Simplify Analytics
MSFT

MSFT

$493.78 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
24.0%
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).

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)E 11-04 time?Earnings 2026-11-04, time unknown - date stated by the vendor's estimate First session it can move: 2026-11-04, 47 calendar days from the 2026-09-18 curve - every tenor of 47d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d31.9%16.8%
2026-09-182026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning it■ earnings, at the first session it can move (□ no expected move served)tenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

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

90-day IV
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

1d2026-09-18 · 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%
8d2026-09-25
2026-09-25: 13 put and 12 call strikes within ±6.5%, IV 23% to 27%36%22%6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 15 put and 13 call strikes within ±8.8%, IV 23% to 28%36%22%8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 11 put and 11 call strikes within ±11%, IV 23% to 29%36%22%11%book spot+11%
29d2026-10-16
2026-10-16: 12 put and 12 call strikes within ±12%, IV 23% to 29%36%22%12%book spot+12%
64d2026-11-20
2026-11-20: 18 put and 18 call strikes within ±18%, IV 29% to 35%36%22%18%book spot+18%
92d2026-12-18
2026-12-18: 22 put and 22 call strikes within ±22%, IV 28% to 35%36%22%22%book spot+22%
120d2027-01-15
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.

Expiry window · 3565 DTE

Next earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session, no expected move served. As the vendor's calendar stood on 2026-09-20, not on the page's date.

expiryDTE28-DTE exitthesisearnings 11-04 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dclear · 12d24.8% c 500
2026-10-30 Friweekly422026-10-0214dclear · 5d30.6% c 500
2026-11-20 Fri632026-10-2335dspans · +16d
exit 12d before
29.8% c 500none 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.

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

Tradability of the 2026-10-30 expiry: 42 calendar days from 2026-09-18 (43 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 550 (Δ 0.19), put 455 (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 flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move620610600590580570565560555550545540535530525520515510505500495490485480475470465460455450445440435430425420415410405400395390385380375put strike nearest 0.20 delta: 455call strike nearest 0.20 delta: 5502.9k02.9k34034025%10%10%25%-$2.4m+$2.4mcall wall 500put wall 500book spot 497.75γ flip 436.72strike 620 calls: OI 3 (+3) · vol 7 (at ask 2, at bid 5) · NBBO 0.01 × 1.21, spread 196.7% of mid · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.20 × 124.15, spread 3.2% of mid · Δ -1.00 net GEX +$934 per 1% (calls +$934, puts +$0)strike 610 calls: OI 86 (-1) · vol 1 (at ask 0, at bid 1) · NBBO 0.45 × 1.34, spread 99.4% of mid · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.20 × 114.10, spread 3.5% of mid · Δ -1.00 net GEX +$32k per 1% (calls +$32k, puts +$0)strike 600 calls: OI 17 (+1) · vol 3 (at ask 2, at bid 0) · NBBO 0.53 × 1.48, spread 94.5% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.25 × 104.10, spread 3.8% of mid · Δ -0.99 net GEX +$8k per 1% (calls +$8k, puts +$0)strike 590 calls: OI 20 (+19) · vol 10 (at ask 6, at bid 4, multi-leg 4) · NBBO 0.85 × 1.70, spread 66.7% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.20 × 94.10, spread 4.2% of mid · Δ -0.99 net GEX +$11k per 1% (calls +$11k, puts +$0)strike 580 calls: OI 23 (-7) · vol 14 (at ask 11, at bid 2, multi-leg 2) · NBBO 1.65 × 2.68, spread 47.6% of mid · Δ 0.08 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.45 × 84.00, spread 4.3% of mid · Δ -0.98 net GEX +$16k per 1% (calls +$16k, puts +$0)strike 570 calls: OI 167 (+7) · vol 18 (at ask 14, at bid 1, multi-leg 10) · NBBO 1.84 × 3.40, spread 59.5% of mid · Δ 0.11 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.00 × 74.55, spread 4.9% of mid · Δ -0.95 net GEX +$147k per 1% (calls +$147k, puts +$0)strike 565 calls: OI 13 (+0) · vol 12 (at ask 5, at bid 7, multi-leg 4) · NBBO 2.29 × 3.65, spread 45.8% of mid · Δ 0.12 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.40 × 70.00, spread 5.3% of mid · Δ -0.93 net GEX +$13k per 1% (calls +$13k, puts +$0)strike 560 calls: OI 176 (+21) · vol 28 (at ask 25, at bid 3, multi-leg 5) · NBBO 3.20 × 4.95, spread 42.9% of mid · Δ 0.14 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.40 × 65.25, spread 4.5% of mid · Δ -0.91 net GEX +$188k per 1% (calls +$189k, puts -$963)strike 555 calls: OI 175 (+0) · vol 22 (at ask 7, at bid 13, multi-leg 12) · NBBO 4.00 × 5.30, spread 28.0% of mid · Δ 0.17 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.50 × 61.10, spread 6.1% of mid · Δ -0.88 net GEX +$205k per 1% (calls +$205k, puts +$0)strike 550 calls: OI 679 (-23) · vol 340 (at ask 288, at bid 48, multi-leg 204) · NBBO 5.30 × 6.15, spread 14.8% of mid · Δ 0.19 puts: OI 8 (+8) · vol 1 (at ask 1, at bid 0) · NBBO 53.30 × 56.90, spread 6.5% of mid · Δ -0.86 net GEX +$848k per 1% (calls +$858k, puts -$10k)strike 545 calls: OI 151 (+16) · vol 27 (at ask 7, at bid 18, multi-leg 6) · NBBO 6.25 × 6.90, spread 9.9% of mid · Δ 0.22 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.15 × 52.80, spread 7.2% of mid · Δ -0.83 net GEX +$203k per 1% (calls +$203k, puts +$0)strike 540 calls: OI 146 (+5) · vol 309 (at ask 85, at bid 218, multi-leg 160) · NBBO 7.30 × 8.00, spread 9.2% of mid · Δ 0.25 puts: OI 55 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.65 × 48.80, spread 6.7% of mid · Δ -0.80 net GEX +$125k per 1% (calls +$208k, puts -$84k)strike 535 calls: OI 82 (+14) · vol 35 (at ask 16, at bid 17, multi-leg 16) · NBBO 7.80 × 9.25, spread 17.0% of mid · Δ 0.28 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.30 × 44.95, spread 8.5% of mid · Δ -0.76 net GEX +$123k per 1% (calls +$123k, puts +$0)strike 530 calls: OI 51 (+9) · vol 235 (at ask 90, at bid 144, sweep 14) · NBBO 9.35 × 11.30, spread 18.9% of mid · Δ 0.31 puts: OI 1 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 37.60 × 40.90, spread 8.4% of mid · Δ -0.73 net GEX +$78k per 1% (calls +$80k, puts -$2k)strike 525 calls: OI 103 (+3) · vol 15 (at ask 5, at bid 8, multi-leg 2) · NBBO 11.20 × 12.05, spread 7.3% of mid · Δ 0.34 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.05 × 37.80, spread 10.4% of mid · Δ -0.69 net GEX +$168k per 1% (calls +$168k, puts +$0)strike 520 calls: OI 71 (+4) · vol 18 (at ask 10, at bid 4, multi-leg 1) · NBBO 12.80 × 14.75, spread 14.2% of mid · Δ 0.37 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.75 × 34.25, spread 10.8% of mid · Δ -0.66 net GEX +$117k per 1% (calls +$119k, puts -$2k)strike 515 calls: OI 29 (+7) · vol 15 (at ask 4, at bid 11, multi-leg 5) · NBBO 13.50 × 16.45, spread 19.7% of mid · Δ 0.40 puts: OI 5 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 27.70 × 31.10, spread 11.6% of mid · Δ -0.62 net GEX +$40k per 1% (calls +$50k, puts -$10k)strike 510 calls: OI 297 (+69) · vol 9 (at ask 3, at bid 6, multi-leg 5) · NBBO 15.80 × 18.00, spread 13.0% of mid · Δ 0.44 puts: OI 14 (+0) · vol 11 (at ask 1, at bid 10) · NBBO 24.65 × 28.20, spread 13.4% of mid · Δ -0.58 net GEX +$491k per 1% (calls +$518k, puts -$28k)strike 505 calls: OI 103 (+74) · vol 7 (at ask 4, at bid 3, multi-leg 6) · NBBO 17.90 × 21.00, spread 15.9% of mid · Δ 0.47 puts: OI 118 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.80 × 25.25, spread 14.7% of mid · Δ -0.54 net GEX -$52k per 1% (calls +$184k, puts -$235k)strike 500 calls: OI 112 (+44) · vol 40 (at ask 23, at bid 12, multi-leg 10) · NBBO 20.05 × 22.50, spread 11.5% of mid · Δ 0.51 puts: OI 44 (-9) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 19.70 × 22.65, spread 13.9% of mid · Δ -0.50 net GEX +$117k per 1% (calls +$203k, puts -$86k)strike 495 calls: OI 105 (+9) · vol 29 (at ask 10, at bid 17, multi-leg 7) · NBBO 22.75 × 26.05, spread 13.5% of mid · Δ 0.54 puts: OI 92 (+1) · vol 9 (at ask 7, at bid 1, sweep 1, multi-leg 4) · NBBO 18.00 × 20.00, spread 10.5% of mid · Δ -0.46 net GEX +$7k per 1% (calls +$183k, puts -$176k)strike 490 calls: OI 29 (+17) · vol 13 (at ask 6, at bid 7, sweep 1) · NBBO 25.60 × 29.00, spread 12.5% of mid · Δ 0.58 puts: OI 64 (+23) · vol 19 (at ask 15, at bid 3, multi-leg 13) · NBBO 15.15 × 18.05, spread 17.5% of mid · Δ -0.42 net GEX -$71k per 1% (calls +$48k, puts -$119k)strike 485 calls: OI 9 (+5) · vol 1 (at ask 1, at bid 0) · NBBO 28.65 × 32.00, spread 11.0% of mid · Δ 0.61 puts: OI 49 (+10) · vol 12 (at ask 1, at bid 11, multi-leg 12) · NBBO 13.00 × 16.05, spread 21.0% of mid · Δ -0.38 net GEX -$74k per 1% (calls +$14k, puts -$89k)strike 480 calls: OI 54 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 31.85 × 35.35, spread 10.4% of mid · Δ 0.64 puts: OI 75 (+20) · vol 6 (at ask 1, at bid 5, multi-leg 1) · NBBO 11.55 × 13.70, spread 17.0% of mid · Δ -0.34 net GEX -$46k per 1% (calls +$83k, puts -$129k)strike 475 calls: OI 24 (+14) · vol 1 (at ask 1, at bid 0) · NBBO 35.60 × 37.75, spread 5.9% of mid · Δ 0.67 puts: OI 158 (+110) · vol 37 (at ask 25, at bid 2, multi-leg 35) · NBBO 10.75 × 12.20, spread 12.6% of mid · Δ -0.31 net GEX -$222k per 1% (calls +$35k, puts -$258k)strike 470 calls: OI 9 (+0) · vol 1 (at ask 1, at bid 0, sweep 1) · NBBO 38.75 × 41.95, spread 7.9% of mid · Δ 0.70 puts: OI 154 (+119) · vol 14 (at ask 4, at bid 5, multi-leg 9) · NBBO 9.30 × 10.65, spread 13.5% of mid · Δ -0.28 net GEX -$225k per 1% (calls +$13k, puts -$237k)strike 465 calls: OI 3 (+2) · vol 4 (at ask 3, at bid 1, multi-leg 2) · NBBO 42.40 × 45.85, spread 7.8% of mid · Δ 0.73 puts: OI 79 (+45) · vol 48 (at ask 8, at bid 30, multi-leg 37) · NBBO 7.00 × 9.20, spread 27.2% of mid · Δ -0.24 net GEX -$111k per 1% (calls +$4k, puts -$115k)strike 460 calls: OI 17 (+7) · vol 4 (at ask 0, at bid 4, multi-leg 4) · NBBO 46.25 × 49.20, spread 6.2% of mid · Δ 0.76 puts: OI 50 (+20) · vol 26 (at ask 5, at bid 18, multi-leg 17) · NBBO 5.80 × 8.70, spread 40.0% of mid · Δ -0.21 net GEX -$47k per 1% (calls +$21k, puts -$68k)strike 455 calls: OI 11 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 50.25 × 53.15, spread 5.6% of mid · Δ 0.78 puts: OI 63 (+28) · vol 110 (at ask 55, at bid 54, multi-leg 60) · NBBO 4.90 × 6.50, spread 28.1% of mid · Δ -0.19 net GEX -$65k per 1% (calls +$13k, puts -$78k)strike 450 calls: OI 31 (+5) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 54.05 × 57.55, spread 6.3% of mid · Δ 0.80 puts: OI 441 (+120) · vol 205 (at ask 110, at bid 87, multi-leg 134) · NBBO 5.10 × 6.05, spread 17.0% of mid · Δ -0.17 net GEX -$459k per 1% (calls +$33k, puts -$492k)strike 445 calls: OI 13 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 58.85 × 61.00, spread 3.6% of mid · Δ 0.82 puts: OI 68 (+18) · vol 11 (at ask 1, at bid 3, multi-leg 7) · NBBO 3.45 × 5.55, spread 46.7% of mid · Δ -0.15 net GEX -$56k per 1% (calls +$13k, puts -$69k)strike 440 calls: OI 9 (+5) · vol 5 (at ask 2, at bid 3, multi-leg 5) · NBBO 62.85 × 65.75, spread 4.5% of mid · Δ 0.84 puts: OI 297 (+79) · vol 63 (at ask 9, at bid 54, multi-leg 61) · NBBO 3.45 × 4.85, spread 33.7% of mid · Δ -0.13 net GEX -$262k per 1% (calls +$8k, puts -$270k)strike 435 calls: OI 3 (+1) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 67.00 × 70.55, spread 5.2% of mid · Δ 0.85 puts: OI 2,901 (+2,832) · vol 240 (at ask 62, at bid 112, multi-leg 16) · NBBO 2.78 × 4.25, spread 41.8% of mid · Δ -0.12 net GEX -$2.4m per 1% (calls +$2k, puts -$2.4m)strike 430 calls: OI 3 (+1) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 71.50 × 75.10, spread 4.9% of mid · Δ 0.86 puts: OI 92 (+12) · vol 35 (at ask 8, at bid 9, multi-leg 29) · NBBO 2.50 × 3.30, spread 27.6% of mid · Δ -0.10 net GEX -$64k per 1% (calls +$2k, puts -$67k)strike 425 calls: OI 4 (+0) · vol 3 (at ask 3, at bid 0) · NBBO 76.05 × 79.60, spread 4.6% of mid · Δ 0.88 puts: OI 27 (+2) · vol 10 (at ask 4, at bid 6, multi-leg 9) · NBBO 1.55 × 2.86, spread 59.4% of mid · Δ -0.08 net GEX -$14k per 1% (calls +$3k, puts -$17k)strike 420 calls: OI 0 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 80.70 × 84.25, spread 4.3% of mid · Δ 0.89 puts: OI 14 (+10) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 1.50 × 2.50, spread 50.0% of mid · Δ -0.07 net GEX -$8k per 1% (calls +$0, puts -$8k)strike 415 calls: OI 4 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 85.35 × 88.95, spread 4.1% of mid · Δ 0.89 puts: OI 1 (+0) · vol 7 (at ask 2, at bid 5, multi-leg 6) · NBBO 1.06 × 2.53, spread 81.9% of mid · Δ -0.06 net GEX +$2k per 1% (calls +$2k, puts -$494)strike 410 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.10 × 93.65, spread 3.9% of mid · Δ 0.90 puts: OI 21 (+17) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.96 × 2.06, spread 72.8% of mid · Δ -0.05 net GEX -$9k per 1% (calls +$535, puts -$9k)strike 405 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.85 × 98.45, spread 3.7% of mid · Δ 0.91 puts: OI 42 (+40) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 0.80 × 1.96, spread 84.1% of mid · Δ -0.05 net GEX -$16k per 1% (calls +$0, puts -$16k)strike 400 calls: OI 31 (+26) · vol 0 (at ask 0, at bid 0) · NBBO 99.65 × 103.20, spread 3.5% of mid · Δ 0.92 puts: OI 605 (+116) · vol 49 (at ask 3, at bid 46, multi-leg 3) · NBBO 0.70 × 1.76, spread 86.2% of mid · Δ -0.04 net GEX -$194k per 1% (calls +$14k, puts -$208k)strike 395 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.50 × 108.00, spread 3.3% of mid · Δ 0.92 puts: OI 7 (+3) · vol 4 (at ask 3, at bid 1, multi-leg 4) · NBBO 0.70 × 1.47, spread 71.0% of mid · Δ -0.04 net GEX -$2k per 1% (calls +$417, puts -$2k)strike 390 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 109.30 × 112.85, spread 3.2% of mid · Δ 0.93 puts: OI 3 (+1) · vol 22 (at ask 17, at bid 5, sweep 2, multi-leg 2) · NBBO 0.42 × 1.54, spread 114.3% of mid · Δ -0.03 net GEX -$805 per 1% (calls +$0, puts -$805)strike 385 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 114.20 × 117.70, spread 3.0% of mid · Δ 0.93 puts: OI 0 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 0.26 × 1.47, spread 139.9% of mid · Δ -0.03 no GEX (no side has both gamma and open interest)strike 380 calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 119.05 × 122.60, spread 2.9% of mid · Δ 0.93 puts: OI 23 (+13) · vol 30 (at ask 16, at bid 14, sweep 14) · NBBO 0.19 × 1.45, spread 153.7% of mid · Δ -0.03 net GEX -$5k per 1% (calls +$331, puts -$5k)strike 375 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 123.65 × 127.55, spread 3.1% of mid · Δ 0.94 puts: OI 0 (+0) · vol 20 (at ask 9, at bid 11, sweep 10) · NBBO 0.08 × 1.38, spread 178.1% of mid · Δ -0.02 no GEX (no side has both gamma and open interest)

2026-10-30 expiry, 45 strikes within ±25% of book spot (the flip search band); 24 hidden (6 above, 18 below), 11 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$1.4m 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 · 45 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.003.2%124.15120.206200.011.21196.7%0.03725003+3+$0+$934+$934
+0000000-1.003.5%114.10110.206100.451.3499.4%0.041010086-1+$0+$32k+$32k
+0000000-0.993.8%104.10100.256000.531.4894.5%0.053200017+1+$0+$8k+$8k
+0000000-0.994.2%94.1090.205900.851.7066.7%0.0610640420+19+$0+$11k+$11k
+0000000-0.984.3%84.0080.455801.652.6847.6%0.08141120223-7+$0+$16k+$16k
+0000000-0.954.9%74.5571.005701.843.4059.5%0.1118141010167+7+$0+$147k+$147k
+0000000-0.935.3%70.0066.405652.293.6545.8%0.1212570413+0+$0+$13k+$13k
+0100000-0.914.5%65.2562.405603.204.9542.9%0.142825305176+21-$963+$189k+$188k
+0000000-0.886.1%61.1057.505554.005.3028.0%0.1722713012175+0+$0+$205k+$205k
+8800011-0.866.5%56.9053.305505.306.1514.8%0.19340288480204679-23-$10k+$858k+$848k
+0000000-0.837.2%52.8049.155456.256.909.9%0.222771806151+16+$0+$203k+$203k
+05500000-0.806.7%48.8045.655407.308.009.2%0.25309852180160146+5-$84k+$208k+$125k
+0000000-0.768.5%44.9541.305357.809.2517.0%0.2835161701682+14+$0+$123k+$123k
+0100101-0.738.4%40.9037.605309.3511.3018.9%0.312359014414051+9-$2k+$80k+$78k
+0000000-0.6910.4%37.8034.0552511.2012.057.3%0.34155802103+3+$0+$168k+$168k
+0100000-0.6610.8%34.2530.7552012.8014.7514.2%0.37181040171+4-$2k+$119k+$117k
+1500000-0.6211.6%31.1027.7051513.5016.4519.7%0.40154110529+7-$10k+$50k+$40k
+0140010111-0.5813.4%28.2024.6551015.8018.0013.0%0.4493605297+69-$28k+$518k+$491k
+011800000-0.5414.7%25.2521.8050517.9021.0015.9%0.4774306103+74-$235k+$184k-$52k
-94420112-0.5013.9%22.6519.7050020.0522.5011.5%0.51402312010112+44-$86k+$203k+$117k
+19241179-0.4610.5%20.0018.0049522.7526.0513.5%0.5429101707105+9-$176k+$183k+$7k
+236413031519-0.4217.5%18.0515.1549025.6029.0012.5%0.5813671029+17-$119k+$48k-$71k
+104912011112-0.3821.0%16.0513.0048528.6532.0011.0%0.61110009+5-$89k+$14k-$74k
+207510516-0.3417.0%13.7011.5548031.8535.3510.4%0.640000054+7-$129k+$83k-$46k
+11015835022537-0.3112.6%12.2010.7547535.6037.755.9%0.671100024+14-$258k+$35k-$222k
+119154905414-0.2813.5%10.659.3047038.7541.957.9%0.70110109+0-$237k+$13k-$225k
+457937030848-0.2427.2%9.207.0046542.4045.857.8%0.73431023+2-$115k+$4k-$111k
+205017018526-0.2140.0%8.705.8046046.2549.206.2%0.764040417+7-$68k+$21k-$47k
+28636005455110-0.1928.1%6.504.9045550.2553.155.6%0.780000011+5-$78k+$13k-$65k
+120441134087110205-0.1717.0%6.055.1045054.0557.556.3%0.802020231+5-$492k+$33k-$459k
+1868703111-0.1546.7%5.553.4544558.8561.003.6%0.821010113+1-$69k+$13k-$56k
+7929761054963-0.1333.7%4.853.4544062.8565.754.5%0.84523059+5-$270k+$8k-$262k
+2,8322,90116011262240-0.1241.8%4.252.7843567.0070.555.2%0.85211013+1-$2.4m+$2k-$2.4m
+12922909835-0.1027.6%3.302.5043071.5075.104.9%0.86220023+1-$67k+$2k-$64k
+227906410-0.0859.4%2.861.5542576.0579.604.6%0.88330004+0-$17k+$3k-$14k
+101430033-0.0750.0%2.501.5042080.7084.254.3%0.89100010+0-$8k+$0-$8k
+0160527-0.0681.9%2.531.0641585.3588.954.1%0.89000004+4-$494+$2k+$2k
+172110101-0.0572.8%2.060.9641090.1093.653.9%0.90000001+0-$9k+$535-$9k
+404220022-0.0584.1%1.960.8040594.8598.453.7%0.91000000+0-$16k+$0-$16k
+1166053046349-0.0486.2%1.760.7040099.65103.203.5%0.920000031+26-$208k+$14k-$194k
+3740134-0.0471.0%1.470.70395104.50108.003.3%0.92000001+0-$2k+$417-$2k
+132251722-0.03114.3%1.540.42390109.30112.853.2%0.93000000+0-$805+$0-$805
+0000022-0.03139.9%1.470.26385114.20117.703.0%0.93000000+0
+1323014141630-0.03153.7%1.450.19380119.05122.602.9%0.93000001+1-$5k+$331-$5k
+0001011920-0.02178.1%1.380.08375123.65127.553.1%0.94000000+0