Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
59.1%
own all (<3y) · n=241
IV rank
43.9%
own all (<1y) · n=241
range
25.2% – 76.4%
own all (<1y) · n=241
low 25.2% 241 sessions, all (<1y) · today 47.7% high 76.4%
Term structure · constant maturity 12 consecutive sessions in contango (the normal upward slope).
2 5 calendar days out: every tenor of 5d or longer spans it
Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September)
Wed 09-23 09:45 ET · US Flash Services PMI (September) 4 6 calendar days out: every tenor of 6d or longer spans it
Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
Thu 09-24 08:30 ET · Weekly Jobless Claims (September)
Thu 09-24 10:00 ET · New Home Sales (August)
Thu 09-24 11:00 ET · Kansas City Fed Survey (September) 2 7 calendar days out: every tenor of 7d or longer spans it
Fri 09-25 08:30 ET · Durable Goods (August)
Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September) E 11-18 time? Earnings 2026-11-18, time unknown - date stated by the vendor's estimate
First session it can move: 2026-11-18, 61 calendar days from the 2026-09-18 curve - every tenor of 61d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 68.8% 44.0% ━ 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: 2026-11-18 time unknown, stated by the vendor's estimate, first moves the 2026-11-18 session (61d on the tenor axis), no expected move served . As the vendor's calendar stood on 2026-09-20, not on the page's date.
90-day IV
54.4%
own all (<3y) 77.8% · n=241
slope, 30d − 90d
-6.7 pts
own all (<3y) 6.0% · n=241
variance risk premium, 30d
-21.2 pts
own all (<3y) 0.2% · n=236
Skew · risk reversal 25-delta
-4.3 pts
own all (<3y) 1.4% · n=35
10-delta
-6.1 pts
own all (<3y) 4.3% · 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: 4 put and 3 call strikes within ±2.3%, IV 53% to 59% strike 367.5: IV 58.8%, beyond the shared scale strike 372.5: IV 58.4%, beyond the shared scale strike 375: IV 58.9%, beyond the shared scale strike 380: IV 58.4%, beyond the shared scale strike 382.5: IV 59.5%, beyond the shared scale 58% 44% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 10 put and 9 call strikes within ±6.5%, IV 45% to 52% 58% 44% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 13 put and 12 call strikes within ±8.8%, IV 46% to 55% 58% 44% −8.8% book spot +8.8% 22d 2026-10-09
2026-10-09: 9 put and 6 call strikes within ±11%, IV 50% to 52% 58% 44% −11% book spot +11% 29d 2026-10-16
2026-10-16: 5 put and 5 call strikes within ±12%, IV 50% to 52% 58% 44% −12% book spot +12% 64d 2026-11-20
2026-11-20: 7 put and 7 call strikes within ±18%, IV 53% to 55% 58% 44% −18% book spot +18% 92d 2026-12-18
2026-12-18: 13 put and 8 call strikes within ±22%, IV 54% to 57% 58% 44% −22% book spot +22% 120d 2027-01-15
2027-01-15: 15 put and 9 call strikes within ±25%, IV 54% to 56% 58% 44% −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 (44%–58%), set by the expiries past 7 DTE. 5 short-dated points beyond it are pinned to the edge as open circles. Next earnings: 2026-11-18 time unknown, stated by the vendor's estimate, first moves the 2026-11-18 session, no expected move served . As the vendor's calendar stood on 2026-09-20, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 11-18 time?the vendor's estimate
ATM IV · 09-17 expected move 2026-10-23 Fri weekly 35 2026-09-25 7d clear · 26d 50.3% p 375 — 2026-10-30 Fri weekly 42 2026-10-02 14d clear · 19d 51.9% p 375 — 2026-11-20 Fri 63 2026-10-23 35d spans · +2d exit 26d before
54.4% c 380 none served
DTE counts calendar days from 2026-09-18, the page's date and the earliest an entry could be made - not from the 2026-09-17 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-17 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-18 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-18, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-17 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.
Chain · one strike axis Book as of 2026-09-17 : 1 session behind 2026-09-18: no PANW 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
+$66.5m per 1%
own all (<3y) 99.2% · n=64
gamma flip
$351.08
flip within ±25% of book spot
flip distance
-1.21 ATR
own all (<3y) 65.8% · n=60
0DTE share of volume
not listed daily
book spot $375.06 (unadjusted close, 2026-09-17) · call wall $380.00 (+1.32% from book spot) · put wall $380.00 (+1.32% from book spot) · max pain $330.00 (-12.01% 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 $375.06 × (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. PANW headlines $363.58 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $375.06 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 09-25 · 8d 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 2026-10-02 expiry: 14 calendar days from 2026-09-18 (15 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 415 (Δ 0.19), put 347.5 (Δ -0.21).
call put OI carried through 2026-09-16 · opened by 2026-09-16'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 2026-09-16'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 460 455 450 445 440 435 430 425 420 415 410 405 402.5 400 397.5 395 392.5 390 387.5 385 382.5 380 377.5 375 372.5 370 367.5 365 362.5 360 357.5 355 352.5 350 347.5 345 342.5 340 337.5 335 332.5 330 327.5 325 322.5 320 317.5 315 312.5 310 307.5 305 300 295 290 285 put strike nearest 0.20 delta: 347.5 call strike nearest 0.20 delta: 415 932 0 932 713 713 25% 10% 10% 25% -$538k +$538k call wall 380 put wall 380 book spot 375.06 γ flip 351.08 strike 460
calls: OI 264 (-10) · vol 2 (at ask 1, at bid 1) · NBBO 0.24 × 2.64, spread 166.7% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 81.10 × 87.70, spread 7.8% of mid · Δ -1.00
net GEX +$87k per 1% (calls +$87k, puts +$0) strike 455
calls: OI 86 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 0.45 × 1.54, spread 109.5% of mid · Δ 0.06
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 76.25 × 82.80, spread 8.2% of mid · Δ -1.00
net GEX +$32k per 1% (calls +$32k, puts +$0) strike 450
calls: OI 124 (+39) · vol 3 (at ask 0, at bid 3) · NBBO 0.49 × 1.73, spread 111.7% of mid · Δ 0.07
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.40 × 78.00, spread 8.8% of mid · Δ -0.99
net GEX +$52k per 1% (calls +$52k, puts +$0) strike 445
calls: OI 133 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 0.90 × 1.96, spread 74.1% of mid · Δ 0.08
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.55 × 73.20, spread 9.5% of mid · Δ -0.99
net GEX +$63k per 1% (calls +$63k, puts +$0) strike 440
calls: OI 111 (+3) · vol 2 (at ask 2, at bid 0) · NBBO 1.14 × 2.23, spread 64.7% of mid · Δ 0.09
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 61.70 × 68.25, spread 10.1% of mid · Δ -0.99
net GEX +$60k per 1% (calls +$60k, puts +$0) strike 435
calls: OI 76 (+33) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 1.26 × 2.58, spread 68.8% of mid · Δ 0.10
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.05 × 63.90, spread 11.3% of mid · Δ -0.98
net GEX +$46k per 1% (calls +$46k, puts +$0) strike 430
calls: OI 90 (+10) · vol 16 (at ask 3, at bid 12, multi-leg 11) · NBBO 1.70 × 3.00, spread 55.3% of mid · Δ 0.12
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.70 × 58.15, spread 9.8% of mid · Δ -0.98
net GEX +$62k per 1% (calls +$62k, puts +$0) strike 425
calls: OI 60 (+3) · vol 3 (at ask 1, at bid 2, multi-leg 1) · NBBO 1.95 × 3.50, spread 56.9% of mid · Δ 0.14
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.15 × 53.60, spread 10.7% of mid · Δ -0.96
net GEX +$46k per 1% (calls +$46k, puts +$0) strike 420
calls: OI 91 (+30) · vol 36 (at ask 21, at bid 15, multi-leg 24) · NBBO 2.45 × 4.10, spread 50.4% of mid · Δ 0.16
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 43.25 × 50.45, spread 15.4% of mid · Δ -0.91
net GEX +$77k per 1% (calls +$78k, puts -$762) strike 415
calls: OI 173 (+18) · vol 22 (at ask 19, at bid 3, multi-leg 1) · NBBO 3.10 × 4.70, spread 41.0% of mid · Δ 0.19
puts: OI 2 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 39.45 × 44.80, spread 12.7% of mid · Δ -0.85
net GEX +$163k per 1% (calls +$165k, puts -$2k) strike 410
calls: OI 271 (+123) · vol 18 (at ask 12, at bid 6) · NBBO 4.20 × 5.65, spread 29.4% of mid · Δ 0.22
puts: OI 12 (+4) · vol 24 (at ask 11, at bid 12, multi-leg 1) · NBBO 36.35 × 40.50, spread 10.8% of mid · Δ -0.81
net GEX +$270k per 1% (calls +$283k, puts -$13k) strike 405
calls: OI 135 (+9) · vol 6 (at ask 3, at bid 3, sweep 2) · NBBO 4.80 × 6.65, spread 32.3% of mid · Δ 0.26
puts: OI 2 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 32.45 × 36.30, spread 11.2% of mid · Δ -0.76
net GEX +$151k per 1% (calls +$153k, puts -$2k) strike 402.5
calls: OI 0 (no prior OI) · vol 18 (at ask 0, at bid 18) · NBBO 5.35 × 7.20, spread 29.5% of mid · Δ 0.27
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 30.50 × 34.35, spread 11.9% of mid · Δ -0.74
no GEX (no side has both gamma and open interest) strike 400
calls: OI 439 (-205) · vol 713 (at ask 368, at bid 331, sweep 5, multi-leg 15) · NBBO 6.00 × 7.55, spread 22.9% of mid · Δ 0.29
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.60 × 32.45, spread 12.6% of mid · Δ -0.72
net GEX +$538k per 1% (calls +$540k, puts -$1k) strike 397.5
calls: OI 0 (no prior OI) · vol 12 (at ask 6, at bid 6, sweep 6) · NBBO 6.55 × 8.50, spread 25.9% of mid · Δ 0.31
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 26.85 × 30.45, spread 12.6% of mid · Δ -0.70
no GEX (no side has both gamma and open interest) strike 395
calls: OI 108 (-1) · vol 8 (at ask 5, at bid 3, sweep 1, multi-leg 6) · NBBO 7.25 × 9.20, spread 23.7% of mid · Δ 0.33
puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.15 × 28.55, spread 12.7% of mid · Δ -0.68
net GEX +$132k per 1% (calls +$143k, puts -$11k) strike 392.5
calls: OI 0 (no prior OI) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 8.00 × 10.00, spread 22.2% of mid · Δ 0.35
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 23.50 × 26.70, spread 12.7% of mid · Δ -0.65
no GEX (no side has both gamma and open interest) strike 390
calls: OI 254 (+1) · vol 19 (at ask 14, at bid 5, multi-leg 6) · NBBO 8.80 × 10.80, spread 20.4% of mid · Δ 0.38
puts: OI 6 (+1) · vol 3 (at ask 1, at bid 2, multi-leg 1) · NBBO 21.95 × 24.90, spread 12.6% of mid · Δ -0.63
net GEX +$339k per 1% (calls +$348k, puts -$9k) strike 387.5
calls: OI 0 (no prior OI) · vol 43 (at ask 13, at bid 30, sweep 12, multi-leg 1) · NBBO 9.65 × 11.70, spread 19.2% of mid · Δ 0.40
puts: OI 0 (no prior OI) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 20.40 × 23.20, spread 12.8% of mid · Δ -0.60
no GEX (no side has both gamma and open interest) strike 385
calls: OI 321 (+2) · vol 6 (at ask 4, at bid 2, sweep 1, multi-leg 4) · NBBO 10.55 × 12.65, spread 18.1% of mid · Δ 0.43
puts: OI 7 (+0) · vol 4 (at ask 0, at bid 4, multi-leg 2) · NBBO 18.90 × 21.60, spread 13.3% of mid · Δ -0.58
net GEX +$439k per 1% (calls +$450k, puts -$10k) strike 382.5
calls: OI 0 (no prior OI) · vol 11 (at ask 7, at bid 4, sweep 4, multi-leg 3) · NBBO 11.55 × 13.65, spread 16.7% of mid · Δ 0.45
puts: OI 0 (no prior OI) · vol 6 (at ask 4, at bid 2, multi-leg 6) · NBBO 17.40 × 20.05, spread 14.2% of mid · Δ -0.55
no GEX (no side has both gamma and open interest) strike 380
calls: OI 214 (-20) · vol 104 (at ask 29, at bid 73, sweep 4, multi-leg 12) · NBBO 12.60 × 14.75, spread 15.7% of mid · Δ 0.48
puts: OI 28 (+9) · vol 20 (at ask 18, at bid 0, multi-leg 2) · NBBO 16.00 × 18.60, spread 15.0% of mid · Δ -0.53
net GEX +$264k per 1% (calls +$306k, puts -$42k) strike 377.5
calls: OI 0 (no prior OI) · vol 21 (at ask 12, at bid 8, sweep 1, multi-leg 3) · NBBO 13.90 × 15.90, spread 13.4% of mid · Δ 0.50
puts: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 1) · NBBO 14.65 × 17.20, spread 16.0% of mid · Δ -0.50
no GEX (no side has both gamma and open interest) strike 375
calls: OI 95 (+6) · vol 11 (at ask 9, at bid 2, sweep 1, multi-leg 1) · NBBO 14.95 × 17.15, spread 13.7% of mid · Δ 0.53
puts: OI 27 (+0) · vol 5 (at ask 3, at bid 1, multi-leg 2) · NBBO 13.45 × 15.85, spread 16.4% of mid · Δ -0.47
net GEX +$94k per 1% (calls +$134k, puts -$41k) strike 372.5
calls: OI 0 (no prior OI) · vol 3 (at ask 1, at bid 2, multi-leg 3) · NBBO 16.15 × 18.40, spread 13.0% of mid · Δ 0.55
puts: OI 0 (no prior OI) · vol 6 (at ask 2, at bid 2, multi-leg 6) · NBBO 12.25 × 14.60, spread 17.5% of mid · Δ -0.45
no GEX (no side has both gamma and open interest) strike 370
calls: OI 92 (-3) · vol 22 (at ask 10, at bid 12, multi-leg 7) · NBBO 17.45 × 19.80, spread 12.6% of mid · Δ 0.58
puts: OI 85 (+1) · vol 13 (at ask 2, at bid 8, multi-leg 4) · NBBO 11.15 × 13.40, spread 18.3% of mid · Δ -0.42
net GEX +$3k per 1% (calls +$128k, puts -$124k) strike 367.5
calls: OI 0 (no prior OI) · vol 9 (at ask 1, at bid 8, multi-leg 1) · NBBO 18.85 × 21.25, spread 12.0% of mid · Δ 0.60
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 10.05 × 12.30, spread 20.1% of mid · Δ -0.39
no GEX (no side has both gamma and open interest) strike 365
calls: OI 100 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.25 × 22.80, spread 11.8% of mid · Δ 0.63
puts: OI 59 (+0) · vol 7 (at ask 2, at bid 5) · NBBO 9.00 × 11.30, spread 22.7% of mid · Δ -0.37
net GEX +$51k per 1% (calls +$135k, puts -$84k) strike 362.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 21.70 × 24.40, spread 11.7% of mid · Δ 0.65
puts: OI 0 (no prior OI) · vol 10 (at ask 5, at bid 5) · NBBO 8.10 × 10.30, spread 23.9% of mid · Δ -0.34
no GEX (no side has both gamma and open interest) strike 360
calls: OI 119 (-1) · vol 5 (at ask 3, at bid 2, multi-leg 5) · NBBO 23.20 × 26.10, spread 11.8% of mid · Δ 0.67
puts: OI 56 (+2) · vol 54 (at ask 14, at bid 40, sweep 1, multi-leg 2) · NBBO 7.25 × 9.75, spread 29.4% of mid · Δ -0.31
net GEX +$72k per 1% (calls +$149k, puts -$77k) strike 357.5
calls: OI 0 (no prior OI) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 24.85 × 27.85, spread 11.4% of mid · Δ 0.70
puts: OI 0 (no prior OI) · vol 40 (at ask 12, at bid 28, sweep 10) · NBBO 6.45 × 8.50, spread 27.4% of mid · Δ -0.29
no GEX (no side has both gamma and open interest) strike 355
calls: OI 115 (-2) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 26.30 × 29.60, spread 11.8% of mid · Δ 0.72
puts: OI 46 (+8) · vol 17 (at ask 9, at bid 8, sweep 1, multi-leg 2) · NBBO 5.75 × 7.70, spread 29.0% of mid · Δ -0.27
net GEX +$76k per 1% (calls +$133k, puts -$57k) strike 352.5
calls: OI 20 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.25 × 31.45, spread 10.7% of mid · Δ 0.74
puts: OI 16 (+13) · vol 29 (at ask 12, at bid 17, sweep 5) · NBBO 5.05 × 6.95, spread 31.7% of mid · Δ -0.25
net GEX +$3k per 1% (calls +$22k, puts -$19k) strike 350
calls: OI 94 (-1) · vol 3 (at ask 3, at bid 0, multi-leg 1) · NBBO 30.05 × 33.30, spread 10.3% of mid · Δ 0.76
puts: OI 99 (+13) · vol 39 (at ask 18, at bid 20, multi-leg 14) · NBBO 4.60 × 5.80, spread 23.1% of mid · Δ -0.23
net GEX -$10k per 1% (calls +$100k, puts -$110k) strike 347.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.55 × 35.25, spread 11.1% of mid · Δ 0.78
puts: OI 10 (+0) · vol 16 (at ask 3, at bid 13, multi-leg 12) · NBBO 4.05 × 5.60, spread 32.1% of mid · Δ -0.21
net GEX -$9k per 1% (calls +$1k, puts -$10k) strike 345
calls: OI 25 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 33.20 × 39.05, spread 16.2% of mid · Δ 0.80
puts: OI 92 (+23) · vol 17 (at ask 12, at bid 2, multi-leg 14) · NBBO 3.30 × 5.10, spread 42.9% of mid · Δ -0.19
net GEX -$67k per 1% (calls +$24k, puts -$91k) strike 342.5
calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 35.95 × 40.80, spread 12.6% of mid · Δ 0.82
puts: OI 1 (-1) · vol 12 (at ask 12, at bid 0, multi-leg 12) · NBBO 3.00 × 4.55, spread 41.1% of mid · Δ -0.17
net GEX +$5k per 1% (calls +$6k, puts -$923) strike 340
calls: OI 40 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 37.50 × 42.65, spread 12.9% of mid · Δ 0.84
puts: OI 75 (+4) · vol 27 (at ask 23, at bid 2, multi-leg 10) · NBBO 2.93 × 3.65, spread 21.9% of mid · Δ -0.15
net GEX -$30k per 1% (calls +$34k, puts -$65k) strike 337.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 40.40 × 44.95, spread 10.7% of mid · Δ 0.86
puts: OI 2 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 2.05 × 3.70, spread 57.4% of mid · Δ -0.14
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 335
calls: OI 31 (-1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 41.15 × 47.00, spread 13.3% of mid · Δ 0.87
puts: OI 88 (-3) · vol 20 (at ask 5, at bid 12, multi-leg 9) · NBBO 1.70 × 3.30, spread 64.0% of mid · Δ -0.12
net GEX -$42k per 1% (calls +$23k, puts -$65k) strike 332.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.85 × 49.20, spread 11.5% of mid · Δ 0.89
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.41 × 2.93, spread 70.0% of mid · Δ -0.11
net GEX -$2k per 1% (calls +$678, puts -$3k) strike 330
calls: OI 120 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 46.10 × 50.30, spread 8.7% of mid · Δ 0.90
puts: OI 822 (-22) · vol 40 (at ask 21, at bid 15, multi-leg 20) · NBBO 1.63 × 2.60, spread 45.9% of mid · Δ -0.10
net GEX -$439k per 1% (calls +$75k, puts -$513k) strike 327.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.65 × 53.90, spread 12.3% of mid · Δ 0.91
puts: OI 3 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.96 × 2.32, spread 82.9% of mid · Δ -0.09
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 325
calls: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.60 × 56.20, spread 10.5% of mid · Δ 0.92
puts: OI 73 (+0) · vol 17 (at ask 8, at bid 7, multi-leg 5) · NBBO 0.82 × 2.07, spread 86.5% of mid · Δ -0.08
net GEX -$25k per 1% (calls +$13k, puts -$38k) strike 322.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.75 × 58.55, spread 12.3% of mid · Δ 0.93
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.59 × 1.86, spread 103.7% of mid · Δ -0.07
net GEX -$471 per 1% (calls +$0, puts -$471) strike 320
calls: OI 65 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.25 × 60.85, spread 9.6% of mid · Δ 0.94
puts: OI 101 (-3) · vol 18 (at ask 3, at bid 15, multi-leg 15) · NBBO 0.77 × 1.58, spread 68.9% of mid · Δ -0.06
net GEX -$16k per 1% (calls +$27k, puts -$42k) strike 317.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.00 × 63.25, spread 10.4% of mid · Δ 0.95
puts: OI 2 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.31 × 1.53, spread 132.6% of mid · Δ -0.05
net GEX -$736 per 1% (calls +$0, puts -$736) strike 315
calls: OI 21 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 58.80 × 65.60, spread 10.9% of mid · Δ 0.96
puts: OI 102 (+5) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 0.01 × 5.05, spread 199.2% of mid · Δ -0.04
net GEX -$26k per 1% (calls +$6k, puts -$32k) strike 312.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 61.20 × 68.00, spread 10.5% of mid · Δ 0.98
puts: OI 11 (+5) · vol 4 (at ask 2, at bid 2) · NBBO 0.01 × 0.87, spread 195.5% of mid · Δ -0.03
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 310
calls: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 63.65 × 70.40, spread 10.1% of mid · Δ 0.99
puts: OI 178 (-1) · vol 43 (at ask 16, at bid 23, sweep 2, multi-leg 2) · NBBO 0.01 × 0.79, spread 195.0% of mid · Δ -0.03
net GEX -$36k per 1% (calls +$4k, puts -$40k) strike 307.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.55 × 72.85, spread 9.0% of mid · Δ 0.99
puts: OI 4 (+0) · vol 6 (at ask 2, at bid 4) · NBBO 0.04 × 1.21, spread 187.2% of mid · Δ -0.02
net GEX -$829 per 1% (calls +$0, puts -$829) strike 305
calls: OI 46 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 69.70 × 75.30, spread 7.7% of mid · Δ 0.99
puts: OI 100 (-2) · vol 6 (at ask 3, at bid 3, sweep 2, multi-leg 2) · NBBO 0.26 × 0.59, spread 77.6% of mid · Δ -0.02
net GEX -$16k per 1% (calls +$3k, puts -$19k) strike 300
calls: OI 13 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 73.40 × 80.10, spread 8.7% of mid · Δ 1.00
puts: OI 219 (-14) · vol 15 (at ask 5, at bid 8, multi-leg 2) · NBBO 0.15 × 0.48, spread 104.8% of mid · Δ -0.02
net GEX -$34k per 1% (calls +$298, puts -$34k) strike 295
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.30 × 85.05, spread 8.3% of mid · Δ 1.00
puts: OI 170 (-1) · vol 13 (at ask 5, at bid 8, multi-leg 4) · NBBO 0.01 × 0.37, spread 189.5% of mid · Δ -0.02
net GEX -$22k per 1% (calls +$7, puts -$22k) strike 290
calls: OI 128 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.25 × 90.05, spread 7.8% of mid · Δ 1.00
puts: OI 931 (-1) · vol 13 (at ask 8, at bid 2, multi-leg 6) · NBBO 0.04 × 0.37, spread 161.0% of mid · Δ -0.01
net GEX -$95k per 1% (calls +$811, puts -$96k) strike 285
calls: OI 20 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.20 × 94.95, spread 7.4% of mid · Δ 1.00
puts: OI 88 (+0) · vol 9 (at ask 0, at bid 8, multi-leg 2) · NBBO 0.08 × 0.27, spread 108.6% of mid · Δ -0.01
net GEX -$7k per 1% (calls +$109, puts -$7k) 2026-10-02 expiry, 56 strikes within ±25% of book spot (the flip search band); 72 hidden (30 above, 42 below), 67 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$2.3m 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 $330.00 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 · 56 strikes puts strike calls GEX, $ per 1% ΔOI OI multi-leg sweep @bid @ask vol Δ spr ask bid bid ask spr Δ vol @ask @bid sweep multi-leg OI ΔOI put call net +0 0 0 0 0 0 0 -1.00 7.8% 87.70 81.10 460 0.24 2.64 166.7% 0.05 2 1 1 0 0 264 -10 +$0 +$87k +$87k +0 0 0 0 0 0 0 -1.00 8.2% 82.80 76.25 455 0.45 1.54 109.5% 0.06 2 2 0 0 0 86 +0 +$0 +$32k +$32k +0 0 0 0 0 0 0 -0.99 8.8% 78.00 71.40 450 0.49 1.73 111.7% 0.07 3 0 3 0 0 124 +39 +$0 +$52k +$52k +0 0 0 0 0 0 0 -0.99 9.5% 73.20 66.55 445 0.90 1.96 74.1% 0.08 1 0 0 0 0 133 +0 +$0 +$63k +$63k +0 0 0 0 0 0 0 -0.99 10.1% 68.25 61.70 440 1.14 2.23 64.7% 0.09 2 2 0 0 0 111 +3 +$0 +$60k +$60k +0 0 0 0 0 0 0 -0.98 11.3% 63.90 57.05 435 1.26 2.58 68.8% 0.10 2 1 1 1 0 76 +33 +$0 +$46k +$46k +0 0 0 0 0 0 0 -0.98 9.8% 58.15 52.70 430 1.70 3.00 55.3% 0.12 16 3 12 0 11 90 +10 +$0 +$62k +$62k +0 0 0 0 0 0 0 -0.96 10.7% 53.60 48.15 425 1.95 3.50 56.9% 0.14 3 1 2 0 1 60 +3 +$0 +$46k +$46k +1 1 0 0 0 0 0 -0.91 15.4% 50.45 43.25 420 2.45 4.10 50.4% 0.16 36 21 15 0 24 91 +30 -$762 +$78k +$77k +1 2 0 0 0 0 0 -0.85 12.7% 44.80 39.45 415 3.10 4.70 41.0% 0.19 22 19 3 0 1 173 +18 -$2k +$165k +$163k +4 12 1 0 12 11 24 -0.81 10.8% 40.50 36.35 410 4.20 5.65 29.4% 0.22 18 12 6 0 0 271 +123 -$13k +$283k +$270k +0 2 1 0 0 0 1 -0.76 11.2% 36.30 32.45 405 4.80 6.65 32.3% 0.26 6 3 3 2 0 135 +9 -$2k +$153k +$151k — 0 0 0 0 0 0 -0.74 11.9% 34.35 30.50 402.5 5.35 7.20 29.5% 0.27 18 0 18 0 0 0 — — — — +0 1 0 0 0 0 0 -0.72 12.6% 32.45 28.60 400 6.00 7.55 22.9% 0.29 713 368 331 5 15 439 -205 -$1k +$540k +$538k — 0 0 0 0 0 0 -0.70 12.6% 30.45 26.85 397.5 6.55 8.50 25.9% 0.31 12 6 6 6 0 0 — — — — +0 8 0 0 0 0 0 -0.68 12.7% 28.55 25.15 395 7.25 9.20 23.7% 0.33 8 5 3 1 6 108 -1 -$11k +$143k +$132k — 0 0 0 0 0 0 -0.65 12.7% 26.70 23.50 392.5 8.00 10.00 22.2% 0.35 2 1 1 1 0 0 — — — — +1 6 1 0 2 1 3 -0.63 12.6% 24.90 21.95 390 8.80 10.80 20.4% 0.38 19 14 5 0 6 254 +1 -$9k +$348k +$339k — 0 2 0 2 0 2 -0.60 12.8% 23.20 20.40 387.5 9.65 11.70 19.2% 0.40 43 13 30 12 1 0 — — — — +0 7 2 0 4 0 4 -0.58 13.3% 21.60 18.90 385 10.55 12.65 18.1% 0.43 6 4 2 1 4 321 +2 -$10k +$450k +$439k — 0 6 0 2 4 6 -0.55 14.2% 20.05 17.40 382.5 11.55 13.65 16.7% 0.45 11 7 4 4 3 0 — — — — +9 28 2 0 0 18 20 -0.53 15.0% 18.60 16.00 380 12.60 14.75 15.7% 0.48 104 29 73 4 12 214 -20 -$42k +$306k +$264k — 0 0 0 1 0 1 -0.50 16.0% 17.20 14.65 377.5 13.90 15.90 13.4% 0.50 21 12 8 1 3 0 — — — — +0 27 2 0 1 3 5 -0.47 16.4% 15.85 13.45 375 14.95 17.15 13.7% 0.53 11 9 2 1 1 95 +6 -$41k +$134k +$94k — 0 6 0 2 2 6 -0.45 17.5% 14.60 12.25 372.5 16.15 18.40 13.0% 0.55 3 1 2 0 3 0 — — — — +1 85 4 0 8 2 13 -0.42 18.3% 13.40 11.15 370 17.45 19.80 12.6% 0.58 22 10 12 0 7 92 -3 -$124k +$128k +$3k — 0 0 0 0 0 0 -0.39 20.1% 12.30 10.05 367.5 18.85 21.25 12.0% 0.60 9 1 8 0 1 0 — — — — +0 59 0 0 5 2 7 -0.37 22.7% 11.30 9.00 365 20.25 22.80 11.8% 0.63 0 0 0 0 0 100 +0 -$84k +$135k +$51k — 0 0 0 5 5 10 -0.34 23.9% 10.30 8.10 362.5 21.70 24.40 11.7% 0.65 0 0 0 0 0 0 — — — — +2 56 2 1 40 14 54 -0.31 29.4% 9.75 7.25 360 23.20 26.10 11.8% 0.67 5 3 2 0 5 119 -1 -$77k +$149k +$72k — 0 0 10 28 12 40 -0.29 27.4% 8.50 6.45 357.5 24.85 27.85 11.4% 0.70 2 2 0 0 2 0 — — — — +8 46 2 1 8 9 17 -0.27 29.0% 7.70 5.75 355 26.30 29.60 11.8% 0.72 1 0 1 0 1 115 -2 -$57k +$133k +$76k +13 16 0 5 17 12 29 -0.25 31.7% 6.95 5.05 352.5 28.25 31.45 10.7% 0.74 0 0 0 0 0 20 +0 -$19k +$22k +$3k +13 99 14 0 20 18 39 -0.23 23.1% 5.80 4.60 350 30.05 33.30 10.3% 0.76 3 3 0 0 1 94 -1 -$110k +$100k -$10k +0 10 12 0 13 3 16 -0.21 32.1% 5.60 4.05 347.5 31.55 35.25 11.1% 0.78 0 0 0 0 0 1 +0 -$10k +$1k -$9k +23 92 14 0 2 12 17 -0.19 42.9% 5.10 3.30 345 33.20 39.05 16.2% 0.80 1 0 1 0 0 25 +0 -$91k +$24k -$67k -1 1 12 0 0 12 12 -0.17 41.1% 4.55 3.00 342.5 35.95 40.80 12.6% 0.82 0 0 0 0 0 7 +0 -$923 +$6k +$5k +4 75 10 0 2 23 27 -0.15 21.9% 3.65 2.93 340 37.50 42.65 12.9% 0.84 1 0 0 0 0 40 +0 -$65k +$34k -$30k +1 2 0 0 0 0 0 -0.14 57.4% 3.70 2.05 337.5 40.40 44.95 10.7% 0.86 0 0 0 0 0 0 +0 -$2k +$0 -$2k -3 88 9 0 12 5 20 -0.12 64.0% 3.30 1.70 335 41.15 47.00 13.3% 0.87 1 1 0 0 1 31 -1 -$65k +$23k -$42k +0 4 0 0 0 0 0 -0.11 70.0% 2.93 1.41 332.5 43.85 49.20 11.5% 0.89 0 0 0 0 0 1 +0 -$3k +$678 -$2k -22 822 20 0 15 21 40 -0.10 45.9% 2.60 1.63 330 46.10 50.30 8.7% 0.90 1 1 0 0 0 120 +0 -$513k +$75k -$439k +2 3 0 0 0 0 0 -0.09 82.9% 2.32 0.96 327.5 47.65 53.90 12.3% 0.91 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 73 5 0 7 8 17 -0.08 86.5% 2.07 0.82 325 50.60 56.20 10.5% 0.92 0 0 0 0 0 25 +0 -$38k +$13k -$25k +0 1 0 0 0 0 0 -0.07 103.7% 1.86 0.59 322.5 51.75 58.55 12.3% 0.93 0 0 0 0 0 0 +0 -$471 +$0 -$471 -3 101 15 0 15 3 18 -0.06 68.9% 1.58 0.77 320 55.25 60.85 9.6% 0.94 0 0 0 0 0 65 +0 -$42k +$27k -$16k +1 2 0 0 0 0 0 -0.05 132.6% 1.53 0.31 317.5 57.00 63.25 10.4% 0.95 0 0 0 0 0 0 +0 -$736 +$0 -$736 +5 102 2 0 2 0 2 -0.04 199.2% 5.05 0.01 315 58.80 65.60 10.9% 0.96 2 1 1 0 2 21 +0 -$32k +$6k -$26k +5 11 0 0 2 2 4 -0.03 195.5% 0.87 0.01 312.5 61.20 68.00 10.5% 0.98 0 0 0 0 0 0 +0 -$3k +$0 -$3k -1 178 2 2 23 16 43 -0.03 195.0% 0.79 0.01 310 63.65 70.40 10.1% 0.99 0 0 0 0 0 30 +0 -$40k +$4k -$36k +0 4 0 0 4 2 6 -0.02 187.2% 1.21 0.04 307.5 66.55 72.85 9.0% 0.99 0 0 0 0 0 0 +0 -$829 +$0 -$829 -2 100 2 2 3 3 6 -0.02 77.6% 0.59 0.26 305 69.70 75.30 7.7% 0.99 2 0 0 0 2 46 +0 -$19k +$3k -$16k -14 219 2 0 8 5 15 -0.02 104.8% 0.48 0.15 300 73.40 80.10 8.7% 1.00 0 0 0 0 0 13 -1 -$34k +$298 -$34k -1 170 4 0 8 5 13 -0.02 189.5% 0.37 0.01 295 78.30 85.05 8.3% 1.00 0 0 0 0 0 1 +0 -$22k +$7 -$22k -1 931 6 0 2 8 13 -0.01 161.0% 0.37 0.04 290 83.25 90.05 7.8% 1.00 0 0 0 0 0 128 +0 -$96k +$811 -$95k +0 88 2 0 8 0 9 -0.01 108.6% 0.27 0.08 285 88.20 94.95 7.4% 1.00 0 0 0 0 0 20 +0 -$7k +$109 -$7k