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.
6 DTE: at 7 days or less the vendor's gamma scatters - SPY's 3-DTE contracts sat at 0.38× a model reprice at the 10th percentile (2026-09-11) - so read this expiry's per-strike GEX as rough.
Tradability of the 2026-09-23 expiry: 5 calendar days from 2026-09-18 (6 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 510 (Δ 0.21), put 485 (Δ -0.18).
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 585 580 575 570 565 560 555 550 545 542.5 540 537.5 535 532.5 530 527.5 525 522.5 520 517.5 515 512.5 510 507.5 505 502.5 500 497.5 495 492.5 490 487.5 485 482.5 480 477.5 475 472.5 470 467.5 465 462.5 460 457.5 455 452.5 450 447.5 445 442.5 440 435 430 put strike nearest 0.20 delta: 485 call strike nearest 0.20 delta: 510 2.0k 0 2.0k 779 779 25% 10% 10% 25% -$802k +$802k call wall 500 put wall 500 book spot 497.75 γ flip 436.72 strike 585
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.01, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.20 × 89.10, spread 4.5% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 580
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.13, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.25 × 84.10, spread 4.7% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 575
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.08, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.25 × 79.05, spread 4.9% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 570
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.12, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.25 × 73.80, spread 4.9% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 565
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.41, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.25 × 69.05, spread 5.7% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 560
calls: OI 0 (+0) · 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 60.25 × 64.10, spread 6.2% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 555
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.22, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 55.25 × 58.80, spread 6.2% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 550
calls: OI 46 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.26, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.25 × 54.10, spread 7.4% of mid · Δ -1.00
net GEX +$14k per 1% (calls +$14k, puts +$0) strike 545
calls: OI 21 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.00 × 0.20, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.35 × 48.85, spread 7.4% of mid · Δ -1.00
net GEX +$8k per 1% (calls +$8k, puts +$0) strike 542.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.25, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 42.75 × 46.60, spread 8.6% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 540
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.19, spread 180.0% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 40.25 × 44.05, spread 9.0% of mid · Δ -1.00
net GEX +$496 per 1% (calls +$496, puts +$0) strike 537.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.26, spread 185.2% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.75 × 41.35, spread 9.1% of mid · Δ -1.00
net GEX +$564 per 1% (calls +$564, puts +$0) strike 535
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.14, spread 173.3% of mid · Δ 0.02
puts: OI 0 (-7) · vol 0 (at ask 0, at bid 0) · NBBO 35.25 × 39.05, spread 10.2% of mid · Δ -1.00
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 532.5
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.28, spread 186.2% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.75 × 36.40, spread 10.6% of mid · Δ -1.00
net GEX +$8k per 1% (calls +$8k, puts +$0) strike 530
calls: OI 27 (+16) · vol 5 (at ask 0, at bid 0, multi-leg 5) · NBBO 0.05 × 0.34, spread 148.7% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.25 × 34.10, spread 12.0% of mid · Δ -1.00
net GEX +$25k per 1% (calls +$25k, puts +$0) strike 527.5
calls: OI 2 (-1) · vol 48 (at ask 9, at bid 39, multi-leg 3) · NBBO 0.14 × 0.19, spread 30.3% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.75 × 31.35, spread 12.2% of mid · Δ -1.00
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 525
calls: OI 58 (+1) · vol 21 (at ask 3, at bid 17) · NBBO 0.15 × 0.50, spread 107.7% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.30 × 28.85, spread 13.1% of mid · Δ -1.00
net GEX +$78k per 1% (calls +$78k, puts +$0) strike 522.5
calls: OI 42 (+0) · vol 69 (at ask 63, at bid 6, sweep 1, multi-leg 6) · NBBO 0.24 × 0.41, spread 52.3% of mid · Δ 0.05
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.80 × 26.45, spread 14.8% of mid · Δ -1.00
net GEX +$76k per 1% (calls +$77k, puts -$650) strike 520
calls: OI 72 (+11) · vol 270 (at ask 131, at bid 31, multi-leg 22) · NBBO 0.40 × 0.49, spread 20.2% of mid · Δ 0.07
puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.45 × 23.90, spread 15.6% of mid · Δ -0.99
net GEX +$164k per 1% (calls +$168k, puts -$4k) strike 517.5
calls: OI 14 (+0) · vol 279 (at ask 230, at bid 45, multi-leg 8) · NBBO 0.53 × 0.69, spread 26.2% of mid · Δ 0.09
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.05 × 21.70, spread 18.4% of mid · Δ -0.96
net GEX +$40k per 1% (calls +$40k, puts +$0) strike 515
calls: OI 140 (+3) · vol 247 (at ask 100, at bid 135, sweep 2, multi-leg 14) · NBBO 0.77 × 0.97, spread 23.0% of mid · Δ 0.12
puts: OI 15 (-6) · vol 5 (at ask 0, at bid 0, multi-leg 5) · NBBO 16.35 × 19.40, spread 17.1% of mid · Δ -0.91
net GEX +$447k per 1% (calls +$495k, puts -$49k) strike 512.5
calls: OI 32 (-4) · vol 96 (at ask 55, at bid 39, multi-leg 14) · NBBO 1.11 × 1.38, spread 21.7% of mid · Δ 0.16
puts: OI 7 (-4) · vol 1 (at ask 0, at bid 1) · NBBO 13.60 × 17.10, spread 22.8% of mid · Δ -0.86
net GEX +$107k per 1% (calls +$136k, puts -$29k) strike 510
calls: OI 74 (+16) · vol 213 (at ask 132, at bid 53, multi-leg 51) · NBBO 1.41 × 1.82, spread 25.4% of mid · Δ 0.21
puts: OI 21 (+0) · vol 24 (at ask 20, at bid 2, multi-leg 4) · NBBO 12.30 × 14.20, spread 14.3% of mid · Δ -0.82
net GEX +$259k per 1% (calls +$366k, puts -$107k) strike 507.5
calls: OI 129 (+7) · vol 136 (at ask 99, at bid 27, sweep 1, multi-leg 35) · NBBO 1.96 × 2.36, spread 18.5% of mid · Δ 0.26
puts: OI 14 (+0) · vol 9 (at ask 0, at bid 0, multi-leg 9) · NBBO 10.20 × 12.40, spread 19.5% of mid · Δ -0.76
net GEX +$638k per 1% (calls +$720k, puts -$82k) strike 505
calls: OI 90 (-28) · vol 493 (at ask 279, at bid 204, sweep 46, multi-leg 9) · NBBO 2.77 × 3.00, spread 8.0% of mid · Δ 0.32
puts: OI 29 (+1) · vol 55 (at ask 20, at bid 24, sweep 7, multi-leg 13) · NBBO 9.30 × 10.10, spread 8.2% of mid · Δ -0.69
net GEX +$361k per 1% (calls +$548k, puts -$187k) strike 502.5
calls: OI 36 (-2) · vol 111 (at ask 73, at bid 36, sweep 33, multi-leg 6) · NBBO 3.50 × 4.20, spread 18.2% of mid · Δ 0.39
puts: OI 19 (+11) · vol 1 (at ask 1, at bid 0) · NBBO 7.50 × 8.45, spread 11.9% of mid · Δ -0.62
net GEX +$103k per 1% (calls +$234k, puts -$131k) strike 500
calls: OI 164 (+30) · vol 668 (at ask 466, at bid 188, sweep 193, multi-leg 31) · NBBO 4.60 × 5.05, spread 9.3% of mid · Δ 0.45
puts: OI 173 (+3) · vol 247 (at ask 21, at bid 220, sweep 3, multi-leg 209) · NBBO 6.30 × 6.90, spread 9.1% of mid · Δ -0.55
net GEX -$124k per 1% (calls +$1.1m, puts -$1.2m) strike 497.5
calls: OI 111 (+18) · vol 362 (at ask 195, at bid 166, sweep 58, multi-leg 51) · NBBO 5.80 × 6.35, spread 9.1% of mid · Δ 0.52
puts: OI 112 (+95) · vol 349 (at ask 213, at bid 74, sweep 3, multi-leg 280) · NBBO 5.00 × 5.60, spread 11.3% of mid · Δ -0.48
net GEX -$49k per 1% (calls +$742k, puts -$791k) strike 495
calls: OI 162 (+51) · vol 275 (at ask 135, at bid 129, sweep 18, multi-leg 24) · NBBO 7.15 × 7.95, spread 10.6% of mid · Δ 0.59
puts: OI 178 (+151) · vol 215 (at ask 72, at bid 139, sweep 3, multi-leg 140) · NBBO 3.90 × 4.55, spread 15.4% of mid · Δ -0.41
net GEX -$194k per 1% (calls +$1.0m, puts -$1.2m) strike 492.5
calls: OI 108 (+90) · vol 60 (at ask 42, at bid 17, sweep 2, multi-leg 10) · NBBO 8.00 × 9.45, spread 16.6% of mid · Δ 0.65
puts: OI 39 (+11) · vol 37 (at ask 7, at bid 29, sweep 1, multi-leg 19) · NBBO 3.05 × 3.50, spread 13.7% of mid · Δ -0.34
net GEX +$406k per 1% (calls +$661k, puts -$255k) strike 490
calls: OI 53 (+12) · vol 88 (at ask 29, at bid 56, sweep 11, multi-leg 18) · NBBO 10.00 × 11.10, spread 10.4% of mid · Δ 0.71
puts: OI 94 (+63) · vol 66 (at ask 18, at bid 46, sweep 8, multi-leg 21) · NBBO 2.42 × 2.81, spread 14.9% of mid · Δ -0.28
net GEX -$249k per 1% (calls +$304k, puts -$553k) strike 487.5
calls: OI 14 (+2) · vol 2 (at ask 1, at bid 1) · NBBO 11.80 × 13.80, spread 15.6% of mid · Δ 0.76
puts: OI 39 (+7) · vol 779 (at ask 668, at bid 110, sweep 99, multi-leg 2) · NBBO 1.82 × 2.06, spread 12.4% of mid · Δ -0.22
net GEX -$132k per 1% (calls +$71k, puts -$202k) strike 485
calls: OI 31 (+21) · vol 30 (at ask 26, at bid 4, sweep 1) · NBBO 13.35 × 16.55, spread 21.4% of mid · Δ 0.80
puts: OI 148 (+14) · vol 175 (at ask 108, at bid 54, sweep 1, multi-leg 50) · NBBO 1.29 × 1.61, spread 22.1% of mid · Δ -0.18
net GEX -$522k per 1% (calls +$135k, puts -$657k) strike 482.5
calls: OI 22 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 15.05 × 18.70, spread 21.6% of mid · Δ 0.84
puts: OI 52 (+39) · vol 134 (at ask 31, at bid 102, sweep 6, multi-leg 61) · NBBO 0.99 × 1.55, spread 44.1% of mid · Δ -0.14
net GEX -$112k per 1% (calls +$82k, puts -$194k) strike 480
calls: OI 25 (+3) · vol 1 (at ask 1, at bid 0) · NBBO 17.90 × 20.55, spread 13.8% of mid · Δ 0.88
puts: OI 213 (+81) · vol 560 (at ask 507, at bid 47, multi-leg 15) · NBBO 0.78 × 0.97, spread 21.7% of mid · Δ -0.11
net GEX -$583k per 1% (calls +$78k, puts -$661k) strike 477.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 19.70 × 23.20, spread 16.3% of mid · Δ 0.92
puts: OI 18 (+3) · vol 548 (at ask 9, at bid 539) · NBBO 0.50 × 0.98, spread 64.9% of mid · Δ -0.09
net GEX -$46k per 1% (calls +$0, puts -$46k) strike 475
calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 22.00 × 25.55, spread 14.9% of mid · Δ 0.93
puts: OI 351 (+50) · vol 119 (at ask 77, at bid 40, multi-leg 17) · NBBO 0.43 × 0.61, spread 34.6% of mid · Δ -0.07
net GEX -$731k per 1% (calls +$2k, puts -$733k) strike 472.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 24.40 × 27.95, spread 13.6% of mid · Δ 0.94
puts: OI 141 (+5) · vol 13 (at ask 7, at bid 5, multi-leg 5) · NBBO 0.30 × 0.69, spread 78.8% of mid · Δ -0.06
net GEX -$238k per 1% (calls +$0, puts -$238k) strike 470
calls: OI 17 (+4) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 27.20 × 30.35, spread 10.9% of mid · Δ 0.94
puts: OI 100 (+48) · vol 87 (at ask 1, at bid 85, multi-leg 84) · NBBO 0.09 × 0.41, spread 128.0% of mid · Δ -0.04
net GEX -$109k per 1% (calls +$26k, puts -$134k) strike 467.5
calls: OI 3 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 29.35 × 32.80, spread 11.1% of mid · Δ 0.95
puts: OI 57 (+43) · vol 5 (at ask 3, at bid 1) · NBBO 0.15 × 0.38, spread 86.8% of mid · Δ -0.04
net GEX -$59k per 1% (calls +$4k, puts -$63k) strike 465
calls: OI 12 (+10) · vol 4 (at ask 4, at bid 0, multi-leg 2) · NBBO 32.55 × 34.75, spread 6.5% of mid · Δ 0.96
puts: OI 353 (+22) · vol 39 (at ask 2, at bid 4, multi-leg 34) · NBBO 0.13 × 0.37, spread 96.0% of mid · Δ -0.03
net GEX -$315k per 1% (calls +$13k, puts -$328k) strike 462.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.25 × 37.70, spread 9.6% of mid · Δ 0.96
puts: OI 43 (+42) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.28, spread 186.2% of mid · Δ -0.03
net GEX -$34k per 1% (calls +$0, puts -$34k) strike 460
calls: OI 21 (+21) · vol 0 (at ask 0, at bid 0) · NBBO 36.65 × 40.20, spread 9.2% of mid · Δ 0.97
puts: OI 256 (+39) · vol 16 (at ask 4, at bid 12, multi-leg 10) · NBBO 0.09 × 0.41, spread 128.0% of mid · Δ -0.02
net GEX -$155k per 1% (calls +$17k, puts -$173k) strike 457.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 39.15 × 42.65, spread 8.6% of mid · Δ 0.97
puts: OI 4 (+0) · vol 4 (at ask 3, at bid 1) · NBBO 0.01 × 0.24, spread 184.0% of mid · Δ -0.02
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 455
calls: OI 16 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 42.00 × 45.15, spread 7.2% of mid · Δ 0.98
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.32, spread 187.9% of mid · Δ -0.02
net GEX +$9k per 1% (calls +$10k, puts -$520) strike 452.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.20 × 47.65, spread 7.5% of mid · Δ 0.98
puts: OI 5 (+5) · vol 2 (at ask 2, at bid 0) · NBBO 0.01 × 0.24, spread 184.0% of mid · Δ -0.02
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 450
calls: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 46.60 × 50.10, spread 7.2% of mid · Δ 0.98
puts: OI 2,000 (+1,996) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.24, spread 184.0% of mid · Δ -0.02
net GEX -$802k per 1% (calls +$812, puts -$803k) strike 447.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.40 × 52.60, spread 6.3% of mid · Δ 0.99
puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.01 × 0.20, spread 181.0% of mid · Δ -0.01
no GEX (no side has both gamma and open interest) strike 445
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.60 × 55.10, spread 6.6% of mid · Δ 0.99
puts: OI 4 (+0) · vol 2 (at ask 0, at bid 1) · NBBO 0.01 × 0.15, spread 175.0% of mid · Δ -0.01
net GEX -$1k per 1% (calls +$0, puts -$1k) strike 442.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 54.15 × 57.60, spread 6.2% of mid · Δ 1.00
puts: OI 0 (+0) · vol 4 (at ask 0, at bid 4) · NBBO 0.01 × 0.20, spread 181.0% of mid · Δ -0.01
no GEX (no side has both gamma and open interest) strike 440
calls: OI 1 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 56.65 × 60.10, spread 5.9% of mid · Δ 1.00
puts: OI 1 (+0) · vol 8 (at ask 3, at bid 0) · NBBO 0.03 × 0.10, spread 107.7% of mid · Δ -0.01
net GEX -$177 per 1% (calls +$53, puts -$231) strike 435
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 61.55 × 65.05, spread 5.5% of mid · Δ 1.00
puts: OI 2 (+2) · vol 7 (at ask 2, at bid 0) · NBBO 0.01 × 0.08, spread 155.6% of mid · Δ -0.01
net GEX -$331 per 1% (calls +$0, puts -$331) strike 430
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.60 × 70.05, spread 5.0% of mid · Δ 1.00
puts: OI 3 (+1) · vol 16 (at ask 0, at bid 16) · NBBO 0.01 × 0.07, spread 150.0% of mid · Δ -0.00
net GEX -$343 per 1% (calls +$0, puts -$343) 2026-09-23 expiry, 53 strikes - every one listed. 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 2026-09-17'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 · 53 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 4.5% 89.10 85.20 585 0.00 0.01 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.7% 84.10 80.25 580 0.00 2.13 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.9% 79.05 75.25 575 0.00 2.08 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.9% 73.80 70.25 570 0.00 2.12 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 5.7% 69.05 65.25 565 0.00 0.41 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 6.2% 64.10 60.25 560 0.00 0.22 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 1 1 1 2 -1.00 6.2% 58.80 55.25 555 0.00 0.22 no two-sided quote 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 7.4% 54.10 50.25 550 0.00 0.26 no two-sided quote 0.01 0 0 0 0 0 46 +0 +$0 +$14k +$14k +0 0 0 0 0 0 0 -1.00 7.4% 48.85 45.35 545 0.00 0.20 no two-sided quote 0.01 1 0 1 0 0 21 +0 +$0 +$8k +$8k +0 0 0 0 0 0 0 -1.00 8.6% 46.60 42.75 542.5 0.00 0.25 no two-sided quote 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 9.0% 44.05 40.25 540 0.01 0.19 180.0% 0.01 0 0 0 0 0 1 +0 +$0 +$496 +$496 +0 0 0 0 0 0 0 -1.00 9.1% 41.35 37.75 537.5 0.01 0.26 185.2% 0.02 0 0 0 0 0 1 +0 +$0 +$564 +$564 -7 0 0 0 0 0 0 -1.00 10.2% 39.05 35.25 535 0.01 0.14 173.3% 0.02 0 0 0 0 0 3 +0 +$0 +$2k +$2k +0 0 0 0 0 0 0 -1.00 10.6% 36.40 32.75 532.5 0.01 0.28 186.2% 0.02 0 0 0 0 0 11 +0 +$0 +$8k +$8k +0 0 0 0 0 0 0 -1.00 12.0% 34.10 30.25 530 0.05 0.34 148.7% 0.02 5 0 0 0 5 27 +16 +$0 +$25k +$25k +0 0 0 0 0 0 0 -1.00 12.2% 31.35 27.75 527.5 0.14 0.19 30.3% 0.03 48 9 39 0 3 2 -1 +$0 +$2k +$2k +0 0 0 0 0 0 0 -1.00 13.1% 28.85 25.30 525 0.15 0.50 107.7% 0.04 21 3 17 0 0 58 +1 +$0 +$78k +$78k +0 5 0 0 0 0 0 -1.00 14.8% 26.45 22.80 522.5 0.24 0.41 52.3% 0.05 69 63 6 1 6 42 +0 -$650 +$77k +$76k +0 6 0 0 0 0 0 -0.99 15.6% 23.90 20.45 520 0.40 0.49 20.2% 0.07 270 131 31 0 22 72 +11 -$4k +$168k +$164k +0 0 0 0 0 0 0 -0.96 18.4% 21.70 18.05 517.5 0.53 0.69 26.2% 0.09 279 230 45 0 8 14 +0 +$0 +$40k +$40k -6 15 5 0 0 0 5 -0.91 17.1% 19.40 16.35 515 0.77 0.97 23.0% 0.12 247 100 135 2 14 140 +3 -$49k +$495k +$447k -4 7 0 0 1 0 1 -0.86 22.8% 17.10 13.60 512.5 1.11 1.38 21.7% 0.16 96 55 39 0 14 32 -4 -$29k +$136k +$107k +0 21 4 0 2 20 24 -0.82 14.3% 14.20 12.30 510 1.41 1.82 25.4% 0.21 213 132 53 0 51 74 +16 -$107k +$366k +$259k +0 14 9 0 0 0 9 -0.76 19.5% 12.40 10.20 507.5 1.96 2.36 18.5% 0.26 136 99 27 1 35 129 +7 -$82k +$720k +$638k +1 29 13 7 24 20 55 -0.69 8.2% 10.10 9.30 505 2.77 3.00 8.0% 0.32 493 279 204 46 9 90 -28 -$187k +$548k +$361k +11 19 0 0 0 1 1 -0.62 11.9% 8.45 7.50 502.5 3.50 4.20 18.2% 0.39 111 73 36 33 6 36 -2 -$131k +$234k +$103k +3 173 209 3 220 21 247 -0.55 9.1% 6.90 6.30 500 4.60 5.05 9.3% 0.45 668 466 188 193 31 164 +30 -$1.2m +$1.1m -$124k +95 112 280 3 74 213 349 -0.48 11.3% 5.60 5.00 497.5 5.80 6.35 9.1% 0.52 362 195 166 58 51 111 +18 -$791k +$742k -$49k +151 178 140 3 139 72 215 -0.41 15.4% 4.55 3.90 495 7.15 7.95 10.6% 0.59 275 135 129 18 24 162 +51 -$1.2m +$1.0m -$194k +11 39 19 1 29 7 37 -0.34 13.7% 3.50 3.05 492.5 8.00 9.45 16.6% 0.65 60 42 17 2 10 108 +90 -$255k +$661k +$406k +63 94 21 8 46 18 66 -0.28 14.9% 2.81 2.42 490 10.00 11.10 10.4% 0.71 88 29 56 11 18 53 +12 -$553k +$304k -$249k +7 39 2 99 110 668 779 -0.22 12.4% 2.06 1.82 487.5 11.80 13.80 15.6% 0.76 2 1 1 0 0 14 +2 -$202k +$71k -$132k +14 148 50 1 54 108 175 -0.18 22.1% 1.61 1.29 485 13.35 16.55 21.4% 0.80 30 26 4 1 0 31 +21 -$657k +$135k -$522k +39 52 61 6 102 31 134 -0.14 44.1% 1.55 0.99 482.5 15.05 18.70 21.6% 0.84 0 0 0 0 0 22 +2 -$194k +$82k -$112k +81 213 15 0 47 507 560 -0.11 21.7% 0.97 0.78 480 17.90 20.55 13.8% 0.88 1 1 0 0 0 25 +3 -$661k +$78k -$583k +3 18 0 0 539 9 548 -0.09 64.9% 0.98 0.50 477.5 19.70 23.20 16.3% 0.92 0 0 0 0 0 0 +0 -$46k +$0 -$46k +50 351 17 0 40 77 119 -0.07 34.6% 0.61 0.43 475 22.00 25.55 14.9% 0.93 0 0 0 0 0 1 +1 -$733k +$2k -$731k +5 141 5 0 5 7 13 -0.06 78.8% 0.69 0.30 472.5 24.40 27.95 13.6% 0.94 0 0 0 0 0 0 +0 -$238k +$0 -$238k +48 100 84 0 85 1 87 -0.04 128.0% 0.41 0.09 470 27.20 30.35 10.9% 0.94 2 0 2 0 2 17 +4 -$134k +$26k -$109k +43 57 0 0 1 3 5 -0.04 86.8% 0.38 0.15 467.5 29.35 32.80 11.1% 0.95 0 0 0 0 0 3 +3 -$63k +$4k -$59k +22 353 34 0 4 2 39 -0.03 96.0% 0.37 0.13 465 32.55 34.75 6.5% 0.96 4 4 0 0 2 12 +10 -$328k +$13k -$315k +42 43 0 0 0 0 0 -0.03 186.2% 0.28 0.01 462.5 34.25 37.70 9.6% 0.96 0 0 0 0 0 0 +0 -$34k +$0 -$34k +39 256 10 0 12 4 16 -0.02 128.0% 0.41 0.09 460 36.65 40.20 9.2% 0.97 0 0 0 0 0 21 +21 -$173k +$17k -$155k +0 4 0 0 1 3 4 -0.02 184.0% 0.24 0.01 457.5 39.15 42.65 8.6% 0.97 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 1 0 0 0 0 0 -0.02 187.9% 0.32 0.01 455 42.00 45.15 7.2% 0.98 0 0 0 0 0 16 +10 -$520 +$10k +$9k +5 5 0 0 0 2 2 -0.02 184.0% 0.24 0.01 452.5 44.20 47.65 7.5% 0.98 0 0 0 0 0 0 +0 -$2k +$0 -$2k +1,996 2,000 0 0 0 0 0 -0.02 184.0% 0.24 0.01 450 46.60 50.10 7.2% 0.98 0 0 0 0 0 2 +2 -$803k +$812 -$802k +0 0 0 0 1 0 1 -0.01 181.0% 0.20 0.01 447.5 49.40 52.60 6.3% 0.99 0 0 0 0 0 0 +0 — — — +0 4 0 0 1 0 2 -0.01 175.0% 0.15 0.01 445 51.60 55.10 6.6% 0.99 0 0 0 0 0 0 +0 -$1k +$0 -$1k +0 0 0 0 4 0 4 -0.01 181.0% 0.20 0.01 442.5 54.15 57.60 6.2% 1.00 0 0 0 0 0 0 +0 — — — +0 1 0 0 0 3 8 -0.01 107.7% 0.10 0.03 440 56.65 60.10 5.9% 1.00 1 1 0 0 1 1 +1 -$231 +$53 -$177 +2 2 0 0 0 2 7 -0.01 155.6% 0.08 0.01 435 61.55 65.05 5.5% 1.00 0 0 0 0 0 0 +0 -$331 +$0 -$331 +1 3 0 0 16 0 16 -0.00 150.0% 0.07 0.01 430 66.60 70.05 5.0% 1.00 0 0 0 0 0 0 +0 -$343 +$0 -$343