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 2026-10-23 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.
Tradability of the 2027-01-15 expiry: 119 calendar days from 2026-09-18 (120 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 580 (Δ 0.20), put 440 (Δ -0.20).
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: 440 call strike nearest 0.20 delta: 580 27k 0 27k 781 781 25% 10% 10% 25% -$23.3m +$23.3m call wall 500 put wall 500 book spot 497.75 γ flip 436.72 strike 620
calls: OI 2,111 (+4) · vol 73 (at ask 3, at bid 70) · NBBO 3.70 × 4.60, spread 21.7% of mid · Δ 0.11
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 121.05 × 123.70, spread 2.2% of mid · Δ -0.98
net GEX +$1.2m per 1% (calls +$1.2m, puts -$230) strike 615
calls: OI 5,672 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 4.05 × 4.95, spread 20.0% of mid · Δ 0.12
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.85 × 119.05, spread 2.7% of mid · Δ -0.97
net GEX +$3.4m per 1% (calls +$3.4m, puts -$289) strike 610
calls: OI 2,221 (+4) · vol 38 (at ask 1, at bid 37, multi-leg 1) · NBBO 4.50 × 5.30, spread 16.3% of mid · Δ 0.13
puts: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 111.20 × 114.30, spread 2.7% of mid · Δ -0.96
net GEX +$1.4m per 1% (calls +$1.4m, puts -$9k) strike 605
calls: OI 1,382 (-1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 4.90 × 5.70, spread 15.1% of mid · Δ 0.14
puts: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.50 × 109.60, spread 2.9% of mid · Δ -0.95
net GEX +$901k per 1% (calls +$915k, puts -$14k) strike 600
calls: OI 21,626 (-1,369) · vol 236 (at ask 66, at bid 167, multi-leg 12) · NBBO 5.70 × 6.40, spread 11.6% of mid · Δ 0.15
puts: OI 27 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 102.00 × 104.85, spread 2.8% of mid · Δ -0.94
net GEX +$15.1m per 1% (calls +$15.1m, puts -$14k) strike 595
calls: OI 4,075 (+0) · vol 65 (at ask 63, at bid 2) · NBBO 6.05 × 7.50, spread 21.4% of mid · Δ 0.16
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.45 × 100.30, spread 2.9% of mid · Δ -0.92
net GEX +$3.0m per 1% (calls +$3.0m, puts +$0) strike 590
calls: OI 3,466 (+3) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 6.45 × 8.20, spread 23.9% of mid · Δ 0.18
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.05 × 95.85, spread 3.0% of mid · Δ -0.91
net GEX +$2.7m per 1% (calls +$2.7m, puts -$3k) strike 585
calls: OI 807 (+19) · vol 4 (at ask 3, at bid 1) · NBBO 7.40 × 8.95, spread 19.0% of mid · Δ 0.19
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.40 × 91.35, spread 3.3% of mid · Δ -0.89
net GEX +$646k per 1% (calls +$651k, puts -$5k) strike 580
calls: OI 2,519 (-3) · vol 120 (at ask 5, at bid 114, multi-leg 1) · NBBO 8.55 × 9.40, spread 9.5% of mid · Δ 0.20
puts: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.30 × 87.10, spread 3.3% of mid · Δ -0.88
net GEX +$2.1m per 1% (calls +$2.1m, puts -$24k) strike 575
calls: OI 26,530 (-2) · vol 61 (at ask 9, at bid 50, multi-leg 53) · NBBO 9.15 × 10.20, spread 10.9% of mid · Δ 0.22
puts: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.00 × 82.80, spread 3.4% of mid · Δ -0.86
net GEX +$23.3m per 1% (calls +$23.3m, puts -$25k) strike 570
calls: OI 2,068 (+58) · vol 36 (at ask 18, at bid 16, multi-leg 2) · NBBO 9.70 × 11.35, spread 15.7% of mid · Δ 0.24
puts: OI 44 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 76.00 × 78.70, spread 3.5% of mid · Δ -0.83
net GEX +$1.8m per 1% (calls +$1.9m, puts -$42k) strike 565
calls: OI 1,663 (+32) · vol 2 (at ask 1, at bid 1) · NBBO 10.80 × 12.10, spread 11.4% of mid · Δ 0.25
puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.85 × 74.60, spread 3.8% of mid · Δ -0.81
net GEX +$1.6m per 1% (calls +$1.6m, puts -$22k) strike 560
calls: OI 3,440 (+4) · vol 2 (at ask 2, at bid 0) · NBBO 11.80 × 13.20, spread 11.2% of mid · Δ 0.27
puts: OI 26 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 67.90 × 70.65, spread 4.0% of mid · Δ -0.79
net GEX +$3.3m per 1% (calls +$3.4m, puts -$28k) strike 555
calls: OI 2,033 (+85) · vol 222 (at ask 16, at bid 205, multi-leg 3) · NBBO 13.40 × 14.40, spread 7.2% of mid · Δ 0.29
puts: OI 20 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 64.00 × 66.55, spread 3.9% of mid · Δ -0.77
net GEX +$2.0m per 1% (calls +$2.0m, puts -$23k) strike 550
calls: OI 12,879 (+55) · vol 283 (at ask 201, at bid 73, multi-leg 100) · NBBO 15.10 × 15.50, spread 2.6% of mid · Δ 0.31
puts: OI 544 (+25) · vol 55 (at ask 52, at bid 3) · NBBO 60.25 × 62.95, spread 4.4% of mid · Δ -0.75
net GEX +$12.6m per 1% (calls +$13.3m, puts -$638k) strike 545
calls: OI 2,764 (+9) · vol 7 (at ask 6, at bid 1) · NBBO 15.65 × 17.75, spread 12.6% of mid · Δ 0.33
puts: OI 130 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 56.60 × 59.25, spread 4.6% of mid · Δ -0.72
net GEX +$2.8m per 1% (calls +$2.9m, puts -$158k) strike 540
calls: OI 3,659 (+6) · vol 39 (at ask 27, at bid 11, multi-leg 19) · NBBO 16.95 × 18.60, spread 9.3% of mid · Δ 0.35
puts: OI 128 (+0) · vol 53 (at ask 52, at bid 1) · NBBO 53.20 × 55.40, spread 4.1% of mid · Δ -0.70
net GEX +$3.8m per 1% (calls +$3.9m, puts -$161k) strike 535
calls: OI 2,254 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 18.75 × 20.45, spread 8.7% of mid · Δ 0.37
puts: OI 188 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 49.75 × 52.45, spread 5.3% of mid · Δ -0.67
net GEX +$2.2m per 1% (calls +$2.5m, puts -$243k) strike 530
calls: OI 7,214 (+39) · vol 599 (at ask 133, at bid 446, multi-leg 177) · NBBO 20.50 × 22.30, spread 8.4% of mid · Δ 0.39
puts: OI 318 (+135) · vol 0 (at ask 0, at bid 0) · NBBO 46.20 × 48.50, spread 4.9% of mid · Δ -0.65
net GEX +$7.6m per 1% (calls +$8.0m, puts -$420k) strike 525
calls: OI 1,889 (+9) · vol 45 (at ask 12, at bid 27, multi-leg 32) · NBBO 22.80 × 23.85, spread 4.5% of mid · Δ 0.41
puts: OI 402 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 43.10 × 45.65, spread 5.7% of mid · Δ -0.62
net GEX +$1.6m per 1% (calls +$2.1m, puts -$538k) strike 520
calls: OI 5,423 (-77) · vol 64 (at ask 37, at bid 18, multi-leg 5) · NBBO 24.70 × 26.10, spread 5.5% of mid · Δ 0.44
puts: OI 1,252 (+1) · vol 8 (at ask 6, at bid 2, multi-leg 1) · NBBO 40.05 × 42.65, spread 6.3% of mid · Δ -0.59
net GEX +$4.4m per 1% (calls +$6.1m, puts -$1.7m) strike 515
calls: OI 2,780 (-13) · vol 41 (at ask 25, at bid 14, multi-leg 12) · NBBO 26.35 × 28.45, spread 7.7% of mid · Δ 0.46
puts: OI 349 (-12) · vol 8 (at ask 6, at bid 2) · NBBO 37.20 × 39.35, spread 5.6% of mid · Δ -0.56
net GEX +$2.7m per 1% (calls +$3.1m, puts -$475k) strike 510
calls: OI 12,978 (-7) · vol 176 (at ask 40, at bid 133, multi-leg 38) · NBBO 29.05 × 30.10, spread 3.6% of mid · Δ 0.48
puts: OI 976 (+13) · vol 49 (at ask 44, at bid 5, multi-leg 22) · NBBO 34.60 × 36.55, spread 5.5% of mid · Δ -0.54
net GEX +$13.4m per 1% (calls +$14.7m, puts -$1.3m) strike 505
calls: OI 2,554 (+0) · vol 60 (at ask 12, at bid 48, multi-leg 1) · NBBO 30.90 × 33.10, spread 6.9% of mid · Δ 0.50
puts: OI 829 (+4) · vol 22 (at ask 5, at bid 17, multi-leg 1) · NBBO 31.60 × 33.80, spread 6.7% of mid · Δ -0.51
net GEX +$1.7m per 1% (calls +$2.9m, puts -$1.1m) strike 500
calls: OI 21,454 (+43) · vol 781 (at ask 573, at bid 158, multi-leg 215) · NBBO 34.20 × 35.15, spread 2.7% of mid · Δ 0.53
puts: OI 4,692 (+161) · vol 10 (at ask 8, at bid 1, multi-leg 3) · NBBO 28.95 × 31.45, spread 8.3% of mid · Δ -0.48
net GEX +$17.4m per 1% (calls +$23.8m, puts -$6.4m) strike 495
calls: OI 1,685 (+3) · vol 91 (at ask 26, at bid 59, multi-leg 37) · NBBO 36.10 × 38.30, spread 5.9% of mid · Δ 0.55
puts: OI 1,372 (+58) · vol 7 (at ask 3, at bid 4, multi-leg 1) · NBBO 27.35 × 28.70, spread 4.8% of mid · Δ -0.45
net GEX +$18k per 1% (calls +$1.8m, puts -$1.8m) strike 490
calls: OI 4,307 (+17) · vol 35 (at ask 23, at bid 12, multi-leg 4) · NBBO 38.40 × 40.70, spread 5.8% of mid · Δ 0.57
puts: OI 1,632 (+0) · vol 8 (at ask 7, at bid 1) · NBBO 25.15 × 26.50, spread 5.2% of mid · Δ -0.43
net GEX +$2.5m per 1% (calls +$4.6m, puts -$2.1m) strike 485
calls: OI 1,765 (-1) · vol 18 (at ask 2, at bid 14, multi-leg 1) · NBBO 41.95 × 43.75, spread 4.2% of mid · Δ 0.59
puts: OI 996 (+55) · vol 5 (at ask 0, at bid 5) · NBBO 22.85 × 25.10, spread 9.4% of mid · Δ -0.40
net GEX +$594k per 1% (calls +$1.8m, puts -$1.3m) strike 480
calls: OI 5,991 (-12) · vol 100 (at ask 55, at bid 43, multi-leg 3) · NBBO 44.70 × 46.70, spread 4.4% of mid · Δ 0.61
puts: OI 5,348 (+366) · vol 29 (at ask 3, at bid 26, multi-leg 18) · NBBO 20.50 × 22.95, spread 11.3% of mid · Δ -0.38
net GEX -$404k per 1% (calls +$6.1m, puts -$6.5m) strike 475
calls: OI 2,590 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 47.55 × 50.05, spread 5.1% of mid · Δ 0.64
puts: OI 909 (+176) · vol 2 (at ask 0, at bid 2) · NBBO 19.40 × 21.20, spread 8.9% of mid · Δ -0.35
net GEX +$1.5m per 1% (calls +$2.6m, puts -$1.1m) strike 470
calls: OI 3,733 (-6) · vol 65 (at ask 11, at bid 54, multi-leg 6) · NBBO 51.65 × 53.30, spread 3.1% of mid · Δ 0.66
puts: OI 2,484 (+248) · vol 102 (at ask 50, at bid 51, multi-leg 1) · NBBO 17.70 × 18.50, spread 4.4% of mid · Δ -0.33
net GEX +$739k per 1% (calls +$3.6m, puts -$2.9m) strike 465
calls: OI 968 (-3) · vol 2 (at ask 1, at bid 1) · NBBO 54.90 × 56.65, spread 3.1% of mid · Δ 0.67
puts: OI 1,776 (+47) · vol 66 (at ask 1, at bid 65, multi-leg 60) · NBBO 15.75 × 17.50, spread 10.5% of mid · Δ -0.30
net GEX -$1.1m per 1% (calls +$898k, puts -$2.0m) strike 460
calls: OI 3,052 (+0) · vol 10 (at ask 1, at bid 8, multi-leg 9) · NBBO 58.45 × 60.15, spread 2.9% of mid · Δ 0.69
puts: OI 4,546 (+1) · vol 32 (at ask 10, at bid 22, multi-leg 5) · NBBO 14.35 × 15.40, spread 7.1% of mid · Δ -0.28
net GEX -$2.1m per 1% (calls +$2.7m, puts -$4.8m) strike 455
calls: OI 1,309 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 61.85 × 63.75, spread 3.0% of mid · Δ 0.71
puts: OI 1,498 (+84) · vol 24 (at ask 13, at bid 10, multi-leg 3) · NBBO 12.45 × 14.05, spread 12.1% of mid · Δ -0.26
net GEX -$392k per 1% (calls +$1.1m, puts -$1.5m) strike 450
calls: OI 15,050 (-509) · vol 15 (at ask 9, at bid 6, multi-leg 8) · NBBO 65.75 × 67.25, spread 2.3% of mid · Δ 0.73
puts: OI 13,310 (+13) · vol 43 (at ask 10, at bid 32, multi-leg 12) · NBBO 11.80 × 12.50, spread 5.8% of mid · Δ -0.24
net GEX -$374k per 1% (calls +$12.4m, puts -$12.8m) strike 445
calls: OI 1,039 (+1) · vol 5 (at ask 4, at bid 1, multi-leg 1) · NBBO 69.50 × 71.30, spread 2.6% of mid · Δ 0.74
puts: OI 3,931 (+9) · vol 8 (at ask 6, at bid 2, multi-leg 1) · NBBO 10.50 × 11.60, spread 10.0% of mid · Δ -0.22
net GEX -$2.7m per 1% (calls +$817k, puts -$3.6m) strike 440
calls: OI 5,696 (-9) · vol 14 (at ask 12, at bid 2, multi-leg 3) · NBBO 72.90 × 75.15, spread 3.0% of mid · Δ 0.76
puts: OI 4,265 (+31) · vol 27 (at ask 2, at bid 25, multi-leg 2) · NBBO 9.65 × 10.95, spread 12.6% of mid · Δ -0.20
net GEX +$642k per 1% (calls +$4.3m, puts -$3.6m) strike 435
calls: OI 547 (+1) · vol 2 (at ask 0, at bid 1, multi-leg 1) · NBBO 77.30 × 79.55, spread 2.9% of mid · Δ 0.77
puts: OI 2,065 (+0) · vol 53 (at ask 2, at bid 27) · NBBO 8.50 × 9.40, spread 10.1% of mid · Δ -0.19
net GEX -$1.3m per 1% (calls +$390k, puts -$1.6m) strike 430
calls: OI 5,464 (-6) · vol 3 (at ask 1, at bid 2, multi-leg 2) · NBBO 81.05 × 83.25, spread 2.7% of mid · Δ 0.79
puts: OI 6,466 (+4) · vol 23 (at ask 1, at bid 22, multi-leg 3) · NBBO 7.90 × 8.50, spread 7.3% of mid · Δ -0.17
net GEX -$1.1m per 1% (calls +$3.7m, puts -$4.8m) strike 425
calls: OI 1,314 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.50 × 87.20, spread 2.0% of mid · Δ 0.80
puts: OI 3,132 (+0) · vol 25 (at ask 6, at bid 18) · NBBO 6.85 × 7.55, spread 9.7% of mid · Δ -0.15
net GEX -$1.3m per 1% (calls +$846k, puts -$2.2m) strike 420
calls: OI 9,478 (+0) · vol 5 (at ask 2, at bid 2, multi-leg 3) · NBBO 89.15 × 91.40, spread 2.5% of mid · Δ 0.81
puts: OI 7,381 (+37) · vol 71 (at ask 64, at bid 6, multi-leg 65) · NBBO 6.15 × 6.90, spread 11.5% of mid · Δ -0.14
net GEX +$1.0m per 1% (calls +$5.8m, puts -$4.8m) strike 415
calls: OI 1,635 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.70 × 95.70, spread 2.1% of mid · Δ 0.82
puts: OI 2,154 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 5.70 × 6.35, spread 10.8% of mid · Δ -0.13
net GEX -$346k per 1% (calls +$944k, puts -$1.3m) strike 410
calls: OI 5,623 (+1) · vol 3 (at ask 3, at bid 0, multi-leg 1) · NBBO 97.80 × 100.05, spread 2.3% of mid · Δ 0.83
puts: OI 7,202 (+1) · vol 15 (at ask 7, at bid 6, sweep 1, multi-leg 8) · NBBO 4.90 × 5.95, spread 19.4% of mid · Δ -0.12
net GEX -$916k per 1% (calls +$3.1m, puts -$4.0m) strike 405
calls: OI 620 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 101.75 × 104.45, spread 2.6% of mid · Δ 0.84
puts: OI 1,109 (+155) · vol 65 (at ask 46, at bid 19, multi-leg 48) · NBBO 4.10 × 5.00, spread 19.8% of mid · Δ -0.11
net GEX -$245k per 1% (calls +$320k, puts -$565k) strike 400
calls: OI 10,929 (-13) · vol 33 (at ask 9, at bid 23, multi-leg 2) · NBBO 106.15 × 108.95, spread 2.6% of mid · Δ 0.85
puts: OI 11,217 (+29) · vol 153 (at ask 150, at bid 2, multi-leg 1) · NBBO 4.00 × 4.45, spread 10.7% of mid · Δ -0.09
net GEX +$78k per 1% (calls +$5.3m, puts -$5.2m) strike 395
calls: OI 345 (+4) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 110.80 × 113.70, spread 2.6% of mid · Δ 0.86
puts: OI 2,108 (-1) · vol 4 (at ask 0, at bid 4) · NBBO 3.70 × 4.00, spread 7.8% of mid · Δ -0.09
net GEX -$745k per 1% (calls +$158k, puts -$904k) strike 390
calls: OI 2,350 (-389) · vol 3 (at ask 3, at bid 0) · NBBO 115.20 × 118.05, spread 2.4% of mid · Δ 0.87
puts: OI 5,491 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 3.20 × 3.65, spread 13.1% of mid · Δ -0.08
net GEX -$1.1m per 1% (calls +$1.0m, puts -$2.2m) strike 385
calls: OI 947 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.80 × 123.10, spread 2.7% of mid · Δ 0.88
puts: OI 1,454 (+0) · vol 3 (at ask 0, at bid 3) · NBBO 2.93 × 3.65, spread 21.9% of mid · Δ -0.07
net GEX -$135k per 1% (calls +$386k, puts -$521k) strike 380
calls: OI 1,680 (-505) · vol 6 (at ask 4, at bid 2) · NBBO 124.25 × 127.80, spread 2.8% of mid · Δ 0.88
puts: OI 7,979 (+0) · vol 15 (at ask 2, at bid 13, multi-leg 7) · NBBO 2.47 × 2.90, spread 16.0% of mid · Δ -0.06
net GEX -$2.0m per 1% (calls +$645k, puts -$2.6m) strike 375
calls: OI 866 (-1) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 129.10 × 131.75, spread 2.0% of mid · Δ 0.89
puts: OI 2,711 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 2.37 × 2.70, spread 13.0% of mid · Δ -0.06
net GEX -$497k per 1% (calls +$313k, puts -$810k) 2027-01-15 expiry, 50 strikes within ±25% of book spot (the flip search band); 62 hidden (33 above, 29 below), 62 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$156.0m 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 · 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 1 0 0 0 0 0 -0.98 2.2% 123.70 121.05 620 3.70 4.60 21.7% 0.11 73 3 70 0 0 2,111 +4 -$230 +$1.2m +$1.2m +0 1 0 0 0 0 0 -0.97 2.7% 119.05 115.85 615 4.05 4.95 20.0% 0.12 0 0 0 0 0 5,672 +1 -$289 +$3.4m +$3.4m +0 25 0 0 0 0 0 -0.96 2.7% 114.30 111.20 610 4.50 5.30 16.3% 0.13 38 1 37 0 1 2,221 +4 -$9k +$1.4m +$1.4m +0 31 0 0 0 0 0 -0.95 2.9% 109.60 106.50 605 4.90 5.70 15.1% 0.14 1 0 1 0 1 1,382 -1 -$14k +$915k +$901k -1 27 0 0 0 0 0 -0.94 2.8% 104.85 102.00 600 5.70 6.40 11.6% 0.15 236 66 167 0 12 21,626 -1,369 -$14k +$15.1m +$15.1m +0 0 0 0 0 0 0 -0.92 2.9% 100.30 97.45 595 6.05 7.50 21.4% 0.16 65 63 2 0 0 4,075 +0 +$0 +$3.0m +$3.0m +0 5 0 0 0 0 0 -0.91 3.0% 95.85 93.05 590 6.45 8.20 23.9% 0.18 3 2 1 0 2 3,466 +3 -$3k +$2.7m +$2.7m +0 7 0 0 0 0 0 -0.89 3.3% 91.35 88.40 585 7.40 8.95 19.0% 0.19 4 3 1 0 0 807 +19 -$5k +$651k +$646k +0 29 0 0 0 0 0 -0.88 3.3% 87.10 84.30 580 8.55 9.40 9.5% 0.20 120 5 114 0 1 2,519 -3 -$24k +$2.1m +$2.1m +0 28 0 0 0 0 0 -0.86 3.4% 82.80 80.00 575 9.15 10.20 10.9% 0.22 61 9 50 0 53 26,530 -2 -$25k +$23.3m +$23.3m +0 44 0 0 0 0 0 -0.83 3.5% 78.70 76.00 570 9.70 11.35 15.7% 0.24 36 18 16 0 2 2,068 +58 -$42k +$1.9m +$1.8m +0 22 0 0 0 0 0 -0.81 3.8% 74.60 71.85 565 10.80 12.10 11.4% 0.25 2 1 1 0 0 1,663 +32 -$22k +$1.6m +$1.6m -1 26 0 0 0 0 0 -0.79 4.0% 70.65 67.90 560 11.80 13.20 11.2% 0.27 2 2 0 0 0 3,440 +4 -$28k +$3.4m +$3.3m +0 20 0 0 2 0 2 -0.77 3.9% 66.55 64.00 555 13.40 14.40 7.2% 0.29 222 16 205 0 3 2,033 +85 -$23k +$2.0m +$2.0m +25 544 0 0 3 52 55 -0.75 4.4% 62.95 60.25 550 15.10 15.50 2.6% 0.31 283 201 73 0 100 12,879 +55 -$638k +$13.3m +$12.6m +0 130 0 0 2 0 2 -0.72 4.6% 59.25 56.60 545 15.65 17.75 12.6% 0.33 7 6 1 0 0 2,764 +9 -$158k +$2.9m +$2.8m +0 128 0 0 1 52 53 -0.70 4.1% 55.40 53.20 540 16.95 18.60 9.3% 0.35 39 27 11 0 19 3,659 +6 -$161k +$3.9m +$3.8m +1 188 0 0 0 0 0 -0.67 5.3% 52.45 49.75 535 18.75 20.45 8.7% 0.37 1 1 0 0 0 2,254 +1 -$243k +$2.5m +$2.2m +135 318 0 0 0 0 0 -0.65 4.9% 48.50 46.20 530 20.50 22.30 8.4% 0.39 599 133 446 0 177 7,214 +39 -$420k +$8.0m +$7.6m +3 402 0 0 0 0 0 -0.62 5.7% 45.65 43.10 525 22.80 23.85 4.5% 0.41 45 12 27 0 32 1,889 +9 -$538k +$2.1m +$1.6m +1 1,252 1 0 2 6 8 -0.59 6.3% 42.65 40.05 520 24.70 26.10 5.5% 0.44 64 37 18 0 5 5,423 -77 -$1.7m +$6.1m +$4.4m -12 349 0 0 2 6 8 -0.56 5.6% 39.35 37.20 515 26.35 28.45 7.7% 0.46 41 25 14 0 12 2,780 -13 -$475k +$3.1m +$2.7m +13 976 22 0 5 44 49 -0.54 5.5% 36.55 34.60 510 29.05 30.10 3.6% 0.48 176 40 133 0 38 12,978 -7 -$1.3m +$14.7m +$13.4m +4 829 1 0 17 5 22 -0.51 6.7% 33.80 31.60 505 30.90 33.10 6.9% 0.50 60 12 48 0 1 2,554 +0 -$1.1m +$2.9m +$1.7m +161 4,692 3 0 1 8 10 -0.48 8.3% 31.45 28.95 500 34.20 35.15 2.7% 0.53 781 573 158 0 215 21,454 +43 -$6.4m +$23.8m +$17.4m +58 1,372 1 0 4 3 7 -0.45 4.8% 28.70 27.35 495 36.10 38.30 5.9% 0.55 91 26 59 0 37 1,685 +3 -$1.8m +$1.8m +$18k +0 1,632 0 0 1 7 8 -0.43 5.2% 26.50 25.15 490 38.40 40.70 5.8% 0.57 35 23 12 0 4 4,307 +17 -$2.1m +$4.6m +$2.5m +55 996 0 0 5 0 5 -0.40 9.4% 25.10 22.85 485 41.95 43.75 4.2% 0.59 18 2 14 0 1 1,765 -1 -$1.3m +$1.8m +$594k +366 5,348 18 0 26 3 29 -0.38 11.3% 22.95 20.50 480 44.70 46.70 4.4% 0.61 100 55 43 0 3 5,991 -12 -$6.5m +$6.1m -$404k +176 909 0 0 2 0 2 -0.35 8.9% 21.20 19.40 475 47.55 50.05 5.1% 0.64 1 1 0 0 0 2,590 +1 -$1.1m +$2.6m +$1.5m +248 2,484 1 0 51 50 102 -0.33 4.4% 18.50 17.70 470 51.65 53.30 3.1% 0.66 65 11 54 0 6 3,733 -6 -$2.9m +$3.6m +$739k +47 1,776 60 0 65 1 66 -0.30 10.5% 17.50 15.75 465 54.90 56.65 3.1% 0.67 2 1 1 0 0 968 -3 -$2.0m +$898k -$1.1m +1 4,546 5 0 22 10 32 -0.28 7.1% 15.40 14.35 460 58.45 60.15 2.9% 0.69 10 1 8 0 9 3,052 +0 -$4.8m +$2.7m -$2.1m +84 1,498 3 0 10 13 24 -0.26 12.1% 14.05 12.45 455 61.85 63.75 3.0% 0.71 1 0 0 0 0 1,309 +0 -$1.5m +$1.1m -$392k +13 13,310 12 0 32 10 43 -0.24 5.8% 12.50 11.80 450 65.75 67.25 2.3% 0.73 15 9 6 0 8 15,050 -509 -$12.8m +$12.4m -$374k +9 3,931 1 0 2 6 8 -0.22 10.0% 11.60 10.50 445 69.50 71.30 2.6% 0.74 5 4 1 0 1 1,039 +1 -$3.6m +$817k -$2.7m +31 4,265 2 0 25 2 27 -0.20 12.6% 10.95 9.65 440 72.90 75.15 3.0% 0.76 14 12 2 0 3 5,696 -9 -$3.6m +$4.3m +$642k +0 2,065 0 0 27 2 53 -0.19 10.1% 9.40 8.50 435 77.30 79.55 2.9% 0.77 2 0 1 0 1 547 +1 -$1.6m +$390k -$1.3m +4 6,466 3 0 22 1 23 -0.17 7.3% 8.50 7.90 430 81.05 83.25 2.7% 0.79 3 1 2 0 2 5,464 -6 -$4.8m +$3.7m -$1.1m +0 3,132 0 0 18 6 25 -0.15 9.7% 7.55 6.85 425 85.50 87.20 2.0% 0.80 0 0 0 0 0 1,314 +0 -$2.2m +$846k -$1.3m +37 7,381 65 0 6 64 71 -0.14 11.5% 6.90 6.15 420 89.15 91.40 2.5% 0.81 5 2 2 0 3 9,478 +0 -$4.8m +$5.8m +$1.0m +1 2,154 0 0 0 0 0 -0.13 10.8% 6.35 5.70 415 93.70 95.70 2.1% 0.82 0 0 0 0 0 1,635 +0 -$1.3m +$944k -$346k +1 7,202 8 1 6 7 15 -0.12 19.4% 5.95 4.90 410 97.80 100.05 2.3% 0.83 3 3 0 0 1 5,623 +1 -$4.0m +$3.1m -$916k +155 1,109 48 0 19 46 65 -0.11 19.8% 5.00 4.10 405 101.75 104.45 2.6% 0.84 1 1 0 0 1 620 +0 -$565k +$320k -$245k +29 11,217 1 0 2 150 153 -0.09 10.7% 4.45 4.00 400 106.15 108.95 2.6% 0.85 33 9 23 0 2 10,929 -13 -$5.2m +$5.3m +$78k -1 2,108 0 0 4 0 4 -0.09 7.8% 4.00 3.70 395 110.80 113.70 2.6% 0.86 2 1 1 0 1 345 +4 -$904k +$158k -$745k +0 5,491 0 0 2 0 2 -0.08 13.1% 3.65 3.20 390 115.20 118.05 2.4% 0.87 3 3 0 0 0 2,350 -389 -$2.2m +$1.0m -$1.1m +0 1,454 0 0 3 0 3 -0.07 21.9% 3.65 2.93 385 119.80 123.10 2.7% 0.88 0 0 0 0 0 947 +0 -$521k +$386k -$135k +0 7,979 7 0 13 2 15 -0.06 16.0% 2.90 2.47 380 124.25 127.80 2.8% 0.88 6 4 2 0 0 1,680 -505 -$2.6m +$645k -$2.0m +0 2,711 0 0 0 1 1 -0.06 13.0% 2.70 2.37 375 129.10 131.75 2.0% 0.89 1 0 0 0 1 866 -1 -$810k +$313k -$497k