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 2026-09-21, 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 2026-09-21, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-04 time?the vendor's estimate
ATM IV · 09-17 expected move 2026-10-23 Fri weekly 35 2026-09-25 7d clear · 12d 24.8% c 500 — 2026-10-30 Fri weekly 42 2026-10-02 14d clear · 5d 30.6% c 500 — 2026-11-20 Fri 63 2026-10-23 35d spans · +16d exit 12d before
29.8% c 500 none served
DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-18 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-18, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-17 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.
Chain · one strike axis Book as of 2026-09-17 : 1 session behind 2026-09-18: no MSFT chain statistics (net_gex) dated after 2026-09-17 are knowable as of 2026-09-18, and no ticker has newer ones. The strikes drawn below are 2026-09-17's rows as stored now; the levels and statistics are the readings dated 2026-09-17, computed from those rows when the readings were derived, and a fetch of 2026-09-17 after that can revise rows. Open interest is what entered 2026-09-17 (OCC's settlement of 2026-09-16), valued at the 2026-09-17 close.
net GEX · carried book
+$1.52bn per 1%
own all (<3y) 93.0% · n=64
gamma flip
$436.72
flip within ±25% of book spot
flip distance
-5.96 ATR
own all (<3y) 35.2% · n=64
0DTE share of volume
not listed daily
book spot $497.75 (unadjusted close, 2026-09-17) · call wall $500.00 (+0.45% from book spot) · put wall $500.00 (+0.45% from book spot) · max pain $460.00 (-7.58% from book spot, 2026-10-16 monthly)
Each level is stored as a distance from the book's own spot, so each is drawn at $497.75 × (1 + that distance) - the 2026-09-17 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. MSFT headlines $493.78 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $497.75 on 2026-09-17 , because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-17 book's levels, on the 2026-09-17 close.
09-18 · 1d 09-21 · 4d 09-23 · 6d 09-25 · 8d 09-28 · 11d 09-30 · 13d 10-02 · 15d 10-09 · 22d 10-16 · 29d · mp 10-23 · 36d 10-30 · 43d 11-20 · 64d 12-18 · 92d 01-15 · 120d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
4 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 2026-09-21 expiry: 3 calendar days from 2026-09-18 (4 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 507.5 (Δ 0.19), put 490 (Δ -0.22).
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: 490 call strike nearest 0.20 delta: 507.5 1.5k 0 1.5k 1.6k 1.6k 25% 10% 10% 25% -$5.5m +$5.5m 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 85.25 × 88.85, spread 4.1% 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 × 83.85, spread 4.4% 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 × 0.80, 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 × 78.85, spread 4.7% 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 × 2.13, 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 × 74.10, spread 5.3% 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 × 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 65.25 × 69.00, spread 5.6% 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 × 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 60.30 × 64.00, spread 6.0% 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 × 0.27, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.30 × 58.85, spread 6.2% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 550
calls: OI 158 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.25 × 54.05, spread 7.3% of mid · Δ -1.00
net GEX +$16k per 1% (calls +$16k, puts +$0) strike 545
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.19, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.25 × 49.10, spread 8.2% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 542.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.17, 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 8 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 40.30 × 43.85, spread 8.4% of mid · Δ -1.00
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 537.5
calls: OI 12 (+10) · vol 7 (at ask 1, at bid 3) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.80 × 41.20, spread 8.6% of mid · Δ -1.00
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 535
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 35.30 × 38.85, spread 9.6% of mid · Δ -1.00
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 532.5
calls: OI 13 (+8) · vol 6 (at ask 2, at bid 3) · NBBO 0.01 × 0.16, spread 176.5% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.80 × 36.60, spread 11.0% of mid · Δ -1.00
net GEX +$5k per 1% (calls +$5k, puts +$0) strike 530
calls: OI 1,346 (+12) · vol 34 (at ask 29, at bid 3, sweep 1, multi-leg 29) · NBBO 0.01 × 0.08, spread 155.6% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.30 × 34.05, spread 11.7% of mid · Δ -1.00
net GEX +$640k per 1% (calls +$640k, puts +$0) strike 527.5
calls: OI 10 (+0) · vol 35 (at ask 20, at bid 13, multi-leg 1) · NBBO 0.02 × 0.10, spread 133.3% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.80 × 31.35, spread 12.0% of mid · Δ -1.00
net GEX +$6k per 1% (calls +$6k, puts +$0) strike 525
calls: OI 48 (-2) · vol 69 (at ask 17, at bid 39, multi-leg 6) · NBBO 0.04 × 0.07, spread 54.5% of mid · Δ 0.01
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 +$34k per 1% (calls +$34k, puts +$0) strike 522.5
calls: OI 20 (+0) · vol 57 (at ask 14, at bid 26, multi-leg 2) · NBBO 0.05 × 0.13, spread 88.9% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.85 × 26.60, spread 15.2% of mid · Δ -1.00
net GEX +$21k per 1% (calls +$21k, puts +$0) strike 520
calls: OI 1,487 (-20) · vol 121 (at ask 61, at bid 38, sweep 11, multi-leg 12) · NBBO 0.11 × 0.15, spread 30.8% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.25 × 23.70, spread 15.7% of mid · Δ -0.99
net GEX +$2.2m per 1% (calls +$2.2m, puts +$0) strike 517.5
calls: OI 55 (+19) · vol 95 (at ask 38, at bid 54, sweep 2, multi-leg 9) · NBBO 0.16 × 0.21, spread 27.0% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 17.75 × 21.30, spread 18.2% of mid · Δ -0.96
net GEX +$111k per 1% (calls +$111k, puts +$0) strike 515
calls: OI 96 (+4) · vol 367 (at ask 105, at bid 246, sweep 8, multi-leg 17) · NBBO 0.26 × 0.32, spread 20.7% of mid · Δ 0.06
puts: OI 4 (+0) · vol 16 (at ask 16, at bid 0, sweep 1) · NBBO 16.75 × 18.50, spread 9.9% of mid · Δ -0.93
net GEX +$257k per 1% (calls +$269k, puts -$12k) strike 512.5
calls: OI 78 (-1) · vol 181 (at ask 108, at bid 34, sweep 19, multi-leg 38) · NBBO 0.40 × 0.47, spread 16.1% of mid · Δ 0.09
puts: OI 7 (+0) · vol 15 (at ask 15, at bid 0) · NBBO 14.45 × 15.85, spread 9.2% of mid · Δ -0.90
net GEX +$270k per 1% (calls +$298k, puts -$28k) strike 510
calls: OI 364 (+141) · vol 663 (at ask 384, at bid 242, sweep 64, multi-leg 72) · NBBO 0.64 × 0.73, spread 13.1% of mid · Δ 0.14
puts: OI 42 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 12.05 × 13.55, spread 11.7% of mid · Δ -0.87
net GEX +$1.6m per 1% (calls +$1.8m, puts -$212k) strike 507.5
calls: OI 114 (+25) · vol 202 (at ask 110, at bid 78, sweep 3, multi-leg 38) · NBBO 0.97 × 1.12, spread 14.4% of mid · Δ 0.19
puts: OI 19 (+8) · vol 10 (at ask 10, at bid 0) · NBBO 10.05 × 11.70, spread 15.2% of mid · Δ -0.83
net GEX +$603k per 1% (calls +$725k, puts -$122k) strike 505
calls: OI 238 (+119) · vol 1,055 (at ask 545, at bid 449, sweep 78, multi-leg 104) · NBBO 1.49 × 1.89, spread 23.7% of mid · Δ 0.26
puts: OI 54 (+4) · vol 31 (at ask 21, at bid 0, sweep 1, multi-leg 11) · NBBO 8.15 × 8.85, spread 8.2% of mid · Δ -0.76
net GEX +$1.4m per 1% (calls +$1.8m, puts -$426k) strike 502.5
calls: OI 179 (+83) · vol 405 (at ask 246, at bid 147, sweep 27, multi-leg 13) · NBBO 2.06 × 2.44, spread 16.9% of mid · Δ 0.34
puts: OI 50 (+3) · vol 19 (at ask 12, at bid 7, sweep 4, multi-leg 1) · NBBO 6.35 × 7.05, spread 10.4% of mid · Δ -0.68
net GEX +$1.1m per 1% (calls +$1.5m, puts -$466k) strike 500
calls: OI 829 (+96) · vol 1,341 (at ask 619, at bid 667, sweep 54, multi-leg 120) · NBBO 3.05 × 3.40, spread 10.9% of mid · Δ 0.43
puts: OI 205 (-11) · vol 230 (at ask 127, at bid 102, sweep 10, multi-leg 26) · NBBO 4.80 × 5.65, spread 16.3% of mid · Δ -0.58
net GEX +$5.5m per 1% (calls +$7.6m, puts -$2.1m) strike 497.5
calls: OI 97 (+24) · vol 434 (at ask 257, at bid 141, sweep 48, multi-leg 53) · NBBO 4.20 × 4.70, spread 11.2% of mid · Δ 0.52
puts: OI 125 (-7) · vol 143 (at ask 74, at bid 62, multi-leg 16) · NBBO 3.80 × 4.10, spread 7.6% of mid · Δ -0.48
net GEX -$346k per 1% (calls +$890k, puts -$1.2m) strike 495
calls: OI 301 (+108) · vol 513 (at ask 308, at bid 180, sweep 23, multi-leg 27) · NBBO 5.60 × 6.15, spread 9.4% of mid · Δ 0.61
puts: OI 263 (+35) · vol 262 (at ask 134, at bid 115, sweep 5, multi-leg 38) · NBBO 2.66 × 3.35, spread 23.0% of mid · Δ -0.38
net GEX +$191k per 1% (calls +$2.6m, puts -$2.4m) strike 492.5
calls: OI 87 (+48) · vol 191 (at ask 116, at bid 69, sweep 4, multi-leg 19) · NBBO 7.25 × 7.90, spread 8.6% of mid · Δ 0.70
puts: OI 158 (+132) · vol 163 (at ask 37, at bid 121, sweep 27, multi-leg 53) · NBBO 1.87 × 2.24, spread 18.0% of mid · Δ -0.29
net GEX -$613k per 1% (calls +$680k, puts -$1.3m) strike 490
calls: OI 91 (+55) · vol 153 (at ask 80, at bid 71, sweep 15, multi-leg 15) · NBBO 9.10 × 9.80, spread 7.4% of mid · Δ 0.76
puts: OI 132 (+6) · vol 1,569 (at ask 1,105, at bid 441, sweep 106, multi-leg 84) · NBBO 1.28 × 1.61, spread 22.8% of mid · Δ -0.22
net GEX -$305k per 1% (calls +$609k, puts -$914k) strike 487.5
calls: OI 29 (+16) · vol 62 (at ask 42, at bid 19, multi-leg 4) · NBBO 11.10 × 12.00, spread 7.8% of mid · Δ 0.82
puts: OI 72 (+18) · vol 818 (at ask 502, at bid 284, sweep 29, multi-leg 145) · NBBO 0.86 × 1.17, spread 30.5% of mid · Δ -0.16
net GEX -$241k per 1% (calls +$160k, puts -$402k) strike 485
calls: OI 39 (-1) · vol 8 (at ask 7, at bid 1, multi-leg 2) · NBBO 12.05 × 15.35, spread 24.1% of mid · Δ 0.88
puts: OI 429 (+23) · vol 189 (at ask 45, at bid 130, sweep 2, multi-leg 85) · NBBO 0.60 × 0.78, spread 26.1% of mid · Δ -0.12
net GEX -$1.7m per 1% (calls +$171k, puts -$1.9m) strike 482.5
calls: OI 15 (+6) · vol 8 (at ask 7, at bid 1, sweep 1) · NBBO 14.35 × 17.85, spread 21.7% of mid · Δ 0.93
puts: OI 52 (+14) · vol 310 (at ask 274, at bid 31, sweep 25, multi-leg 24) · NBBO 0.37 × 0.53, spread 35.6% of mid · Δ -0.09
net GEX -$127k per 1% (calls +$46k, puts -$174k) strike 480
calls: OI 55 (+17) · vol 7 (at ask 3, at bid 4, multi-leg 7) · NBBO 16.70 × 20.25, spread 19.2% of mid · Δ 0.95
puts: OI 104 (+59) · vol 1,371 (at ask 324, at bid 977, sweep 12, multi-leg 129) · NBBO 0.26 × 0.40, spread 42.4% of mid · Δ -0.06
net GEX -$135k per 1% (calls +$127k, puts -$262k) strike 477.5
calls: OI 33 (+0) · vol 12 (at ask 3, at bid 7, multi-leg 10) · NBBO 19.20 × 22.65, spread 16.5% of mid · Δ 0.95
puts: OI 420 (+45) · vol 101 (at ask 16, at bid 77, multi-leg 7) · NBBO 0.15 × 0.35, spread 80.0% of mid · Δ -0.05
net GEX -$758k per 1% (calls +$62k, puts -$820k) strike 475
calls: OI 11 (+0) · vol 113 (at ask 35, at bid 11, multi-leg 112) · NBBO 21.95 × 25.10, spread 13.4% of mid · Δ 0.96
puts: OI 476 (+104) · vol 189 (at ask 21, at bid 139, multi-leg 35) · NBBO 0.15 × 0.25, spread 50.0% of mid · Δ -0.04
net GEX -$697k per 1% (calls +$17k, puts -$715k) strike 472.5
calls: OI 1 (+1) · vol 115 (at ask 35, at bid 58, multi-leg 114) · NBBO 24.10 × 27.55, spread 13.4% of mid · Δ 0.97
puts: OI 267 (+87) · vol 123 (at ask 5, at bid 117, multi-leg 3) · NBBO 0.08 × 0.30, spread 115.8% of mid · Δ -0.03
net GEX -$300k per 1% (calls +$1k, puts -$301k) strike 470
calls: OI 5 (+1) · vol 12 (at ask 4, at bid 6, multi-leg 12) · NBBO 26.50 × 30.05, spread 12.6% of mid · Δ 0.97
puts: OI 730 (+22) · vol 89 (at ask 40, at bid 7, sweep 3, multi-leg 32) · NBBO 0.01 × 0.15, spread 175.0% of mid · Δ -0.02
net GEX -$644k per 1% (calls +$6k, puts -$649k) strike 467.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 29.35 × 32.50, spread 10.2% of mid · Δ 0.97
puts: OI 20 (+1) · vol 3 (at ask 0, at bid 3) · NBBO 0.05 × 0.16, spread 104.8% of mid · Δ -0.02
net GEX -$14k per 1% (calls +$936, puts -$15k) strike 465
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.50 × 35.00, spread 10.5% of mid · Δ 0.98
puts: OI 130 (+68) · vol 14 (at ask 4, at bid 2, multi-leg 8) · NBBO 0.03 × 0.25, spread 157.1% of mid · Δ -0.02
net GEX -$80k per 1% (calls +$796, puts -$81k) strike 462.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.60 × 37.50, spread 8.0% of mid · Δ 0.98
puts: OI 7 (+5) · vol 13 (at ask 0, at bid 13) · NBBO 0.02 × 0.16, spread 155.6% of mid · Δ -0.01
net GEX -$3k per 1% (calls +$678, puts -$4k) strike 460
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.75 × 40.00, spread 8.5% of mid · Δ 0.98
puts: OI 116 (+49) · vol 24 (at ask 9, at bid 3, multi-leg 18) · NBBO 0.01 × 0.12, spread 169.2% of mid · Δ -0.01
net GEX -$50k per 1% (calls +$1k, puts -$51k) strike 457.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.95 × 42.00, spread 7.5% of mid · Δ 0.98
puts: OI 5 (+0) · vol 10 (at ask 2, at bid 8, multi-leg 7) · NBBO 0.01 × 0.13, spread 171.4% of mid · Δ -0.01
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 455
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.45 × 44.95, spread 8.1% of mid · Δ 0.99
puts: OI 3 (+0) · vol 5 (at ask 5, at bid 0, multi-leg 3) · NBBO 0.02 × 0.14, spread 150.0% of mid · Δ -0.01
net GEX -$583 per 1% (calls +$410, puts -$993) strike 452.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.95 × 47.45, spread 7.7% of mid · Δ 0.99
puts: OI 9 (+7) · vol 6 (at ask 0, at bid 4, multi-leg 3) · NBBO 0.02 × 0.18, spread 160.0% of mid · Δ -0.01
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 450
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.45 × 49.95, spread 7.3% of mid · Δ 0.99
puts: OI 475 (+216) · vol 4 (at ask 2, at bid 2) · NBBO 0.01 × 0.08, spread 155.6% of mid · Δ -0.01
net GEX -$118k per 1% (calls +$0, puts -$118k) strike 447.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.00 × 52.45, spread 6.8% of mid · Δ 0.99
puts: OI 6 (+4) · vol 3 (at ask 1, at bid 2) · NBBO 0.00 × 0.08, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$1k per 1% (calls +$0, puts -$1k) strike 445
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.05 × 54.95, spread 5.4% of mid · Δ 1.00
puts: OI 4 (+2) · vol 1 (at ask 1, at bid 0) · NBBO 0.01 × 0.08, spread 155.6% of mid · Δ -0.01
net GEX -$750 per 1% (calls +$0, puts -$750) strike 442.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 53.90 × 57.45, spread 6.4% of mid · Δ 1.00
puts: OI 3 (+3) · vol 5 (at ask 1, at bid 1) · NBBO 0.01 × 0.11, spread 166.7% of mid · Δ -0.01
net GEX -$490 per 1% (calls +$0, puts -$490) strike 440
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 56.40 × 59.95, spread 6.1% of mid · Δ 1.00
puts: OI 1 (+1) · vol 18 (at ask 2, at bid 16) · NBBO 0.00 × 0.12, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$142 per 1% (calls +$0, puts -$142) strike 435
calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 61.40 × 64.90, spread 5.5% of mid · Δ 1.00
puts: OI 1 (+1) · vol 6 (at ask 2, at bid 4) · NBBO 0.00 × 0.26, spread no two-sided quote (zero bid) · Δ -0.00
net GEX +$20 per 1% (calls +$131, puts -$111) strike 430
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.45 × 69.90, spread 5.1% of mid · Δ 1.00
puts: OI 2 (+2) · vol 3 (at ask 0, at bid 2) · NBBO 0.00 × 0.28, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$97 per 1% (calls +$92, puts -$189) 2026-09-21 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 (+$7.8m 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 4.1% 88.85 85.25 585 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 4.4% 83.85 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 4.7% 78.85 75.25 575 0.00 0.80 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 5.3% 74.10 70.25 570 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 5.6% 69.00 65.25 565 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 6.0% 64.00 60.30 560 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 6.2% 58.85 55.30 555 0.00 0.27 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 7.3% 54.05 50.25 550 0.00 0.05 no two-sided quote 0.00 0 0 0 0 0 158 +0 +$0 +$16k +$16k +0 0 0 0 0 0 0 -1.00 8.2% 49.10 45.25 545 0.00 0.19 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 8.6% 46.60 42.75 542.5 0.00 0.17 no two-sided quote 0.01 0 0 0 0 0 0 +0 — — — +0 0 1 0 0 1 1 -1.00 8.4% 43.85 40.30 540 0.00 0.05 no two-sided quote 0.01 2 1 1 0 1 8 +0 +$0 +$2k +$2k +0 0 0 0 0 0 0 -1.00 8.6% 41.20 37.80 537.5 0.00 0.06 no two-sided quote 0.01 7 1 3 0 0 12 +10 +$0 +$4k +$4k +0 0 0 0 0 0 0 -1.00 9.6% 38.85 35.30 535 0.00 0.06 no two-sided quote 0.01 0 0 0 0 0 5 +0 +$0 +$2k +$2k +0 0 0 0 0 0 0 -1.00 11.0% 36.60 32.80 532.5 0.01 0.16 176.5% 0.01 6 2 3 0 0 13 +8 +$0 +$5k +$5k +0 0 0 0 0 0 0 -1.00 11.7% 34.05 30.30 530 0.01 0.08 155.6% 0.01 34 29 3 1 29 1,346 +12 +$0 +$640k +$640k +0 0 0 0 0 0 0 -1.00 12.0% 31.35 27.80 527.5 0.02 0.10 133.3% 0.01 35 20 13 0 1 10 +0 +$0 +$6k +$6k +0 0 0 0 0 0 0 -1.00 13.1% 28.85 25.30 525 0.04 0.07 54.5% 0.01 69 17 39 0 6 48 -2 +$0 +$34k +$34k +0 0 0 0 0 0 0 -1.00 15.2% 26.60 22.85 522.5 0.05 0.13 88.9% 0.02 57 14 26 0 2 20 +0 +$0 +$21k +$21k +0 0 0 0 0 0 0 -0.99 15.7% 23.70 20.25 520 0.11 0.15 30.8% 0.03 121 61 38 11 12 1,487 -20 +$0 +$2.2m +$2.2m +0 0 0 0 0 0 0 -0.96 18.2% 21.30 17.75 517.5 0.16 0.21 27.0% 0.04 95 38 54 2 9 55 +19 +$0 +$111k +$111k +0 4 0 1 0 16 16 -0.93 9.9% 18.50 16.75 515 0.26 0.32 20.7% 0.06 367 105 246 8 17 96 +4 -$12k +$269k +$257k +0 7 0 0 0 15 15 -0.90 9.2% 15.85 14.45 512.5 0.40 0.47 16.1% 0.09 181 108 34 19 38 78 -1 -$28k +$298k +$270k +0 42 3 0 1 2 3 -0.87 11.7% 13.55 12.05 510 0.64 0.73 13.1% 0.14 663 384 242 64 72 364 +141 -$212k +$1.8m +$1.6m +8 19 0 0 0 10 10 -0.83 15.2% 11.70 10.05 507.5 0.97 1.12 14.4% 0.19 202 110 78 3 38 114 +25 -$122k +$725k +$603k +4 54 11 1 0 21 31 -0.76 8.2% 8.85 8.15 505 1.49 1.89 23.7% 0.26 1,055 545 449 78 104 238 +119 -$426k +$1.8m +$1.4m +3 50 1 4 7 12 19 -0.68 10.4% 7.05 6.35 502.5 2.06 2.44 16.9% 0.34 405 246 147 27 13 179 +83 -$466k +$1.5m +$1.1m -11 205 26 10 102 127 230 -0.58 16.3% 5.65 4.80 500 3.05 3.40 10.9% 0.43 1,341 619 667 54 120 829 +96 -$2.1m +$7.6m +$5.5m -7 125 16 0 62 74 143 -0.48 7.6% 4.10 3.80 497.5 4.20 4.70 11.2% 0.52 434 257 141 48 53 97 +24 -$1.2m +$890k -$346k +35 263 38 5 115 134 262 -0.38 23.0% 3.35 2.66 495 5.60 6.15 9.4% 0.61 513 308 180 23 27 301 +108 -$2.4m +$2.6m +$191k +132 158 53 27 121 37 163 -0.29 18.0% 2.24 1.87 492.5 7.25 7.90 8.6% 0.70 191 116 69 4 19 87 +48 -$1.3m +$680k -$613k +6 132 84 106 441 1,105 1,569 -0.22 22.8% 1.61 1.28 490 9.10 9.80 7.4% 0.76 153 80 71 15 15 91 +55 -$914k +$609k -$305k +18 72 145 29 284 502 818 -0.16 30.5% 1.17 0.86 487.5 11.10 12.00 7.8% 0.82 62 42 19 0 4 29 +16 -$402k +$160k -$241k +23 429 85 2 130 45 189 -0.12 26.1% 0.78 0.60 485 12.05 15.35 24.1% 0.88 8 7 1 0 2 39 -1 -$1.9m +$171k -$1.7m +14 52 24 25 31 274 310 -0.09 35.6% 0.53 0.37 482.5 14.35 17.85 21.7% 0.93 8 7 1 1 0 15 +6 -$174k +$46k -$127k +59 104 129 12 977 324 1,371 -0.06 42.4% 0.40 0.26 480 16.70 20.25 19.2% 0.95 7 3 4 0 7 55 +17 -$262k +$127k -$135k +45 420 7 0 77 16 101 -0.05 80.0% 0.35 0.15 477.5 19.20 22.65 16.5% 0.95 12 3 7 0 10 33 +0 -$820k +$62k -$758k +104 476 35 0 139 21 189 -0.04 50.0% 0.25 0.15 475 21.95 25.10 13.4% 0.96 113 35 11 0 112 11 +0 -$715k +$17k -$697k +87 267 3 0 117 5 123 -0.03 115.8% 0.30 0.08 472.5 24.10 27.55 13.4% 0.97 115 35 58 0 114 1 +1 -$301k +$1k -$300k +22 730 32 3 7 40 89 -0.02 175.0% 0.15 0.01 470 26.50 30.05 12.6% 0.97 12 4 6 0 12 5 +1 -$649k +$6k -$644k +1 20 0 0 3 0 3 -0.02 104.8% 0.16 0.05 467.5 29.35 32.50 10.2% 0.97 0 0 0 0 0 1 +0 -$15k +$936 -$14k +68 130 8 0 2 4 14 -0.02 157.1% 0.25 0.03 465 31.50 35.00 10.5% 0.98 0 0 0 0 0 1 +0 -$81k +$796 -$80k +5 7 0 0 13 0 13 -0.01 155.6% 0.16 0.02 462.5 34.60 37.50 8.0% 0.98 0 0 0 0 0 1 +0 -$4k +$678 -$3k +49 116 18 0 3 9 24 -0.01 169.2% 0.12 0.01 460 36.75 40.00 8.5% 0.98 0 0 0 0 0 2 +0 -$51k +$1k -$50k +0 5 7 0 8 2 10 -0.01 171.4% 0.13 0.01 457.5 38.95 42.00 7.5% 0.98 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 3 3 0 0 5 5 -0.01 150.0% 0.14 0.02 455 41.45 44.95 8.1% 0.99 0 0 0 0 0 1 +0 -$993 +$410 -$583 +7 9 3 0 4 0 6 -0.01 160.0% 0.18 0.02 452.5 43.95 47.45 7.7% 0.99 0 0 0 0 0 0 +0 -$3k +$0 -$3k +216 475 0 0 2 2 4 -0.01 155.6% 0.08 0.01 450 46.45 49.95 7.3% 0.99 0 0 0 0 0 0 +0 -$118k +$0 -$118k +4 6 0 0 2 1 3 -0.01 no two-sided quote 0.08 0.00 447.5 49.00 52.45 6.8% 0.99 0 0 0 0 0 0 +0 -$1k +$0 -$1k +2 4 0 0 0 1 1 -0.01 155.6% 0.08 0.01 445 52.05 54.95 5.4% 1.00 0 0 0 0 0 0 +0 -$750 +$0 -$750 +3 3 0 0 1 1 5 -0.01 166.7% 0.11 0.01 442.5 53.90 57.45 6.4% 1.00 0 0 0 0 0 0 +0 -$490 +$0 -$490 +1 1 0 0 16 2 18 -0.00 no two-sided quote 0.12 0.00 440 56.40 59.95 6.1% 1.00 1 1 0 0 0 0 +0 -$142 +$0 -$142 +1 1 0 0 4 2 6 -0.00 no two-sided quote 0.26 0.00 435 61.40 64.90 5.5% 1.00 0 0 0 0 0 6 +0 -$111 +$131 +$20 +2 2 0 0 2 0 3 -0.00 no two-sided quote 0.28 0.00 430 66.45 69.90 5.1% 1.00 0 0 0 0 0 5 +0 -$189 +$92 -$97
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