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Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
80.0%
own all (<3y) · n=248
IV rank
53.9%
own 1y · n=245
range
18.3% – 46.5%
own 1y · n=245
Rank and percentile disagree by 26 points: rank 54% sits far below percentile 80%, both over the trailing year: one violent spike stretched the range, so this reading looks low against the high while being high against almost every other reading in it.
Term structure · constant maturity 2 consecutive sessions in backwardation (near-term vol above 90-day: stress).
11 1 calendar day out: every tenor of 1d or longer spans it
Wed 09-30 08:15 ET · ADP National Employment Report (September)
Wed 09-30 08:30 ET · Advance U.S. Trade Balance in Goods (August)
Wed 09-30 08:30 ET · Wholesale Inventories (August)
Wed 09-30 08:30 ET · Retail Inventories (August)
Wed 09-30 08:30 ET · Personal Income, M/M% (August)
Wed 09-30 08:30 ET · Consumer Spending, M/M% (August)
Wed 09-30 08:30 ET · PCE Price Idx, M/M% (August)
Wed 09-30 08:30 ET · PCE Price Idx, Y/Y% (August)
Wed 09-30 08:30 ET · PCE Core Price Idx, M/M% (August)
Wed 09-30 08:30 ET · PCE Core Price Idx, Y/Y% (August)
Wed 09-30 09:45 ET · Chicago Business Barometer - ISM-Chicago Business Survey - Chicago PMI (September) 10 2 calendar days out: every tenor of 2d or longer spans it
Wed 09-30 16:00 ET · FRB Chicago President Austan Goolsbee speaks at 'Why Consumers and Economists See Different Economies' discussion
Wed 09-30 19:00 ET · Fed speech: Minneapolis Fed President Neel Kashkari
Thu 10-01 08:30 ET · Weekly Jobless Claims (September)
Thu 10-01 09:45 ET · US Manufacturing PMI (September)
Thu 10-01 10:00 ET · Fed speech: Fed governor Christopher Waller speech
Thu 10-01 10:00 ET · Construction Spending (August)
Thu 10-01 10:00 ET · ISM Report On Business Manufacturing PMI (September)
Thu 10-01 13:30 ET · Federal Reserve Vice Chair Philip Jefferson speaks at UVA Darden School of Business
Thu 10-01 15:00 ET · Atlantic Council event with Federal Reserve Vice Chair Michelle Bowman
Thu 10-01 15:30 ET · Fed speech: Fed governor Lisa Cook 5 3 calendar days out: every tenor of 3d or longer spans it
Fri 10-02 08:30 ET · Avg Hourly Earnings, M/M% (September)
Fri 10-02 08:30 ET · Avg Hourly Earnings, Y/Y% (September)
Fri 10-02 08:30 ET · Employment Report (September)
Fri 10-02 08:30 ET · Unemployment Rate (September)
Fri 10-02 10:00 ET · Factory Orders (August) Skew · risk reversal 25-delta 4d old
-1.3 pts
own all (<3y) 1.2% · n=41
10-delta 4d old
-1.5 pts
own all (<3y) 1.2% · n=41
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 2026-09-28 4d 2026-10-02 · short
2026-10-02: 10 put and 10 call strikes within ±4.8%, IV 29% to 34% 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 2026-09-30, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-04 time?the vendor's estimate
ATM IV · 09-28 expected move 2026-11-06 Fri weekly 38 2026-10-09 10d spans · +2d
Chain · one strike axis Book as of 2026-09-28 : 1 session behind 2026-09-29: no MSFT chain statistics (net_gex) dated after 2026-09-28 are knowable as of 2026-09-29, and no ticker has newer ones. The strikes drawn below are 2026-09-28's rows as stored now; the levels and statistics are the readings dated 2026-09-28, computed from those rows when the readings were derived, and a fetch of 2026-09-28 after that can revise rows. Open interest is what entered 2026-09-28 (OCC's settlement of 2026-09-25), valued at the 2026-09-28 close.
net GEX · carried book
+$1.51bn per 1%
own all (<3y) 90.8% · n=71
gamma flip
$440.32
flip within ±25% of book spot
flip distance
-6.12 ATR
own all (<3y) 34.5% · n=71
low 18.3% 245 sessions, 1y · today 33.5% high 46.5%
2 6 calendar days out: every tenor of 6d or longer spans it
Mon 10-05 09:45 ET · US Services PMI (September)
Mon 10-05 10:00 ET · ISM Report On Business Services PMI (September) 7 calendar days out: every tenor of 7d or longer spans it
Tue 10-06 08:30 ET · U.S. Trade Balance (August) 3 8 calendar days out: every tenor of 8d or longer spans it
Tue 10-06 18:00 ET · FRB Dallas President Lorie Logan participates in Global Perspectives event
Wed 10-07 14:00 ET · Federal Open Market Committee meeting minutes
Wed 10-07 15:00 ET · Consumer Credit (August) 2 9 calendar days out: every tenor of 9d or longer spans it
Thu 10-08 08:30 ET · Weekly Jobless Claims (October)
Thu 10-08 10:00 ET · Monthly Wholesale Trade (August) 2 10 calendar days out: every tenor of 10d or longer spans it
Fri 10-09 09:30 ET · FRB Kansas City President Jeffrey Schmid speaks at Kansas City Economic Outlook event
Fri 10-09 10:00 ET · U. Michigan Prelim Consumer Survey (October) 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, 36 calendar days from the 2026-09-29 curve - every tenor of 36d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 33.5% 16.0% ━ 2026-09-29 ┅ 2026-08-28 (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 2026-09-29 close, from the 2026-09-29 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Wed 09-30 08:15 · 1d ADP National Employment Report (September) · prev 38000Wed 09-30 08:30 · 1d Advance U.S. Trade Balance in Goods (August) · prev -118800000000Wed 09-30 08:30 · 1d Wholesale Inventories (August) · prev 1.3%Wed 09-30 08:30 · 1d Retail Inventories (August) · prev 0.7%Wed 09-30 08:30 · 1d Personal Income, M/M% (August) · f 0.4% · prev 0.4%Wed 09-30 08:30 · 1d Consumer Spending, M/M% (August) · f 0.8% · prev 0.2%Wed 09-30 08:30 · 1d PCE Price Idx, M/M% (August) · f 0.3% · prev 0.2%Wed 09-30 08:30 · 1d PCE Price Idx, Y/Y% (August) · f 3.6% · prev 3.7%Wed 09-30 08:30 · 1d PCE Core Price Idx, M/M% (August) · f 0.3% · prev 0.2%Wed 09-30 08:30 · 1d PCE Core Price Idx, Y/Y% (August) · f 3.2% · prev 3.3%Wed 09-30 09:45 · 1d Chicago Business Barometer - ISM-Chicago Business Survey - Chicago PMI (September) · f 52 · prev 47.1Wed 09-30 16:00 · 2d FRB Chicago President Austan Goolsbee speaks at 'Why Consumers and Economists See Different Economies' discussionWed 09-30 19:00 · 2d Fed speech: Minneapolis Fed President Neel KashkariThu 10-01 08:30 · 2d Weekly Jobless Claims (September) · f 200000 · prev 197000Thu 10-01 09:45 · 2d US Manufacturing PMI (September) · prev 53.9Thu 10-01 10:00 · 2d Fed speech: Fed governor Christopher Waller speechThu 10-01 10:00 · 2d Construction Spending (August) · f 0.1% · prev -0.5%Thu 10-01 10:00 · 2d ISM Report On Business Manufacturing PMI (September) · f 54.8 · prev 54.6Thu 10-01 13:30 · 2d Federal Reserve Vice Chair Philip Jefferson speaks at UVA Darden School of BusinessThu 10-01 15:00 · 2d Atlantic Council event with Federal Reserve Vice Chair Michelle BowmanThu 10-01 15:30 · 2d Fed speech: Fed governor Lisa CookFri 10-02 08:30 · 3d Avg Hourly Earnings, M/M% (September) · f 0.3% · prev 0.3%Fri 10-02 08:30 · 3d Avg Hourly Earnings, Y/Y% (September) · prev 3.1%Fri 10-02 08:30 · 3d Employment Report (September) · f 83000 · prev 162000Fri 10-02 08:30 · 3d Unemployment Rate (September) · f 4.1% · prev 4.1%Fri 10-02 10:00 · 3d Factory Orders (August) · f 0.2% · prev 0.9%Mon 10-05 09:45 · 6d US Services PMI (September) · prev 56.5Mon 10-05 10:00 · 6d ISM Report On Business Services PMI (September) · prev 55.4Tue 10-06 08:30 · 7d U.S. Trade Balance (August) · prev -88600000000Tue 10-06 18:00 · 8d FRB Dallas President Lorie Logan participates in Global Perspectives eventWed 10-07 14:00 · 8d Federal Open Market Committee meeting minutesWed 10-07 15:00 · 8d Consumer Credit (August) · prev 18100000000Thu 10-08 08:30 · 9d Weekly Jobless Claims (October)Thu 10-08 10:00 · 9d Monthly Wholesale Trade (August) · prev 1.3%Fri 10-09 09:30 · 10d FRB Kansas City President Jeffrey Schmid speaks at Kansas City Economic Outlook eventFri 10-09 10:00 · 10d U. Michigan Prelim Consumer Survey (October) · prev 47.8Earnings: 2026-11-04 time unknown, stated by the vendor's estimate, first moves the 2026-11-04 session (36d on the tenor axis), no expected move served As the vendor's calendar stood on 2026-09-30, not on the page's date.
90-day IV
29.8%
own all (<3y) 42.1% · n=248
slope, 30d − 90d
+3.7 pts
own all (<3y) 74.4% · n=248
variance risk premium, 30d
+0.3 pts
own all (<3y) 43.4% · n=243
38% 25% −4.8% book spot +4.8% 11d 2026-10-09
2026-10-09: 16 put and 10 call strikes within ±7.9%, IV 25% to 30% 38% 25% −7.9% book spot +7.9% 18d 2026-10-16
2026-10-16: 18 put and 13 call strikes within ±10%, IV 26% to 30% 38% 25% −10% book spot +10% 25d 2026-10-23
2026-10-23: 12 put and 13 call strikes within ±12%, IV 26% to 31% 38% 25% −12% book spot +12% 32d 2026-10-30
2026-10-30: 13 put and 13 call strikes within ±14%, IV 33% to 37% 38% 25% −14% book spot +14% 53d 2026-11-20
2026-11-20: 17 put and 18 call strikes within ±17%, IV 31% to 36% 38% 25% −17% book spot +17% 81d 2026-12-18
2026-12-18: 22 put and 22 call strikes within ±22%, IV 29% to 35% 38% 25% −22% book spot +22% 109d 2027-01-15
2027-01-15: 23 put and 26 call strikes within ±25%, IV 28% to 34% 38% 25% −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 (25%–38%), set by the expiries past 7 DTE.
2026-11-20 Fri 52 2026-10-23 24d spans · +16d exit 12d before
31.7% c 510 none served
DTE counts calendar days from 2026-09-29, the page's date and the earliest an entry could be made - not from the 2026-09-28 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-28 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 2026-09-29 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 2026-09-29, 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 its month's standard monthly is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the monthly is read from core.option_expirations, which is derived from the session calendar, so a monthly pulled back to a Thursday by a holiday is the monthly here and carries no mark. ATM IV is the vendor's at the 2026-09-28 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.
book spot $509.22 (unadjusted close, 2026-09-28) · call wall $510.00 (+0.15% from book spot) · put wall $500.00 (-1.81% from book spot) · max pain $470.00 (-7.70% 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 $509.22 × (1 + that distance) - the 2026-09-28 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. MSFT headlines $508.96 , its newest unadjusted close, on 2026-09-29 ; the book was taken at $509.22 on 2026-09-28 , 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 2026-09-28 book's levels, on the 2026-09-28 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-11-06 expiry: 38 calendar days from 2026-09-29 (39 from the book date), inside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-28 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 565 (Δ 0.19), put 465 (Δ -0.19).
book spot call wall put wall max pain gamma flip floors, marked not filtered: ▸◂ strike nearest 0.20 delta, beside the spread panel · × no two-sided quote · | spread past 25%
OI changes are 2026-09-25's trading; volume is 2026-09-28's. ◀ put OI call OI ▶ entering 2026-09-28 ◀ put vol call vol ▶ traded 2026-09-28 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 630 620 610 600 590 580 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 440 435 430 425 420 415 410 405 400 395 390 385 put strike nearest 0.20 delta: 465 call strike nearest 0.20 delta: 565 2.2k 0 2.2k 403 403 25% 10% 10% 25% -$1.6m +$1.6m call wall 510 book spot 509.22 put wall 500 γ flip 440.32 strike 630
calls: OI 4 (+4) · vol 3 (at ask 0, at bid 2, multi-leg 2) · NBBO 0.40 × 1.67, spread 122.7% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 118.80 × 122.65, spread 3.2% of mid · Δ -1.00
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 620
calls: OI 9 (+9) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.00 × 2.31, spread no two-sided quote (zero bid) · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.80 × 112.60, spread 3.4% of mid · Δ -1.00
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 610
calls: OI 2 (+2) · vol 3 (at ask 2, at bid 0, multi-leg 1) · NBBO 0.75 × 2.26, spread 100.3% of mid · Δ 0.06
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 99.30 × 102.25, spread 2.9% of mid · Δ -0.99
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 600
calls: OI 22 (+22) · vol 49 (at ask 10, at bid 37, sweep 1, multi-leg 19) · NBBO 1.17 × 2.42, spread 69.6% of mid · Δ 0.08
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 89.20 × 92.80, spread 4.0% of mid · Δ -0.98
net GEX +$15k per 1% (calls +$15k, puts +$0) strike 590
calls: OI 50 (+50) · vol 16 (at ask 10, at bid 5, multi-leg 7) · NBBO 1.69 × 3.85, spread 78.0% of mid · Δ 0.10
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.60 × 82.95, spread 4.1% of mid · Δ -0.96
net GEX +$41k per 1% (calls +$41k, puts +$0) strike 580
calls: OI 29 (+29) · vol 74 (at ask 9, at bid 60, sweep 1, multi-leg 16) · NBBO 2.13 × 4.95, spread 79.7% of mid · Δ 0.13
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 71.30 × 73.65, spread 3.2% of mid · Δ -0.92
net GEX +$28k per 1% (calls +$29k, puts -$860) strike 570
calls: OI 93 (+86) · vol 50 (at ask 35, at bid 15, multi-leg 16) · NBBO 4.50 × 5.55, spread 20.9% of mid · Δ 0.17
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.30 × 64.75, spread 3.9% of mid · Δ -0.87
net GEX +$108k per 1% (calls +$108k, puts +$0) strike 565
calls: OI 75 (+74) · vol 22 (at ask 19, at bid 3, multi-leg 6) · NBBO 4.90 × 6.35, spread 25.8% of mid · Δ 0.19
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.60 × 60.85, spread 5.5% of mid · Δ -0.85
net GEX +$93k per 1% (calls +$93k, puts +$0) strike 560
calls: OI 53 (+52) · vol 59 (at ask 57, at bid 1, multi-leg 3) · NBBO 6.20 × 8.00, spread 25.4% of mid · Δ 0.22
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 53.40 × 56.70, spread 6.0% of mid · Δ -0.83
net GEX +$70k per 1% (calls +$70k, puts +$0) strike 555
calls: OI 29 (+25) · vol 4 (at ask 2, at bid 2, multi-leg 3) · NBBO 7.05 × 7.95, spread 12.0% of mid · Δ 0.24
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.40 × 52.10, spread 5.3% of mid · Δ -0.80
net GEX +$41k per 1% (calls +$41k, puts +$0) 2026-11-06 expiry, 44 strikes within ±25% of book spot (the flip search band); 25 hidden (5 above, 20 below), 6 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$1.7m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-28's own - whether it opened positions shows in the 2026-09-29 book's change.
max pain $470.00 belongs to the 2026-10-16 monthly (18 days from 2026-09-28, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
Table view · 44 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 3.2% 122.65 118.80 630 0.40 1.67 122.7% 0.03 3 0 2 0 2 4 +4 +$0 +$1k +$1k +0 0 0 0 0 0 0 -1.00 3.4% 112.60 108.80 620 0.00 2.31 no two-sided quote 0.05 1 0 0 0 1 9 +9 +$0 +$4k +$4k +0 0 0 0 0 0 0 -0.99 2.9% 102.25 99.30 610 0.75 2.26 100.3% 0.06 3 2 0 0 1 2 +2 +$0 +$1k +$1k +0 0 0 0 0 0 0 -0.98 4.0% 92.80 89.20 600 1.17 2.42 69.6% 0.08 49 10 37 1 19 22 +22 +$0 +$15k +$15k +0 0 0 0 0 0 0 -0.96 4.1% 82.95 79.60 590 1.69 3.85 78.0% 0.10 16 10 5 0 7 50 +50 +$0 +$41k +$41k +1 1 0 0 0 0 0 -0.92 3.2% 73.65 71.30 580 2.13 4.95 79.7% 0.13 74 9 60 1 16 29 +29 -$860 +$29k +$28k +0 0 0 0 0 0 0 -0.87 3.9% 64.75 62.30 570 4.50 5.55 20.9% 0.17 50 35 15 0 16 93 +86 +$0 +$108k +$108k +0 0 0 0 0 0 0 -0.85 5.5% 60.85 57.60 565 4.90 6.35 25.8% 0.19 22 19 3 0 6 75 +74 +$0 +$93k +$93k +0 0 0 0 0 0 0 -0.83 6.0% 56.70 53.40 560 6.20 8.00 25.4% 0.22 59 57 1 0 3 53 +52 +$0 +$70k +$70k +0 0 0 0 0 0 0 -0.80 5.3% 52.10 49.40 555 7.05 7.95 12.0% 0.24 4 2 2 0 3 29 +25 +$0 +$41k +$41k +0 0 0 0 0 0 0 -0.77 5.8% 48.75 46.00 550 6.55 9.20 33.7% 0.27 47 17 30 0 11 152 +123 +$0 +$225k +$225k +0 0 0 0 0 0 0 -0.74 6.5% 44.45 41.65 545 9.40 11.40 19.2% 0.29 9 7 1 0 3 56 +49 +$0 +$87k +$87k +0 0 0 0 1 1 2 -0.70 6.5% 41.35 38.75 540 10.80 12.00 10.5% 0.32 12 2 10 0 2 52 +40 +$0 +$84k +$84k +1 1 1 0 0 1 1 -0.67 7.4% 37.30 34.65 535 11.55 14.70 24.0% 0.35 3 2 1 0 0 46 +44 -$2k +$77k +$75k +0 0 12 0 10 5 16 -0.63 5.3% 33.75 32.00 530 13.85 15.00 8.0% 0.38 40 8 31 0 10 40 +27 +$0 +$69k +$69k +3 3 0 0 0 3 3 -0.60 10.6% 31.30 28.15 525 15.60 17.50 11.5% 0.41 13 6 6 0 8 118 +116 -$6k +$211k +$205k +8 9 5 1 3 4 12 -0.56 8.2% 28.00 25.80 520 17.15 19.00 10.2% 0.45 43 7 34 0 7 30 +22 -$18k +$54k +$37k +31 31 9 4 12 15 27 -0.52 9.3% 25.30 23.05 515 19.20 22.10 14.0% 0.48 18 6 11 0 10 26 +24 -$60k +$47k -$14k +30 30 11 0 14 15 31 -0.48 10.4% 22.80 20.55 510 21.70 23.95 9.9% 0.52 32 8 23 0 11 7 +6 -$58k +$12k -$46k +18 18 5 0 2 5 7 -0.45 17.6% 20.70 17.35 505 24.25 27.50 12.6% 0.55 49 18 30 0 4 7 +2 -$35k +$12k -$22k +316 318 6 0 2 6 8 -0.41 17.6% 18.20 15.25 500 27.60 29.95 8.2% 0.59 30 12 13 0 3 9 +0 -$602k +$15k -$587k +13 19 15 0 6 10 16 -0.37 18.2% 15.85 13.20 495 30.10 32.20 6.7% 0.62 25 15 2 8 4 7 -1 -$35k +$12k -$24k +6 13 17 0 11 17 29 -0.33 16.6% 13.40 11.35 490 32.45 36.35 11.3% 0.65 0 0 0 0 0 6 +5 -$23k +$10k -$14k +11 18 22 0 9 14 23 -0.30 9.0% 11.55 10.55 485 36.45 39.65 8.4% 0.68 0 0 0 0 0 2 +2 -$31k +$3k -$27k +33 36 9 0 9 6 17 -0.27 9.9% 10.10 9.15 480 40.00 42.80 6.8% 0.71 6 0 0 0 6 6 +1 -$57k +$9k -$48k +53 55 21 0 23 12 46 -0.24 9.0% 8.70 7.95 475 43.60 46.50 6.4% 0.74 0 0 0 0 0 4 +4 -$81k +$5k -$76k +56 62 22 0 19 11 31 -0.21 9.9% 7.40 6.70 470 46.90 50.60 7.6% 0.76 1 1 0 0 1 23 +1 -$85k +$29k -$56k +23 28 18 0 31 64 95 -0.19 27.6% 6.80 5.15 465 51.40 54.55 5.9% 0.78 0 0 0 0 0 4 +3 -$35k +$5k -$30k +121 132 247 0 358 45 403 -0.17 21.0% 6.05 4.90 460 55.50 58.35 5.0% 0.80 1 1 0 0 0 17 +7 -$150k +$19k -$132k +53 59 10 0 5 5 11 -0.15 28.9% 4.95 3.70 455 60.25 62.85 4.2% 0.82 12 10 2 0 12 2 +2 -$61k +$2k -$59k +34 50 40 0 15 43 58 -0.13 34.7% 4.90 3.45 450 64.00 66.85 4.4% 0.84 1 1 0 0 0 12 +1 -$46k +$11k -$35k +1 13 39 0 31 13 44 -0.11 47.4% 3.55 2.19 445 68.45 71.20 3.9% 0.86 6 6 0 0 5 0 +0 -$11k +$0 -$11k +2 2,191 37 0 63 6 74 -0.09 72.6% 3.85 1.80 440 72.30 75.65 4.5% 0.87 0 0 0 0 0 2 +0 -$1.6m +$2k -$1.6m +17 18 8 0 5 7 13 -0.08 62.7% 3.10 1.62 435 77.25 80.65 4.3% 0.88 0 0 0 0 0 3 +0 -$12k +$2k -$9k +46 64 5 0 4 2 6 -0.07 52.8% 2.25 1.31 430 81.90 85.30 4.1% 0.89 0 0 0 0 0 0 +0 -$36k +$0 -$36k +10 10 26 0 5 23 28 -0.06 36.8% 1.93 1.33 425 86.90 89.55 3.0% 0.90 5 5 0 0 5 10 +10 -$5k +$6k +$1k +11 11 22 0 20 2 22 -0.05 58.5% 1.68 0.92 420 91.35 94.65 3.5% 0.91 0 0 0 0 0 10 +10 -$5k +$5k +$665 +10 10 6 0 2 18 20 -0.04 62.7% 1.55 0.81 415 95.70 99.50 3.9% 0.91 0 0 0 0 0 0 +0 -$4k +$0 -$4k +8 8 15 0 12 2 15 -0.04 97.7% 1.98 0.68 410 100.55 104.35 3.7% 0.92 0 0 0 0 0 0 +0 -$3k +$0 -$3k +2 2 0 0 0 1 1 -0.03 58.1% 1.20 0.66 405 105.80 109.05 3.0% 0.93 0 0 0 0 0 0 +0 -$597 +$0 -$597 +47 47 7 0 100 263 368 -0.03 84.7% 1.26 0.51 400 110.25 113.50 2.9% 0.93 0 0 0 0 0 1 +1 -$12k +$390 -$12k +22 22 2 0 1 1 2 -0.03 no two-sided quote 1.01 0.00 395 115.15 118.75 3.1% 0.94 0 0 0 0 0 0 +0 -$5k +$0 -$5k +23 23 2 0 0 2 2 -0.02 no two-sided quote 1.00 0.00 390 120.00 124.00 3.3% 0.94 0 0 0 0 0 0 +0 -$4k +$0 -$4k +0 0 2 0 0 2 2 -0.02 no two-sided quote 1.24 0.00 385 124.85 129.00 3.3% 0.94 0 0 0 0 0 0 +0 — — —
strike 550
calls: OI 152 (+123) · vol 47 (at ask 17, at bid 30, multi-leg 11) · NBBO 6.55 × 9.20, spread 33.7% of mid · Δ 0.27
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.00 × 48.75, spread 5.8% of mid · Δ -0.77
net GEX +$225k per 1% (calls +$225k, puts +$0) strike 545
calls: OI 56 (+49) · vol 9 (at ask 7, at bid 1, multi-leg 3) · NBBO 9.40 × 11.40, spread 19.2% of mid · Δ 0.29
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.65 × 44.45, spread 6.5% of mid · Δ -0.74
net GEX +$87k per 1% (calls +$87k, puts +$0) strike 540
calls: OI 52 (+40) · vol 12 (at ask 2, at bid 10, multi-leg 2) · NBBO 10.80 × 12.00, spread 10.5% of mid · Δ 0.32
puts: OI 0 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 38.75 × 41.35, spread 6.5% of mid · Δ -0.70
net GEX +$84k per 1% (calls +$84k, puts +$0) strike 535
calls: OI 46 (+44) · vol 3 (at ask 2, at bid 1) · NBBO 11.55 × 14.70, spread 24.0% of mid · Δ 0.35
puts: OI 1 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 34.65 × 37.30, spread 7.4% of mid · Δ -0.67
net GEX +$75k per 1% (calls +$77k, puts -$2k) strike 530
calls: OI 40 (+27) · vol 40 (at ask 8, at bid 31, multi-leg 10) · NBBO 13.85 × 15.00, spread 8.0% of mid · Δ 0.38
puts: OI 0 (+0) · vol 16 (at ask 5, at bid 10, multi-leg 12) · NBBO 32.00 × 33.75, spread 5.3% of mid · Δ -0.63
net GEX +$69k per 1% (calls +$69k, puts +$0) strike 525
calls: OI 118 (+116) · vol 13 (at ask 6, at bid 6, multi-leg 8) · NBBO 15.60 × 17.50, spread 11.5% of mid · Δ 0.41
puts: OI 3 (+3) · vol 3 (at ask 3, at bid 0) · NBBO 28.15 × 31.30, spread 10.6% of mid · Δ -0.60
net GEX +$205k per 1% (calls +$211k, puts -$6k) strike 520
calls: OI 30 (+22) · vol 43 (at ask 7, at bid 34, multi-leg 7) · NBBO 17.15 × 19.00, spread 10.2% of mid · Δ 0.45
puts: OI 9 (+8) · vol 12 (at ask 4, at bid 3, sweep 1, multi-leg 5) · NBBO 25.80 × 28.00, spread 8.2% of mid · Δ -0.56
net GEX +$37k per 1% (calls +$54k, puts -$18k) strike 515
calls: OI 26 (+24) · vol 18 (at ask 6, at bid 11, multi-leg 10) · NBBO 19.20 × 22.10, spread 14.0% of mid · Δ 0.48
puts: OI 31 (+31) · vol 27 (at ask 15, at bid 12, sweep 4, multi-leg 9) · NBBO 23.05 × 25.30, spread 9.3% of mid · Δ -0.52
net GEX -$14k per 1% (calls +$47k, puts -$60k) strike 510
calls: OI 7 (+6) · vol 32 (at ask 8, at bid 23, multi-leg 11) · NBBO 21.70 × 23.95, spread 9.9% of mid · Δ 0.52
puts: OI 30 (+30) · vol 31 (at ask 15, at bid 14, multi-leg 11) · NBBO 20.55 × 22.80, spread 10.4% of mid · Δ -0.48
net GEX -$46k per 1% (calls +$12k, puts -$58k) strike 505
calls: OI 7 (+2) · vol 49 (at ask 18, at bid 30, multi-leg 4) · NBBO 24.25 × 27.50, spread 12.6% of mid · Δ 0.55
puts: OI 18 (+18) · vol 7 (at ask 5, at bid 2, multi-leg 5) · NBBO 17.35 × 20.70, spread 17.6% of mid · Δ -0.45
net GEX -$22k per 1% (calls +$12k, puts -$35k) strike 500
calls: OI 9 (+0) · vol 30 (at ask 12, at bid 13, multi-leg 3) · NBBO 27.60 × 29.95, spread 8.2% of mid · Δ 0.59
puts: OI 318 (+316) · vol 8 (at ask 6, at bid 2, multi-leg 6) · NBBO 15.25 × 18.20, spread 17.6% of mid · Δ -0.41
net GEX -$587k per 1% (calls +$15k, puts -$602k) strike 495
calls: OI 7 (-1) · vol 25 (at ask 15, at bid 2, sweep 8, multi-leg 4) · NBBO 30.10 × 32.20, spread 6.7% of mid · Δ 0.62
puts: OI 19 (+13) · vol 16 (at ask 10, at bid 6, multi-leg 15) · NBBO 13.20 × 15.85, spread 18.2% of mid · Δ -0.37
net GEX -$24k per 1% (calls +$12k, puts -$35k) strike 490
calls: OI 6 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 32.45 × 36.35, spread 11.3% of mid · Δ 0.65
puts: OI 13 (+6) · vol 29 (at ask 17, at bid 11, multi-leg 17) · NBBO 11.35 × 13.40, spread 16.6% of mid · Δ -0.33
net GEX -$14k per 1% (calls +$10k, puts -$23k) strike 485
calls: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 36.45 × 39.65, spread 8.4% of mid · Δ 0.68
puts: OI 18 (+11) · vol 23 (at ask 14, at bid 9, multi-leg 22) · NBBO 10.55 × 11.55, spread 9.0% of mid · Δ -0.30
net GEX -$27k per 1% (calls +$3k, puts -$31k) strike 480
calls: OI 6 (+1) · vol 6 (at ask 0, at bid 0, multi-leg 6) · NBBO 40.00 × 42.80, spread 6.8% of mid · Δ 0.71
puts: OI 36 (+33) · vol 17 (at ask 6, at bid 9, multi-leg 9) · NBBO 9.15 × 10.10, spread 9.9% of mid · Δ -0.27
net GEX -$48k per 1% (calls +$9k, puts -$57k) strike 475
calls: OI 4 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 43.60 × 46.50, spread 6.4% of mid · Δ 0.74
puts: OI 55 (+53) · vol 46 (at ask 12, at bid 23, multi-leg 21) · NBBO 7.95 × 8.70, spread 9.0% of mid · Δ -0.24
net GEX -$76k per 1% (calls +$5k, puts -$81k) strike 470
calls: OI 23 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 46.90 × 50.60, spread 7.6% of mid · Δ 0.76
puts: OI 62 (+56) · vol 31 (at ask 11, at bid 19, multi-leg 22) · NBBO 6.70 × 7.40, spread 9.9% of mid · Δ -0.21
net GEX -$56k per 1% (calls +$29k, puts -$85k) strike 465
calls: OI 4 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 51.40 × 54.55, spread 5.9% of mid · Δ 0.78
puts: OI 28 (+23) · vol 95 (at ask 64, at bid 31, multi-leg 18) · NBBO 5.15 × 6.80, spread 27.6% of mid · Δ -0.19
net GEX -$30k per 1% (calls +$5k, puts -$35k) strike 460
calls: OI 17 (+7) · vol 1 (at ask 1, at bid 0) · NBBO 55.50 × 58.35, spread 5.0% of mid · Δ 0.80
puts: OI 132 (+121) · vol 403 (at ask 45, at bid 358, multi-leg 247) · NBBO 4.90 × 6.05, spread 21.0% of mid · Δ -0.17
net GEX -$132k per 1% (calls +$19k, puts -$150k) strike 455
calls: OI 2 (+2) · vol 12 (at ask 10, at bid 2, multi-leg 12) · NBBO 60.25 × 62.85, spread 4.2% of mid · Δ 0.82
puts: OI 59 (+53) · vol 11 (at ask 5, at bid 5, multi-leg 10) · NBBO 3.70 × 4.95, spread 28.9% of mid · Δ -0.15
net GEX -$59k per 1% (calls +$2k, puts -$61k) strike 450
calls: OI 12 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 64.00 × 66.85, spread 4.4% of mid · Δ 0.84
puts: OI 50 (+34) · vol 58 (at ask 43, at bid 15, multi-leg 40) · NBBO 3.45 × 4.90, spread 34.7% of mid · Δ -0.13
net GEX -$35k per 1% (calls +$11k, puts -$46k) strike 445
calls: OI 0 (+0) · vol 6 (at ask 6, at bid 0, multi-leg 5) · NBBO 68.45 × 71.20, spread 3.9% of mid · Δ 0.86
puts: OI 13 (+1) · vol 44 (at ask 13, at bid 31, multi-leg 39) · NBBO 2.19 × 3.55, spread 47.4% of mid · Δ -0.11
net GEX -$11k per 1% (calls +$0, puts -$11k) strike 440
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.30 × 75.65, spread 4.5% of mid · Δ 0.87
puts: OI 2,191 (+2) · vol 74 (at ask 6, at bid 63, multi-leg 37) · NBBO 1.80 × 3.85, spread 72.6% of mid · Δ -0.09
net GEX -$1.6m per 1% (calls +$2k, puts -$1.6m) strike 435
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.25 × 80.65, spread 4.3% of mid · Δ 0.88
puts: OI 18 (+17) · vol 13 (at ask 7, at bid 5, multi-leg 8) · NBBO 1.62 × 3.10, spread 62.7% of mid · Δ -0.08
net GEX -$9k per 1% (calls +$2k, puts -$12k) strike 430
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 81.90 × 85.30, spread 4.1% of mid · Δ 0.89
puts: OI 64 (+46) · vol 6 (at ask 2, at bid 4, multi-leg 5) · NBBO 1.31 × 2.25, spread 52.8% of mid · Δ -0.07
net GEX -$36k per 1% (calls +$0, puts -$36k) strike 425
calls: OI 10 (+10) · vol 5 (at ask 5, at bid 0, multi-leg 5) · NBBO 86.90 × 89.55, spread 3.0% of mid · Δ 0.90
puts: OI 10 (+10) · vol 28 (at ask 23, at bid 5, multi-leg 26) · NBBO 1.33 × 1.93, spread 36.8% of mid · Δ -0.06
net GEX +$1k per 1% (calls +$6k, puts -$5k) strike 420
calls: OI 10 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 91.35 × 94.65, spread 3.5% of mid · Δ 0.91
puts: OI 11 (+11) · vol 22 (at ask 2, at bid 20, multi-leg 22) · NBBO 0.92 × 1.68, spread 58.5% of mid · Δ -0.05
net GEX +$665 per 1% (calls +$5k, puts -$5k) strike 415
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.70 × 99.50, spread 3.9% of mid · Δ 0.91
puts: OI 10 (+10) · vol 20 (at ask 18, at bid 2, multi-leg 6) · NBBO 0.81 × 1.55, spread 62.7% of mid · Δ -0.04
net GEX -$4k per 1% (calls +$0, puts -$4k) strike 410
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.55 × 104.35, spread 3.7% of mid · Δ 0.92
puts: OI 8 (+8) · vol 15 (at ask 2, at bid 12, multi-leg 15) · NBBO 0.68 × 1.98, spread 97.7% of mid · Δ -0.04
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 405
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.80 × 109.05, spread 3.0% of mid · Δ 0.93
puts: OI 2 (+2) · vol 1 (at ask 1, at bid 0) · NBBO 0.66 × 1.20, spread 58.1% of mid · Δ -0.03
net GEX -$597 per 1% (calls +$0, puts -$597) strike 400
calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 110.25 × 113.50, spread 2.9% of mid · Δ 0.93
puts: OI 47 (+47) · vol 368 (at ask 263, at bid 100, multi-leg 7) · NBBO 0.51 × 1.26, spread 84.7% of mid · Δ -0.03
net GEX -$12k per 1% (calls +$390, puts -$12k) strike 395
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.15 × 118.75, spread 3.1% of mid · Δ 0.94
puts: OI 22 (+22) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 0.00 × 1.01, spread no two-sided quote (zero bid) · Δ -0.03
net GEX -$5k per 1% (calls +$0, puts -$5k) strike 390
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.00 × 124.00, spread 3.3% of mid · Δ 0.94
puts: OI 23 (+23) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 0.00 × 1.00, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$4k per 1% (calls +$0, puts -$4k) strike 385
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.85 × 129.00, spread 3.3% of mid · Δ 0.94
puts: OI 0 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 0.00 × 1.24, spread no two-sided quote (zero bid) · Δ -0.02
no GEX (no side has both gamma and open interest) 