread 18.5% of mid · Δ -0.32
net GEX +$13k per 1% (calls +$72k, puts -$59k) strike 485
calls: OI 1,074 (+386) · vol 429 (at ask 414, at bid 14, sweep 138, multi-leg 4) · NBBO 17.35 × 19.25, spread 10.4% of mid · Δ 0.70
puts: OI 489 (+27) · vol 30 (at ask 14, at bid 15, sweep 3, multi-leg 21) · NBBO 4.15 × 4.80, spread 14.5% of mid · Δ -0.28
net GEX +$1.8m per 1% (calls +$3.5m, puts -$1.7m) strike 482.5
calls: OI 8 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 19.20 × 21.15, spread 9.7% of mid · Δ 0.73
puts: OI 32 (+11) · vol 9 (at ask 6, at bid 3, multi-leg 7) · NBBO 3.25 × 4.00, spread 20.7% of mid · Δ -0.25
net GEX -$80k per 1% (calls +$24k, puts -$104k) strike 480
calls: OI 305 (+41) · vol 11 (at ask 10, at bid 1) · NBBO 21.10 × 23.15, spread 9.3% of mid · Δ 0.75
puts: OI 464 (+13) · vol 140 (at ask 25, at bid 73, sweep 6, multi-leg 36) · NBBO 2.99 × 3.35, spread 11.4% of mid · Δ -0.22
net GEX -$534k per 1% (calls +$854k, puts -$1.4m) strike 477.5
calls: OI 5 (+0) · vol 2 (at ask 0, at bid 1, multi-leg 2) · NBBO 23.20 × 25.25, spread 8.5% of mid · Δ 0.78
puts: OI 259 (+8) · vol 44 (at ask 3, at bid 41, sweep 33, multi-leg 5) · NBBO 2.45 × 3.05, spread 21.8% of mid · Δ -0.19
net GEX -$693k per 1% (calls +$13k, puts -$706k) strike 475
calls: OI 100 (+4) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 25.30 × 27.40, spread 8.0% of mid · Δ 0.80
puts: OI 516 (+40) · vol 97 (at ask 66, at bid 24, multi-leg 88) · NBBO 2.10 × 2.55, spread 19.4% of mid · Δ -0.17
net GEX -$1.0m per 1% (calls +$238k, puts -$1.3m) strike 472.5
calls: OI 5 (+2) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 27.50 × 29.60, spread 7.4% of mid · Δ 0.82
puts: OI 36 (+18) · vol 22 (at ask 21, at bid 1, sweep 1, multi-leg 3) · NBBO 1.75 × 2.20, spread 22.8% of mid · Δ -0.15
net GEX -$69k per 1% (calls +$11k, puts -$80k) strike 470
calls: OI 154 (+3) · vol 25 (at ask 2, at bid 23, multi-leg 9) · NBBO 29.50 × 31.80, spread 7.5% of mid · Δ 0.83
puts: OI 1,772 (+1,007) · vol 136 (at ask 76, at bid 54, multi-leg 10) · NBBO 1.50 × 1.85, spread 20.9% of mid · Δ -0.13
net GEX -$3.2m per 1% (calls +$310k, puts -$3.5m) strike 465
calls: OI 61 (+4) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 33.95 × 36.40, spread 7.0% of mid · Δ 0.86
puts: OI 818 (+13) · vol 275 (at ask 117, at bid 128, multi-leg 263) · NBBO 1.13 × 1.36, spread 18.5% of mid · Δ -0.10
net GEX -$1.2m per 1% (calls +$103k, puts -$1.3m) strike 460
calls: OI 200 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 38.60 × 41.10, spread 6.3% of mid · Δ 0.88
puts: OI 432 (+80) · vol 220 (at ask 103, at bid 103, multi-leg 189) · NBBO 0.77 × 1.04, spread 29.8% of mid · Δ -0.07
net GEX -$251k per 1% (calls +$286k, puts -$537k) strike 455
calls: OI 44 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 43.55 × 45.90, spread 5.3% of mid · Δ 0.90
puts: OI 379 (-3) · vol 30 (at ask 12, at bid 13, multi-leg 6) · NBBO 0.60 × 0.98, spread 48.1% of mid · Δ -0.06
net GEX -$312k per 1% (calls +$53k, puts -$365k) strike 450
calls: OI 204 (+20) · vol 7 (at ask 3, at bid 2, multi-leg 7) · NBBO 48.20 × 51.10, spread 5.8% of mid · Δ 0.91
puts: OI 925 (+29) · vol 229 (at ask 88, at bid 134, multi-leg 7) · NBBO 0.47 × 0.68, spread 36.5% of mid · Δ -0.04
net GEX -$481k per 1% (calls +$210k, puts -$691k) strike 445
calls: OI 34 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 52.85 × 56.00, spread 5.8% of mid · Δ 0.93
puts: OI 189 (+2) · vol 53 (at ask 24, at bid 23, multi-leg 18) · NBBO 0.35 × 0.63, spread 57.1% of mid · Δ -0.03
net GEX -$80k per 1% (calls +$29k, puts -$110k) strike 440
calls: OI 30 (-1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 57.50 × 60.90, spread 5.7% of mid · Δ 0.94
puts: OI 334 (-1) · vol 20 (at ask 5, at bid 12, multi-leg 16) · NBBO 0.27 × 0.40, spread 38.8% of mid · Δ -0.02
net GEX -$127k per 1% (calls +$22k, puts -$149k) strike 435
calls: OI 15 (-5) · vol 6 (at ask 6, at bid 0, multi-leg 6) · NBBO 62.35 × 65.85, spread 5.5% of mid · Δ 0.95
puts: OI 74 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.20 × 0.35, spread 54.5% of mid · Δ -0.02
net GEX -$18k per 1% (calls +$9k, puts -$27k) strike 430
calls: OI 23 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.40 × 70.80, spread 4.9% of mid · Δ 0.95
puts: OI 246 (-4) · vol 9 (at ask 0, at bid 8, multi-leg 2) · NBBO 0.19 × 0.30, spread 44.9% of mid · Δ -0.02
net GEX -$63k per 1% (calls +$12k, puts -$75k) strike 425
calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.25 × 75.75, spread 4.7% of mid · Δ 0.96
puts: OI 67 (+7) · vol 132 (at ask 10, at bid 108, multi-leg 53) · NBBO 0.01 × 0.42, spread 190.7% of mid · Δ -0.02
net GEX -$13k per 1% (calls +$5k, puts -$17k) strike 420
calls: OI 39 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 77.50 × 80.70, spread 4.0% of mid · Δ 0.96
puts: OI 270 (+10) · vol 2 (at ask 0, at bid 2) · NBBO 0.07 × 0.28, spread 120.0% of mid · Δ -0.01
net GEX -$42k per 1% (calls +$16k, puts -$58k) strike 415
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.25 × 85.70, spread 4.1% of mid · Δ 0.97
puts: OI 31 (+1) · vol 4 (at ask 1, at bid 1) · NBBO 0.07 × 0.25, spread 112.5% of mid · Δ -0.01
net GEX -$2k per 1% (calls +$3k, puts -$6k) strike 410
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.15 × 90.65, spread 3.9% of mid · Δ 0.97
puts: OI 59 (-1) · vol 2 (at ask 0, at bid 0) · NBBO 0.05 × 0.36, spread 151.2% of mid · Δ -0.01
net GEX -$8k per 1% (calls +$633, puts -$9k) strike 405
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.15 × 95.65, spread 3.7% of mid · Δ 0.97
puts: OI 46 (+0) · vol 3 (at ask 1, at bid 1) · NBBO 0.06 × 0.16, spread 90.9% of mid · Δ -0.01
net GEX -$5k per 1% (calls +$553, puts -$6k) strike 400
calls: OI 10 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 97.10 × 100.50, spread 3.4% of mid · Δ 0.98
puts: OI 60 (+5) · vol 21 (at ask 1, at bid 19, multi-leg 2) · NBBO 0.07 × 0.29, spread 122.2% of mid · Δ -0.01
net GEX -$4k per 1% (calls +$2k, puts -$6k) strike 395
calls: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.15 × 105.60, spread 3.3% of mid · Δ 0.98
puts: OI 527 (+0) · vol 4 (at ask 0, at bid 4) · NBBO 0.01 × 0.23, spread 183.3% of mid · Δ -0.01
net GEX -$46k per 1% (calls +$2k, puts -$48k) strike 390
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.35 × 110.55, spread 2.9% of mid · Δ 0.98
puts: OI 44 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 0.01 × 0.15, spread 175.0% of mid · Δ -0.01
net GEX -$3k per 1% (calls +$387, puts -$3k) strike 385
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.05 × 115.55, spread 3.1% of mid · Δ 0.98
puts: OI 27 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.17, spread 177.8% of mid · Δ -0.00
net GEX -$1k per 1% (calls +$520, puts -$2k) strike 380
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.10 × 120.55, spread 2.9% of mid · Δ 0.98
puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.11, spread 166.7% of mid · Δ -0.00
net GEX -$1k per 1% (calls +$0, puts -$1k) strike 375
calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.00 × 125.50, spread 2.8% of mid · Δ 0.99
puts: OI 29 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 0.01 × 0.09, spread 160.0% of mid · Δ -0.00
net GEX +$405 per 1% (calls +$2k, puts -$1k) 2026-10-02 expiry, 55 strikes within ±25% of book spot (the flip search band); 24 hidden (6 above, 18 below), 24 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$88.3m 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 · 55 strikes puts strike calls GEX, $ per 1% ΔOI OI multi-leg sweep @bid @ask vol Δ spr ask bid bid ask spr Δ vol @ask @bid sweep multi-leg OI ΔOI put call net +0 0 0 0 0 0 0 -1.00 2.9% 123.85 120.30 620 0.00 0.22 no two-sided quote 0.00 0 0 0 0 0 44 +10 +$0 +$2k +$2k +0 0 0 0 0 0 0 -1.00 3.1% 113.80 110.30 610 0.00 0.08 no two-sided quote 0.00 0 0 0 0 0 331 +0 +$0 +$21k +$21k +0 0 0 0 0 0 0 -1.00 3.5% 103.85 100.30 600 0.00 0.10 no two-sided quote 0.00 0 0 0 0 0 435 +1 +$0 +$35k +$35k +0 0 0 0 0 0 0 -1.00 3.9% 93.85 90.30 590 0.01 0.06 142.9% 0.00 0 0 0 0 0 264 +0 +$0 +$28k +$28k +0 0 0 0 0 0 0 -1.00 4.3% 83.85 80.30 580 0.02 0.07 111.1% 0.01 19 1 18 0 0 5,078 +0 +$0 +$788k +$788k +0 0 0 0 0 0 0 -1.00 4.5% 73.50 70.30 570 0.02 0.17 157.9% 0.01 0 0 0 0 0 164 -4 +$0 +$38k +$38k +0 0 0 0 0 0 0 -1.00 5.3% 68.85 65.30 565 0.08 0.13 47.6% 0.01 10 0 10 0 4 5,142 -12 +$0 +$1.5m +$1.5m +0 0 0 0 0 0 0 -1.00 5.7% 63.85 60.30 560 0.10 0.22 75.0% 0.02 8 4 3 0 1 607 -16 +$0 +$219k +$219k +0 0 0 0 0 0 0 -1.00 6.2% 58.85 55.30 555 0.17 0.25 38.1% 0.02 46 22 23 0 7 369 -1 +$0 +$171k +$171k -3 2 0 0 0 0 0 -1.00 6.7% 53.80 50.30 550 0.23 0.31 29.6% 0.03 651 75 357 0 10 20,357 -9 -$24 +$12.7m +$12.7m +0 0 0 0 0 0 0 -1.00 7.5% 48.85 45.30 545 0.27 0.58 72.9% 0.04 98 10 83 0 3 673 +0 +$0 +$557k +$557k +0 29 0 0 0 0 0 -1.00 6.7% 43.35 40.55 540 0.49 0.68 32.5% 0.06 62 40 20 0 10 1,483 +6 -$571 +$1.7m +$1.7m -1 24 0 0 11 19 30 -0.98 7.5% 38.50 35.70 535 0.73 1.01 32.2% 0.08 64 53 5 1 11 2,278 -3 -$15k +$3.3m +$3.3m +0 75 0 0 0 0 0 -0.93 8.7% 34.20 31.35 530 1.05 1.37 26.4% 0.11 339 149 179 23 36 2,322 +33 -$120k +$4.4m +$4.2m +0 36 1 0 1 0 2 -0.88 10.8% 29.70 26.65 525 1.71 2.00 15.6% 0.15 228 152 59 0 29 615 +91 -$81k +$1.4m +$1.4m -5 73 1 0 1 2 3 -0.84 11.1% 25.20 22.55 520 2.30 2.70 16.0% 0.19 735 212 506 23 52 1,154 -17 -$208k +$3.2m +$3.0m +0 2 1 0 1 0 1 -0.81 9.7% 22.70 20.60 517.5 2.87 3.35 15.4% 0.22 32 27 5 0 0 10 +5 -$6k +$30k +$24k -15 78 3 0 1 2 3 -0.77 12.9% 21.10 18.55 515 3.30 3.80 14.1% 0.26 265 100 151 5 146 336 +19 -$269k +$1.1m +$820k +0 6 7 0 4 3 8 -0.74 12.9% 19.00 16.70 512.5 3.85 4.75 20.9% 0.29 54 33 17 0 39 45 +35 -$22k +$154k +$132k +0 345 6 0 1 5 6 -0.70 6.8% 16.75 15.65 510 4.55 5.40 17.1% 0.33 154 40 72 3 28 1,513 +7 -$1.4m +$5.4m +$4.1m +0 2 0 0 0 0 0 -0.66 9.3% 15.15 13.80 507.5 5.70 6.15 7.6% 0.36 44 34 7 0 27 87 +1 -$8k +$324k +$316k -18 245 9 0 2 7 11 -0.61 10.4% 13.65 12.30 505 6.55 7.05 7.4% 0.40 169 104 58 11 87 15,241 +17 -$1.0m +$58.5m +$57.4m +20 22 0 0 0 0 0 -0.57 10.9% 12.10 10.85 502.5 7.40 8.50 13.8% 0.44 6 4 0 1 3 48 +12 -$94k +$189k +$95k +17 642 203 1 106 107 215 -0.53 12.9% 10.75 9.45 500 8.75 9.25 5.6% 0.48 477 330 146 17 46 855 +170 -$2.8m +$3.4m +$626k +14 26 10 0 0 0 10 -0.48 9.1% 9.20 8.40 497.5 9.80 10.90 10.6% 0.52 42 23 19 2 1 48 +33 -$113k +$188k +$75k +55 301 77 3 90 46 138 -0.44 18.3% 8.05 6.70 495 11.25 12.05 6.9% 0.56 182 82 84 16 19 1,301 +22 -$1.3m +$5.0m +$3.7m +34 41 45 1 53 5 59 -0.40 6.6% 7.05 6.60 492.5 12.65 13.85 9.1% 0.60 14 5 8 1 0 24 +23 -$167k +$89k -$78k +8 733 10 2 48 32 80 -0.36 6.7% 6.15 5.75 490 14.10 15.30 8.2% 0.63 38 22 15 1 5 221 +27 -$2.9m +$787k -$2.1m +9 16 4 0 4 2 7 -0.32 18.5% 5.60 4.65 487.5 15.95 17.05 6.7% 0.67 61 31 30 0 1 21 +9 -$59k +$72k +$13k +27 489 21 3 15 14 30 -0.28 14.5% 4.80 4.15 485 17.35 19.25 10.4% 0.70 429 414 14 138 4 1,074 +386 -$1.7m +$3.5m +$1.8m +11 32 7 0 3 6 9 -0.25 20.7% 4.00 3.25 482.5 19.20 21.15 9.7% 0.73 0 0 0 0 0 8 +7 -$104k +$24k -$80k +13 464 36 6 73 25 140 -0.22 11.4% 3.35 2.99 480 21.10 23.15 9.3% 0.75 11 10 1 0 0 305 +41 -$1.4m +$854k -$534k +8 259 5 33 41 3 44 -0.19 21.8% 3.05 2.45 477.5 23.20 25.25 8.5% 0.78 2 0 1 0 2 5 +0 -$706k +$13k -$693k +40 516 88 0 24 66 97 -0.17 19.4% 2.55 2.10 475 25.30 27.40 8.0% 0.80 2 1 1 0 1 100 +4 -$1.3m +$238k -$1.0m +18 36 3 1 1 21 22 -0.15 22.8% 2.20 1.75 472.5 27.50 29.60 7.4% 0.82 1 0 1 0 1 5 +2 -$80k +$11k -$69k +1,007 1,772 10 0 54 76 136 -0.13 20.9% 1.85 1.50 470 29.50 31.80 7.5% 0.83 25 2 23 0 9 154 +3 -$3.5m +$310k -$3.2m +13 818 263 0 128 117 275 -0.10 18.5% 1.36 1.13 465 33.95 36.40 7.0% 0.86 2 0 2 0 2 61 +4 -$1.3m +$103k -$1.2m +80 432 189 0 103 103 220 -0.07 29.8% 1.04 0.77 460 38.60 41.10 6.3% 0.88 0 0 0 0 0 200 -3 -$537k +$286k -$251k -3 379 6 0 13 12 30 -0.06 48.1% 0.98 0.60 455 43.55 45.90 5.3% 0.90 0 0 0 0 0 44 +1 -$365k +$53k -$312k +29 925 7 0 134 88 229 -0.04 36.5% 0.68 0.47 450 48.20 51.10 5.8% 0.91 7 3 2 0 7 204 +20 -$691k +$210k -$481k +2 189 18 0 23 24 53 -0.03 57.1% 0.63 0.35 445 52.85 56.00 5.8% 0.93 0 0 0 0 0 34 -3 -$110k +$29k -$80k -1 334 16 0 12 5 20 -0.02 38.8% 0.40 0.27 440 57.50 60.90 5.7% 0.94 1 1 0 0 1 30 -1 -$149k +$22k -$127k +0 74 0 0 0 0 0 -0.02 54.5% 0.35 0.20 435 62.35 65.85 5.5% 0.95 6 6 0 0 6 15 -5 -$27k +$9k -$18k -4 246 2 0 8 0 9 -0.02 44.9% 0.30 0.19 430 67.40 70.80 4.9% 0.95 0 0 0 0 0 23 +0 -$75k +$12k -$63k +7 67 53 0 108 10 132 -0.02 190.7% 0.42 0.01 425 72.25 75.75 4.7% 0.96 0 0 0 0 0 10 +0 -$17k +$5k -$13k +10 270 0 0 2 0 2 -0.01 120.0% 0.28 0.07 420 77.50 80.70 4.0% 0.96 1 0 1 0 0 39 +1 -$58k +$16k -$42k +1 31 0 0 1 1 4 -0.01 112.5% 0.25 0.07 415 82.25 85.70 4.1% 0.97 0 0 0 0 0 9 +0 -$6k +$3k -$2k -1 59 0 0 0 0 2 -0.01 151.2% 0.36 0.05 410 87.15 90.65 3.9% 0.97 0 0 0 0 0 2 +0 -$9k +$633 -$8k +0 46 0 0 1 1 3 -0.01 90.9% 0.16 0.06 405 92.15 95.65 3.7% 0.97 0 0 0 0 0 2 +0 -$6k +$553 -$5k +5 60 2 0 19 1 21 -0.01 122.2% 0.29 0.07 400 97.10 100.50 3.4% 0.98 0 0 0 0 0 10 +2 -$6k +$2k -$4k +0 527 0 0 4 0 4 -0.01 183.3% 0.23 0.01 395 102.15 105.60 3.3% 0.98 0 0 0 0 0 8 +0 -$48k +$2k -$46k +0 44 0 0 2 0 2 -0.01 175.0% 0.15 0.01 390 107.35 110.55 2.9% 0.98 0 0 0 0 0 2 +0 -$3k +$387 -$3k +0 27 0 0 0 0 0 -0.00 177.8% 0.17 0.01 385 112.05 115.55 3.1% 0.98 0 0 0 0 0 3 +0 -$2k +$520 -$1k +0 22 0 0 0 0 0 -0.00 166.7% 0.11 0.01 380 117.10 120.55 2.9% 0.98 0 0 0 0 0 0 +0 -$1k +$0 -$1k +0 29 0 0 0 0 1 -0.00 160.0% 0.09 0.01 375 122.00 125.50 2.8% 0.99 0 0 0 0 0 13 +0 -$1k +$2k +$405