Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
19.8%
own all (<3y) · n=245
IV rank
26.8%
own all (<1y) · n=245
range
45.5% – 107.7%
own all (<1y) · n=245
Term structure · constant maturity 9 consecutive sessions in backwardation (near-term vol above 90-day: stress).
2 1 calendar day out: every tenor of 1d 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 09-30 post Earnings 2026-09-30, postmarket - date stated by the company
First session it can move: 2026-10-01, 7 calendar days from the 2026-09-24 curve - every tenor of 7d or longer spans it
Expected move ±$85.77 (±7.9%), the vendor's, vintage 2026-09-25 1d 5d 7d 14d 30d 60d 90d 180d 365d 74.7% 52.8% ━ 2026-09-24 ┅ 2026-08-25 (21 sessions earlier) Skew · risk reversal 25-delta
-4.5 pts
own all (<3y) 9.2% · n=38
10-delta
-7.9 pts
own all (<3y) 1.3% · n=38
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 2026-09-23 2d 2026-09-25 · short
2026-09-25: 8 put and 7 call strikes within ±3.3%, IV 56% to 59% strike 1037.5: IV 56.6%, beyond the shared scale strike 1040: IV 57.0%, beyond the shared scale Next earnings: 2026-09-30 postmarket, stated by the company, first moves the 2026-10-01 session, expected move ±$85.77 (±7.9%) . As the vendor's calendar stood on 2026-09-25, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 09-30 postthe company
ATM IV · 09-23 expected move 2026-10-30 Fri weekly 36 2026-10-02 8dexit by 09-30 · 6d
Chain · one strike axis Book as of 2026-09-23 : 1 session behind 2026-09-24: no MU chain statistics (net_gex) dated after 2026-09-23 are knowable as of 2026-09-24, and no ticker has newer ones. The strikes drawn below are 2026-09-23's rows as stored now; the levels and statistics are the readings dated 2026-09-23, computed from those rows when the readings were derived, and a fetch of 2026-09-23 after that can revise rows. Open interest is what entered 2026-09-23 (OCC's settlement of 2026-09-22), valued at the 2026-09-23 close.
net GEX · carried book
+$664.5m per 1%
own all (<3y) 94.9% · n=68
gamma flip
$944.39
flip within ±25% of book spot
flip distance
-2.74 ATR
own all (<3y) 3.7% · n=67
low 45.5% 245 sessions, all (<1y) · today 62.2% high 107.7%
◆ 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 2026-09-24 close, from the 2026-09-24 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Fri 09-25 08:30 · 1d Durable Goods (August) · f -0.3% · prev 1.1%Fri 09-25 10:00 · 1d U. Michigan Final Consumer Survey (September) · f 47.1 · prev 51.7Earnings: 2026-09-30 postmarket, stated by the company, first moves the 2026-10-01 session (7d on the tenor axis), expected move ±$85.77 (±7.9%) . As the vendor's calendar stood on 2026-09-25, not on the page's date.
90-day IV
60.2%
own all (<3y) 9.2% · n=245
slope, 30d − 90d
+2.0 pts
own all (<3y) 58.8% · n=245
variance risk premium, 30d
+15.4 pts
own all (<3y) 96.9% · n=240
strike 1045: IV 55.6%, beyond the shared scale strike 1050: IV 56.0%, beyond the shared scale strike 1055: IV 56.2%, beyond the shared scale strike 1060: IV 56.2%, beyond the shared scale strike 1065: IV 56.0%, beyond the shared scale strike 1070: IV 56.2%, beyond the shared scale strike 1075: IV 56.5%, beyond the shared scale strike 1080: IV 57.5%, beyond the shared scale strike 1085: IV 57.1%, beyond the shared scale strike 1090: IV 57.2%, beyond the shared scale strike 1095: IV 57.4%, beyond the shared scale 82% 58% −3.3% book spot +3.3% 5d 2026-09-28 · short
2026-09-28: 11 put and 11 call strikes within ±5.2%, IV 46% to 49% strike 1020: IV 47.4%, beyond the shared scale strike 1025: IV 47.3%, beyond the shared scale strike 1030: IV 46.8%, beyond the shared scale strike 1035: IV 46.4%, beyond the shared scale strike 1040: IV 46.7%, beyond the shared scale strike 1045: IV 46.5%, beyond the shared scale strike 1050: IV 46.3%, beyond the shared scale strike 1055: IV 46.5%, beyond the shared scale strike 1060: IV 46.1%, beyond the shared scale strike 1065: IV 46.7%, beyond the shared scale strike 1070: IV 46.5%, beyond the shared scale strike 1075: IV 46.6%, beyond the shared scale strike 1080: IV 46.7%, beyond the shared scale strike 1085: IV 47.2%, beyond the shared scale strike 1090: IV 46.8%, beyond the shared scale strike 1095: IV 47.2%, beyond the shared scale strike 1100: IV 47.3%, beyond the shared scale strike 1105: IV 47.1%, beyond the shared scale strike 1110: IV 47.7%, beyond the shared scale strike 1115: IV 47.9%, beyond the shared scale strike 1120: IV 48.2%, beyond the shared scale strike 1125: IV 48.6%, beyond the shared scale 82% 58% −5.2% book spot +5.2% 9d 2026-10-02
2026-10-02: 15 put and 15 call strikes within ±7.0%, IV 78% to 81% 82% 58% −7.0% book spot +7.0% 16d 2026-10-09
2026-10-09: 18 put and 16 call strikes within ±9.4%, IV 66% to 72% 82% 58% −9.4% book spot +9.4% 23d 2026-10-16
2026-10-16: 24 put and 12 call strikes within ±11%, IV 64% to 67% 82% 58% −11% book spot +11% 58d 2026-11-20
2026-11-20: 19 put and 19 call strikes within ±18%, IV 60% to 63% 82% 58% −18% book spot +18% 86d 2026-12-18
2026-12-18: 24 put and 23 call strikes within ±22%, IV 59% to 62% 82% 58% −22% book spot +22% 114d 2027-01-15
2027-01-15: 26 put and 26 call strikes within ±25%, IV 60% to 62% 82% 58% −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 (58%–82%), set by the expiries past 7 DTE. 35 short-dated points beyond it are pinned to the edge as open circles.
spans · +29d
2026-11-20 Fri 57 2026-10-23 29dexit by 09-30 · 6d
spans · +50d exit 22d after
61.8% p 1070 ±$85.77 (±7.9%)
DTE counts calendar days from 2026-09-24, the page's date and the earliest an entry could be made - not from the 2026-09-23 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-23 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 2026-09-24 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 2026-09-24, 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 2026-09-23 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.
book spot $1071.88 (unadjusted close, 2026-09-23) · call wall $1100.00 (+2.62% from book spot) · put wall $1000.00 (-6.71% from book spot) · max pain $940.00 (-12.30% 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 $1071.88 × (1 + that distance) - the 2026-09-23 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. MU headlines $1080.53 , its newest unadjusted close, on 2026-09-24 ; the book was taken at $1071.88 on 2026-09-23 , 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 2026-09-23 book's levels, on the 2026-09-23 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
2026-08-26 is not an expiry on the 2026-09-23 book; showing 2026-10-23.
Tradability of the 2026-10-23 expiry: 29 calendar days from 2026-09-24 (30 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-23 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 1290 (Δ 0.20), put 940 (Δ -0.20).
call put OI carried through 2026-09-22 · opened by 2026-09-22's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flip floors, marked not filtered: spread 10% of mid · OI 500 · ▸◂ strike nearest 0.20 delta, beside the spread panel · × no two-sided quote · | spread past 25%
OI changes are 2026-09-22's trading; volume is 2026-09-23's. ◀ put OI call OI ▶ entering 2026-09-23 ◀ put vol call vol ▶ traded 2026-09-23 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 1330 1320 1310 1300 1290 1280 1270 1260 1250 1240 1230 1220 1210 1200 1190 1180 1170 1160 1150 1140 1135 1130 1125 1120 1115 1110 1105 1100 1095 1090 1085 1080 1075 1070 1065 1060 1055 1050 1045 1040 1035 1030 1025 1020 1015 1010 1005 1000 995 990 985 980 975 970 965 960 955 950 945 940 935 930 925 920 915 910 905 900 895 890 885 880 875 870 865 860 855 850 845 840 835 830 825 820 815 810 805 put strike nearest 0.20 delta: 940 call strike nearest 0.20 delta: 1290 802 0 802 251 251 25% 10% 10% 25% -$739k +$739k call wall 1100 book spot 1071.88 put wall 1000 γ flip 944.39 strike 1330
calls: OI 49 (+3) · vol 20 (at ask 3, at bid 17, multi-leg 20) · NBBO 14.25 × 17.50, spread 20.5% of mid · Δ 0.16
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 265.10 × 274.80, spread 3.6% of mid · Δ -0.86
net GEX +$65k per 1% (calls +$65k, puts +$0) strike 1320
calls: OI 23 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 15.25 × 18.80, spread 20.9% of mid · Δ 0.17
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 256.15 × 265.80, spread 3.7% of mid · Δ -0.85
net GEX +$32k per 1% (calls +$32k, puts +$0) strike 1310
calls: OI 32 (+2) · vol 3 (at ask 1, at bid 2, multi-leg 1) · NBBO 16.35 × 19.90, spread 19.6% of mid · Δ 0.18
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 247.50 × 259.35, spread 4.7% of mid · Δ -0.84
net GEX +$46k per 1% (calls +$46k, puts +$0) strike 1300
calls: OI 494 (+55) · vol 87 (at ask 79, at bid 8, sweep 1, multi-leg 5) · NBBO 18.00 × 20.50, spread 13.0% of mid · Δ 0.19
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 238.55 × 248.05, spread 3.9% of mid · Δ -0.83
net GEX +$729k per 1% (calls +$730k, puts -$1k) strike 1290
calls: OI 105 (+7) · vol 38 (at ask 20, at bid 18) · NBBO 19.90 × 22.30, spread 11.4% of mid · Δ 0.20
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 230.90 × 241.70, spread 4.6% of mid · Δ -0.82
net GEX +$159k per 1% (calls +$161k, puts -$2k) strike 1280
calls: OI 31 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 20.00 × 23.65, spread 16.7% of mid · Δ 0.21
puts: OI 4 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 221.25 × 230.45, spread 4.1% of mid · Δ -0.81
net GEX +$43k per 1% (calls +$49k, puts -$6k) strike 1270
calls: OI 41 (+2) · vol 16 (at ask 7, at bid 8, multi-leg 10) · NBBO 21.40 × 25.10, spread 15.9% of mid · Δ 0.22
puts: OI 5 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 212.90 × 221.80, spread 4.1% of mid · Δ -0.79
net GEX +$59k per 1% (calls +$67k, puts -$8k) strike 1260
calls: OI 176 (+1) · vol 54 (at ask 4, at bid 50, multi-leg 4) · NBBO 22.85 × 26.60, spread 15.2% of mid · Δ 0.23
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 204.25 × 213.35, spread 4.4% of mid · Δ -0.78
net GEX +$298k per 1% (calls +$298k, puts +$0) strike 1250
calls: OI 175 (+48) · vol 104 (at ask 64, at bid 40, sweep 6, multi-leg 32) · NBBO 24.45 × 28.25, spread 14.4% of mid · Δ 0.24
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 196.00 × 204.85, spread 4.4% of mid · Δ -0.77
net GEX +$306k per 1% (calls +$306k, puts +$0) strike 1240
calls: OI 44 (+0) · vol 4 (at ask 2, at bid 2, multi-leg 3) · NBBO 25.80 × 30.35, spread 16.2% of mid · Δ 0.25
puts: OI 5 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 187.50 × 196.55, spread 4.7% of mid · Δ -0.76
net GEX +$70k per 1% (calls +$79k, puts -$9k) 2026-10-23 expiry, 87 strikes within ±25% of book spot (the flip search band); 200 hidden (40 above, 160 below), 163 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$3.7m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-23's own - whether it opened positions shows in the 2026-09-24 book's change.
max pain $940.00 belongs to the 2026-10-16 monthly (23 days from 2026-09-23, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
Table view · 87 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 -0.86 3.6% 274.80 265.10 1330 14.25 17.50 20.5% 0.16 20 3 17 0 20 49 +3 +$0 +$65k +$65k +0 0 0 0 0 0 0 -0.85 3.7% 265.80 256.15 1320 15.25 18.80 20.9% 0.17 0 0 0 0 0 23 +3 +$0 +$32k +$32k +0 0 0 0 0 0 0 -0.84 4.7% 259.35 247.50 1310 16.35 19.90 19.6% 0.18 3 1 2 0 1 32 +2 +$0 +$46k +$46k +0 1 0 0 0 0 0 -0.83 3.9% 248.05 238.55 1300 18.00 20.50 13.0% 0.19 87 79 8 1 5 494 +55 -$1k +$730k +$729k +1 1 0 0 0 0 0 -0.82 4.6% 241.70 230.90 1290 19.90 22.30 11.4% 0.20 38 20 18 0 0 105 +7 -$2k +$161k +$159k +2 4 0 0 0 0 0 -0.81 4.1% 230.45 221.25 1280 20.00 23.65 16.7% 0.21 1 1 0 0 1 31 +0 -$6k +$49k +$43k +1 5 0 0 0 0 0 -0.79 4.1% 221.80 212.90 1270 21.40 25.10 15.9% 0.22 16 7 8 0 10 41 +2 -$8k +$67k +$59k +0 0 0 0 0 0 0 -0.78 4.4% 213.35 204.25 1260 22.85 26.60 15.2% 0.23 54 4 50 0 4 176 +1 +$0 +$298k +$298k +0 0 0 0 0 0 0 -0.77 4.4% 204.85 196.00 1250 24.45 28.25 14.4% 0.24 104 64 40 6 32 175 +48 +$0 +$306k +$306k -1 5 0 0 0 0 0 -0.76 4.7% 196.55 187.50 1240 25.80 30.35 16.2% 0.25 4 2 2 0 3 44 +0 -$9k +$79k +$70k +0 38 0 0 0 0 0 -0.75 5.2% 188.85 179.35 1230 29.05 30.95 6.3% 0.27 39 21 18 0 8 218 +7 -$72k +$404k +$332k +0 8 0 0 0 0 0 -0.73 4.2% 179.85 172.40 1220 29.50 34.15 14.6% 0.28 4 3 1 0 0 97 +29 -$16k +$185k +$170k +0 14 1 0 0 1 1 -0.72 5.2% 172.15 163.50 1210 32.15 37.00 14.0% 0.29 5 3 2 0 1 60 -11 -$28k +$118k +$90k +0 23 25 0 0 25 25 -0.70 5.2% 164.25 155.85 1200 33.75 37.50 10.5% 0.31 87 28 57 0 47 257 +37 -$48k +$514k +$467k +0 15 0 0 0 0 0 -0.69 5.9% 157.50 148.40 1190 37.05 40.75 9.5% 0.32 10 4 6 0 9 41 +8 -$32k +$84k +$52k +0 19 0 0 0 0 0 -0.67 5.3% 148.80 141.10 1180 38.55 43.40 11.8% 0.34 20 8 11 1 2 219 -13 -$41k +$457k +$416k +0 12 1 0 0 1 1 -0.65 5.4% 141.30 133.85 1170 42.05 46.10 9.2% 0.36 21 4 17 2 12 75 +1 -$27k +$160k +$134k +10 21 0 0 20 0 20 -0.63 5.2% 134.00 127.25 1160 44.95 48.30 7.2% 0.37 9 0 9 0 1 66 +19 -$47k +$143k +$96k +0 5 1 1 1 2 3 -0.62 5.7% 126.80 119.80 1150 47.15 51.45 8.7% 0.39 185 168 17 4 49 328 +97 -$11k +$722k +$711k +0 0 0 0 0 0 0 -0.60 5.6% 119.75 113.25 1140 51.10 55.15 7.6% 0.41 12 3 9 0 9 34 +2 +$0 +$76k +$76k +0 1 0 0 0 0 0 -0.59 5.8% 116.65 110.10 1135 52.65 56.80 7.6% 0.42 5 1 4 0 5 21 -2 -$2k +$47k +$45k +0 3 3 0 3 0 3 -0.58 6.4% 113.35 106.30 1130 53.45 58.55 9.1% 0.43 13 10 1 0 9 17 +1 -$7k +$38k +$31k +0 0 0 0 0 0 0 -0.57 6.3% 110.10 103.35 1125 55.20 60.30 8.8% 0.44 12 1 11 0 9 64 +41 +$0 +$144k +$144k +0 0 0 0 0 0 0 -0.56 5.6% 106.90 101.10 1120 57.00 62.10 8.6% 0.45 4 4 0 0 1 66 +1 +$0 +$150k +$150k +0 0 0 0 0 0 0 -0.55 6.5% 103.65 97.10 1115 59.10 63.95 7.9% 0.46 1 1 0 0 0 19 +3 +$0 +$43k +$43k +1 13 3 0 16 0 16 -0.54 6.9% 100.45 93.75 1110 61.30 65.85 7.2% 0.47 20 2 18 0 0 35 +10 -$31k +$80k +$49k +0 12 0 0 1 2 3 -0.53 6.1% 96.50 90.75 1105 63.50 68.55 7.6% 0.47 16 5 11 0 5 160 +2 -$29k +$367k +$339k +290 382 0 0 0 0 0 -0.52 6.5% 94.25 88.35 1100 65.95 69.55 5.3% 0.48 90 30 58 3 54 303 +96 -$914k +$699k -$214k +7 9 3 0 13 5 18 -0.51 7.1% 91.20 84.95 1095 67.95 71.65 5.3% 0.49 23 11 12 0 11 88 +73 -$22k +$203k +$182k +5 6 8 0 7 2 11 -0.50 5.6% 88.30 83.45 1090 69.25 73.50 6.0% 0.50 44 8 35 0 4 47 +11 -$14k +$108k +$94k +8 11 0 0 2 3 5 -0.49 5.0% 84.40 80.30 1085 71.40 75.65 5.8% 0.51 29 5 24 0 0 106 +16 -$26k +$244k +$218k +43 46 0 1 2 3 5 -0.48 5.9% 81.85 77.15 1080 73.60 77.55 5.2% 0.52 137 21 72 0 107 58 +10 -$111k +$134k +$23k +5 22 17 0 22 25 47 -0.47 5.2% 79.05 75.05 1075 76.80 81.35 5.8% 0.53 55 31 24 0 21 217 +195 -$53k +$500k +$447k +14 18 0 12 31 7 57 -0.46 4.5% 76.10 72.75 1070 78.10 82.80 5.8% 0.54 153 66 75 0 128 37 +4 -$43k +$85k +$42k +0 14 0 0 0 0 0 -0.45 7.1% 73.95 68.90 1065 80.65 84.85 5.1% 0.55 16 5 6 0 6 17 +4 -$33k +$39k +$5k +3 24 2 0 3 3 6 -0.44 5.2% 71.45 67.85 1060 82.85 87.30 5.2% 0.56 6 2 4 0 1 188 +5 -$57k +$431k +$374k +1 16 3 0 2 1 4 -0.43 7.7% 69.75 64.55 1055 85.30 89.65 5.0% 0.57 21 1 20 0 2 61 -1 -$38k +$138k +$100k +9 380 3 0 11 21 32 -0.42 8.0% 67.30 62.10 1050 87.80 92.35 5.1% 0.58 10 2 7 0 0 196 +14 -$898k +$442k -$457k +2 20 1 0 1 0 1 -0.41 6.1% 63.45 59.70 1045 90.35 95.05 5.1% 0.59 4 1 3 0 0 68 +7 -$47k +$152k +$105k -1 28 4 0 4 2 6 -0.39 7.3% 62.15 57.80 1040 92.95 97.00 4.3% 0.60 7 5 2 0 2 135 +0 -$65k +$300k +$235k +0 25 0 0 0 0 0 -0.38 8.0% 59.25 54.70 1035 95.60 100.45 4.9% 0.61 10 10 0 0 10 41 +0 -$58k +$91k +$32k -2 31 2 0 4 1 5 -0.37 5.5% 56.45 53.45 1030 97.55 103.20 5.6% 0.62 2 1 1 0 1 62 -4 -$71k +$136k +$64k +0 16 2 0 9 4 13 -0.36 7.9% 54.35 50.20 1025 101.05 106.05 4.8% 0.63 8 1 7 3 1 92 +0 -$36k +$200k +$163k -2 136 4 0 3 2 6 -0.35 5.6% 52.25 49.40 1020 103.85 109.00 4.8% 0.64 15 2 13 0 11 98 -5 -$307k +$210k -$97k +2 26 8 0 10 0 10 -0.34 11.3% 51.60 46.10 1015 106.70 111.95 4.8% 0.65 5 2 3 1 1 42 +3 -$58k +$89k +$31k -2 15 12 0 17 4 21 -0.33 7.8% 47.80 44.20 1010 109.65 115.00 4.8% 0.66 1 0 1 0 0 109 -1 -$33k +$229k +$196k +23 36 8 0 8 1 9 -0.32 9.9% 47.55 43.05 1005 112.60 118.10 4.8% 0.67 0 0 0 0 0 21 +3 -$78k +$44k -$35k +16 363 58 0 57 40 124 -0.31 11.0% 45.10 40.40 1000 115.60 121.10 4.6% 0.68 14 2 12 0 10 194 -3 -$778k +$400k -$377k +5 69 4 0 10 8 19 -0.30 8.6% 43.20 39.65 995 117.85 124.50 5.5% 0.69 1 0 1 0 0 67 +0 -$146k +$135k -$10k -3 21 2 0 4 1 5 -0.29 6.1% 40.40 38.00 990 121.85 127.70 4.7% 0.70 8 4 4 0 4 67 +6 -$44k +$134k +$90k -1 82 1 0 2 3 5 -0.28 10.1% 39.95 36.10 985 125.10 131.00 4.6% 0.71 0 0 0 0 0 13 +0 -$167k +$25k -$142k +13 42 7 4 39 8 47 -0.27 9.0% 37.05 33.85 980 128.40 134.35 4.5% 0.72 0 0 0 0 0 58 +1 -$84k +$112k +$28k +5 38 28 0 23 9 32 -0.27 14.7% 36.25 31.30 975 131.75 137.70 4.4% 0.73 0 0 0 0 0 66 -3 -$75k +$125k +$50k +8 87 2 2 22 9 31 -0.25 11.0% 33.50 30.00 970 135.40 140.95 4.0% 0.74 94 32 62 0 94 54 +0 -$168k +$101k -$67k -8 40 1 0 6 6 12 -0.25 5.7% 31.35 29.60 965 138.05 144.65 4.7% 0.75 0 0 0 0 0 5 +1 -$76k +$9k -$67k +6 39 3 2 3 16 19 -0.24 5.5% 29.95 28.35 960 142.10 148.20 4.2% 0.75 3 2 1 0 0 48 -1 -$73k +$86k +$13k +7 42 10 0 6 3 12 -0.23 12.9% 29.40 25.85 955 145.65 151.85 4.2% 0.76 0 0 0 0 0 84 -1 -$76k +$148k +$72k +19 356 26 0 37 56 115 -0.22 6.4% 27.40 25.70 950 149.25 155.50 4.1% 0.77 9 0 9 0 1 43 -1 -$634k +$74k -$560k +0 23 11 0 1 9 11 -0.21 6.8% 25.90 24.20 945 152.30 161.70 6.0% 0.78 0 0 0 0 0 20 +0 -$40k +$34k -$6k -4 73 1 0 2 15 17 -0.20 8.3% 25.15 23.15 940 156.60 162.95 4.0% 0.79 0 0 0 0 0 50 +5 -$124k +$82k -$42k +1 53 3 16 37 46 83 -0.19 14.4% 23.80 20.60 935 160.40 166.25 3.6% 0.79 5 0 4 0 2 66 +0 -$88k +$106k +$19k +5 122 11 0 8 20 28 -0.19 13.2% 22.55 19.75 930 164.15 170.65 3.9% 0.80 3 1 2 0 3 61 +1 -$196k +$96k -$101k +0 61 6 0 2 12 14 -0.18 6.8% 21.25 19.85 925 168.00 174.55 3.8% 0.81 10 9 0 0 10 69 +0 -$95k +$105k +$10k +3 85 6 0 4 15 19 -0.17 12.7% 20.10 17.70 920 171.95 178.55 3.8% 0.82 0 0 0 0 0 56 -1 -$129k +$83k -$46k +9 32 0 0 1 1 2 -0.16 18.4% 20.20 16.80 915 175.80 182.55 3.8% 0.82 5 0 5 0 5 9 +0 -$47k +$13k -$34k +6 43 0 6 6 32 38 -0.16 18.8% 19.20 15.90 910 179.90 186.60 3.7% 0.83 0 0 0 0 0 9 +0 -$61k +$13k -$49k -1 58 1 3 3 14 17 -0.15 15.3% 17.60 15.10 905 183.95 190.70 3.6% 0.83 2 2 0 0 2 24 +0 -$81k +$33k -$48k -3 257 30 1 22 32 63 -0.14 5.5% 16.00 15.15 900 188.10 194.80 3.5% 0.84 12 8 4 0 2 246 +0 -$345k +$327k -$18k -2 120 3 0 2 4 6 -0.14 27.5% 17.60 13.35 895 192.25 198.95 3.4% 0.85 0 0 0 0 0 27 +0 -$155k +$35k -$120k +3 68 0 0 10 14 24 -0.13 19.2% 14.85 12.25 890 196.45 203.20 3.4% 0.85 2 0 2 0 0 19 +0 -$85k +$24k -$62k +6 42 1 0 4 1 5 -0.13 22.7% 14.95 11.90 885 200.70 207.40 3.3% 0.86 0 0 0 0 0 1 +0 -$51k +$1k -$50k -25 196 23 0 24 13 42 -0.12 22.3% 14.20 11.35 880 204.95 211.70 3.2% 0.87 0 0 0 0 0 10 +0 -$229k +$12k -$218k +0 54 24 0 1 27 28 -0.11 16.3% 12.95 11.00 875 209.30 216.00 3.2% 0.87 0 0 0 0 0 11 +0 -$61k +$13k -$48k +64 188 13 0 20 15 45 -0.11 13.8% 12.00 10.45 870 213.00 220.35 3.4% 0.88 0 0 0 0 0 1 +0 -$204k +$1k -$202k +0 32 3 0 3 7 10 -0.10 26.8% 11.85 9.05 865 218.00 224.80 3.1% 0.88 2 1 1 0 2 0 +0 -$34k +$0 -$34k +2 133 9 1 14 27 44 -0.10 15.6% 10.70 9.15 860 221.75 229.20 3.3% 0.88 0 0 0 0 0 1 +0 -$133k +$1k -$132k -2 33 11 0 11 6 18 -0.09 28.4% 10.65 8.00 855 226.85 233.65 3.0% 0.89 0 0 0 0 0 1 +0 -$32k +$991 -$31k -4 798 31 0 104 65 170 -0.09 10.6% 9.40 8.45 850 231.35 238.05 2.9% 0.89 1 0 1 0 0 2 +0 -$741k +$2k -$739k -2 94 8 0 1 10 11 -0.08 10.5% 9.00 8.10 845 235.80 246.40 4.4% 0.90 0 0 0 0 0 0 +0 -$83k +$0 -$83k +0 48 5 0 3 7 10 -0.08 12.4% 8.55 7.55 840 239.70 247.30 3.1% 0.90 0 0 0 0 0 52 +0 -$41k +$47k +$6k -16 81 0 0 0 0 0 -0.08 19.4% 8.50 7.00 835 244.90 251.90 2.8% 0.91 0 0 0 0 0 1 +0 -$66k +$870 -$65k -5 120 33 0 10 28 41 -0.07 21.3% 8.05 6.50 830 248.80 258.95 4.0% 0.91 0 0 0 0 0 11 +6 -$95k +$9k -$85k +15 94 11 0 1 7 12 -0.07 12.4% 7.30 6.45 825 254.05 264.10 3.9% 0.91 0 0 0 0 0 7 +5 -$71k +$6k -$65k +1 184 249 0 13 214 251 -0.07 12.6% 7.15 6.30 820 258.00 268.75 4.1% 0.92 0 0 0 0 0 2 +0 -$133k +$2k -$132k -3 62 9 0 0 4 9 -0.06 15.9% 6.45 5.50 815 262.70 270.15 2.8% 0.92 0 0 0 0 0 1 +0 -$43k +$749 -$42k -6 196 24 0 13 29 53 -0.06 15.5% 6.25 5.35 810 267.60 278.85 4.1% 0.93 0 0 0 0 0 0 +0 -$130k +$0 -$130k -1 62 68 0 31 37 69 -0.06 16.4% 5.95 5.05 805 268.25 283.55 5.5% 0.93 0 0 0 0 0 0 +0 -$39k +$0 -$39k
strike 1230
calls: OI 218 (+7) · vol 39 (at ask 21, at bid 18, multi-leg 8) · NBBO 29.05 × 30.95, spread 6.3% of mid · Δ 0.27
puts: OI 38 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 179.35 × 188.85, spread 5.2% of mid · Δ -0.75
net GEX +$332k per 1% (calls +$404k, puts -$72k) strike 1220
calls: OI 97 (+29) · vol 4 (at ask 3, at bid 1) · NBBO 29.50 × 34.15, spread 14.6% of mid · Δ 0.28
puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 172.40 × 179.85, spread 4.2% of mid · Δ -0.73
net GEX +$170k per 1% (calls +$185k, puts -$16k) strike 1210
calls: OI 60 (-11) · vol 5 (at ask 3, at bid 2, multi-leg 1) · NBBO 32.15 × 37.00, spread 14.0% of mid · Δ 0.29
puts: OI 14 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 163.50 × 172.15, spread 5.2% of mid · Δ -0.72
net GEX +$90k per 1% (calls +$118k, puts -$28k) strike 1200
calls: OI 257 (+37) · vol 87 (at ask 28, at bid 57, multi-leg 47) · NBBO 33.75 × 37.50, spread 10.5% of mid · Δ 0.31
puts: OI 23 (+0) · vol 25 (at ask 25, at bid 0, multi-leg 25) · NBBO 155.85 × 164.25, spread 5.2% of mid · Δ -0.70
net GEX +$467k per 1% (calls +$514k, puts -$48k) strike 1190
calls: OI 41 (+8) · vol 10 (at ask 4, at bid 6, multi-leg 9) · NBBO 37.05 × 40.75, spread 9.5% of mid · Δ 0.32
puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 148.40 × 157.50, spread 5.9% of mid · Δ -0.69
net GEX +$52k per 1% (calls +$84k, puts -$32k) strike 1180
calls: OI 219 (-13) · vol 20 (at ask 8, at bid 11, sweep 1, multi-leg 2) · NBBO 38.55 × 43.40, spread 11.8% of mid · Δ 0.34
puts: OI 19 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 141.10 × 148.80, spread 5.3% of mid · Δ -0.67
net GEX +$416k per 1% (calls +$457k, puts -$41k) strike 1170
calls: OI 75 (+1) · vol 21 (at ask 4, at bid 17, sweep 2, multi-leg 12) · NBBO 42.05 × 46.10, spread 9.2% of mid · Δ 0.36
puts: OI 12 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 133.85 × 141.30, spread 5.4% of mid · Δ -0.65
net GEX +$134k per 1% (calls +$160k, puts -$27k) strike 1160
calls: OI 66 (+19) · vol 9 (at ask 0, at bid 9, multi-leg 1) · NBBO 44.95 × 48.30, spread 7.2% of mid · Δ 0.37
puts: OI 21 (+10) · vol 20 (at ask 0, at bid 20) · NBBO 127.25 × 134.00, spread 5.2% of mid · Δ -0.63
net GEX +$96k per 1% (calls +$143k, puts -$47k) strike 1150
calls: OI 328 (+97) · vol 185 (at ask 168, at bid 17, sweep 4, multi-leg 49) · NBBO 47.15 × 51.45, spread 8.7% of mid · Δ 0.39
puts: OI 5 (+0) · vol 3 (at ask 2, at bid 1, sweep 1, multi-leg 1) · NBBO 119.80 × 126.80, spread 5.7% of mid · Δ -0.62
net GEX +$711k per 1% (calls +$722k, puts -$11k) strike 1140
calls: OI 34 (+2) · vol 12 (at ask 3, at bid 9, multi-leg 9) · NBBO 51.10 × 55.15, spread 7.6% of mid · Δ 0.41
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.25 × 119.75, spread 5.6% of mid · Δ -0.60
net GEX +$76k per 1% (calls +$76k, puts +$0) strike 1135
calls: OI 21 (-2) · vol 5 (at ask 1, at bid 4, multi-leg 5) · NBBO 52.65 × 56.80, spread 7.6% of mid · Δ 0.42
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.10 × 116.65, spread 5.8% of mid · Δ -0.59
net GEX +$45k per 1% (calls +$47k, puts -$2k) strike 1130
calls: OI 17 (+1) · vol 13 (at ask 10, at bid 1, multi-leg 9) · NBBO 53.45 × 58.55, spread 9.1% of mid · Δ 0.43
puts: OI 3 (+0) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 106.30 × 113.35, spread 6.4% of mid · Δ -0.58
net GEX +$31k per 1% (calls +$38k, puts -$7k) strike 1125
calls: OI 64 (+41) · vol 12 (at ask 1, at bid 11, multi-leg 9) · NBBO 55.20 × 60.30, spread 8.8% of mid · Δ 0.44
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 103.35 × 110.10, spread 6.3% of mid · Δ -0.57
net GEX +$144k per 1% (calls +$144k, puts +$0) strike 1120
calls: OI 66 (+1) · vol 4 (at ask 4, at bid 0, multi-leg 1) · NBBO 57.00 × 62.10, spread 8.6% of mid · Δ 0.45
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 101.10 × 106.90, spread 5.6% of mid · Δ -0.56
net GEX +$150k per 1% (calls +$150k, puts +$0) strike 1115
calls: OI 19 (+3) · vol 1 (at ask 1, at bid 0) · NBBO 59.10 × 63.95, spread 7.9% of mid · Δ 0.46
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.10 × 103.65, spread 6.5% of mid · Δ -0.55
net GEX +$43k per 1% (calls +$43k, puts +$0) strike 1110
calls: OI 35 (+10) · vol 20 (at ask 2, at bid 18) · NBBO 61.30 × 65.85, spread 7.2% of mid · Δ 0.47
puts: OI 13 (+1) · vol 16 (at ask 0, at bid 16, multi-leg 3) · NBBO 93.75 × 100.45, spread 6.9% of mid · Δ -0.54
net GEX +$49k per 1% (calls +$80k, puts -$31k) strike 1105
calls: OI 160 (+2) · vol 16 (at ask 5, at bid 11, multi-leg 5) · NBBO 63.50 × 68.55, spread 7.6% of mid · Δ 0.47
puts: OI 12 (+0) · vol 3 (at ask 2, at bid 1) · NBBO 90.75 × 96.50, spread 6.1% of mid · Δ -0.53
net GEX +$339k per 1% (calls +$367k, puts -$29k) strike 1100
calls: OI 303 (+96) · vol 90 (at ask 30, at bid 58, sweep 3, multi-leg 54) · NBBO 65.95 × 69.55, spread 5.3% of mid · Δ 0.48
puts: OI 382 (+290) · vol 0 (at ask 0, at bid 0) · NBBO 88.35 × 94.25, spread 6.5% of mid · Δ -0.52
net GEX -$214k per 1% (calls +$699k, puts -$914k) strike 1095
calls: OI 88 (+73) · vol 23 (at ask 11, at bid 12, multi-leg 11) · NBBO 67.95 × 71.65, spread 5.3% of mid · Δ 0.49
puts: OI 9 (+7) · vol 18 (at ask 5, at bid 13, multi-leg 3) · NBBO 84.95 × 91.20, spread 7.1% of mid · Δ -0.51
net GEX +$182k per 1% (calls +$203k, puts -$22k) strike 1090
calls: OI 47 (+11) · vol 44 (at ask 8, at bid 35, multi-leg 4) · NBBO 69.25 × 73.50, spread 6.0% of mid · Δ 0.50
puts: OI 6 (+5) · vol 11 (at ask 2, at bid 7, multi-leg 8) · NBBO 83.45 × 88.30, spread 5.6% of mid · Δ -0.50
net GEX +$94k per 1% (calls +$108k, puts -$14k) strike 1085
calls: OI 106 (+16) · vol 29 (at ask 5, at bid 24) · NBBO 71.40 × 75.65, spread 5.8% of mid · Δ 0.51
puts: OI 11 (+8) · vol 5 (at ask 3, at bid 2) · NBBO 80.30 × 84.40, spread 5.0% of mid · Δ -0.49
net GEX +$218k per 1% (calls +$244k, puts -$26k) strike 1080
calls: OI 58 (+10) · vol 137 (at ask 21, at bid 72, multi-leg 107) · NBBO 73.60 × 77.55, spread 5.2% of mid · Δ 0.52
puts: OI 46 (+43) · vol 5 (at ask 3, at bid 2, sweep 1) · NBBO 77.15 × 81.85, spread 5.9% of mid · Δ -0.48
net GEX +$23k per 1% (calls +$134k, puts -$111k) strike 1075
calls: OI 217 (+195) · vol 55 (at ask 31, at bid 24, multi-leg 21) · NBBO 76.80 × 81.35, spread 5.8% of mid · Δ 0.53
puts: OI 22 (+5) · vol 47 (at ask 25, at bid 22, multi-leg 17) · NBBO 75.05 × 79.05, spread 5.2% of mid · Δ -0.47
net GEX +$447k per 1% (calls +$500k, puts -$53k) strike 1070
calls: OI 37 (+4) · vol 153 (at ask 66, at bid 75, multi-leg 128) · NBBO 78.10 × 82.80, spread 5.8% of mid · Δ 0.54
puts: OI 18 (+14) · vol 57 (at ask 7, at bid 31, sweep 12) · NBBO 72.75 × 76.10, spread 4.5% of mid · Δ -0.46
net GEX +$42k per 1% (calls +$85k, puts -$43k) strike 1065
calls: OI 17 (+4) · vol 16 (at ask 5, at bid 6, multi-leg 6) · NBBO 80.65 × 84.85, spread 5.1% of mid · Δ 0.55
puts: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 68.90 × 73.95, spread 7.1% of mid · Δ -0.45
net GEX +$5k per 1% (calls +$39k, puts -$33k) strike 1060
calls: OI 188 (+5) · vol 6 (at ask 2, at bid 4, multi-leg 1) · NBBO 82.85 × 87.30, spread 5.2% of mid · Δ 0.56
puts: OI 24 (+3) · vol 6 (at ask 3, at bid 3, multi-leg 2) · NBBO 67.85 × 71.45, spread 5.2% of mid · Δ -0.44
net GEX +$374k per 1% (calls +$431k, puts -$57k) strike 1055
calls: OI 61 (-1) · vol 21 (at ask 1, at bid 20, multi-leg 2) · NBBO 85.30 × 89.65, spread 5.0% of mid · Δ 0.57
puts: OI 16 (+1) · vol 4 (at ask 1, at bid 2, multi-leg 3) · NBBO 64.55 × 69.75, spread 7.7% of mid · Δ -0.43
net GEX +$100k per 1% (calls +$138k, puts -$38k) strike 1050
calls: OI 196 (+14) · vol 10 (at ask 2, at bid 7) · NBBO 87.80 × 92.35, spread 5.1% of mid · Δ 0.58
puts: OI 380 (+9) · vol 32 (at ask 21, at bid 11, multi-leg 3) · NBBO 62.10 × 67.30, spread 8.0% of mid · Δ -0.42
net GEX -$457k per 1% (calls +$442k, puts -$898k) strike 1045
calls: OI 68 (+7) · vol 4 (at ask 1, at bid 3) · NBBO 90.35 × 95.05, spread 5.1% of mid · Δ 0.59
puts: OI 20 (+2) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 59.70 × 63.45, spread 6.1% of mid · Δ -0.41
net GEX +$105k per 1% (calls +$152k, puts -$47k) strike 1040
calls: OI 135 (+0) · vol 7 (at ask 5, at bid 2, multi-leg 2) · NBBO 92.95 × 97.00, spread 4.3% of mid · Δ 0.60
puts: OI 28 (-1) · vol 6 (at ask 2, at bid 4, multi-leg 4) · NBBO 57.80 × 62.15, spread 7.3% of mid · Δ -0.39
net GEX +$235k per 1% (calls +$300k, puts -$65k) strike 1035
calls: OI 41 (+0) · vol 10 (at ask 10, at bid 0, multi-leg 10) · NBBO 95.60 × 100.45, spread 4.9% of mid · Δ 0.61
puts: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 54.70 × 59.25, spread 8.0% of mid · Δ -0.38
net GEX +$32k per 1% (calls +$91k, puts -$58k) strike 1030
calls: OI 62 (-4) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 97.55 × 103.20, spread 5.6% of mid · Δ 0.62
puts: OI 31 (-2) · vol 5 (at ask 1, at bid 4, multi-leg 2) · NBBO 53.45 × 56.45, spread 5.5% of mid · Δ -0.37
net GEX +$64k per 1% (calls +$136k, puts -$71k) strike 1025
calls: OI 92 (+0) · vol 8 (at ask 1, at bid 7, sweep 3, multi-leg 1) · NBBO 101.05 × 106.05, spread 4.8% of mid · Δ 0.63
puts: OI 16 (+0) · vol 13 (at ask 4, at bid 9, multi-leg 2) · NBBO 50.20 × 54.35, spread 7.9% of mid · Δ -0.36
net GEX +$163k per 1% (calls +$200k, puts -$36k) strike 1020
calls: OI 98 (-5) · vol 15 (at ask 2, at bid 13, multi-leg 11) · NBBO 103.85 × 109.00, spread 4.8% of mid · Δ 0.64
puts: OI 136 (-2) · vol 6 (at ask 2, at bid 3, multi-leg 4) · NBBO 49.40 × 52.25, spread 5.6% of mid · Δ -0.35
net GEX -$97k per 1% (calls +$210k, puts -$307k) strike 1015
calls: OI 42 (+3) · vol 5 (at ask 2, at bid 3, sweep 1, multi-leg 1) · NBBO 106.70 × 111.95, spread 4.8% of mid · Δ 0.65
puts: OI 26 (+2) · vol 10 (at ask 0, at bid 10, multi-leg 8) · NBBO 46.10 × 51.60, spread 11.3% of mid · Δ -0.34
net GEX +$31k per 1% (calls +$89k, puts -$58k) strike 1010
calls: OI 109 (-1) · vol 1 (at ask 0, at bid 1) · NBBO 109.65 × 115.00, spread 4.8% of mid · Δ 0.66
puts: OI 15 (-2) · vol 21 (at ask 4, at bid 17, multi-leg 12) · NBBO 44.20 × 47.80, spread 7.8% of mid · Δ -0.33
net GEX +$196k per 1% (calls +$229k, puts -$33k) strike 1005
calls: OI 21 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 112.60 × 118.10, spread 4.8% of mid · Δ 0.67
puts: OI 36 (+23) · vol 9 (at ask 1, at bid 8, multi-leg 8) · NBBO 43.05 × 47.55, spread 9.9% of mid · Δ -0.32
net GEX -$35k per 1% (calls +$44k, puts -$78k) strike 1000
calls: OI 194 (-3) · vol 14 (at ask 2, at bid 12, multi-leg 10) · NBBO 115.60 × 121.10, spread 4.6% of mid · Δ 0.68
puts: OI 363 (+16) · vol 124 (at ask 40, at bid 57, multi-leg 58) · NBBO 40.40 × 45.10, spread 11.0% of mid · Δ -0.31
net GEX -$377k per 1% (calls +$400k, puts -$778k) strike 995
calls: OI 67 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 117.85 × 124.50, spread 5.5% of mid · Δ 0.69
puts: OI 69 (+5) · vol 19 (at ask 8, at bid 10, multi-leg 4) · NBBO 39.65 × 43.20, spread 8.6% of mid · Δ -0.30
net GEX -$10k per 1% (calls +$135k, puts -$146k) strike 990
calls: OI 67 (+6) · vol 8 (at ask 4, at bid 4, multi-leg 4) · NBBO 121.85 × 127.70, spread 4.7% of mid · Δ 0.70
puts: OI 21 (-3) · vol 5 (at ask 1, at bid 4, multi-leg 2) · NBBO 38.00 × 40.40, spread 6.1% of mid · Δ -0.29
net GEX +$90k per 1% (calls +$134k, puts -$44k) strike 985
calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 125.10 × 131.00, spread 4.6% of mid · Δ 0.71
puts: OI 82 (-1) · vol 5 (at ask 3, at bid 2, multi-leg 1) · NBBO 36.10 × 39.95, spread 10.1% of mid · Δ -0.28
net GEX -$142k per 1% (calls +$25k, puts -$167k) strike 980
calls: OI 58 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 128.40 × 134.35, spread 4.5% of mid · Δ 0.72
puts: OI 42 (+13) · vol 47 (at ask 8, at bid 39, sweep 4, multi-leg 7) · NBBO 33.85 × 37.05, spread 9.0% of mid · Δ -0.27
net GEX +$28k per 1% (calls +$112k, puts -$84k) strike 975
calls: OI 66 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 131.75 × 137.70, spread 4.4% of mid · Δ 0.73
puts: OI 38 (+5) · vol 32 (at ask 9, at bid 23, multi-leg 28) · NBBO 31.30 × 36.25, spread 14.7% of mid · Δ -0.27
net GEX +$50k per 1% (calls +$125k, puts -$75k) strike 970
calls: OI 54 (+0) · vol 94 (at ask 32, at bid 62, multi-leg 94) · NBBO 135.40 × 140.95, spread 4.0% of mid · Δ 0.74
puts: OI 87 (+8) · vol 31 (at ask 9, at bid 22, sweep 2, multi-leg 2) · NBBO 30.00 × 33.50, spread 11.0% of mid · Δ -0.25
net GEX -$67k per 1% (calls +$101k, puts -$168k) strike 965
calls: OI 5 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 138.05 × 144.65, spread 4.7% of mid · Δ 0.75
puts: OI 40 (-8) · vol 12 (at ask 6, at bid 6, multi-leg 1) · NBBO 29.60 × 31.35, spread 5.7% of mid · Δ -0.25
net GEX -$67k per 1% (calls +$9k, puts -$76k) strike 960
calls: OI 48 (-1) · vol 3 (at ask 2, at bid 1) · NBBO 142.10 × 148.20, spread 4.2% of mid · Δ 0.75
puts: OI 39 (+6) · vol 19 (at ask 16, at bid 3, sweep 2, multi-leg 3) · NBBO 28.35 × 29.95, spread 5.5% of mid · Δ -0.24
net GEX +$13k per 1% (calls +$86k, puts -$73k) strike 955
calls: OI 84 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 145.65 × 151.85, spread 4.2% of mid · Δ 0.76
puts: OI 42 (+7) · vol 12 (at ask 3, at bid 6, multi-leg 10) · NBBO 25.85 × 29.40, spread 12.9% of mid · Δ -0.23
net GEX +$72k per 1% (calls +$148k, puts -$76k) strike 950
calls: OI 43 (-1) · vol 9 (at ask 0, at bid 9, multi-leg 1) · NBBO 149.25 × 155.50, spread 4.1% of mid · Δ 0.77
puts: OI 356 (+19) · vol 115 (at ask 56, at bid 37, multi-leg 26) · NBBO 25.70 × 27.40, spread 6.4% of mid · Δ -0.22
net GEX -$560k per 1% (calls +$74k, puts -$634k) strike 945
calls: OI 20 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 152.30 × 161.70, spread 6.0% of mid · Δ 0.78
puts: OI 23 (+0) · vol 11 (at ask 9, at bid 1, multi-leg 11) · NBBO 24.20 × 25.90, spread 6.8% of mid · Δ -0.21
net GEX -$6k per 1% (calls +$34k, puts -$40k) strike 940
calls: OI 50 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 156.60 × 162.95, spread 4.0% of mid · Δ 0.79
puts: OI 73 (-4) · vol 17 (at ask 15, at bid 2, multi-leg 1) · NBBO 23.15 × 25.15, spread 8.3% of mid · Δ -0.20
net GEX -$42k per 1% (calls +$82k, puts -$124k) strike 935
calls: OI 66 (+0) · vol 5 (at ask 0, at bid 4, multi-leg 2) · NBBO 160.40 × 166.25, spread 3.6% of mid · Δ 0.79
puts: OI 53 (+1) · vol 83 (at ask 46, at bid 37, sweep 16, multi-leg 3) · NBBO 20.60 × 23.80, spread 14.4% of mid · Δ -0.19
net GEX +$19k per 1% (calls +$106k, puts -$88k) strike 930
calls: OI 61 (+1) · vol 3 (at ask 1, at bid 2, multi-leg 3) · NBBO 164.15 × 170.65, spread 3.9% of mid · Δ 0.80
puts: OI 122 (+5) · vol 28 (at ask 20, at bid 8, multi-leg 11) · NBBO 19.75 × 22.55, spread 13.2% of mid · Δ -0.19
net GEX -$101k per 1% (calls +$96k, puts -$196k) strike 925
calls: OI 69 (+0) · vol 10 (at ask 9, at bid 0, multi-leg 10) · NBBO 168.00 × 174.55, spread 3.8% of mid · Δ 0.81
puts: OI 61 (+0) · vol 14 (at ask 12, at bid 2, multi-leg 6) · NBBO 19.85 × 21.25, spread 6.8% of mid · Δ -0.18
net GEX +$10k per 1% (calls +$105k, puts -$95k) strike 920
calls: OI 56 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 171.95 × 178.55, spread 3.8% of mid · Δ 0.82
puts: OI 85 (+3) · vol 19 (at ask 15, at bid 4, multi-leg 6) · NBBO 17.70 × 20.10, spread 12.7% of mid · Δ -0.17
net GEX -$46k per 1% (calls +$83k, puts -$129k) strike 915
calls: OI 9 (+0) · vol 5 (at ask 0, at bid 5, multi-leg 5) · NBBO 175.80 × 182.55, spread 3.8% of mid · Δ 0.82
puts: OI 32 (+9) · vol 2 (at ask 1, at bid 1) · NBBO 16.80 × 20.20, spread 18.4% of mid · Δ -0.16
net GEX -$34k per 1% (calls +$13k, puts -$47k) strike 910
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 179.90 × 186.60, spread 3.7% of mid · Δ 0.83
puts: OI 43 (+6) · vol 38 (at ask 32, at bid 6, sweep 6) · NBBO 15.90 × 19.20, spread 18.8% of mid · Δ -0.16
net GEX -$49k per 1% (calls +$13k, puts -$61k) strike 905
calls: OI 24 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 183.95 × 190.70, spread 3.6% of mid · Δ 0.83
puts: OI 58 (-1) · vol 17 (at ask 14, at bid 3, sweep 3, multi-leg 1) · NBBO 15.10 × 17.60, spread 15.3% of mid · Δ -0.15
net GEX -$48k per 1% (calls +$33k, puts -$81k) strike 900
calls: OI 246 (+0) · vol 12 (at ask 8, at bid 4, multi-leg 2) · NBBO 188.10 × 194.80, spread 3.5% of mid · Δ 0.84
puts: OI 257 (-3) · vol 63 (at ask 32, at bid 22, sweep 1, multi-leg 30) · NBBO 15.15 × 16.00, spread 5.5% of mid · Δ -0.14
net GEX -$18k per 1% (calls +$327k, puts -$345k) strike 895
calls: OI 27 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 192.25 × 198.95, spread 3.4% of mid · Δ 0.85
puts: OI 120 (-2) · vol 6 (at ask 4, at bid 2, multi-leg 3) · NBBO 13.35 × 17.60, spread 27.5% of mid · Δ -0.14
net GEX -$120k per 1% (calls +$35k, puts -$155k) strike 890
calls: OI 19 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 196.45 × 203.20, spread 3.4% of mid · Δ 0.85
puts: OI 68 (+3) · vol 24 (at ask 14, at bid 10) · NBBO 12.25 × 14.85, spread 19.2% of mid · Δ -0.13
net GEX -$62k per 1% (calls +$24k, puts -$85k) strike 885
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 200.70 × 207.40, spread 3.3% of mid · Δ 0.86
puts: OI 42 (+6) · vol 5 (at ask 1, at bid 4, multi-leg 1) · NBBO 11.90 × 14.95, spread 22.7% of mid · Δ -0.13
net GEX -$50k per 1% (calls +$1k, puts -$51k) strike 880
calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 204.95 × 211.70, spread 3.2% of mid · Δ 0.87
puts: OI 196 (-25) · vol 42 (at ask 13, at bid 24, multi-leg 23) · NBBO 11.35 × 14.20, spread 22.3% of mid · Δ -0.12
net GEX -$218k per 1% (calls +$12k, puts -$229k) strike 875
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 209.30 × 216.00, spread 3.2% of mid · Δ 0.87
puts: OI 54 (+0) · vol 28 (at ask 27, at bid 1, multi-leg 24) · NBBO 11.00 × 12.95, spread 16.3% of mid · Δ -0.11
net GEX -$48k per 1% (calls +$13k, puts -$61k) strike 870
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 213.00 × 220.35, spread 3.4% of mid · Δ 0.88
puts: OI 188 (+64) · vol 45 (at ask 15, at bid 20, multi-leg 13) · NBBO 10.45 × 12.00, spread 13.8% of mid · Δ -0.11
net GEX -$202k per 1% (calls +$1k, puts -$204k) strike 865
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 218.00 × 224.80, spread 3.1% of mid · Δ 0.88
puts: OI 32 (+0) · vol 10 (at ask 7, at bid 3, multi-leg 3) · NBBO 9.05 × 11.85, spread 26.8% of mid · Δ -0.10
net GEX -$34k per 1% (calls +$0, puts -$34k) strike 860
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 221.75 × 229.20, spread 3.3% of mid · Δ 0.88
puts: OI 133 (+2) · vol 44 (at ask 27, at bid 14, sweep 1, multi-leg 9) · NBBO 9.15 × 10.70, spread 15.6% of mid · Δ -0.10
net GEX -$132k per 1% (calls +$1k, puts -$133k) strike 855
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 226.85 × 233.65, spread 3.0% of mid · Δ 0.89
puts: OI 33 (-2) · vol 18 (at ask 6, at bid 11, multi-leg 11) · NBBO 8.00 × 10.65, spread 28.4% of mid · Δ -0.09
net GEX -$31k per 1% (calls +$991, puts -$32k) strike 850
calls: OI 2 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 231.35 × 238.05, spread 2.9% of mid · Δ 0.89
puts: OI 798 (-4) · vol 170 (at ask 65, at bid 104, multi-leg 31) · NBBO 8.45 × 9.40, spread 10.6% of mid · Δ -0.09
net GEX -$739k per 1% (calls +$2k, puts -$741k) strike 845
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 235.80 × 246.40, spread 4.4% of mid · Δ 0.90
puts: OI 94 (-2) · vol 11 (at ask 10, at bid 1, multi-leg 8) · NBBO 8.10 × 9.00, spread 10.5% of mid · Δ -0.08
net GEX -$83k per 1% (calls +$0, puts -$83k) strike 840
calls: OI 52 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 239.70 × 247.30, spread 3.1% of mid · Δ 0.90
puts: OI 48 (+0) · vol 10 (at ask 7, at bid 3, multi-leg 5) · NBBO 7.55 × 8.55, spread 12.4% of mid · Δ -0.08
net GEX +$6k per 1% (calls +$47k, puts -$41k) strike 835
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 244.90 × 251.90, spread 2.8% of mid · Δ 0.91
puts: OI 81 (-16) · vol 0 (at ask 0, at bid 0) · NBBO 7.00 × 8.50, spread 19.4% of mid · Δ -0.08
net GEX -$65k per 1% (calls +$870, puts -$66k) strike 830
calls: OI 11 (+6) · vol 0 (at ask 0, at bid 0) · NBBO 248.80 × 258.95, spread 4.0% of mid · Δ 0.91
puts: OI 120 (-5) · vol 41 (at ask 28, at bid 10, multi-leg 33) · NBBO 6.50 × 8.05, spread 21.3% of mid · Δ -0.07
net GEX -$85k per 1% (calls +$9k, puts -$95k) strike 825
calls: OI 7 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 254.05 × 264.10, spread 3.9% of mid · Δ 0.91
puts: OI 94 (+15) · vol 12 (at ask 7, at bid 1, multi-leg 11) · NBBO 6.45 × 7.30, spread 12.4% of mid · Δ -0.07
net GEX -$65k per 1% (calls +$6k, puts -$71k) strike 820
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 258.00 × 268.75, spread 4.1% of mid · Δ 0.92
puts: OI 184 (+1) · vol 251 (at ask 214, at bid 13, multi-leg 249) · NBBO 6.30 × 7.15, spread 12.6% of mid · Δ -0.07
net GEX -$132k per 1% (calls +$2k, puts -$133k) strike 815
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 262.70 × 270.15, spread 2.8% of mid · Δ 0.92
puts: OI 62 (-3) · vol 9 (at ask 4, at bid 0, multi-leg 9) · NBBO 5.50 × 6.45, spread 15.9% of mid · Δ -0.06
net GEX -$42k per 1% (calls +$749, puts -$43k) strike 810
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 267.60 × 278.85, spread 4.1% of mid · Δ 0.93
puts: OI 196 (-6) · vol 53 (at ask 29, at bid 13, multi-leg 24) · NBBO 5.35 × 6.25, spread 15.5% of mid · Δ -0.06
net GEX -$130k per 1% (calls +$0, puts -$130k) strike 805
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 268.25 × 283.55, spread 5.5% of mid · Δ 0.93
puts: OI 62 (-1) · vol 69 (at ask 37, at bid 31, multi-leg 68) · NBBO 5.05 × 5.95, spread 16.4% of mid · Δ -0.06
net GEX -$39k per 1% (calls +$0, puts -$39k)