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 2026-11-20 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 2026-10-16 expiry: 28 calendar days from 2026-09-18 (29 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 530 (Δ 0.19), put 470 (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 2026-09-16'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: 470 call strike nearest 0.20 delta: 530 55k 0 55k 3.3k 3.3k 25% 10% 10% 25% -$102.9m +$102.9m call wall 500 put wall 500 book spot 497.75 max pain 460 γ flip 436.72 strike 620
calls: OI 3,453 (-18) · vol 21 (at ask 2, at bid 4, multi-leg 3) · NBBO 0.02 × 0.09, spread 127.3% of mid · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.30 × 124.05, spread 3.1% of mid · Δ -1.00
net GEX +$270k per 1% (calls +$270k, puts +$0) strike 615
calls: OI 162 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.11, spread 166.7% of mid · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.20 × 119.10, spread 3.3% of mid · Δ -1.00
net GEX +$14k per 1% (calls +$14k, puts +$0) strike 610
calls: OI 369 (+1) · vol 141 (at ask 0, at bid 140, multi-leg 2) · NBBO 0.05 × 0.08, spread 46.2% of mid · Δ 0.01
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 +$37k per 1% (calls +$37k, puts +$0) strike 605
calls: OI 561 (+2) · vol 3 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.01 × 0.11, spread 166.7% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.30 × 109.05, spread 3.5% of mid · Δ -1.00
net GEX +$64k per 1% (calls +$64k, puts +$0) strike 600
calls: OI 7,956 (-179) · vol 34 (at ask 6, at bid 20, multi-leg 7) · NBBO 0.06 × 0.11, spread 58.8% of mid · Δ 0.01
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.20 × 104.10, spread 3.8% of mid · Δ -1.00
net GEX +$1.0m per 1% (calls +$1.0m, puts -$4) strike 595
calls: OI 17,469 (-1) · vol 3 (at ask 0, at bid 3) · NBBO 0.07 × 0.15, spread 72.7% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.30 × 98.35, spread 3.2% of mid · Δ -1.00
net GEX +$2.9m per 1% (calls +$2.9m, puts +$0) strike 590
calls: OI 1,881 (-17) · vol 3 (at ask 0, at bid 2, multi-leg 2) · NBBO 0.10 × 0.18, spread 57.1% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.30 × 94.10, spread 4.1% of mid · Δ -1.00
net GEX +$389k per 1% (calls +$389k, puts +$0) strike 585
calls: OI 406 (-10) · vol 1 (at ask 1, at bid 0) · NBBO 0.14 × 0.25, spread 56.4% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.30 × 88.90, spread 4.1% of mid · Δ -1.00
net GEX +$103k per 1% (calls +$103k, puts +$0) strike 580
calls: OI 2,745 (-5) · vol 66 (at ask 29, at bid 26, multi-leg 28) · NBBO 0.19 × 0.33, spread 53.8% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.30 × 83.90, spread 4.4% of mid · Δ -1.00
net GEX +$838k per 1% (calls +$838k, puts +$0) strike 575
calls: OI 1,098 (+53) · vol 14 (at ask 0, at bid 11, multi-leg 3) · NBBO 0.25 × 0.34, spread 30.5% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.30 × 79.10, spread 4.9% of mid · Δ -1.00
net GEX +$408k per 1% (calls +$408k, puts +$0) strike 570
calls: OI 18,926 (+405) · vol 74 (at ask 4, at bid 61, multi-leg 21) · NBBO 0.34 × 0.50, spread 38.1% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.20 × 74.10, spread 5.4% of mid · Δ -1.00
net GEX +$9.1m per 1% (calls +$9.1m, puts +$0) strike 565
calls: OI 877 (+6) · vol 16 (at ask 7, at bid 2, multi-leg 1) · NBBO 0.44 × 0.62, spread 34.0% of mid · Δ 0.04
puts: OI 1 (-24) · vol 0 (at ask 0, at bid 0) · NBBO 65.30 × 69.05, spread 5.6% of mid · Δ -1.00
net GEX +$529k per 1% (calls +$529k, puts -$11) strike 560
calls: OI 8,654 (-96) · vol 64 (at ask 37, at bid 26, multi-leg 21) · NBBO 0.64 × 0.80, spread 22.2% of mid · Δ 0.05
puts: OI 0 (-19) · vol 0 (at ask 0, at bid 0) · NBBO 60.25 × 64.10, spread 6.2% of mid · Δ -1.00
net GEX +$6.4m per 1% (calls +$6.4m, puts +$0) strike 555
calls: OI 2,002 (-17) · vol 70 (at ask 50, at bid 12, multi-leg 57) · NBBO 0.82 × 1.01, spread 20.8% of mid · Δ 0.06
puts: OI 27 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 55.75 × 59.00, spread 5.7% of mid · Δ -0.99
net GEX +$1.8m per 1% (calls +$1.8m, puts -$8k) strike 550
calls: OI 55,169 (+150) · vol 757 (at ask 449, at bid 256, sweep 1, multi-leg 149) · NBBO 1.20 × 1.30, spread 8.0% of mid · Δ 0.08
puts: OI 137 (-6) · vol 1 (at ask 1, at bid 0, sweep 1) · NBBO 50.55 × 53.90, spread 6.4% of mid · Δ -0.98
net GEX +$59.5m per 1% (calls +$59.6m, puts -$77k) strike 545
calls: OI 20,014 (-12) · vol 334 (at ask 147, at bid 180, sweep 3, multi-leg 109) · NBBO 1.47 × 1.71, spread 15.1% of mid · Δ 0.10
puts: OI 232 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.35 × 48.90, spread 5.4% of mid · Δ -0.95
net GEX +$25.4m per 1% (calls +$25.6m, puts -$212k) strike 540
calls: OI 3,810 (-133) · vol 899 (at ask 477, at bid 372, sweep 7, multi-leg 199) · NBBO 1.95 × 2.19, spread 11.6% of mid · Δ 0.13
puts: OI 94 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 41.35 × 44.20, spread 6.7% of mid · Δ -0.93
net GEX +$5.6m per 1% (calls +$5.7m, puts -$119k) strike 535
calls: OI 1,738 (-70) · vol 235 (at ask 72, at bid 145, sweep 1, multi-leg 114) · NBBO 2.57 × 2.81, spread 8.9% of mid · Δ 0.16
puts: OI 125 (+0) · vol 7 (at ask 1, at bid 6, multi-leg 6) · NBBO 37.20 × 39.65, spread 6.4% of mid · Δ -0.89
net GEX +$2.8m per 1% (calls +$3.0m, puts -$204k) strike 530
calls: OI 7,593 (-209) · vol 668 (at ask 329, at bid 286, sweep 60, multi-leg 109) · NBBO 3.35 × 3.55, spread 5.8% of mid · Δ 0.19
puts: OI 499 (+0) · vol 33 (at ask 33, at bid 0) · NBBO 32.85 × 35.35, spread 7.3% of mid · Δ -0.85
net GEX +$14.0m per 1% (calls +$15.0m, puts -$989k) strike 525
calls: OI 3,736 (+142) · vol 567 (at ask 235, at bid 286, sweep 5, multi-leg 196) · NBBO 4.20 × 4.70, spread 11.2% of mid · Δ 0.23
puts: OI 209 (+0) · vol 19 (at ask 16, at bid 3, sweep 1, multi-leg 17) · NBBO 28.95 × 31.30, spread 7.8% of mid · Δ -0.80
net GEX +$7.7m per 1% (calls +$8.2m, puts -$482k) strike 520
calls: OI 10,046 (+136) · vol 1,086 (at ask 547, at bid 491, sweep 37, multi-leg 124) · NBBO 5.50 × 5.80, spread 5.3% of mid · Δ 0.28
puts: OI 1,035 (-1) · vol 36 (at ask 3, at bid 26, multi-leg 5) · NBBO 25.10 × 27.60, spread 9.5% of mid · Δ -0.75
net GEX +$21.5m per 1% (calls +$24.2m, puts -$2.7m) strike 515
calls: OI 2,836 (+19) · vol 306 (at ask 84, at bid 191, sweep 15, multi-leg 60) · NBBO 6.90 × 7.25, spread 4.9% of mid · Δ 0.33
puts: OI 347 (-3) · vol 26 (at ask 16, at bid 10, multi-leg 6) · NBBO 22.20 × 23.75, spread 6.7% of mid · Δ -0.70
net GEX +$6.4m per 1% (calls +$7.4m, puts -$992k) strike 510
calls: OI 39,658 (-408) · vol 2,419 (at ask 812, at bid 1,540, sweep 83, multi-leg 179) · NBBO 8.65 × 9.00, spread 4.0% of mid · Δ 0.38
puts: OI 1,205 (+15) · vol 24 (at ask 14, at bid 10, sweep 10, multi-leg 9) · NBBO 18.75 × 19.70, spread 4.9% of mid · Δ -0.64
net GEX +$102.9m per 1% (calls +$106.6m, puts -$3.7m) strike 505
calls: OI 2,467 (-7) · vol 195 (at ask 103, at bid 84, sweep 9, multi-leg 25) · NBBO 10.70 × 11.30, spread 5.5% of mid · Δ 0.44
puts: OI 1,910 (+17) · vol 134 (at ask 51, at bid 74, multi-leg 109) · NBBO 15.80 × 16.70, spread 5.5% of mid · Δ -0.58
net GEX +$817k per 1% (calls +$6.8m, puts -$6.0m) strike 500
calls: OI 24,597 (+6) · vol 1,576 (at ask 838, at bid 684, sweep 220, multi-leg 129) · NBBO 13.05 × 13.60, spread 4.1% of mid · Δ 0.49
puts: OI 5,622 (+29) · vol 3,310 (at ask 1,897, at bid 1,143, sweep 7, multi-leg 44) · NBBO 13.15 × 14.40, spread 9.1% of mid · Δ -0.51
net GEX +$49.7m per 1% (calls +$67.5m, puts -$17.7m) strike 495
calls: OI 5,392 (+248) · vol 1,669 (at ask 829, at bid 623, sweep 24, multi-leg 1,322) · NBBO 15.65 × 16.25, spread 3.8% of mid · Δ 0.55
puts: OI 3,578 (+73) · vol 1,718 (at ask 845, at bid 277, sweep 191, multi-leg 14) · NBBO 10.80 × 11.60, spread 7.1% of mid · Δ -0.45
net GEX +$3.5m per 1% (calls +$14.5m, puts -$11.0m) strike 490
calls: OI 7,708 (+10) · vol 189 (at ask 97, at bid 92, sweep 2, multi-leg 52) · NBBO 17.70 × 19.35, spread 8.9% of mid · Δ 0.60
puts: OI 4,367 (+54) · vol 213 (at ask 67, at bid 123, sweep 30, multi-leg 54) · NBBO 8.85 × 9.50, spread 7.1% of mid · Δ -0.39
net GEX +$7.1m per 1% (calls +$19.9m, puts -$12.8m) strike 485
calls: OI 1,710 (+53) · vol 64 (at ask 18, at bid 46, multi-leg 56) · NBBO 21.05 × 22.60, spread 7.1% of mid · Δ 0.65
puts: OI 5,091 (+28) · vol 252 (at ask 94, at bid 139, sweep 13, multi-leg 46) · NBBO 7.10 × 7.85, spread 10.0% of mid · Δ -0.33
net GEX -$9.8m per 1% (calls +$4.2m, puts -$13.9m) strike 480
calls: OI 3,470 (-7) · vol 44 (at ask 22, at bid 21, sweep 1, multi-leg 38) · NBBO 24.75 × 26.80, spread 8.0% of mid · Δ 0.70
puts: OI 4,597 (+1,421) · vol 326 (at ask 115, at bid 187, sweep 24, multi-leg 179) · NBBO 5.70 × 6.35, spread 10.8% of mid · Δ -0.28
net GEX -$3.7m per 1% (calls +$7.8m, puts -$11.5m) strike 475
calls: OI 1,587 (-15) · vol 14 (at ask 8, at bid 5, multi-leg 9) · NBBO 28.50 × 30.65, spread 7.3% of mid · Δ 0.74
puts: OI 2,282 (+38) · vol 228 (at ask 129, at bid 78, sweep 11, multi-leg 147) · NBBO 4.60 × 5.10, spread 10.3% of mid · Δ -0.23
net GEX -$1.9m per 1% (calls +$3.2m, puts -$5.1m) strike 470
calls: OI 4,671 (+3) · vol 18 (at ask 13, at bid 4, multi-leg 7) · NBBO 32.45 × 34.75, spread 6.8% of mid · Δ 0.77
puts: OI 5,873 (+62) · vol 1,536 (at ask 483, at bid 910, sweep 7, multi-leg 1,410) · NBBO 3.70 × 4.10, spread 10.3% of mid · Δ -0.19
net GEX -$2.9m per 1% (calls +$8.6m, puts -$11.5m) strike 465
calls: OI 1,551 (+11) · vol 53 (at ask 53, at bid 0, multi-leg 2) · NBBO 36.55 × 38.95, spread 6.4% of mid · Δ 0.80
puts: OI 3,972 (+116) · vol 212 (at ask 74, at bid 112, multi-leg 110) · NBBO 2.89 × 3.25, spread 11.7% of mid · Δ -0.16
net GEX -$4.2m per 1% (calls +$2.5m, puts -$6.7m) strike 460
calls: OI 3,504 (-13) · vol 12 (at ask 4, at bid 8, multi-leg 7) · NBBO 40.90 × 43.30, spread 5.7% of mid · Δ 0.83
puts: OI 3,962 (+122) · vol 532 (at ask 366, at bid 141, sweep 173, multi-leg 158) · NBBO 2.31 × 2.59, spread 11.4% of mid · Δ -0.13
net GEX -$669k per 1% (calls +$5.1m, puts -$5.7m) strike 455
calls: OI 1,143 (+27) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 45.40 × 47.95, spread 5.5% of mid · Δ 0.85
puts: OI 2,571 (+116) · vol 958 (at ask 331, at bid 623, multi-leg 103) · NBBO 1.83 × 2.10, spread 13.7% of mid · Δ -0.11
net GEX -$1.7m per 1% (calls +$1.5m, puts -$3.1m) strike 450
calls: OI 7,730 (+2) · vol 38 (at ask 14, at bid 18, multi-leg 13) · NBBO 49.95 × 52.40, spread 4.8% of mid · Δ 0.87
puts: OI 5,321 (+111) · vol 2,465 (at ask 1,574, at bid 857, sweep 64, multi-leg 51) · NBBO 1.47 × 1.71, spread 15.1% of mid · Δ -0.09
net GEX +$3.2m per 1% (calls +$8.7m, puts -$5.5m) strike 445
calls: OI 879 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 54.65 × 57.10, spread 4.4% of mid · Δ 0.88
puts: OI 2,667 (+286) · vol 365 (at ask 311, at bid 42, sweep 152, multi-leg 54) · NBBO 1.16 × 1.40, spread 18.8% of mid · Δ -0.07
net GEX -$1.4m per 1% (calls +$869k, puts -$2.3m) strike 440
calls: OI 2,376 (+0) · vol 17 (at ask 17, at bid 0, multi-leg 14) · NBBO 59.35 × 62.00, spread 4.4% of mid · Δ 0.90
puts: OI 6,349 (+2,289) · vol 912 (at ask 860, at bid 47, sweep 111, multi-leg 51) · NBBO 0.96 × 1.18, spread 20.6% of mid · Δ -0.06
net GEX -$2.5m per 1% (calls +$2.1m, puts -$4.6m) strike 435
calls: OI 1,165 (-14) · vol 5 (at ask 5, at bid 0, multi-leg 4) · NBBO 64.15 × 66.70, spread 3.9% of mid · Δ 0.90
puts: OI 2,203 (+39) · vol 1,065 (at ask 570, at bid 493, sweep 2, multi-leg 24) · NBBO 0.77 × 0.99, spread 25.0% of mid · Δ -0.05
net GEX -$418k per 1% (calls +$910k, puts -$1.3m) strike 430
calls: OI 1,168 (+1) · vol 15 (at ask 9, at bid 6, multi-leg 8) · NBBO 68.80 × 72.10, spread 4.7% of mid · Δ 0.91
puts: OI 2,456 (+4) · vol 110 (at ask 84, at bid 23, multi-leg 21) · NBBO 0.65 × 0.93, spread 35.4% of mid · Δ -0.04
net GEX -$434k per 1% (calls +$818k, puts -$1.3m) strike 425
calls: OI 1,317 (+0) · vol 19 (at ask 19, at bid 0, multi-leg 19) · NBBO 73.25 × 77.05, spread 5.1% of mid · Δ 0.92
puts: OI 1,508 (+7) · vol 22 (at ask 1, at bid 16, multi-leg 4) · NBBO 0.52 × 0.74, spread 34.9% of mid · Δ -0.04
net GEX +$182k per 1% (calls +$831k, puts -$649k) strike 420
calls: OI 4,359 (-1) · vol 5 (at ask 0, at bid 4, multi-leg 5) · NBBO 78.75 × 81.90, spread 3.9% of mid · Δ 0.92
puts: OI 7,750 (+26) · vol 180 (at ask 12, at bid 152, multi-leg 47) · NBBO 0.46 × 0.67, spread 37.2% of mid · Δ -0.03
net GEX -$326k per 1% (calls +$2.5m, puts -$2.8m) strike 415
calls: OI 1,531 (+3) · vol 1 (at ask 1, at bid 0) · NBBO 83.25 × 86.80, spread 4.2% of mid · Δ 0.93
puts: OI 1,620 (+21) · vol 25 (at ask 5, at bid 17, multi-leg 9) · NBBO 0.39 × 0.64, spread 48.5% of mid · Δ -0.02
net GEX +$296k per 1% (calls +$790k, puts -$494k) strike 410
calls: OI 2,294 (-1) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 88.15 × 91.75, spread 4.0% of mid · Δ 0.94
puts: OI 2,420 (+3) · vol 604 (at ask 292, at bid 307, sweep 167, multi-leg 7) · NBBO 0.37 × 0.58, spread 44.2% of mid · Δ -0.02
net GEX +$440k per 1% (calls +$1.1m, puts -$634k) strike 405
calls: OI 3,533 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.95 × 96.80, spread 4.1% of mid · Δ 0.94
puts: OI 1,664 (+7) · vol 9 (at ask 1, at bid 8, sweep 6, multi-leg 1) · NBBO 0.23 × 0.43, spread 60.6% of mid · Δ -0.02
net GEX +$1.1m per 1% (calls +$1.5m, puts -$378k) strike 400
calls: OI 2,777 (-21) · vol 13 (at ask 3, at bid 8, sweep 1, multi-leg 6) · NBBO 98.00 × 101.35, spread 3.4% of mid · Δ 0.94
puts: OI 4,851 (+178) · vol 1,020 (at ask 584, at bid 400, sweep 70, multi-leg 599) · NBBO 0.30 × 0.50, spread 50.0% of mid · Δ -0.02
net GEX +$108k per 1% (calls +$1.1m, puts -$966k) strike 395
calls: OI 1,621 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 102.75 × 106.60, spread 3.7% of mid · Δ 0.95
puts: OI 1,737 (-9) · vol 43 (at ask 20, at bid 23, multi-leg 10) · NBBO 0.13 × 0.44, spread 108.8% of mid · Δ -0.02
net GEX +$269k per 1% (calls +$573k, puts -$304k) strike 390
calls: OI 2,579 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 107.75 × 111.55, spread 3.5% of mid · Δ 0.95
puts: OI 8,362 (+417) · vol 20 (at ask 14, at bid 5, multi-leg 12) · NBBO 0.16 × 0.42, spread 89.7% of mid · Δ -0.01
net GEX -$450k per 1% (calls +$837k, puts -$1.3m) strike 385
calls: OI 1,334 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 112.95 × 116.50, spread 3.1% of mid · Δ 0.95
puts: OI 2,027 (-4) · vol 60 (at ask 7, at bid 53, multi-leg 8) · NBBO 0.13 × 0.27, spread 70.0% of mid · Δ -0.01
net GEX +$124k per 1% (calls +$397k, puts -$273k) strike 380
calls: OI 1,958 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.60 × 121.50, spread 3.3% of mid · Δ 0.96
puts: OI 4,641 (-47) · vol 107 (at ask 2, at bid 103, multi-leg 3) · NBBO 0.19 × 0.27, spread 34.8% of mid · Δ -0.01
net GEX -$11k per 1% (calls +$537k, puts -$548k) strike 375
calls: OI 1,143 (+0) · vol 15 (at ask 0, at bid 2, multi-leg 13) · NBBO 122.50 × 126.40, spread 3.1% of mid · Δ 0.96
puts: OI 1,399 (+3) · vol 8 (at ask 3, at bid 4, multi-leg 6) · NBBO 0.14 × 0.23, spread 48.6% of mid · Δ -0.01
net GEX +$142k per 1% (calls +$289k, puts -$147k) 2026-10-16 expiry, 50 strikes within ±25% of book spot (the flip search band); 38 hidden (12 above, 26 below), 38 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$305.2m 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.
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 -1.00 3.1% 124.05 120.30 620 0.02 0.09 127.3% 0.00 21 2 4 0 3 3,453 -18 +$0 +$270k +$270k +0 0 0 0 0 0 0 -1.00 3.3% 119.10 115.20 615 0.01 0.11 166.7% 0.00 0 0 0 0 0 162 +1 +$0 +$14k +$14k +0 0 0 0 0 0 0 -1.00 3.5% 114.10 110.20 610 0.05 0.08 46.2% 0.01 141 0 140 0 2 369 +1 +$0 +$37k +$37k +0 0 0 0 0 0 0 -1.00 3.5% 109.05 105.30 605 0.01 0.11 166.7% 0.01 3 1 1 0 1 561 +2 +$0 +$64k +$64k +0 1 0 0 0 0 0 -1.00 3.8% 104.10 100.20 600 0.06 0.11 58.8% 0.01 34 6 20 0 7 7,956 -179 -$4 +$1.0m +$1.0m +0 0 0 0 0 0 0 -1.00 3.2% 98.35 95.30 595 0.07 0.15 72.7% 0.01 3 0 3 0 0 17,469 -1 +$0 +$2.9m +$2.9m +0 0 0 0 0 0 0 -1.00 4.1% 94.10 90.30 590 0.10 0.18 57.1% 0.01 3 0 2 0 2 1,881 -17 +$0 +$389k +$389k +0 0 0 0 0 0 0 -1.00 4.1% 88.90 85.30 585 0.14 0.25 56.4% 0.01 1 1 0 0 0 406 -10 +$0 +$103k +$103k +0 0 0 0 0 0 0 -1.00 4.4% 83.90 80.30 580 0.19 0.33 53.8% 0.02 66 29 26 0 28 2,745 -5 +$0 +$838k +$838k +0 0 0 0 0 0 0 -1.00 4.9% 79.10 75.30 575 0.25 0.34 30.5% 0.02 14 0 11 0 3 1,098 +53 +$0 +$408k +$408k +0 0 0 0 0 0 0 -1.00 5.4% 74.10 70.20 570 0.34 0.50 38.1% 0.03 74 4 61 0 21 18,926 +405 +$0 +$9.1m +$9.1m -24 1 0 0 0 0 0 -1.00 5.6% 69.05 65.30 565 0.44 0.62 34.0% 0.04 16 7 2 0 1 877 +6 -$11 +$529k +$529k -19 0 0 0 0 0 0 -1.00 6.2% 64.10 60.25 560 0.64 0.80 22.2% 0.05 64 37 26 0 21 8,654 -96 +$0 +$6.4m +$6.4m -1 27 0 0 0 0 0 -0.99 5.7% 59.00 55.75 555 0.82 1.01 20.8% 0.06 70 50 12 0 57 2,002 -17 -$8k +$1.8m +$1.8m -6 137 0 1 0 1 1 -0.98 6.4% 53.90 50.55 550 1.20 1.30 8.0% 0.08 757 449 256 1 149 55,169 +150 -$77k +$59.6m +$59.5m +0 232 0 0 0 0 0 -0.95 5.4% 48.90 46.35 545 1.47 1.71 15.1% 0.10 334 147 180 3 109 20,014 -12 -$212k +$25.6m +$25.4m +0 94 0 0 1 1 2 -0.93 6.7% 44.20 41.35 540 1.95 2.19 11.6% 0.13 899 477 372 7 199 3,810 -133 -$119k +$5.7m +$5.6m +0 125 6 0 6 1 7 -0.89 6.4% 39.65 37.20 535 2.57 2.81 8.9% 0.16 235 72 145 1 114 1,738 -70 -$204k +$3.0m +$2.8m +0 499 0 0 0 33 33 -0.85 7.3% 35.35 32.85 530 3.35 3.55 5.8% 0.19 668 329 286 60 109 7,593 -209 -$989k +$15.0m +$14.0m +0 209 17 1 3 16 19 -0.80 7.8% 31.30 28.95 525 4.20 4.70 11.2% 0.23 567 235 286 5 196 3,736 +142 -$482k +$8.2m +$7.7m -1 1,035 5 0 26 3 36 -0.75 9.5% 27.60 25.10 520 5.50 5.80 5.3% 0.28 1,086 547 491 37 124 10,046 +136 -$2.7m +$24.2m +$21.5m -3 347 6 0 10 16 26 -0.70 6.7% 23.75 22.20 515 6.90 7.25 4.9% 0.33 306 84 191 15 60 2,836 +19 -$992k +$7.4m +$6.4m +15 1,205 9 10 10 14 24 -0.64 4.9% 19.70 18.75 510 8.65 9.00 4.0% 0.38 2,419 812 1,540 83 179 39,658 -408 -$3.7m +$106.6m +$102.9m +17 1,910 109 0 74 51 134 -0.58 5.5% 16.70 15.80 505 10.70 11.30 5.5% 0.44 195 103 84 9 25 2,467 -7 -$6.0m +$6.8m +$817k +29 5,622 44 7 1,143 1,897 3,310 -0.51 9.1% 14.40 13.15 500 13.05 13.60 4.1% 0.49 1,576 838 684 220 129 24,597 +6 -$17.7m +$67.5m +$49.7m +73 3,578 14 191 277 845 1,718 -0.45 7.1% 11.60 10.80 495 15.65 16.25 3.8% 0.55 1,669 829 623 24 1,322 5,392 +248 -$11.0m +$14.5m +$3.5m +54 4,367 54 30 123 67 213 -0.39 7.1% 9.50 8.85 490 17.70 19.35 8.9% 0.60 189 97 92 2 52 7,708 +10 -$12.8m +$19.9m +$7.1m +28 5,091 46 13 139 94 252 -0.33 10.0% 7.85 7.10 485 21.05 22.60 7.1% 0.65 64 18 46 0 56 1,710 +53 -$13.9m +$4.2m -$9.8m +1,421 4,597 179 24 187 115 326 -0.28 10.8% 6.35 5.70 480 24.75 26.80 8.0% 0.70 44 22 21 1 38 3,470 -7 -$11.5m +$7.8m -$3.7m +38 2,282 147 11 78 129 228 -0.23 10.3% 5.10 4.60 475 28.50 30.65 7.3% 0.74 14 8 5 0 9 1,587 -15 -$5.1m +$3.2m -$1.9m +62 5,873 1,410 7 910 483 1,536 -0.19 10.3% 4.10 3.70 470 32.45 34.75 6.8% 0.77 18 13 4 0 7 4,671 +3 -$11.5m +$8.6m -$2.9m +116 3,972 110 0 112 74 212 -0.16 11.7% 3.25 2.89 465 36.55 38.95 6.4% 0.80 53 53 0 0 2 1,551 +11 -$6.7m +$2.5m -$4.2m +122 3,962 158 173 141 366 532 -0.13 11.4% 2.59 2.31 460 40.90 43.30 5.7% 0.83 12 4 8 0 7 3,504 -13 -$5.7m +$5.1m -$669k +116 2,571 103 0 623 331 958 -0.11 13.7% 2.10 1.83 455 45.40 47.95 5.5% 0.85 2 0 2 0 1 1,143 +27 -$3.1m +$1.5m -$1.7m +111 5,321 51 64 857 1,574 2,465 -0.09 15.1% 1.71 1.47 450 49.95 52.40 4.8% 0.87 38 14 18 0 13 7,730 +2 -$5.5m +$8.7m +$3.2m +286 2,667 54 152 42 311 365 -0.07 18.8% 1.40 1.16 445 54.65 57.10 4.4% 0.88 0 0 0 0 0 879 +1 -$2.3m +$869k -$1.4m +2,289 6,349 51 111 47 860 912 -0.06 20.6% 1.18 0.96 440 59.35 62.00 4.4% 0.90 17 17 0 0 14 2,376 +0 -$4.6m +$2.1m -$2.5m +39 2,203 24 2 493 570 1,065 -0.05 25.0% 0.99 0.77 435 64.15 66.70 3.9% 0.90 5 5 0 0 4 1,165 -14 -$1.3m +$910k -$418k +4 2,456 21 0 23 84 110 -0.04 35.4% 0.93 0.65 430 68.80 72.10 4.7% 0.91 15 9 6 0 8 1,168 +1 -$1.3m +$818k -$434k +7 1,508 4 0 16 1 22 -0.04 34.9% 0.74 0.52 425 73.25 77.05 5.1% 0.92 19 19 0 0 19 1,317 +0 -$649k +$831k +$182k +26 7,750 47 0 152 12 180 -0.03 37.2% 0.67 0.46 420 78.75 81.90 3.9% 0.92 5 0 4 0 5 4,359 -1 -$2.8m +$2.5m -$326k +21 1,620 9 0 17 5 25 -0.02 48.5% 0.64 0.39 415 83.25 86.80 4.2% 0.93 1 1 0 0 0 1,531 +3 -$494k +$790k +$296k +3 2,420 7 167 307 292 604 -0.02 44.2% 0.58 0.37 410 88.15 91.75 4.0% 0.94 3 0 3 0 3 2,294 -1 -$634k +$1.1m +$440k +7 1,664 1 6 8 1 9 -0.02 60.6% 0.43 0.23 405 92.95 96.80 4.1% 0.94 0 0 0 0 0 3,533 +0 -$378k +$1.5m +$1.1m +178 4,851 599 70 400 584 1,020 -0.02 50.0% 0.50 0.30 400 98.00 101.35 3.4% 0.94 13 3 8 1 6 2,777 -21 -$966k +$1.1m +$108k -9 1,737 10 0 23 20 43 -0.02 108.8% 0.44 0.13 395 102.75 106.60 3.7% 0.95 0 0 0 0 0 1,621 -3 -$304k +$573k +$269k +417 8,362 12 0 5 14 20 -0.01 89.7% 0.42 0.16 390 107.75 111.55 3.5% 0.95 0 0 0 0 0 2,579 -1 -$1.3m +$837k -$450k -4 2,027 8 0 53 7 60 -0.01 70.0% 0.27 0.13 385 112.95 116.50 3.1% 0.95 0 0 0 0 0 1,334 -3 -$273k +$397k +$124k -47 4,641 3 0 103 2 107 -0.01 34.8% 0.27 0.19 380 117.60 121.50 3.3% 0.96 0 0 0 0 0 1,958 +0 -$548k +$537k -$11k +3 1,399 6 0 4 3 8 -0.01 48.6% 0.23 0.14 375 122.50 126.40 3.1% 0.96 15 0 2 0 13 1,143 +0 -$147k +$289k +$142k