Simplify Analytics
PANW

PANW

$363.58 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
47.7%
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).

25 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)46 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)27 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 date1d5d7d14d30d60d90d180d365d68.8%44.0%
2026-09-182026-08-19 (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 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 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

1d2026-09-18 · 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 scalestrike 372.5: IV 58.4%, beyond the shared scalestrike 375: IV 58.9%, beyond the shared scalestrike 380: IV 58.4%, beyond the shared scalestrike 382.5: IV 59.5%, beyond the shared scale58%44%2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 10 put and 9 call strikes within ±6.5%, IV 45% to 52%58%44%6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 13 put and 12 call strikes within ±8.8%, IV 46% to 55%58%44%8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 9 put and 6 call strikes within ±11%, IV 50% to 52%58%44%11%book spot+11%
29d2026-10-16
2026-10-16: 5 put and 5 call strikes within ±12%, IV 50% to 52%58%44%12%book spot+12%
64d2026-11-20
2026-11-20: 7 put and 7 call strikes within ±18%, IV 53% to 55%58%44%18%book spot+18%
92d2026-12-18
2026-12-18: 13 put and 8 call strikes within ±22%, IV 54% to 57%58%44%22%book spot+22%
120d2027-01-15
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.

Expiry window · 3565 DTE

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.

expiryDTE28-DTE exitthesisearnings 11-18 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dclear · 26d50.3% p 375
2026-10-30 Friweekly422026-10-0214dclear · 19d51.9% p 375
2026-11-20 Fri632026-10-2335dspans · +2d
exit 26d before
54.4% c 380none 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.

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 flipfloors, 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 OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move460455450445440435430425420415410405402.5400397.5395392.5390387.5385382.5380377.5375372.5370367.5365362.5360357.5355352.5350347.5345342.5340337.5335332.5330327.5325322.5320317.5315312.5310307.5305300295290285put strike nearest 0.20 delta: 347.5call strike nearest 0.20 delta: 415932093271371325%10%10%25%-$538k+$538kcall wall 380put wall 380book spot 375.06γ flip 351.08strike 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
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.007.8%87.7081.104600.242.64166.7%0.0521100264-10+$0+$87k+$87k
+0000000-1.008.2%82.8076.254550.451.54109.5%0.062200086+0+$0+$32k+$32k
+0000000-0.998.8%78.0071.404500.491.73111.7%0.0730300124+39+$0+$52k+$52k
+0000000-0.999.5%73.2066.554450.901.9674.1%0.0810000133+0+$0+$63k+$63k
+0000000-0.9910.1%68.2561.704401.142.2364.7%0.0922000111+3+$0+$60k+$60k
+0000000-0.9811.3%63.9057.054351.262.5868.8%0.102111076+33+$0+$46k+$46k
+0000000-0.989.8%58.1552.704301.703.0055.3%0.121631201190+10+$0+$62k+$62k
+0000000-0.9610.7%53.6048.154251.953.5056.9%0.143120160+3+$0+$46k+$46k
+1100000-0.9115.4%50.4543.254202.454.1050.4%0.1636211502491+30-$762+$78k+$77k
+1200000-0.8512.7%44.8039.454153.104.7041.0%0.192219301173+18-$2k+$165k+$163k
+41210121124-0.8110.8%40.5036.354104.205.6529.4%0.221812600271+123-$13k+$283k+$270k
+0210001-0.7611.2%36.3032.454054.806.6532.3%0.2663320135+9-$2k+$153k+$151k
000000-0.7411.9%34.3530.50402.55.357.2029.5%0.2718018000
+0100000-0.7212.6%32.4528.604006.007.5522.9%0.29713368331515439-205-$1k+$540k+$538k
000000-0.7012.6%30.4526.85397.56.558.5025.9%0.311266600
+0800000-0.6812.7%28.5525.153957.259.2023.7%0.3385316108-1-$11k+$143k+$132k
000000-0.6512.7%26.7023.50392.58.0010.0022.2%0.35211100
+1610213-0.6312.6%24.9021.953908.8010.8020.4%0.381914506254+1-$9k+$348k+$339k
020202-0.6012.8%23.2020.40387.59.6511.7019.2%0.404313301210
+0720404-0.5813.3%21.6018.9038510.5512.6518.1%0.4364214321+2-$10k+$450k+$439k
060246-0.5514.2%20.0517.40382.511.5513.6516.7%0.451174430
+9282001820-0.5315.0%18.6016.0038012.6014.7515.7%0.481042973412214-20-$42k+$306k+$264k
000101-0.5016.0%17.2014.65377.513.9015.9013.4%0.5021128130
+02720135-0.4716.4%15.8513.4537514.9517.1513.7%0.5311921195+6-$41k+$134k+$94k
060226-0.4517.5%14.6012.25372.516.1518.4013.0%0.55312030
+185408213-0.4218.3%13.4011.1537017.4519.8012.6%0.582210120792-3-$124k+$128k+$3k
000000-0.3920.1%12.3010.05367.518.8521.2512.0%0.60918010
+05900527-0.3722.7%11.309.0036520.2522.8011.8%0.6300000100+0-$84k+$135k+$51k
0005510-0.3423.9%10.308.10362.521.7024.4011.7%0.65000000
+25621401454-0.3129.4%9.757.2536023.2026.1011.8%0.6753205119-1-$77k+$149k+$72k
0010281240-0.2927.4%8.506.45357.524.8527.8511.4%0.70220020
+846218917-0.2729.0%7.705.7535526.3029.6011.8%0.7210101115-2-$57k+$133k+$76k
+131605171229-0.2531.7%6.955.05352.528.2531.4510.7%0.740000020+0-$19k+$22k+$3k
+1399140201839-0.2323.1%5.804.6035030.0533.3010.3%0.763300194-1-$110k+$100k-$10k
+01012013316-0.2132.1%5.604.05347.531.5535.2511.1%0.78000001+0-$10k+$1k-$9k
+239214021217-0.1942.9%5.103.3034533.2039.0516.2%0.801010025+0-$91k+$24k-$67k
-1112001212-0.1741.1%4.553.00342.535.9540.8012.6%0.82000007+0-$923+$6k+$5k
+47510022327-0.1521.9%3.652.9334037.5042.6512.9%0.841000040+0-$65k+$34k-$30k
+1200000-0.1457.4%3.702.05337.540.4044.9510.7%0.86000000+0-$2k+$0-$2k
-3889012520-0.1264.0%3.301.7033541.1547.0013.3%0.871100131-1-$65k+$23k-$42k
+0400000-0.1170.0%2.931.41332.543.8549.2011.5%0.89000001+0-$3k+$678-$2k
-22822200152140-0.1045.9%2.601.6333046.1050.308.7%0.9011000120+0-$513k+$75k-$439k
+2300000-0.0982.9%2.320.96327.547.6553.9012.3%0.91000000+0-$2k+$0-$2k
+073507817-0.0886.5%2.070.8232550.6056.2010.5%0.920000025+0-$38k+$13k-$25k
+0100000-0.07103.7%1.860.59322.551.7558.5512.3%0.93000000+0-$471+$0-$471
-310115015318-0.0668.9%1.580.7732055.2560.859.6%0.940000065+0-$42k+$27k-$16k
+1200000-0.05132.6%1.530.31317.557.0063.2510.4%0.95000000+0-$736+$0-$736
+510220202-0.04199.2%5.050.0131558.8065.6010.9%0.962110221+0-$32k+$6k-$26k
+51100224-0.03195.5%0.870.01312.561.2068.0010.5%0.98000000+0-$3k+$0-$3k
-117822231643-0.03195.0%0.790.0131063.6570.4010.1%0.990000030+0-$40k+$4k-$36k
+0400426-0.02187.2%1.210.04307.566.5572.859.0%0.99000000+0-$829+$0-$829
-210022336-0.0277.6%0.590.2630569.7075.307.7%0.992000246+0-$19k+$3k-$16k
-14219208515-0.02104.8%0.480.1530073.4080.108.7%1.000000013-1-$34k+$298-$34k
-1170408513-0.02189.5%0.370.0129578.3085.058.3%1.00000001+0-$22k+$7-$22k
-1931602813-0.01161.0%0.370.0429083.2590.057.8%1.0000000128+0-$96k+$811-$95k
+08820809-0.01108.6%0.270.0828588.2094.957.4%1.000000020+0-$7k+$109-$7k