Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
18.0%
own all (<3y) · n=242
IV rank
26.0%
own all (<1y) · n=242
range
45.5% – 107.7%
own all (<1y) · n=242
low 45.5% 242 sessions, all (<1y) · today 61.7% high 107.7%
Term structure · constant maturity 6 consecutive sessions in backwardation (near-term vol above 90-day: stress).
1 calendar day out: every tenor of 1d or longer spans it
Tue 09-22 13:00 ET · Federal Reserve Bank of Richmond President Thomas Barkin speaks to the CFA Society Baltimore 2 2 calendar days out: every tenor of 2d or longer spans it
Wed 09-23 09:45 ET · US Flash Services PMI (September)
Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) 4 3 calendar days out: every tenor of 3d or longer spans it
Thu 09-24 08:30 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 4 calendar days out: every tenor of 4d 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, 10 calendar days from the 2026-09-21 curve - every tenor of 10d or longer spans it
Expected move ±$88.27 (±8.7%), the vendor's, vintage 2026-09-21 1d 5d 7d 14d 30d 60d 90d 180d 365d 71.3% 49.1% ━ 2026-09-21 ┅ 2026-08-20 (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 2026-09-21 close, from the 2026-09-20 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Tue 09-22 13:00 · 1d Federal Reserve Bank of Richmond President Thomas Barkin speaks to the CFA Society BaltimoreWed 09-23 09:45 · 2d US Flash Services PMI (September) · f 55.9 · prev 56.8Wed 09-23 09:45 · 2d US Flash Manufacturing PMI (September) · f 53.5 · prev 53.2Thu 09-24 08:30 · 3d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas BarkinThu 09-24 08:30 · 3d Weekly Jobless Claims (September) · f 204000 · prev 196000Thu 09-24 10:00 · 3d New Home Sales (August) · f 620000 · prev 607000Thu 09-24 11:00 · 3d Kansas City Fed Survey (September) · prev 17Fri 09-25 08:30 · 4d Durable Goods (August) · f -0.3% · prev 1.1%Fri 09-25 10:00 · 4d 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 (10d on the tenor axis), expected move ±$88.27 (±8.7%) As the vendor's calendar stood on 2026-09-21.
90-day IV
59.7%
own all (<3y) 7.2% · n=242
slope, 30d − 90d
+2.0 pts
own all (<3y) 59.3% · n=242
variance risk premium, 30d
+11.1 pts
own all (<3y) 90.1% · n=237
Skew · risk reversal 25-delta
+0.6 pts
own all (<3y) 90.3% · n=36
10-delta
+0.7 pts
own all (<3y) 76.4% · n=36
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 2026-09-18 3d 2026-09-21 · short
2026-09-21: 8 put and 8 call strikes within ±4.0%, IV 33% to 36% strike 980: IV 35.7%, beyond the shared scale strike 985: IV 35.5%, beyond the shared scale strike 990: IV 34.8%, beyond the shared scale strike 995: IV 34.9%, beyond the shared scale strike 1000: IV 33.7%, beyond the shared scale strike 1005: IV 34.1%, beyond the shared scale strike 1010: IV 34.3%, beyond the shared scale strike 1015: IV 33.5%, beyond the shared scale strike 1020: IV 32.7%, beyond the shared scale strike 1025: IV 32.7%, beyond the shared scale strike 1030: IV 33.0%, beyond the shared scale strike 1035: IV 33.3%, beyond the shared scale strike 1040: IV 33.4%, beyond the shared scale strike 1045: IV 34.0%, beyond the shared scale strike 1050: IV 34.1%, beyond the shared scale strike 1055: IV 34.5%, beyond the shared scale 68% 57% −4.0% book spot +4.0% 7d 2026-09-25 · short
2026-09-25: 14 put and 17 call strikes within ±6.1%, IV 48% to 49% strike 955: IV 49.4%, beyond the shared scale strike 957.5: IV 48.9%, beyond the shared scale strike 960: IV 49.2%, beyond the shared scale strike 965: IV 48.6%, beyond the shared scale strike 970: IV 48.6%, beyond the shared scale strike 975: IV 48.6%, beyond the shared scale strike 980: IV 48.4%, beyond the shared scale strike 985: IV 48.6%, beyond the shared scale strike 990: IV 47.8%, beyond the shared scale strike 995: IV 47.8%, beyond the shared scale strike 1000: IV 47.5%, beyond the shared scale strike 1005: IV 47.6%, beyond the shared scale strike 1010: IV 48.0%, beyond the shared scale strike 1015: IV 47.7%, beyond the shared scale strike 1017.5: IV 47.7%, beyond the shared scale strike 1020: IV 47.7%, beyond the shared scale strike 1022.5: IV 47.6%, beyond the shared scale strike 1025: IV 47.7%, beyond the shared scale strike 1027.5: IV 47.6%, beyond the shared scale strike 1030: IV 48.1%, beyond the shared scale strike 1032.5: IV 47.7%, beyond the shared scale strike 1035: IV 47.7%, beyond the shared scale strike 1037.5: IV 47.9%, beyond the shared scale strike 1040: IV 47.7%, beyond the shared scale strike 1045: IV 47.6%, beyond the shared scale strike 1050: IV 48.4%, beyond the shared scale strike 1055: IV 48.5%, beyond the shared scale strike 1060: IV 48.2%, beyond the shared scale strike 1065: IV 48.2%, beyond the shared scale strike 1070: IV 48.4%, beyond the shared scale strike 1075: IV 48.7%, beyond the shared scale 68% 57% −6.1% book spot +6.1% 14d 2026-10-02
2026-10-02: 20 put and 17 call strikes within ±8.6%, IV 65% to 67% 68% 57% −8.6% book spot +8.6% 21d 2026-10-09
2026-10-09: 21 put and 21 call strikes within ±11%, IV 60% to 63% 68% 57% −11% book spot +11% 28d 2026-10-16
2026-10-16: 12 put and 12 call strikes within ±12%, IV 59% to 60% 68% 57% −12% book spot +12% 63d 2026-11-20
2026-11-20: 18 put and 19 call strikes within ±18%, IV 57% to 61% 68% 57% −18% book spot +18% 91d 2026-12-18
2026-12-18: 22 put and 22 call strikes within ±22%, IV 57% to 60% 68% 57% −22% book spot +22% 119d 2027-01-15
2027-01-15: 25 put and 25 call strikes within ±25%, IV 58% to 60% 68% 57% −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 (57%–68%), set by the expiries past 7 DTE. 47 short-dated points beyond it are pinned to the edge as open circles. Next earnings: 2026-09-30 postmarket, stated by the company, first moves the 2026-10-01 session, expected move ±$88.27 (±8.7%) As the vendor's calendar stood on 2026-09-21.
expiry DTE 28-DTE exit thesis earnings 09-30 postthe company
ATM IV · 09-18 expected move 2026-10-30 Fri weekly 39 2026-10-02 11dexit by 09-30 · 9d
spans · +29d exit 1d after
59.3% p 1015 ±$88.27 (±8.7%) 2026-11-20 Fri 60 2026-10-23 32dexit by 09-30 · 9d
spans · +50d exit 22d after
58.7% c 1020 ±$88.27 (±8.7%)
DTE counts calendar days from 2026-09-21, the page's date and the earliest an entry could be made - not from the 2026-09-18 book the expiries and IVs come from, which would overstate it by 3 days; an expiry first listed after 2026-09-18 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 2026-09-21 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 2026-09-21, 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 2026-09-18 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 2026-09-18 : 1 session behind 2026-09-21: no MU chain statistics (net_gex) dated after 2026-09-18 are knowable as of 2026-09-21, and no ticker has newer ones. The strikes drawn below are 2026-09-18's rows as stored now; the levels and statistics are the readings dated 2026-09-18, computed from those rows when the readings were derived, and a fetch of 2026-09-18 after that can revise rows. Open interest is what entered 2026-09-18 (OCC's settlement of 2026-09-17), valued at the 2026-09-18 close.
net GEX · carried book
+$522.2m per 1%
own all (<3y) 96.2% · n=65
gamma flip
$910.69
flip within ±25% of book spot
flip distance
-2.45 ATR
own all (<3y) 2.3% · n=64
0DTE share of volume
not listed daily
book spot $1015.80 (unadjusted close, 2026-09-18) · call wall $1000.00 (-1.56% from book spot) · put wall $900.00 (-11.40% from book spot) · max pain $920.00 (-9.43% 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 $1015.80 × (1 + that distance) - the 2026-09-18 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. MU headlines $1043.96 , its newest unadjusted close, on 2026-09-21 ; the book was taken at $1015.80 on 2026-09-18 , 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 2026-09-18 book's levels, on the 2026-09-18 close.
09-18 · 0DTE 09-21 · 3d 09-23 · 5d 09-25 · 7d 09-28 · 10d 10-02 · 14d 10-09 · 21d 10-16 · 28d · mp 10-23 · 35d 10-30 · 42d 11-20 · 63d 12-18 · 91d 01-15 · 119d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
2027-04-16 is not an expiry on the 2026-09-18 book; showing 2026-10-16.
Tradability of the 2026-10-16 expiry: 25 calendar days from 2026-09-21 (28 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-18 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 1190 (Δ 0.20), put 900 (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 2026-09-17's trading; volume is 2026-09-18's. ◀ put OI call OI ▶ entering 2026-09-18 ◀ put vol call vol ▶ traded 2026-09-18 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 1260 1250 1240 1230 1220 1210 1200 1190 1180 1170 1160 1150 1140 1130 1120 1110 1100 1090 1080 1070 1060 1050 1040 1030 1020 1010 1000 990 980 970 960 950 940 930 920 910 900 890 880 870 860 850 840 830 820 810 800 790 780 770 put strike nearest 0.20 delta: 900 call strike nearest 0.20 delta: 1190 12k 0 12k 2.2k 2.2k 25% 10% 10% 25% -$16.6m +$16.6m book spot 1015.8 call wall 1000 max pain 920 γ flip 910.69 put wall 900 strike 1260
calls: OI 436 (+1) · vol 44 (at ask 19, at bid 14, multi-leg 11) · NBBO 10.30 × 10.55, spread 2.4% of mid · Δ 0.13
puts: OI 98 (+0) · vol 9 (at ask 3, at bid 6) · NBBO 249.75 × 257.30, spread 3.0% of mid · Δ -0.88
net GEX +$409k per 1% (calls +$524k, puts -$115k) strike 1250
calls: OI 1,946 (-36) · vol 518 (at ask 384, at bid 125, sweep 1, multi-leg 264) · NBBO 10.95 × 11.45, spread 4.5% of mid · Δ 0.14
puts: OI 363 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 240.05 × 248.10, spread 3.3% of mid · Δ -0.87
net GEX +$2.0m per 1% (calls +$2.5m, puts -$451k) strike 1240
calls: OI 407 (+61) · vol 57 (at ask 14, at bid 39, multi-leg 34) · NBBO 12.05 × 12.30, spread 2.1% of mid · Δ 0.14
puts: OI 39 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 230.55 × 239.05, spread 3.6% of mid · Δ -0.87
net GEX +$489k per 1% (calls +$540k, puts -$51k) strike 1230
calls: OI 407 (+20) · vol 41 (at ask 24, at bid 14, multi-leg 11) · NBBO 13.00 × 13.35, spread 2.7% of mid · Δ 0.15
puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 221.50 × 230.45, spread 4.0% of mid · Δ -0.86
net GEX +$549k per 1% (calls +$566k, puts -$17k) strike 1220
calls: OI 1,239 (+18) · vol 93 (at ask 27, at bid 57, multi-leg 26) · NBBO 14.00 × 14.55, spread 3.9% of mid · Δ 0.16
puts: OI 34 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 212.35 × 221.05, spread 4.0% of mid · Δ -0.85
net GEX +$1.8m per 1% (calls +$1.8m, puts -$49k) strike 1210
calls: OI 684 (+18) · vol 178 (at ask 44, at bid 112, sweep 2, multi-leg 52) · NBBO 15.00 × 15.80, spread 5.2% of mid · Δ 0.18
puts: OI 41 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 204.05 × 212.20, spread 3.9% of mid · Δ -0.84
net GEX +$980k per 1% (calls +$1.0m, puts -$62k) strike 1200
calls: OI 7,021 (-113) · vol 1,228 (at ask 584, at bid 531, sweep 12, multi-leg 292) · NBBO 16.55 × 16.80, spread 1.5% of mid · Δ 0.19
puts: OI 465 (+98) · vol 34 (at ask 34, at bid 0) · NBBO 196.75 × 200.50, spread 1.9% of mid · Δ -0.83
net GEX +$10.4m per 1% (calls +$11.2m, puts -$740k) strike 1190
calls: OI 473 (+3) · vol 137 (at ask 44, at bid 86, multi-leg 27) · NBBO 17.80 × 18.25, spread 2.5% of mid · Δ 0.20
puts: OI 71 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 186.60 × 194.70, spread 4.2% of mid · Δ -0.82
net GEX +$667k per 1% (calls +$785k, puts -$119k) strike 1180
calls: OI 431 (-11) · vol 102 (at ask 31, at bid 63, multi-leg 33) · NBBO 19.25 × 19.75, spread 2.6% of mid · Δ 0.21
puts: OI 57 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 179.80 × 183.05, spread 1.8% of mid · Δ -0.80
net GEX +$646k per 1% (calls +$745k, puts -$100k) strike 1170
calls: OI 466 (+5) · vol 151 (at ask 48, at bid 98, sweep 2, multi-leg 12) · NBBO 20.85 × 21.75, spread 4.2% of mid · Δ 0.23
puts: OI 173 (+0) · vol 21 (at ask 0, at bid 21) · NBBO 169.80 × 176.60, spread 3.9% of mid · Δ -0.79
net GEX +$522k per 1% (calls +$838k, puts -$316k) strike 1160
calls: OI 603 (+19) · vol 114 (at ask 26, at bid 84, multi-leg 14) · NBBO 22.65 × 23.05, spread 1.8% of mid · Δ 0.24
puts: OI 212 (+0) · vol 21 (at ask 3, at bid 18) · NBBO 163.55 × 165.90, spread 1.4% of mid · Δ -0.77
net GEX +$722k per 1% (calls +$1.1m, puts -$403k) strike 1150
calls: OI 3,110 (+82) · vol 1,548 (at ask 777, at bid 570, sweep 20, multi-leg 250) · NBBO 24.50 × 25.00, spread 2.0% of mid · Δ 0.26
puts: OI 92 (+0) · vol 16 (at ask 11, at bid 5, multi-leg 1) · NBBO 155.25 × 157.90, spread 1.7% of mid · Δ -0.76
net GEX +$5.8m per 1% (calls +$6.0m, puts -$182k) strike 1140
calls: OI 629 (+0) · vol 48 (at ask 29, at bid 17, multi-leg 13) · NBBO 26.00 × 27.30, spread 4.9% of mid · Δ 0.27
puts: OI 172 (+0) · vol 13 (at ask 12, at bid 1) · NBBO 147.10 × 150.05, spread 2.0% of mid · Δ -0.74
net GEX +$904k per 1% (calls +$1.3m, puts -$353k) strike 1130
calls: OI 424 (+101) · vol 188 (at ask 47, at bid 139, sweep 29, multi-leg 10) · NBBO 26.55 × 32.00, spread 18.6% of mid · Δ 0.29
puts: OI 107 (+0) · vol 31 (at ask 9, at bid 6, multi-leg 19) · NBBO 138.00 × 145.50, spread 5.3% of mid · Δ -0.72
net GEX +$647k per 1% (calls +$874k, puts -$227k) strike 1120
calls: OI 513 (+27) · vol 161 (at ask 50, at bid 105, sweep 4, multi-leg 60) · NBBO 30.80 × 31.95, spread 3.7% of mid · Δ 0.31
puts: OI 150 (+0) · vol 17 (at ask 13, at bid 4, sweep 1) · NBBO 131.90 × 134.20, spread 1.7% of mid · Δ -0.70
net GEX +$759k per 1% (calls +$1.1m, puts -$328k) strike 1110
calls: OI 613 (+17) · vol 144 (at ask 46, at bid 72, sweep 1, multi-leg 38) · NBBO 33.30 × 34.20, spread 2.7% of mid · Δ 0.33
puts: OI 90 (+0) · vol 20 (at ask 12, at bid 8) · NBBO 124.80 × 126.30, spread 1.2% of mid · Δ -0.68
net GEX +$1.1m per 1% (calls +$1.3m, puts -$203k) strike 1100
calls: OI 6,124 (-54) · vol 1,789 (at ask 983, at bid 629, sweep 32, multi-leg 349) · NBBO 34.75 × 36.75, spread 5.6% of mid · Δ 0.35
puts: OI 3,873 (+36) · vol 62 (at ask 29, at bid 33, multi-leg 18) · NBBO 117.30 × 119.25, spread 1.6% of mid · Δ -0.66
net GEX +$4.7m per 1% (calls +$13.7m, puts -$8.9m) strike 1090
calls: OI 960 (+20) · vol 96 (at ask 41, at bid 44, sweep 2, multi-leg 28) · NBBO 38.95 × 39.70, spread 1.9% of mid · Δ 0.37
puts: OI 302 (+0) · vol 27 (at ask 20, at bid 6, multi-leg 3) · NBBO 110.20 × 112.10, spread 1.7% of mid · Δ -0.64
net GEX +$1.5m per 1% (calls +$2.2m, puts -$714k) strike 1080
calls: OI 593 (+8) · vol 171 (at ask 102, at bid 61, sweep 2, multi-leg 51) · NBBO 41.40 × 43.30, spread 4.5% of mid · Δ 0.39
puts: OI 288 (-17) · vol 30 (at ask 14, at bid 16) · NBBO 103.25 × 105.10, spread 1.8% of mid · Δ -0.62
net GEX +$682k per 1% (calls +$1.4m, puts -$694k) strike 1070
calls: OI 620 (+3) · vol 90 (at ask 38, at bid 48, multi-leg 26) · NBBO 44.60 × 46.80, spread 4.8% of mid · Δ 0.41
puts: OI 193 (-1) · vol 28 (at ask 18, at bid 10) · NBBO 96.40 × 98.50, spread 2.2% of mid · Δ -0.60
net GEX +$987k per 1% (calls +$1.5m, puts -$473k) strike 1060
calls: OI 472 (+38) · vol 159 (at ask 86, at bid 58, multi-leg 87) · NBBO 47.90 × 50.30, spread 4.9% of mid · Δ 0.43
puts: OI 186 (+0) · vol 35 (at ask 6, at bid 29, sweep 1) · NBBO 90.25 × 91.60, spread 1.5% of mid · Δ -0.58
net GEX +$663k per 1% (calls +$1.1m, puts -$462k) strike 1050
calls: OI 4,163 (+169) · vol 1,011 (at ask 647, at bid 302, sweep 10, multi-leg 287) · NBBO 52.00 × 53.25, spread 2.4% of mid · Δ 0.45
puts: OI 575 (+7) · vol 104 (at ask 43, at bid 60, sweep 1, multi-leg 6) · NBBO 83.85 × 85.40, spread 1.8% of mid · Δ -0.55
net GEX +$8.6m per 1% (calls +$10.0m, puts -$1.4m) strike 1040
calls: OI 522 (-54) · vol 183 (at ask 113, at bid 68, sweep 8, multi-leg 52) · NBBO 54.15 × 57.85, spread 6.6% of mid · Δ 0.48
puts: OI 427 (+1) · vol 86 (at ask 29, at bid 55, multi-leg 37) · NBBO 77.95 × 79.20, spread 1.6% of mid · Δ -0.53
net GEX +$182k per 1% (calls +$1.3m, puts -$1.1m) strike 1030
calls: OI 548 (+4) · vol 460 (at ask 202, at bid 235, sweep 35, multi-leg 185) · NBBO 59.90 × 62.15, spread 3.7% of mid · Δ 0.50
puts: OI 325 (+1) · vol 88 (at ask 51, at bid 34, sweep 2, multi-leg 31) · NBBO 71.90 × 73.60, spread 2.3% of mid · Δ -0.50
net GEX +$505k per 1% (calls +$1.3m, puts -$823k) strike 1020
calls: OI 923 (+14) · vol 397 (at ask 262, at bid 117, sweep 6, multi-leg 156) · NBBO 63.00 × 65.90, spread 4.5% of mid · Δ 0.52
puts: OI 359 (+0) · vol 75 (at ask 26, at bid 45, multi-leg 27) · NBBO 66.75 × 69.85, spread 4.5% of mid · Δ -0.48
net GEX +$1.3m per 1% (calls +$2.2m, puts -$909k) strike 1010
calls: OI 835 (+23) · vol 603 (at ask 322, at bid 262, sweep 102, multi-leg 141) · NBBO 67.45 × 71.45, spread 5.8% of mid · Δ 0.55
puts: OI 246 (+1) · vol 207 (at ask 153, at bid 54, sweep 21, multi-leg 10) · NBBO 61.05 × 62.65, spread 2.6% of mid · Δ -0.46
net GEX +$1.4m per 1% (calls +$2.0m, puts -$619k) strike 1000
calls: OI 11,343 (-217) · vol 1,654 (at ask 837, at bid 728, sweep 34, multi-leg 453) · NBBO 74.65 × 75.60, spread 1.3% of mid · Δ 0.57
puts: OI 4,215 (+26) · vol 724 (at ask 280, at bid 418, sweep 35, multi-leg 250) · NBBO 56.55 × 57.35, spread 1.4% of mid · Δ -0.43
net GEX +$16.6m per 1% (calls +$27.1m, puts -$10.5m) strike 990
calls: OI 1,081 (+16) · vol 829 (at ask 413, at bid 342, sweep 14, multi-leg 260) · NBBO 77.45 × 81.00, spread 4.5% of mid · Δ 0.59
puts: OI 984 (-6) · vol 317 (at ask 153, at bid 163, sweep 4, multi-leg 26) · NBBO 51.60 × 52.35, spread 1.4% of mid · Δ -0.41
net GEX +$121k per 1% (calls +$2.5m, puts -$2.4m) strike 980
calls: OI 6,507 (+167) · vol 469 (at ask 284, at bid 153, sweep 26, multi-leg 159) · NBBO 82.65 × 86.30, spread 4.3% of mid · Δ 0.62
puts: OI 7,131 (+376) · vol 403 (at ask 130, at bid 220, sweep 2, multi-leg 141) · NBBO 46.95 × 48.25, spread 2.7% of mid · Δ -0.38
net GEX -$2.2m per 1% (calls +$15.1m, puts -$17.3m) strike 970
calls: OI 1,050 (+18) · vol 191 (at ask 136, at bid 53, sweep 3, multi-leg 37) · NBBO 90.35 × 93.80, spread 3.7% of mid · Δ 0.64
puts: OI 4,465 (+3,629) · vol 2,152 (at ask 348, at bid 1,742, sweep 10, multi-leg 2,060) · NBBO 42.50 × 46.00, spread 7.9% of mid · Δ -0.36
net GEX -$8.2m per 1% (calls +$2.4m, puts -$10.6m) strike 960
calls: OI 1,041 (+173) · vol 165 (at ask 110, at bid 53, sweep 1, multi-leg 27) · NBBO 95.60 × 98.50, spread 3.0% of mid · Δ 0.66
puts: OI 2,336 (+189) · vol 191 (at ask 104, at bid 85, sweep 1, multi-leg 44) · NBBO 36.25 × 41.80, spread 14.2% of mid · Δ -0.33
net GEX -$3.1m per 1% (calls +$2.3m, puts -$5.4m) strike 950
calls: OI 4,144 (-33) · vol 556 (at ask 262, at bid 291, sweep 5, multi-leg 204) · NBBO 99.05 × 106.15, spread 6.9% of mid · Δ 0.68
puts: OI 2,077 (-4) · vol 798 (at ask 246, at bid 531, sweep 3, multi-leg 484) · NBBO 34.65 × 37.75, spread 8.6% of mid · Δ -0.31
net GEX +$4.3m per 1% (calls +$8.9m, puts -$4.6m) strike 940
calls: OI 714 (+1) · vol 130 (at ask 64, at bid 63, sweep 1, multi-leg 28) · NBBO 108.45 × 111.55, spread 2.8% of mid · Δ 0.71
puts: OI 2,012 (+11) · vol 248 (at ask 120, at bid 114, sweep 2, multi-leg 41) · NBBO 31.55 × 32.20, spread 2.0% of mid · Δ -0.29
net GEX -$2.9m per 1% (calls +$1.5m, puts -$4.3m) strike 930
calls: OI 764 (-73) · vol 108 (at ask 65, at bid 39, multi-leg 19) · NBBO 115.75 × 117.55, spread 1.5% of mid · Δ 0.73
puts: OI 985 (+13) · vol 406 (at ask 208, at bid 185, sweep 83, multi-leg 70) · NBBO 28.30 × 28.90, spread 2.1% of mid · Δ -0.27
net GEX -$516k per 1% (calls +$1.5m, puts -$2.0m) strike 920
calls: OI 975 (-35) · vol 132 (at ask 52, at bid 78, sweep 2, multi-leg 21) · NBBO 121.10 × 124.75, spread 3.0% of mid · Δ 0.75
puts: OI 2,688 (-7) · vol 245 (at ask 106, at bid 127, sweep 1, multi-leg 100) · NBBO 25.40 × 25.90, spread 1.9% of mid · Δ -0.24
net GEX -$3.5m per 1% (calls +$1.9m, puts -$5.3m) strike 910
calls: OI 1,950 (-6) · vol 75 (at ask 36, at bid 30, sweep 4, multi-leg 16) · NBBO 129.75 × 132.20, spread 1.9% of mid · Δ 0.77
puts: OI 1,221 (+20) · vol 212 (at ask 56, at bid 143, multi-leg 144) · NBBO 22.65 × 23.20, spread 2.4% of mid · Δ -0.22
net GEX +$1.3m per 1% (calls +$3.6m, puts -$2.3m) strike 900
calls: OI 4,751 (-21) · vol 153 (at ask 66, at bid 85, sweep 8, multi-leg 19) · NBBO 135.60 × 139.50, spread 2.8% of mid · Δ 0.78
puts: OI 6,483 (+50) · vol 934 (at ask 333, at bid 502, sweep 3, multi-leg 336) · NBBO 20.30 × 20.60, spread 1.5% of mid · Δ -0.20
net GEX -$3.3m per 1% (calls +$8.2m, puts -$11.5m) strike 890
calls: OI 106 (-5) · vol 14 (at ask 8, at bid 6, multi-leg 4) · NBBO 142.70 × 151.50, spread 6.0% of mid · Δ 0.80
puts: OI 645 (+10) · vol 250 (at ask 102, at bid 119, sweep 1, multi-leg 118) · NBBO 17.95 × 18.30, spread 1.9% of mid · Δ -0.19
net GEX -$908k per 1% (calls +$174k, puts -$1.1m) strike 880
calls: OI 400 (+1) · vol 48 (at ask 38, at bid 10, multi-leg 10) · NBBO 150.55 × 157.70, spread 4.6% of mid · Δ 0.82
puts: OI 1,658 (-23) · vol 223 (at ask 98, at bid 105, multi-leg 107) · NBBO 15.90 × 16.25, spread 2.2% of mid · Δ -0.17
net GEX -$2.0m per 1% (calls +$619k, puts -$2.6m) strike 870
calls: OI 57 (+1) · vol 11 (at ask 8, at bid 3, multi-leg 1) · NBBO 158.65 × 165.45, spread 4.2% of mid · Δ 0.84
puts: OI 4,565 (+3,925) · vol 2,210 (at ask 1,322, at bid 367, multi-leg 2,120) · NBBO 14.00 × 14.40, spread 2.8% of mid · Δ -0.15
net GEX -$6.6m per 1% (calls +$83k, puts -$6.7m) strike 860
calls: OI 868 (+2) · vol 6 (at ask 4, at bid 2, multi-leg 6) · NBBO 166.95 × 172.85, spread 3.5% of mid · Δ 0.85
puts: OI 1,952 (+83) · vol 241 (at ask 87, at bid 133, multi-leg 123) · NBBO 12.30 × 12.85, spread 4.4% of mid · Δ -0.14
net GEX -$1.5m per 1% (calls +$1.2m, puts -$2.7m) strike 850
calls: OI 150 (+0) · vol 8 (at ask 6, at bid 1, multi-leg 7) · NBBO 175.45 × 180.65, spread 2.9% of mid · Δ 0.87
puts: OI 2,859 (+158) · vol 518 (at ask 209, at bid 229, sweep 1, multi-leg 272) · NBBO 10.95 × 11.15, spread 1.8% of mid · Δ -0.12
net GEX -$3.4m per 1% (calls +$189k, puts -$3.6m) strike 840
calls: OI 1,624 (-10) · vol 36 (at ask 26, at bid 10, sweep 2, multi-leg 21) · NBBO 184.10 × 190.45, spread 3.4% of mid · Δ 0.88
puts: OI 2,139 (-94) · vol 217 (at ask 112, at bid 78, multi-leg 134) · NBBO 9.60 × 9.95, spread 3.6% of mid · Δ -0.11
net GEX -$580k per 1% (calls +$1.9m, puts -$2.5m) strike 830
calls: OI 40 (-1) · vol 7 (at ask 6, at bid 1, multi-leg 6) · NBBO 192.95 × 200.00, spread 3.6% of mid · Δ 0.89
puts: OI 401 (+0) · vol 118 (at ask 37, at bid 65, multi-leg 78) · NBBO 8.50 × 8.75, spread 2.9% of mid · Δ -0.10
net GEX -$382k per 1% (calls +$43k, puts -$425k) strike 820
calls: OI 619 (+0) · vol 27 (at ask 25, at bid 1, sweep 1, multi-leg 24) · NBBO 201.90 × 209.10, spread 3.5% of mid · Δ 0.90
puts: OI 2,319 (+8) · vol 465 (at ask 123, at bid 313, sweep 2, multi-leg 246) · NBBO 7.50 × 7.65, spread 2.0% of mid · Δ -0.09
net GEX -$1.6m per 1% (calls +$609k, puts -$2.2m) strike 810
calls: OI 1,423 (-1) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 210.95 × 218.15, spread 3.4% of mid · Δ 0.92
puts: OI 648 (+34) · vol 531 (at ask 275, at bid 225, sweep 29, multi-leg 401) · NBBO 6.55 × 6.75, spread 3.0% of mid · Δ -0.08
net GEX +$705k per 1% (calls +$1.3m, puts -$571k) strike 800
calls: OI 1,449 (-16) · vol 193 (at ask 58, at bid 128, multi-leg 46) · NBBO 220.15 × 225.00, spread 2.2% of mid · Δ 0.93
puts: OI 6,607 (-14) · vol 856 (at ask 278, at bid 530, multi-leg 465) · NBBO 5.75 × 5.95, spread 3.4% of mid · Δ -0.07
net GEX -$4.1m per 1% (calls +$1.2m, puts -$5.3m) strike 790
calls: OI 156 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 229.40 × 238.35, spread 3.8% of mid · Δ 0.94
puts: OI 543 (-16) · vol 162 (at ask 43, at bid 101, multi-leg 57) · NBBO 5.10 × 5.25, spread 2.9% of mid · Δ -0.06
net GEX -$279k per 1% (calls +$114k, puts -$393k) strike 780
calls: OI 1,403 (-2) · vol 11 (at ask 10, at bid 1, multi-leg 1) · NBBO 238.80 × 246.55, spread 3.2% of mid · Δ 0.94
puts: OI 1,956 (-82) · vol 239 (at ask 59, at bid 152, multi-leg 121) · NBBO 4.45 × 4.65, spread 4.4% of mid · Δ -0.06
net GEX -$361k per 1% (calls +$919k, puts -$1.3m) strike 770
calls: OI 125 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 248.25 × 255.40, spread 2.8% of mid · Δ 0.95
puts: OI 601 (-26) · vol 207 (at ask 51, at bid 140, multi-leg 72) · NBBO 3.95 × 4.15, spread 4.9% of mid · Δ -0.05
net GEX -$281k per 1% (calls +$74k, puts -$355k) 2026-10-16 expiry, 50 strikes within ±25% of book spot (the flip search band); 192 hidden (120 above, 72 below), 192 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$31.9m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-18's own - whether it opened positions shows in the 2026-09-21 book's change.
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 98 0 0 6 3 9 -0.88 3.0% 257.30 249.75 1260 10.30 10.55 2.4% 0.13 44 19 14 0 11 436 +1 -$115k +$524k +$409k +0 363 0 0 0 0 0 -0.87 3.3% 248.10 240.05 1250 10.95 11.45 4.5% 0.14 518 384 125 1 264 1,946 -36 -$451k +$2.5m +$2.0m +0 39 0 0 0 0 0 -0.87 3.6% 239.05 230.55 1240 12.05 12.30 2.1% 0.14 57 14 39 0 34 407 +61 -$51k +$540k +$489k +0 12 0 0 0 0 0 -0.86 4.0% 230.45 221.50 1230 13.00 13.35 2.7% 0.15 41 24 14 0 11 407 +20 -$17k +$566k +$549k +0 34 0 0 0 0 0 -0.85 4.0% 221.05 212.35 1220 14.00 14.55 3.9% 0.16 93 27 57 0 26 1,239 +18 -$49k +$1.8m +$1.8m +0 41 0 0 0 0 0 -0.84 3.9% 212.20 204.05 1210 15.00 15.80 5.2% 0.18 178 44 112 2 52 684 +18 -$62k +$1.0m +$980k +98 465 0 0 0 34 34 -0.83 1.9% 200.50 196.75 1200 16.55 16.80 1.5% 0.19 1,228 584 531 12 292 7,021 -113 -$740k +$11.2m +$10.4m +0 71 0 0 0 5 5 -0.82 4.2% 194.70 186.60 1190 17.80 18.25 2.5% 0.20 137 44 86 0 27 473 +3 -$119k +$785k +$667k +0 57 1 0 1 1 2 -0.80 1.8% 183.05 179.80 1180 19.25 19.75 2.6% 0.21 102 31 63 0 33 431 -11 -$100k +$745k +$646k +0 173 0 0 21 0 21 -0.79 3.9% 176.60 169.80 1170 20.85 21.75 4.2% 0.23 151 48 98 2 12 466 +5 -$316k +$838k +$522k +0 212 0 0 18 3 21 -0.77 1.4% 165.90 163.55 1160 22.65 23.05 1.8% 0.24 114 26 84 0 14 603 +19 -$403k +$1.1m +$722k +0 92 1 0 5 11 16 -0.76 1.7% 157.90 155.25 1150 24.50 25.00 2.0% 0.26 1,548 777 570 20 250 3,110 +82 -$182k +$6.0m +$5.8m +0 172 0 0 1 12 13 -0.74 2.0% 150.05 147.10 1140 26.00 27.30 4.9% 0.27 48 29 17 0 13 629 +0 -$353k +$1.3m +$904k +0 107 19 0 6 9 31 -0.72 5.3% 145.50 138.00 1130 26.55 32.00 18.6% 0.29 188 47 139 29 10 424 +101 -$227k +$874k +$647k +0 150 0 1 4 13 17 -0.70 1.7% 134.20 131.90 1120 30.80 31.95 3.7% 0.31 161 50 105 4 60 513 +27 -$328k +$1.1m +$759k +0 90 0 0 8 12 20 -0.68 1.2% 126.30 124.80 1110 33.30 34.20 2.7% 0.33 144 46 72 1 38 613 +17 -$203k +$1.3m +$1.1m +36 3,873 18 0 33 29 62 -0.66 1.6% 119.25 117.30 1100 34.75 36.75 5.6% 0.35 1,789 983 629 32 349 6,124 -54 -$8.9m +$13.7m +$4.7m +0 302 3 0 6 20 27 -0.64 1.7% 112.10 110.20 1090 38.95 39.70 1.9% 0.37 96 41 44 2 28 960 +20 -$714k +$2.2m +$1.5m -17 288 0 0 16 14 30 -0.62 1.8% 105.10 103.25 1080 41.40 43.30 4.5% 0.39 171 102 61 2 51 593 +8 -$694k +$1.4m +$682k -1 193 0 0 10 18 28 -0.60 2.2% 98.50 96.40 1070 44.60 46.80 4.8% 0.41 90 38 48 0 26 620 +3 -$473k +$1.5m +$987k +0 186 0 1 29 6 35 -0.58 1.5% 91.60 90.25 1060 47.90 50.30 4.9% 0.43 159 86 58 0 87 472 +38 -$462k +$1.1m +$663k +7 575 6 1 60 43 104 -0.55 1.8% 85.40 83.85 1050 52.00 53.25 2.4% 0.45 1,011 647 302 10 287 4,163 +169 -$1.4m +$10.0m +$8.6m +1 427 37 0 55 29 86 -0.53 1.6% 79.20 77.95 1040 54.15 57.85 6.6% 0.48 183 113 68 8 52 522 -54 -$1.1m +$1.3m +$182k +1 325 31 2 34 51 88 -0.50 2.3% 73.60 71.90 1030 59.90 62.15 3.7% 0.50 460 202 235 35 185 548 +4 -$823k +$1.3m +$505k +0 359 27 0 45 26 75 -0.48 4.5% 69.85 66.75 1020 63.00 65.90 4.5% 0.52 397 262 117 6 156 923 +14 -$909k +$2.2m +$1.3m +1 246 10 21 54 153 207 -0.46 2.6% 62.65 61.05 1010 67.45 71.45 5.8% 0.55 603 322 262 102 141 835 +23 -$619k +$2.0m +$1.4m +26 4,215 250 35 418 280 724 -0.43 1.4% 57.35 56.55 1000 74.65 75.60 1.3% 0.57 1,654 837 728 34 453 11,343 -217 -$10.5m +$27.1m +$16.6m -6 984 26 4 163 153 317 -0.41 1.4% 52.35 51.60 990 77.45 81.00 4.5% 0.59 829 413 342 14 260 1,081 +16 -$2.4m +$2.5m +$121k +376 7,131 141 2 220 130 403 -0.38 2.7% 48.25 46.95 980 82.65 86.30 4.3% 0.62 469 284 153 26 159 6,507 +167 -$17.3m +$15.1m -$2.2m +3,629 4,465 2,060 10 1,742 348 2,152 -0.36 7.9% 46.00 42.50 970 90.35 93.80 3.7% 0.64 191 136 53 3 37 1,050 +18 -$10.6m +$2.4m -$8.2m +189 2,336 44 1 85 104 191 -0.33 14.2% 41.80 36.25 960 95.60 98.50 3.0% 0.66 165 110 53 1 27 1,041 +173 -$5.4m +$2.3m -$3.1m -4 2,077 484 3 531 246 798 -0.31 8.6% 37.75 34.65 950 99.05 106.15 6.9% 0.68 556 262 291 5 204 4,144 -33 -$4.6m +$8.9m +$4.3m +11 2,012 41 2 114 120 248 -0.29 2.0% 32.20 31.55 940 108.45 111.55 2.8% 0.71 130 64 63 1 28 714 +1 -$4.3m +$1.5m -$2.9m +13 985 70 83 185 208 406 -0.27 2.1% 28.90 28.30 930 115.75 117.55 1.5% 0.73 108 65 39 0 19 764 -73 -$2.0m +$1.5m -$516k -7 2,688 100 1 127 106 245 -0.24 1.9% 25.90 25.40 920 121.10 124.75 3.0% 0.75 132 52 78 2 21 975 -35 -$5.3m +$1.9m -$3.5m +20 1,221 144 0 143 56 212 -0.22 2.4% 23.20 22.65 910 129.75 132.20 1.9% 0.77 75 36 30 4 16 1,950 -6 -$2.3m +$3.6m +$1.3m +50 6,483 336 3 502 333 934 -0.20 1.5% 20.60 20.30 900 135.60 139.50 2.8% 0.78 153 66 85 8 19 4,751 -21 -$11.5m +$8.2m -$3.3m +10 645 118 1 119 102 250 -0.19 1.9% 18.30 17.95 890 142.70 151.50 6.0% 0.80 14 8 6 0 4 106 -5 -$1.1m +$174k -$908k -23 1,658 107 0 105 98 223 -0.17 2.2% 16.25 15.90 880 150.55 157.70 4.6% 0.82 48 38 10 0 10 400 +1 -$2.6m +$619k -$2.0m +3,925 4,565 2,120 0 367 1,322 2,210 -0.15 2.8% 14.40 14.00 870 158.65 165.45 4.2% 0.84 11 8 3 0 1 57 +1 -$6.7m +$83k -$6.6m +83 1,952 123 0 133 87 241 -0.14 4.4% 12.85 12.30 860 166.95 172.85 3.5% 0.85 6 4 2 0 6 868 +2 -$2.7m +$1.2m -$1.5m +158 2,859 272 1 229 209 518 -0.12 1.8% 11.15 10.95 850 175.45 180.65 2.9% 0.87 8 6 1 0 7 150 +0 -$3.6m +$189k -$3.4m -94 2,139 134 0 78 112 217 -0.11 3.6% 9.95 9.60 840 184.10 190.45 3.4% 0.88 36 26 10 2 21 1,624 -10 -$2.5m +$1.9m -$580k +0 401 78 0 65 37 118 -0.10 2.9% 8.75 8.50 830 192.95 200.00 3.6% 0.89 7 6 1 0 6 40 -1 -$425k +$43k -$382k +8 2,319 246 2 313 123 465 -0.09 2.0% 7.65 7.50 820 201.90 209.10 3.5% 0.90 27 25 1 1 24 619 +0 -$2.2m +$609k -$1.6m +34 648 401 29 225 275 531 -0.08 3.0% 6.75 6.55 810 210.95 218.15 3.4% 0.92 3 0 3 0 3 1,423 -1 -$571k +$1.3m +$705k -14 6,607 465 0 530 278 856 -0.07 3.4% 5.95 5.75 800 220.15 225.00 2.2% 0.93 193 58 128 0 46 1,449 -16 -$5.3m +$1.2m -$4.1m -16 543 57 0 101 43 162 -0.06 2.9% 5.25 5.10 790 229.40 238.35 3.8% 0.94 0 0 0 0 0 156 +0 -$393k +$114k -$279k -82 1,956 121 0 152 59 239 -0.06 4.4% 4.65 4.45 780 238.80 246.55 3.2% 0.94 11 10 1 0 1 1,403 -2 -$1.3m +$919k -$361k -26 601 72 0 140 51 207 -0.05 4.9% 4.15 3.95 770 248.25 255.40 2.8% 0.95 1 1 0 0 0 125 +0 -$355k +$74k -$281k
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