Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
10.6%
own all (<3y) · n=241
IV rank
21.9%
own all (<1y) · n=241
range
45.5% – 107.7%
own all (<1y) · n=241
low 45.5% 241 sessions, all (<1y) · today 59.1% high 107.7%
Term structure · constant maturity 5 consecutive sessions in backwardation (near-term vol above 90-day: stress).
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 09-30 post Earnings 2026-09-30, postmarket - date stated by the company
First session it can move: 2026-10-01, 13 calendar days from the 2026-09-18 curve - every tenor of 13d or longer spans it
Expected move ±$88.13 (±9.0%), the vendor's, vintage 2026-09-18 1d 5d 7d 14d 30d 60d 90d 180d 365d 70.5% 34.0% ━ 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: 2026-09-30 postmarket, stated by the company, first moves the 2026-10-01 session (13d on the tenor axis), expected move ±$88.13 (±9.0%) As the vendor's calendar stood on 2026-09-20, not on the page's date.
90-day IV
58.2%
own all (<3y) 5.2% · n=241
slope, 30d − 90d
+0.9 pts
own all (<3y) 47.3% · n=241
variance risk premium, 30d
+13.2 pts
own all (<3y) 95.1% · n=236
Skew · risk reversal 25-delta
-0.3 pts
own all (<3y) 87.1% · n=35
10-delta
-1.0 pts
own all (<3y) 61.4% · 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 55% to 57% 68% 49% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 15 put and 18 call strikes within ±6.5%, IV 50% to 53% 68% 49% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 19 put and 17 call strikes within ±8.8%, IV 65% to 67% 68% 49% −8.8% book spot +8.8% 22d 2026-10-09
2026-10-09: 21 put and 21 call strikes within ±11%, IV 61% to 63% 68% 49% −11% book spot +11% 29d 2026-10-16
2026-10-16: 12 put and 12 call strikes within ±12%, IV 59% to 61% 68% 49% −12% book spot +12% 64d 2026-11-20
2026-11-20: 18 put and 18 call strikes within ±18%, IV 57% to 60% 68% 49% −18% book spot +18% 92d 2026-12-18
2026-12-18: 21 put and 22 call strikes within ±22%, IV 57% to 60% 68% 49% −22% book spot +22% 120d 2027-01-15
2027-01-15: 23 put and 25 call strikes within ±25%, IV 57% to 60% 68% 49% −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 (49%–68%), set by the expiries past 7 DTE. Next earnings: 2026-09-30 postmarket, stated by the company, first moves the 2026-10-01 session, expected move ±$88.13 (±9.0%) As the vendor's calendar stood on 2026-09-20, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 09-30 postthe company
ATM IV · 09-17 expected move 2026-10-23 Fri weekly 35 2026-09-25 7d spans · +22d exit 6d before
58.5% p 975 ±$88.13 (±9.0%) 2026-10-30 Fri weekly 42 2026-10-02 14dexit by 09-30 · 12d
spans · +29d exit 1d after
58.6% p 975 ±$88.13 (±9.0%) 2026-11-20 Fri 63 2026-10-23 35dexit by 09-30 · 12d
spans · +50d exit 22d after
58.5% c 980 ±$88.13 (±9.0%)
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 MU 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
+$703.2m per 1%
own all (<3y) 99.2% · n=64
gamma flip
$922.30
flip within ±25% of book spot
flip distance
-1.29 ATR
own all (<3y) 11.9% · n=63
0DTE share of volume
not listed daily
book spot $977.50 (unadjusted close, 2026-09-17) · call wall $1000.00 (+2.30% from book spot) · put wall $1000.00 (+2.30% from book spot) · max pain $910.00 (-6.91% 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 $977.50 × (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. MU headlines $1015.80 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $977.50 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 10-02 · 15d 10-09 · 22d 10-16 · 29d · mp 10-23 · 36d 10-30 · 43d 11-20 · 64d 12-18 · 92d 01-15 · 120d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-10-09 expiry: 21 calendar days from 2026-09-18 (22 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 1130 (Δ 0.20), put 870 (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 1220 1200 1180 1150 1135 1125 1110 1100 1090 1075 1060 1050 1040 1025 1010 1000 990 975 960 950 940 925 910 900 890 875 860 850 840 825 810 800 790 775 760 750 740 put strike nearest 0.20 delta: 870 call strike nearest 0.20 delta: 1130 953 0 953 511 511 25% 10% 10% 25% -$1.4m +$1.4m call wall 1000 put wall 1000 book spot 977.5 γ flip 922.3 strike 1220
calls: OI 74 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 6.85 × 7.75, spread 12.3% of mid · Δ 0.10
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 239.60 × 255.05, spread 6.2% of mid · Δ -0.93
net GEX +$78k per 1% (calls +$79k, puts -$940) strike 1210
calls: OI 147 (+0) · vol 16 (at ask 10, at bid 6, sweep 1, multi-leg 2) · NBBO 7.50 × 8.40, spread 11.3% of mid · Δ 0.11
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 232.70 × 242.35, spread 4.1% of mid · Δ -0.92
net GEX +$166k per 1% (calls +$167k, puts -$1k) strike 1200
calls: OI 370 (+6) · vol 511 (at ask 243, at bid 233, multi-leg 228) · NBBO 8.50 × 9.15, spread 7.4% of mid · Δ 0.12
puts: OI 3 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 222.65 × 231.85, spread 4.0% of mid · Δ -0.91
net GEX +$441k per 1% (calls +$445k, puts -$3k) strike 1190
calls: OI 165 (-4) · vol 3 (at ask 2, at bid 1) · NBBO 9.30 × 9.95, spread 6.8% of mid · Δ 0.13
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 211.75 × 223.70, spread 5.5% of mid · Δ -0.90
net GEX +$209k per 1% (calls +$210k, puts -$1k) strike 1180
calls: OI 95 (-2) · vol 8 (at ask 5, at bid 2) · NBBO 10.10 × 10.85, spread 7.2% of mid · Δ 0.14
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 204.85 × 214.55, spread 4.6% of mid · Δ -0.88
net GEX +$128k per 1% (calls +$128k, puts +$0) strike 1170
calls: OI 38 (-1) · vol 18 (at ask 12, at bid 2, multi-leg 2) · NBBO 11.00 × 11.80, spread 7.0% of mid · Δ 0.15
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 195.80 × 208.80, spread 6.4% of mid · Δ -0.87
net GEX +$54k per 1% (calls +$54k, puts +$0) strike 1160
calls: OI 37 (+0) · vol 4 (at ask 4, at bid 0) · NBBO 12.15 × 12.85, spread 5.6% of mid · Δ 0.16
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 187.15 × 200.30, spread 6.8% of mid · Δ -0.86
net GEX +$45k per 1% (calls +$55k, puts -$10k) strike 1150
calls: OI 547 (+11) · vol 368 (at ask 193, at bid 173, multi-leg 294) · NBBO 12.95 × 14.05, spread 8.1% of mid · Δ 0.18
puts: OI 168 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 177.95 × 187.55, spread 5.3% of mid · Δ -0.85
net GEX +$600k per 1% (calls +$863k, puts -$263k) strike 1140
calls: OI 72 (+0) · vol 17 (at ask 4, at bid 13, multi-leg 17) · NBBO 14.45 × 15.40, spread 6.4% of mid · Δ 0.19
puts: OI 34 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 167.20 × 181.70, spread 8.3% of mid · Δ -0.83
net GEX +$63k per 1% (calls +$119k, puts -$56k) strike 1135
calls: OI 61 (-1) · vol 8 (at ask 0, at bid 8, multi-leg 7) · NBBO 15.10 × 16.10, spread 6.4% of mid · Δ 0.20
puts: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 164.85 × 174.25, spread 5.5% of mid · Δ -0.83
net GEX +$88k per 1% (calls +$104k, puts -$15k) strike 1130
calls: OI 23 (+0) · vol 15 (at ask 7, at bid 8, multi-leg 7) · NBBO 15.50 × 16.80, spread 8.0% of mid · Δ 0.20
puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 160.55 × 169.95, spread 5.7% of mid · Δ -0.82
net GEX +$26k per 1% (calls +$40k, puts -$14k) strike 1125
calls: OI 50 (-5) · vol 18 (at ask 9, at bid 1, multi-leg 18) · NBBO 16.45 × 17.60, spread 6.8% of mid · Δ 0.21
puts: OI 19 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 154.40 × 165.55, spread 7.0% of mid · Δ -0.81
net GEX +$55k per 1% (calls +$89k, puts -$34k) strike 1120
calls: OI 108 (+0) · vol 68 (at ask 10, at bid 58, multi-leg 18) · NBBO 17.00 × 18.35, spread 7.6% of mid · Δ 0.22
puts: OI 211 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 152.15 × 165.25, spread 8.3% of mid · Δ -0.80
net GEX -$194k per 1% (calls +$197k, puts -$390k) strike 1115
calls: OI 36 (+2) · vol 1 (at ask 0, at bid 1) · NBBO 17.80 × 19.20, spread 7.6% of mid · Δ 0.23
puts: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 147.80 × 157.05, spread 6.1% of mid · Δ -0.79
net GEX +$40k per 1% (calls +$67k, puts -$27k) strike 1110
calls: OI 463 (+1) · vol 35 (at ask 26, at bid 7, multi-leg 8) · NBBO 18.75 × 20.05, spread 6.7% of mid · Δ 0.23
puts: OI 22 (+0) · vol 16 (at ask 0, at bid 16, multi-leg 16) · NBBO 143.85 × 152.90, spread 6.1% of mid · Δ -0.78
net GEX +$838k per 1% (calls +$881k, puts -$43k) strike 1105
calls: OI 26 (+1) · vol 15 (at ask 12, at bid 3, multi-leg 1) · NBBO 19.85 × 20.95, spread 5.4% of mid · Δ 0.24
puts: OI 35 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 139.70 × 148.85, spread 6.3% of mid · Δ -0.78
net GEX -$19k per 1% (calls +$50k, puts -$70k) strike 1100
calls: OI 559 (-21) · vol 239 (at ask 165, at bid 73, multi-leg 168) · NBBO 20.45 × 21.90, spread 6.8% of mid · Δ 0.25
puts: OI 199 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 135.70 × 144.75, spread 6.5% of mid · Δ -0.77
net GEX +$702k per 1% (calls +$1.1m, puts -$406k) strike 1095
calls: OI 98 (+2) · vol 4 (at ask 2, at bid 2, multi-leg 3) · NBBO 21.50 × 22.85, spread 6.1% of mid · Δ 0.26
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 131.45 × 140.75, spread 6.8% of mid · Δ -0.76
net GEX +$187k per 1% (calls +$198k, puts -$10k) strike 1090
calls: OI 39 (+0) · vol 26 (at ask 10, at bid 15, multi-leg 20) · NBBO 21.25 × 25.30, spread 17.4% of mid · Δ 0.27
puts: OI 15 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 127.50 × 140.75, spread 9.9% of mid · Δ -0.75
net GEX +$48k per 1% (calls +$80k, puts -$32k) strike 1085
calls: OI 34 (+2) · vol 3 (at ask 3, at bid 0, multi-leg 2) · NBBO 23.00 × 26.40, spread 13.8% of mid · Δ 0.28
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 123.50 × 132.75, spread 7.2% of mid · Δ -0.74
net GEX +$69k per 1% (calls +$71k, puts -$2k) strike 1080
calls: OI 188 (-10) · vol 116 (at ask 8, at bid 107, sweep 31, multi-leg 18) · NBBO 24.10 × 27.50, spread 13.2% of mid · Δ 0.29
puts: OI 229 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.75 × 128.80, spread 7.3% of mid · Δ -0.73
net GEX -$107k per 1% (calls +$401k, puts -$507k) strike 1075
calls: OI 34 (-21) · vol 17 (at ask 3, at bid 13, multi-leg 3) · NBBO 25.25 × 28.70, spread 12.8% of mid · Δ 0.30
puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 116.20 × 124.90, spread 7.2% of mid · Δ -0.72
net GEX +$44k per 1% (calls +$74k, puts -$29k) strike 1070
calls: OI 76 (+1) · vol 253 (at ask 55, at bid 195, multi-leg 11) · NBBO 26.45 × 29.00, spread 9.2% of mid · Δ 0.31
puts: OI 199 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.05 × 124.60, spread 9.7% of mid · Δ -0.71
net GEX -$290k per 1% (calls +$168k, puts -$458k) strike 1065
calls: OI 60 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 27.70 × 31.20, spread 11.9% of mid · Δ 0.32
puts: OI 12 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 108.65 × 120.95, spread 10.7% of mid · Δ -0.70
net GEX +$106k per 1% (calls +$134k, puts -$28k) strike 1060
calls: OI 235 (+1) · vol 16 (at ask 14, at bid 2, multi-leg 1) · NBBO 27.70 × 32.50, spread 15.9% of mid · Δ 0.33
puts: OI 66 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.15 × 115.65, spread 9.5% of mid · Δ -0.68
net GEX +$374k per 1% (calls +$532k, puts -$157k) strike 1055
calls: OI 36 (+6) · vol 2 (at ask 1, at bid 1) · NBBO 30.70 × 33.90, spread 9.9% of mid · Δ 0.34
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 101.70 × 109.20, spread 7.1% of mid · Δ -0.67
net GEX +$82k per 1% (calls +$82k, puts +$0) strike 1050
calls: OI 427 (+76) · vol 510 (at ask 52, at bid 455, sweep 67, multi-leg 50) · NBBO 31.85 × 35.35, spread 10.4% of mid · Δ 0.35
puts: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 98.35 × 105.65, spread 7.2% of mid · Δ -0.66
net GEX +$931k per 1% (calls +$989k, puts -$59k) strike 1045
calls: OI 38 (-1) · vol 18 (at ask 10, at bid 7, multi-leg 15) · NBBO 33.20 × 36.80, spread 10.3% of mid · Δ 0.37
puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.80 × 102.15, spread 7.5% of mid · Δ -0.65
net GEX +$57k per 1% (calls +$89k, puts -$32k) strike 1040
calls: OI 174 (+6) · vol 164 (at ask 12, at bid 50, multi-leg 14) · NBBO 34.75 × 38.35, spread 9.8% of mid · Δ 0.38
puts: OI 12 (+0) · vol 6 (at ask 4, at bid 2, multi-leg 5) · NBBO 91.35 × 98.65, spread 7.7% of mid · Δ -0.64
net GEX +$383k per 1% (calls +$413k, puts -$30k) strike 1035
calls: OI 73 (+11) · vol 48 (at ask 12, at bid 25, sweep 1, multi-leg 19) · NBBO 36.35 × 40.00, spread 9.6% of mid · Δ 0.39
puts: OI 118 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.20 × 96.70, spread 10.3% of mid · Δ -0.62
net GEX -$124k per 1% (calls +$175k, puts -$299k) strike 1030
calls: OI 178 (+2) · vol 101 (at ask 51, at bid 36, sweep 8, multi-leg 23) · NBBO 37.95 × 41.65, spread 9.3% of mid · Δ 0.40
puts: OI 30 (-3) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 84.65 × 91.05, spread 7.3% of mid · Δ -0.61
net GEX +$355k per 1% (calls +$432k, puts -$77k) strike 1025
calls: OI 71 (+2) · vol 34 (at ask 8, at bid 25, multi-leg 24) · NBBO 39.65 × 43.00, spread 8.1% of mid · Δ 0.41
puts: OI 164 (+1) · vol 2 (at ask 0, at bid 2) · NBBO 81.30 × 88.60, spread 8.6% of mid · Δ -0.60
net GEX -$252k per 1% (calls +$174k, puts -$426k) strike 1020
calls: OI 172 (+9) · vol 33 (at ask 24, at bid 8, sweep 1, multi-leg 7) · NBBO 41.65 × 45.15, spread 8.1% of mid · Δ 0.42
puts: OI 32 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 78.05 × 85.35, spread 8.9% of mid · Δ -0.59
net GEX +$340k per 1% (calls +$424k, puts -$84k) strike 1015
calls: OI 414 (+202) · vol 4 (at ask 3, at bid 1, sweep 1) · NBBO 43.30 × 47.00, spread 8.2% of mid · Δ 0.44
puts: OI 41 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.35 × 82.15, spread 8.6% of mid · Δ -0.57
net GEX +$913k per 1% (calls +$1.0m, puts -$109k) strike 1010
calls: OI 91 (+0) · vol 20 (at ask 16, at bid 3, multi-leg 4) · NBBO 45.20 × 48.90, spread 7.9% of mid · Δ 0.45
puts: OI 63 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 71.80 × 78.45, spread 8.9% of mid · Δ -0.56
net GEX +$56k per 1% (calls +$225k, puts -$169k) strike 1005
calls: OI 184 (+0) · vol 42 (at ask 15, at bid 25, sweep 1, multi-leg 2) · NBBO 47.15 × 50.90, spread 7.6% of mid · Δ 0.46
puts: OI 37 (+0) · vol 6 (at ask 0, at bid 6) · NBBO 69.50 × 75.80, spread 8.7% of mid · Δ -0.55
net GEX +$356k per 1% (calls +$456k, puts -$99k) strike 1000
calls: OI 921 (+167) · vol 173 (at ask 74, at bid 97, sweep 1, multi-leg 98) · NBBO 47.40 × 52.95, spread 11.1% of mid · Δ 0.47
puts: OI 320 (+4) · vol 129 (at ask 69, at bid 43, sweep 3, multi-leg 114) · NBBO 67.75 × 71.85, spread 5.9% of mid · Δ -0.53
net GEX +$1.4m per 1% (calls +$2.3m, puts -$860k) strike 995
calls: OI 133 (+0) · vol 118 (at ask 5, at bid 113, sweep 2, multi-leg 102) · NBBO 51.30 × 55.05, spread 7.1% of mid · Δ 0.49
puts: OI 69 (+0) · vol 9 (at ask 2, at bid 7, multi-leg 4) · NBBO 64.55 × 69.60, spread 7.5% of mid · Δ -0.52
net GEX +$146k per 1% (calls +$331k, puts -$185k) strike 990
calls: OI 299 (+29) · vol 21 (at ask 7, at bid 12, multi-leg 9) · NBBO 53.45 × 57.25, spread 6.9% of mid · Δ 0.50
puts: OI 99 (+0) · vol 18 (at ask 2, at bid 16, sweep 2, multi-leg 12) · NBBO 61.00 × 66.20, spread 8.2% of mid · Δ -0.50
net GEX +$480k per 1% (calls +$745k, puts -$265k) strike 985
calls: OI 74 (+3) · vol 34 (at ask 15, at bid 19, sweep 1, multi-leg 6) · NBBO 53.95 × 59.50, spread 9.8% of mid · Δ 0.51
puts: OI 59 (+1) · vol 13 (at ask 4, at bid 9, multi-leg 10) · NBBO 57.85 × 63.75, spread 9.7% of mid · Δ -0.49
net GEX +$27k per 1% (calls +$185k, puts -$157k) strike 980
calls: OI 456 (+9) · vol 160 (at ask 100, at bid 48, sweep 3, multi-leg 85) · NBBO 56.20 × 61.00, spread 8.2% of mid · Δ 0.53
puts: OI 745 (+0) · vol 55 (at ask 32, at bid 23, multi-leg 34) · NBBO 57.20 × 61.30, spread 6.9% of mid · Δ -0.48
net GEX -$838k per 1% (calls +$1.1m, puts -$2.0m) strike 975
calls: OI 149 (+5) · vol 302 (at ask 133, at bid 166, sweep 31, multi-leg 73) · NBBO 60.15 × 64.25, spread 6.6% of mid · Δ 0.54
puts: OI 72 (+2) · vol 55 (at ask 13, at bid 22, multi-leg 51) · NBBO 54.85 × 58.55, spread 6.5% of mid · Δ -0.46
net GEX +$181k per 1% (calls +$370k, puts -$190k) strike 970
calls: OI 95 (+12) · vol 223 (at ask 73, at bid 139, multi-leg 204) · NBBO 62.00 × 66.75, spread 7.4% of mid · Δ 0.55
puts: OI 74 (+0) · vol 59 (at ask 24, at bid 24, sweep 1, multi-leg 51) · NBBO 52.50 × 55.30, spread 5.2% of mid · Δ -0.45
net GEX +$41k per 1% (calls +$234k, puts -$194k) strike 965
calls: OI 35 (+1) · vol 19 (at ask 5, at bid 13, multi-leg 5) · NBBO 64.40 × 69.30, spread 7.3% of mid · Δ 0.57
puts: OI 35 (+3) · vol 50 (at ask 9, at bid 40, multi-leg 38) · NBBO 49.45 × 53.35, spread 7.6% of mid · Δ -0.43
net GEX -$5k per 1% (calls +$86k, puts -$91k) strike 960
calls: OI 368 (+2) · vol 192 (at ask 93, at bid 71, sweep 6, multi-leg 149) · NBBO 65.55 × 71.55, spread 8.8% of mid · Δ 0.58
puts: OI 36 (-1) · vol 11 (at ask 1, at bid 10, multi-leg 8) · NBBO 46.85 × 50.35, spread 7.2% of mid · Δ -0.42
net GEX +$803k per 1% (calls +$896k, puts -$93k) strike 955
calls: OI 72 (+6) · vol 2 (at ask 0, at bid 1, multi-leg 2) · NBBO 70.25 × 74.70, spread 6.1% of mid · Δ 0.59
puts: OI 62 (-1) · vol 14 (at ask 9, at bid 5, multi-leg 8) · NBBO 44.00 × 49.15, spread 11.1% of mid · Δ -0.41
net GEX +$15k per 1% (calls +$174k, puts -$159k) strike 950
calls: OI 494 (+67) · vol 173 (at ask 86, at bid 70, multi-leg 163) · NBBO 70.55 × 75.35, spread 6.6% of mid · Δ 0.60
puts: OI 364 (-9) · vol 63 (at ask 44, at bid 14, multi-leg 43) · NBBO 43.35 × 45.85, spread 5.6% of mid · Δ -0.39
net GEX +$258k per 1% (calls +$1.2m, puts -$926k) strike 945
calls: OI 104 (+21) · vol 19 (at ask 17, at bid 2, sweep 3, multi-leg 3) · NBBO 74.80 × 80.40, spread 7.2% of mid · Δ 0.62
puts: OI 93 (+1) · vol 38 (at ask 7, at bid 30, multi-leg 30) · NBBO 38.40 × 43.85, spread 13.3% of mid · Δ -0.38
net GEX +$12k per 1% (calls +$246k, puts -$234k) strike 940
calls: OI 150 (-29) · vol 276 (at ask 129, at bid 91, multi-leg 248) · NBBO 78.55 × 83.20, spread 5.7% of mid · Δ 0.63
puts: OI 143 (+0) · vol 45 (at ask 19, at bid 26, multi-leg 40) · NBBO 37.85 × 41.65, spread 9.6% of mid · Δ -0.37
net GEX -$5k per 1% (calls +$351k, puts -$355k) strike 935
calls: OI 31 (+7) · vol 7 (at ask 1, at bid 4, multi-leg 2) · NBBO 79.30 × 86.40, spread 8.6% of mid · Δ 0.64
puts: OI 77 (+23) · vol 17 (at ask 6, at bid 11, multi-leg 17) · NBBO 34.55 × 40.00, spread 14.6% of mid · Δ -0.35
net GEX -$117k per 1% (calls +$72k, puts -$189k) strike 930
calls: OI 621 (+86) · vol 196 (at ask 114, at bid 44, multi-leg 174) · NBBO 84.35 × 87.25, spread 3.4% of mid · Δ 0.65
puts: OI 953 (+28) · vol 77 (at ask 39, at bid 38, sweep 2, multi-leg 45) · NBBO 33.75 × 37.70, spread 11.1% of mid · Δ -0.34
net GEX -$897k per 1% (calls +$1.4m, puts -$2.3m) strike 925
calls: OI 84 (+11) · vol 16 (at ask 2, at bid 14, multi-leg 4) · NBBO 86.15 × 92.75, spread 7.4% of mid · Δ 0.67
puts: OI 174 (+60) · vol 68 (at ask 42, at bid 26, multi-leg 63) · NBBO 30.90 × 35.90, spread 15.0% of mid · Δ -0.33
net GEX -$228k per 1% (calls +$188k, puts -$416k) strike 920
calls: OI 391 (+15) · vol 266 (at ask 154, at bid 104, multi-leg 236) · NBBO 89.45 × 96.00, spread 7.1% of mid · Δ 0.68
puts: OI 297 (+12) · vol 145 (at ask 118, at bid 26, sweep 1, multi-leg 136) · NBBO 30.40 × 34.65, spread 13.1% of mid · Δ -0.31
net GEX +$162k per 1% (calls +$863k, puts -$700k) strike 915
calls: OI 19 (+0) · vol 5 (at ask 4, at bid 1) · NBBO 91.90 × 99.40, spread 7.8% of mid · Δ 0.69
puts: OI 79 (+1) · vol 13 (at ask 5, at bid 8, multi-leg 9) · NBBO 27.55 × 32.20, spread 15.6% of mid · Δ -0.30
net GEX -$141k per 1% (calls +$41k, puts -$182k) strike 910
calls: OI 110 (-2) · vol 9 (at ask 5, at bid 3, sweep 1) · NBBO 96.85 × 102.75, spread 5.9% of mid · Δ 0.70
puts: OI 61 (-2) · vol 15 (at ask 11, at bid 4, multi-leg 10) · NBBO 25.85 × 30.35, spread 16.0% of mid · Δ -0.29
net GEX +$96k per 1% (calls +$233k, puts -$138k) strike 905
calls: OI 37 (-1) · vol 2 (at ask 1, at bid 0) · NBBO 99.50 × 106.20, spread 6.5% of mid · Δ 0.71
puts: OI 121 (-2) · vol 14 (at ask 8, at bid 5, multi-leg 9) · NBBO 24.25 × 28.90, spread 17.5% of mid · Δ -0.27
net GEX -$190k per 1% (calls +$77k, puts -$267k) strike 900
calls: OI 89 (+10) · vol 9 (at ask 1, at bid 8, multi-leg 3) · NBBO 103.60 × 109.70, spread 5.7% of mid · Δ 0.73
puts: OI 418 (+13) · vol 92 (at ask 43, at bid 45, sweep 1, multi-leg 40) · NBBO 24.55 × 27.45, spread 11.2% of mid · Δ -0.26
net GEX -$718k per 1% (calls +$180k, puts -$898k) strike 895
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.90 × 113.25, spread 5.8% of mid · Δ 0.74
puts: OI 56 (+0) · vol 11 (at ask 5, at bid 6, sweep 1, multi-leg 8) · NBBO 23.20 × 24.60, spread 5.9% of mid · Δ -0.25
net GEX -$113k per 1% (calls +$4k, puts -$117k) strike 890
calls: OI 83 (+5) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 110.65 × 116.90, spread 5.5% of mid · Δ 0.75
puts: OI 197 (+1) · vol 38 (at ask 10, at bid 28, multi-leg 37) · NBBO 21.80 × 23.25, spread 6.4% of mid · Δ -0.24
net GEX -$242k per 1% (calls +$160k, puts -$402k) strike 885
calls: OI 16 (+0) · vol 4 (at ask 0, at bid 4) · NBBO 113.20 × 120.60, spread 6.3% of mid · Δ 0.76
puts: OI 52 (+0) · vol 19 (at ask 4, at bid 14, multi-leg 13) · NBBO 20.45 × 22.00, spread 7.3% of mid · Δ -0.23
net GEX -$73k per 1% (calls +$30k, puts -$103k) strike 880
calls: OI 54 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.45 × 124.35, spread 7.4% of mid · Δ 0.77
puts: OI 95 (+4) · vol 32 (at ask 14, at bid 18, multi-leg 22) · NBBO 19.20 × 20.45, spread 6.3% of mid · Δ -0.22
net GEX -$84k per 1% (calls +$99k, puts -$182k) strike 875
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.30 × 128.20, spread 7.2% of mid · Δ 0.78
puts: OI 52 (+2) · vol 23 (at ask 11, at bid 11, multi-leg 20) · NBBO 17.95 × 19.20, spread 6.7% of mid · Δ -0.21
net GEX -$77k per 1% (calls +$20k, puts -$97k) strike 870
calls: OI 33 (+6) · vol 0 (at ask 0, at bid 0) · NBBO 123.00 × 132.10, spread 7.1% of mid · Δ 0.79
puts: OI 202 (+5) · vol 48 (at ask 24, at bid 14, multi-leg 44) · NBBO 16.85 × 18.25, spread 8.0% of mid · Δ -0.20
net GEX -$306k per 1% (calls +$57k, puts -$364k) strike 865
calls: OI 19 (+0) · vol 4 (at ask 1, at bid 3, multi-leg 4) · NBBO 129.05 × 136.05, spread 5.3% of mid · Δ 0.80
puts: OI 89 (+1) · vol 29 (at ask 26, at bid 3, multi-leg 4) · NBBO 15.75 × 17.15, spread 8.5% of mid · Δ -0.19
net GEX -$123k per 1% (calls +$32k, puts -$155k) strike 860
calls: OI 15 (+0) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 132.35 × 140.05, spread 5.7% of mid · Δ 0.81
puts: OI 133 (+13) · vol 47 (at ask 21, at bid 14, multi-leg 42) · NBBO 14.80 × 15.80, spread 6.5% of mid · Δ -0.18
net GEX -$199k per 1% (calls +$25k, puts -$223k) strike 855
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.85 × 144.15, spread 8.2% of mid · Δ 0.82
puts: OI 52 (+1) · vol 9 (at ask 2, at bid 6, multi-leg 6) · NBBO 13.85 × 15.00, spread 8.0% of mid · Δ -0.17
net GEX -$81k per 1% (calls +$3k, puts -$84k) strike 850
calls: OI 63 (+40) · vol 4 (at ask 2, at bid 2, multi-leg 1) · NBBO 138.75 × 146.30, spread 5.3% of mid · Δ 0.83
puts: OI 497 (-2) · vol 134 (at ask 61, at bid 48, multi-leg 110) · NBBO 12.90 × 13.80, spread 6.7% of mid · Δ -0.16
net GEX -$677k per 1% (calls +$97k, puts -$774k) strike 845
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 144.55 × 152.50, spread 5.4% of mid · Δ 0.84
puts: OI 77 (+1) · vol 18 (at ask 3, at bid 3, multi-leg 17) · NBBO 12.05 × 13.15, spread 8.7% of mid · Δ -0.15
net GEX -$115k per 1% (calls +$0, puts -$115k) strike 840
calls: OI 9 (+2) · vol 2 (at ask 2, at bid 0) · NBBO 147.00 × 156.60, spread 6.3% of mid · Δ 0.84
puts: OI 86 (+11) · vol 26 (at ask 10, at bid 6, multi-leg 13) · NBBO 11.25 × 12.20, spread 8.1% of mid · Δ -0.14
net GEX -$111k per 1% (calls +$13k, puts -$123k) strike 835
calls: OI 5 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 151.20 × 160.90, spread 6.2% of mid · Δ 0.85
puts: OI 53 (+0) · vol 25 (at ask 13, at bid 11, multi-leg 14) · NBBO 10.45 × 11.55, spread 10.0% of mid · Δ -0.13
net GEX -$66k per 1% (calls +$7k, puts -$73k) strike 830
calls: OI 50 (+50) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 157.15 × 165.15, spread 5.0% of mid · Δ 0.86
puts: OI 85 (+1) · vol 44 (at ask 8, at bid 21, multi-leg 28) · NBBO 9.75 × 10.80, spread 10.2% of mid · Δ -0.12
net GEX -$46k per 1% (calls +$66k, puts -$112k) strike 825
calls: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 159.70 × 169.50, spread 6.0% of mid · Δ 0.86
puts: OI 99 (+45) · vol 40 (at ask 10, at bid 29, multi-leg 35) · NBBO 9.05 × 10.10, spread 11.0% of mid · Δ -0.12
net GEX -$114k per 1% (calls +$10k, puts -$124k) strike 820
calls: OI 93 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 164.10 × 172.70, spread 5.1% of mid · Δ 0.87
puts: OI 139 (+4) · vol 148 (at ask 34, at bid 114, multi-leg 139) · NBBO 8.45 × 9.45, spread 11.2% of mid · Δ -0.11
net GEX -$53k per 1% (calls +$114k, puts -$167k) strike 815
calls: OI 16 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 168.50 × 178.30, spread 5.7% of mid · Δ 0.87
puts: OI 66 (+5) · vol 20 (at ask 5, at bid 4, multi-leg 18) · NBBO 7.85 × 8.85, spread 12.0% of mid · Δ -0.10
net GEX -$57k per 1% (calls +$19k, puts -$75k) strike 810
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 174.40 × 182.75, spread 4.7% of mid · Δ 0.88
puts: OI 582 (+0) · vol 324 (at ask 279, at bid 44, multi-leg 19) · NBBO 7.30 × 8.00, spread 9.2% of mid · Δ -0.10
net GEX -$616k per 1% (calls +$17k, puts -$633k) strike 805
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 176.75 × 187.25, spread 5.8% of mid · Δ 0.88
puts: OI 36 (+0) · vol 15 (at ask 4, at bid 10, multi-leg 10) · NBBO 6.80 × 7.45, spread 9.1% of mid · Δ -0.09
net GEX -$35k per 1% (calls +$2k, puts -$37k) strike 800
calls: OI 128 (+2) · vol 1 (at ask 1, at bid 0) · NBBO 183.15 × 191.80, spread 4.6% of mid · Δ 0.89
puts: OI 579 (+9) · vol 220 (at ask 128, at bid 55, multi-leg 171) · NBBO 6.35 × 6.95, spread 9.0% of mid · Δ -0.09
net GEX -$436k per 1% (calls +$134k, puts -$570k) strike 795
calls: OI 5 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 184.60 × 196.35, spread 6.2% of mid · Δ 0.89
puts: OI 245 (+21) · vol 24 (at ask 4, at bid 19, multi-leg 21) · NBBO 5.85 × 6.55, spread 11.3% of mid · Δ -0.08
net GEX -$224k per 1% (calls +$5k, puts -$229k) strike 790
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 189.15 × 203.10, spread 7.1% of mid · Δ 0.90
puts: OI 190 (+7) · vol 33 (at ask 25, at bid 8, multi-leg 30) · NBBO 5.45 × 6.05, spread 10.4% of mid · Δ -0.08
net GEX -$167k per 1% (calls +$2k, puts -$169k) strike 785
calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 195.50 × 205.60, spread 5.0% of mid · Δ 0.90
puts: OI 140 (+5) · vol 5 (at ask 2, at bid 3) · NBBO 5.10 × 5.95, spread 15.4% of mid · Δ -0.07
net GEX -$117k per 1% (calls +$926, puts -$118k) strike 780
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 198.30 × 212.65, spread 7.0% of mid · Δ 0.90
puts: OI 204 (-3) · vol 75 (at ask 64, at bid 6, multi-leg 8) · NBBO 4.80 × 5.30, spread 9.9% of mid · Δ -0.07
net GEX -$159k per 1% (calls +$4k, puts -$163k) strike 775
calls: OI 8 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 202.90 × 214.90, spread 5.7% of mid · Δ 0.91
puts: OI 66 (+10) · vol 15 (at ask 3, at bid 11, multi-leg 11) · NBBO 4.35 × 5.05, spread 14.9% of mid · Δ -0.06
net GEX -$43k per 1% (calls +$7k, puts -$50k) strike 770
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 207.80 × 221.95, spread 6.6% of mid · Δ 0.91
puts: OI 55 (+0) · vol 52 (at ask 37, at bid 15, multi-leg 11) · NBBO 4.10 × 4.70, spread 13.6% of mid · Δ -0.06
net GEX -$35k per 1% (calls +$4k, puts -$39k) strike 765
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 212.50 × 226.30, spread 6.3% of mid · Δ 0.92
puts: OI 96 (+4) · vol 25 (at ask 8, at bid 15, sweep 1, multi-leg 8) · NBBO 3.80 × 4.45, spread 15.8% of mid · Δ -0.06
net GEX -$61k per 1% (calls +$4k, puts -$65k) strike 760
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 218.85 × 229.05, spread 4.6% of mid · Δ 0.92
puts: OI 61 (-2) · vol 11 (at ask 2, at bid 8, multi-leg 3) · NBBO 3.55 × 4.20, spread 16.8% of mid · Δ -0.05
net GEX -$37k per 1% (calls +$2k, puts -$39k) strike 755
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 221.85 × 233.80, spread 5.2% of mid · Δ 0.92
puts: OI 24 (+0) · vol 5 (at ask 5, at bid 0, multi-leg 3) · NBBO 3.30 × 3.95, spread 17.9% of mid · Δ -0.05
net GEX -$14k per 1% (calls +$720, puts -$15k) strike 750
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 226.70 × 240.80, spread 6.0% of mid · Δ 0.93
puts: OI 358 (+2) · vol 271 (at ask 83, at bid 94, multi-leg 249) · NBBO 3.10 × 3.70, spread 17.6% of mid · Δ -0.05
net GEX -$204k per 1% (calls +$2k, puts -$206k) strike 745
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 231.50 × 245.65, spread 5.9% of mid · Δ 0.93
puts: OI 48 (+2) · vol 16 (at ask 1, at bid 15, multi-leg 5) · NBBO 2.89 × 3.50, spread 19.1% of mid · Δ -0.04
net GEX -$23k per 1% (calls +$3k, puts -$26k) strike 740
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 236.30 × 250.10, spread 5.7% of mid · Δ 0.94
puts: OI 66 (+1) · vol 9 (at ask 2, at bid 4, multi-leg 1) · NBBO 2.76 × 3.30, spread 17.8% of mid · Δ -0.04
net GEX -$32k per 1% (calls +$2k, puts -$34k) strike 735
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 241.10 × 254.90, spread 5.6% of mid · Δ 0.94
puts: OI 56 (+0) · vol 23 (at ask 11, at bid 10, multi-leg 23) · NBBO 2.52 × 3.10, spread 20.6% of mid · Δ -0.04
net GEX -$27k per 1% (calls +$0, puts -$27k) 2026-10-09 expiry, 90 strikes within ±25% of book spot (the flip search band); 178 hidden (51 above, 127 below), 157 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$3.6m 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 $910.00 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 · 90 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 -0.93 6.2% 255.05 239.60 1220 6.85 7.75 12.3% 0.10 2 2 0 0 0 74 +0 -$940 +$79k +$78k +0 1 0 0 0 0 0 -0.92 4.1% 242.35 232.70 1210 7.50 8.40 11.3% 0.11 16 10 6 1 2 147 +0 -$1k +$167k +$166k +0 3 0 0 0 2 2 -0.91 4.0% 231.85 222.65 1200 8.50 9.15 7.4% 0.12 511 243 233 0 228 370 +6 -$3k +$445k +$441k +0 1 0 0 0 0 0 -0.90 5.5% 223.70 211.75 1190 9.30 9.95 6.8% 0.13 3 2 1 0 0 165 -4 -$1k +$210k +$209k +0 0 0 0 0 0 0 -0.88 4.6% 214.55 204.85 1180 10.10 10.85 7.2% 0.14 8 5 2 0 0 95 -2 +$0 +$128k +$128k +0 0 0 0 0 0 0 -0.87 6.4% 208.80 195.80 1170 11.00 11.80 7.0% 0.15 18 12 2 0 2 38 -1 +$0 +$54k +$54k +0 7 0 0 0 0 0 -0.86 6.8% 200.30 187.15 1160 12.15 12.85 5.6% 0.16 4 4 0 0 0 37 +0 -$10k +$55k +$45k +0 168 1 0 1 0 1 -0.85 5.3% 187.55 177.95 1150 12.95 14.05 8.1% 0.18 368 193 173 0 294 547 +11 -$263k +$863k +$600k +0 34 0 0 0 0 0 -0.83 8.3% 181.70 167.20 1140 14.45 15.40 6.4% 0.19 17 4 13 0 17 72 +0 -$56k +$119k +$63k +0 9 0 0 0 0 0 -0.83 5.5% 174.25 164.85 1135 15.10 16.10 6.4% 0.20 8 0 8 0 7 61 -1 -$15k +$104k +$88k +0 8 0 0 0 0 0 -0.82 5.7% 169.95 160.55 1130 15.50 16.80 8.0% 0.20 15 7 8 0 7 23 +0 -$14k +$40k +$26k +0 19 0 0 0 0 0 -0.81 7.0% 165.55 154.40 1125 16.45 17.60 6.8% 0.21 18 9 1 0 18 50 -5 -$34k +$89k +$55k +0 211 0 0 0 0 0 -0.80 8.3% 165.25 152.15 1120 17.00 18.35 7.6% 0.22 68 10 58 0 18 108 +0 -$390k +$197k -$194k +0 14 0 0 0 0 0 -0.79 6.1% 157.05 147.80 1115 17.80 19.20 7.6% 0.23 1 0 1 0 0 36 +2 -$27k +$67k +$40k +0 22 16 0 16 0 16 -0.78 6.1% 152.90 143.85 1110 18.75 20.05 6.7% 0.23 35 26 7 0 8 463 +1 -$43k +$881k +$838k +0 35 0 0 0 0 0 -0.78 6.3% 148.85 139.70 1105 19.85 20.95 5.4% 0.24 15 12 3 0 1 26 +1 -$70k +$50k -$19k +0 199 1 0 1 0 1 -0.77 6.5% 144.75 135.70 1100 20.45 21.90 6.8% 0.25 239 165 73 0 168 559 -21 -$406k +$1.1m +$702k +0 5 0 0 0 0 0 -0.76 6.8% 140.75 131.45 1095 21.50 22.85 6.1% 0.26 4 2 2 0 3 98 +2 -$10k +$198k +$187k +2 15 0 0 0 0 0 -0.75 9.9% 140.75 127.50 1090 21.25 25.30 17.4% 0.27 26 10 15 0 20 39 +0 -$32k +$80k +$48k +0 1 0 0 0 0 0 -0.74 7.2% 132.75 123.50 1085 23.00 26.40 13.8% 0.28 3 3 0 0 2 34 +2 -$2k +$71k +$69k +0 229 0 0 0 0 0 -0.73 7.3% 128.80 119.75 1080 24.10 27.50 13.2% 0.29 116 8 107 31 18 188 -10 -$507k +$401k -$107k +0 13 0 0 0 0 0 -0.72 7.2% 124.90 116.20 1075 25.25 28.70 12.8% 0.30 17 3 13 0 3 34 -21 -$29k +$74k +$44k +0 199 0 0 0 0 0 -0.71 9.7% 124.60 113.05 1070 26.45 29.00 9.2% 0.31 253 55 195 0 11 76 +1 -$458k +$168k -$290k +0 12 0 0 0 1 1 -0.70 10.7% 120.95 108.65 1065 27.70 31.20 11.9% 0.32 1 1 0 0 1 60 +0 -$28k +$134k +$106k +0 66 0 0 0 0 0 -0.68 9.5% 115.65 105.15 1060 27.70 32.50 15.9% 0.33 16 14 2 0 1 235 +1 -$157k +$532k +$374k +0 0 0 0 0 0 0 -0.67 7.1% 109.20 101.70 1055 30.70 33.90 9.9% 0.34 2 1 1 0 0 36 +6 +$0 +$82k +$82k +0 24 0 0 0 0 0 -0.66 7.2% 105.65 98.35 1050 31.85 35.35 10.4% 0.35 510 52 455 67 50 427 +76 -$59k +$989k +$931k +0 13 0 0 0 0 0 -0.65 7.5% 102.15 94.80 1045 33.20 36.80 10.3% 0.37 18 10 7 0 15 38 -1 -$32k +$89k +$57k +0 12 5 0 2 4 6 -0.64 7.7% 98.65 91.35 1040 34.75 38.35 9.8% 0.38 164 12 50 0 14 174 +6 -$30k +$413k +$383k +0 118 0 0 0 0 0 -0.62 10.3% 96.70 87.20 1035 36.35 40.00 9.6% 0.39 48 12 25 1 19 73 +11 -$299k +$175k -$124k -3 30 1 0 1 0 1 -0.61 7.3% 91.05 84.65 1030 37.95 41.65 9.3% 0.40 101 51 36 8 23 178 +2 -$77k +$432k +$355k +1 164 0 0 2 0 2 -0.60 8.6% 88.60 81.30 1025 39.65 43.00 8.1% 0.41 34 8 25 0 24 71 +2 -$426k +$174k -$252k +1 32 0 0 1 0 1 -0.59 8.9% 85.35 78.05 1020 41.65 45.15 8.1% 0.42 33 24 8 1 7 172 +9 -$84k +$424k +$340k +0 41 0 0 0 0 0 -0.57 8.6% 82.15 75.35 1015 43.30 47.00 8.2% 0.44 4 3 1 1 0 414 +202 -$109k +$1.0m +$913k +0 63 2 0 1 1 2 -0.56 8.9% 78.45 71.80 1010 45.20 48.90 7.9% 0.45 20 16 3 0 4 91 +0 -$169k +$225k +$56k +0 37 0 0 6 0 6 -0.55 8.7% 75.80 69.50 1005 47.15 50.90 7.6% 0.46 42 15 25 1 2 184 +0 -$99k +$456k +$356k +4 320 114 3 43 69 129 -0.53 5.9% 71.85 67.75 1000 47.40 52.95 11.1% 0.47 173 74 97 1 98 921 +167 -$860k +$2.3m +$1.4m +0 69 4 0 7 2 9 -0.52 7.5% 69.60 64.55 995 51.30 55.05 7.1% 0.49 118 5 113 2 102 133 +0 -$185k +$331k +$146k +0 99 12 2 16 2 18 -0.50 8.2% 66.20 61.00 990 53.45 57.25 6.9% 0.50 21 7 12 0 9 299 +29 -$265k +$745k +$480k +1 59 10 0 9 4 13 -0.49 9.7% 63.75 57.85 985 53.95 59.50 9.8% 0.51 34 15 19 1 6 74 +3 -$157k +$185k +$27k +0 745 34 0 23 32 55 -0.48 6.9% 61.30 57.20 980 56.20 61.00 8.2% 0.53 160 100 48 3 85 456 +9 -$2.0m +$1.1m -$838k +2 72 51 0 22 13 55 -0.46 6.5% 58.55 54.85 975 60.15 64.25 6.6% 0.54 302 133 166 31 73 149 +5 -$190k +$370k +$181k +0 74 51 1 24 24 59 -0.45 5.2% 55.30 52.50 970 62.00 66.75 7.4% 0.55 223 73 139 0 204 95 +12 -$194k +$234k +$41k +3 35 38 0 40 9 50 -0.43 7.6% 53.35 49.45 965 64.40 69.30 7.3% 0.57 19 5 13 0 5 35 +1 -$91k +$86k -$5k -1 36 8 0 10 1 11 -0.42 7.2% 50.35 46.85 960 65.55 71.55 8.8% 0.58 192 93 71 6 149 368 +2 -$93k +$896k +$803k -1 62 8 0 5 9 14 -0.41 11.1% 49.15 44.00 955 70.25 74.70 6.1% 0.59 2 0 1 0 2 72 +6 -$159k +$174k +$15k -9 364 43 0 14 44 63 -0.39 5.6% 45.85 43.35 950 70.55 75.35 6.6% 0.60 173 86 70 0 163 494 +67 -$926k +$1.2m +$258k +1 93 30 0 30 7 38 -0.38 13.3% 43.85 38.40 945 74.80 80.40 7.2% 0.62 19 17 2 3 3 104 +21 -$234k +$246k +$12k +0 143 40 0 26 19 45 -0.37 9.6% 41.65 37.85 940 78.55 83.20 5.7% 0.63 276 129 91 0 248 150 -29 -$355k +$351k -$5k +23 77 17 0 11 6 17 -0.35 14.6% 40.00 34.55 935 79.30 86.40 8.6% 0.64 7 1 4 0 2 31 +7 -$189k +$72k -$117k +28 953 45 2 38 39 77 -0.34 11.1% 37.70 33.75 930 84.35 87.25 3.4% 0.65 196 114 44 0 174 621 +86 -$2.3m +$1.4m -$897k +60 174 63 0 26 42 68 -0.33 15.0% 35.90 30.90 925 86.15 92.75 7.4% 0.67 16 2 14 0 4 84 +11 -$416k +$188k -$228k +12 297 136 1 26 118 145 -0.31 13.1% 34.65 30.40 920 89.45 96.00 7.1% 0.68 266 154 104 0 236 391 +15 -$700k +$863k +$162k +1 79 9 0 8 5 13 -0.30 15.6% 32.20 27.55 915 91.90 99.40 7.8% 0.69 5 4 1 0 0 19 +0 -$182k +$41k -$141k -2 61 10 0 4 11 15 -0.29 16.0% 30.35 25.85 910 96.85 102.75 5.9% 0.70 9 5 3 1 0 110 -2 -$138k +$233k +$96k -2 121 9 0 5 8 14 -0.27 17.5% 28.90 24.25 905 99.50 106.20 6.5% 0.71 2 1 0 0 0 37 -1 -$267k +$77k -$190k +13 418 40 1 45 43 92 -0.26 11.2% 27.45 24.55 900 103.60 109.70 5.7% 0.73 9 1 8 0 3 89 +10 -$898k +$180k -$718k +0 56 8 1 6 5 11 -0.25 5.9% 24.60 23.20 895 106.90 113.25 5.8% 0.74 0 0 0 0 0 2 +0 -$117k +$4k -$113k +1 197 37 0 28 10 38 -0.24 6.4% 23.25 21.80 890 110.65 116.90 5.5% 0.75 2 1 1 0 1 83 +5 -$402k +$160k -$242k +0 52 13 0 14 4 19 -0.23 7.3% 22.00 20.45 885 113.20 120.60 6.3% 0.76 4 0 4 0 0 16 +0 -$103k +$30k -$73k +4 95 22 0 18 14 32 -0.22 6.3% 20.45 19.20 880 115.45 124.35 7.4% 0.77 0 0 0 0 0 54 +0 -$182k +$99k -$84k +2 52 20 0 11 11 23 -0.21 6.7% 19.20 17.95 875 119.30 128.20 7.2% 0.78 0 0 0 0 0 11 +0 -$97k +$20k -$77k +5 202 44 0 14 24 48 -0.20 8.0% 18.25 16.85 870 123.00 132.10 7.1% 0.79 0 0 0 0 0 33 +6 -$364k +$57k -$306k +1 89 4 0 3 26 29 -0.19 8.5% 17.15 15.75 865 129.05 136.05 5.3% 0.80 4 1 3 0 4 19 +0 -$155k +$32k -$123k +13 133 42 0 14 21 47 -0.18 6.5% 15.80 14.80 860 132.35 140.05 5.7% 0.81 3 0 3 0 3 15 +0 -$223k +$25k -$199k +1 52 6 0 6 2 9 -0.17 8.0% 15.00 13.85 855 132.85 144.15 8.2% 0.82 0 0 0 0 0 2 +0 -$84k +$3k -$81k -2 497 110 0 48 61 134 -0.16 6.7% 13.80 12.90 850 138.75 146.30 5.3% 0.83 4 2 2 0 1 63 +40 -$774k +$97k -$677k +1 77 17 0 3 3 18 -0.15 8.7% 13.15 12.05 845 144.55 152.50 5.4% 0.84 2 1 1 0 2 0 +0 -$115k +$0 -$115k +11 86 13 0 6 10 26 -0.14 8.1% 12.20 11.25 840 147.00 156.60 6.3% 0.84 2 2 0 0 0 9 +2 -$123k +$13k -$111k +0 53 14 0 11 13 25 -0.13 10.0% 11.55 10.45 835 151.20 160.90 6.2% 0.85 0 0 0 0 0 5 +3 -$73k +$7k -$66k +1 85 28 0 21 8 44 -0.12 10.2% 10.80 9.75 830 157.15 165.15 5.0% 0.86 3 0 3 0 3 50 +50 -$112k +$66k -$46k +45 99 35 0 29 10 40 -0.12 11.0% 10.10 9.05 825 159.70 169.50 6.0% 0.86 0 0 0 0 0 8 +0 -$124k +$10k -$114k +4 139 139 0 114 34 148 -0.11 11.2% 9.45 8.45 820 164.10 172.70 5.1% 0.87 0 0 0 0 0 93 +2 -$167k +$114k -$53k +5 66 18 0 4 5 20 -0.10 12.0% 8.85 7.85 815 168.50 178.30 5.7% 0.87 2 1 1 0 0 16 +0 -$75k +$19k -$57k +0 582 19 0 44 279 324 -0.10 9.2% 8.00 7.30 810 174.40 182.75 4.7% 0.88 0 0 0 0 0 15 +0 -$633k +$17k -$616k +0 36 10 0 10 4 15 -0.09 9.1% 7.45 6.80 805 176.75 187.25 5.8% 0.88 0 0 0 0 0 2 +0 -$37k +$2k -$35k +9 579 171 0 55 128 220 -0.09 9.0% 6.95 6.35 800 183.15 191.80 4.6% 0.89 1 1 0 0 0 128 +2 -$570k +$134k -$436k +21 245 21 0 19 4 24 -0.08 11.3% 6.55 5.85 795 184.60 196.35 6.2% 0.89 0 0 0 0 0 5 +1 -$229k +$5k -$224k +7 190 30 0 8 25 33 -0.08 10.4% 6.05 5.45 790 189.15 203.10 7.1% 0.90 0 0 0 0 0 2 +0 -$169k +$2k -$167k +5 140 0 0 3 2 5 -0.07 15.4% 5.95 5.10 785 195.50 205.60 5.0% 0.90 0 0 0 0 0 1 +1 -$118k +$926 -$117k -3 204 8 0 6 64 75 -0.07 9.9% 5.30 4.80 780 198.30 212.65 7.0% 0.90 0 0 0 0 0 4 +0 -$163k +$4k -$159k +10 66 11 0 11 3 15 -0.06 14.9% 5.05 4.35 775 202.90 214.90 5.7% 0.91 0 0 0 0 0 8 +1 -$50k +$7k -$43k +0 55 11 0 15 37 52 -0.06 13.6% 4.70 4.10 770 207.80 221.95 6.6% 0.91 0 0 0 0 0 5 +0 -$39k +$4k -$35k +4 96 8 1 15 8 25 -0.06 15.8% 4.45 3.80 765 212.50 226.30 6.3% 0.92 0 0 0 0 0 5 +0 -$65k +$4k -$61k -2 61 3 0 8 2 11 -0.05 16.8% 4.20 3.55 760 218.85 229.05 4.6% 0.92 0 0 0 0 0 3 +0 -$39k +$2k -$37k +0 24 3 0 0 5 5 -0.05 17.9% 3.95 3.30 755 221.85 233.80 5.2% 0.92 0 0 0 0 0 1 +0 -$15k +$720 -$14k +2 358 249 0 94 83 271 -0.05 17.6% 3.70 3.10 750 226.70 240.80 6.0% 0.93 0 0 0 0 0 3 +0 -$206k +$2k -$204k +2 48 5 0 15 1 16 -0.04 19.1% 3.50 2.89 745 231.50 245.65 5.9% 0.93 0 0 0 0 0 5 +0 -$26k +$3k -$23k +1 66 1 0 4 2 9 -0.04 17.8% 3.30 2.76 740 236.30 250.10 5.7% 0.94 0 0 0 0 0 3 +0 -$34k +$2k -$32k +0 56 23 0 10 11 23 -0.04 20.6% 3.10 2.52 735 241.10 254.90 5.6% 0.94 0 0 0 0 0 0 +0 -$27k +$0 -$27k