Simplify Analytics
SMH

SMH

$596.03 unadjusted close, 2026-09-21
as of 2026-09-21
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
33.7%
IV percentile
23.8%
own all (<3y) · n=242
IV rank
22.1%
own all (<1y) · n=242
range
26.5% – 59.1%
own all (<1y) · n=242
low 26.5%242 sessions, all (<1y) · today 33.7%high 59.1%

Term structure · constant maturity

31 consecutive sessions in contango (the normal upward slope).

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 Baltimore22 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)43 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)24 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)1d5d7d14d30d60d90d180d365d41.3%28.6%
2026-09-212026-08-20 (21 sessions earlier)◆ scheduled release, at the first tenor spanning ittenors in calendar days, log scale
Scheduled after the 2026-09-21 close, from the 2026-09-21 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 Baltimore
  • Wed 09-23 09:45 · 2d US Flash Services PMI (September) · f 55.9 · prev 56.8
  • Wed 09-23 09:45 · 2d US Flash Manufacturing PMI (September) · f 53.5 · prev 53.2
  • Thu 09-24 08:30 · 3d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 3d Weekly Jobless Claims (September) · f 204000 · prev 196000
  • Thu 09-24 10:00 · 3d New Home Sales (August) · f 620000 · prev 607000
  • Thu 09-24 11:00 · 3d Kansas City Fed Survey (September) · prev 17
  • Fri 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 51.7

Earnings: no earnings (ETF): the vendor serves no reports for the funds whose holdings are collected here, and this symbol is one of them.

90-day IV
36.3%
own all (<3y) 35.7% · n=242
slope, 30d − 90d
-2.6 pts
own all (<3y) 13.4% · n=242
variance risk premium, 30d
+0.3 pts
own all (<3y) 34.4% · n=237

Skew · risk reversal

25-delta
+2.6 pts
own all (<3y) 68.1% · n=36
10-delta
+3.5 pts
own all (<3y) 20.8% · 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

3d2026-09-21 · short
2026-09-21: 9 put and 9 call strikes within ±4.0%, IV 13% to 25%strike 552.5: IV 24.2%, beyond the shared scalestrike 555: IV 23.0%, beyond the shared scalestrike 557.5: IV 21.1%, beyond the shared scalestrike 560: IV 20.4%, beyond the shared scalestrike 562.5: IV 20.3%, beyond the shared scalestrike 565: IV 19.4%, beyond the shared scalestrike 567.5: IV 17.5%, beyond the shared scalestrike 570: IV 18.4%, beyond the shared scalestrike 572.5: IV 16.8%, beyond the shared scalestrike 575: IV 12.8%, beyond the shared scalestrike 577.5: IV 17.0%, beyond the shared scalestrike 580: IV 17.2%, beyond the shared scalestrike 582.5: IV 16.3%, beyond the shared scalestrike 585: IV 17.5%, beyond the shared scalestrike 587.5: IV 20.9%, beyond the shared scalestrike 590: IV 19.9%, beyond the shared scalestrike 592.5: IV 24.3%, beyond the shared scalestrike 595: IV 24.8%, beyond the shared scale43%27%4.0%book spot+4.0%
7d2026-09-25 · short
2026-09-25: 14 put and 14 call strikes within ±6.1%, IV 23% to 32%strike 557.5: IV 27.0%, beyond the shared scalestrike 560: IV 26.7%, beyond the shared scalestrike 562.5: IV 26.6%, beyond the shared scalestrike 567.5: IV 26.8%, beyond the shared scalestrike 570: IV 26.1%, beyond the shared scalestrike 575: IV 24.0%, beyond the shared scalestrike 577.5: IV 24.6%, beyond the shared scalestrike 580: IV 25.1%, beyond the shared scalestrike 582.5: IV 24.6%, beyond the shared scalestrike 585: IV 24.5%, beyond the shared scalestrike 587.5: IV 25.0%, beyond the shared scalestrike 590: IV 23.4%, beyond the shared scalestrike 592.5: IV 25.2%, beyond the shared scalestrike 595: IV 25.0%, beyond the shared scalestrike 597.5: IV 25.9%, beyond the shared scalestrike 600: IV 26.2%, beyond the shared scalestrike 605: IV 26.0%, beyond the shared scale43%27%6.1%book spot+6.1%
14d2026-10-02
2026-10-02: 20 put and 18 call strikes within ±8.6%, IV 28% to 35%43%27%8.6%book spot+8.6%
21d2026-10-09
2026-10-09: 23 put and 15 call strikes within ±11%, IV 28% to 36%43%27%11%book spot+11%
28d2026-10-16
2026-10-16: 14 put and 14 call strikes within ±12%, IV 30% to 38%43%27%12%book spot+12%
63d2026-11-20
2026-11-20: 21 put and 20 call strikes within ±18%, IV 33% to 41%43%27%18%book spot+18%
91d2026-12-18
2026-12-18: 25 put and 15 call strikes within ±22%, IV 33% to 42%43%27%22%book spot+22%
119d2027-01-15
2027-01-15: 27 put and 16 call strikes within ±25%, IV 33% to 41%43%27%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 (27%43%), set by the expiries past 7 DTE. 35 short-dated points beyond it are pinned to the edge as open circles.

Expiry window · 3565 DTE

Next earnings: no earnings (ETF): the vendor serves no reports for the funds whose holdings are collected here, and this symbol is one of them.

expiryDTE28-DTE exitthesisearningsATM IV · 09-18expected move
2026-10-30 Friweekly392026-10-0211dno earnings (ETF)33.9% p 572.5
2026-11-20 Fri602026-10-2332dno earnings (ETF)33.9% c 575

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 SMH 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
+$139.6m per 1%
own all (<3y) 94.6% · n=65
gamma flip
$563.61
flip within ±25% of book spot
flip distance
-0.65 ATR
own all (<3y) 2.3% · n=64
0DTE share of volume
not listed daily

book spot $573.00 (unadjusted close, 2026-09-18) · call wall $575.00 (+0.35% from book spot) · put wall $530.00 (-7.50% from book spot) · max pain $560.00 (-2.27% 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 $573.00 × (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. SMH headlines $596.03, its newest unadjusted close, on 2026-09-21; the book was taken at $573.00 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.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

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 620 (Δ 0.19), put 530 (Δ -0.19).

call put OI carried through 2026-09-17 · opened by 2026-09-17'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 2026-09-17's trading; volume is 2026-09-18's.◀ put OIcall OI ▶entering 2026-09-18◀ put volcall vol ▶traded 2026-09-18◀ putcall ▶spread, % of mid− net GEX+$ per 1% move715710705700695690685680675670665660655650645640635630625620615610605600595590585580575570565560555550545540535530525520515510505500495490485480475470465460455450445440435430put strike nearest 0.20 delta: 530call strike nearest 0.20 delta: 62016k016k3.7k3.7k25%10%10%25%-$29.7m+$29.7mcall wall 575book spot 573γ flip 563.61max pain 560put wall 530strike 715 calls: OI 79 (+0) · vol 27 (at ask 15, at bid 12, sweep 6, multi-leg 15) · NBBO 0.05 × 0.73, spread 174.4% of mid · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 140.50 × 145.30, spread 3.4% of mid · Δ -0.99 net GEX +$17k per 1% (calls +$17k, puts +$0)strike 710 calls: OI 236 (-11) · vol 7 (at ask 0, at bid 7) · NBBO 0.02 × 0.90, spread 191.3% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 135.50 × 140.40, spread 3.6% of mid · Δ -0.98 net GEX +$57k per 1% (calls +$57k, puts +$0)strike 705 calls: OI 135 (+27) · vol 7 (at ask 0, at bid 7) · NBBO 0.11 × 0.94, spread 158.1% of mid · Δ 0.02 puts: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 130.50 × 135.30, spread 3.6% of mid · Δ -0.98 net GEX +$31k per 1% (calls +$37k, puts -$6k)strike 700 calls: OI 15,532 (+16) · vol 8 (at ask 1, at bid 7) · NBBO 0.12 × 0.60, spread 133.3% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 125.50 × 130.45, spread 3.9% of mid · Δ -0.98 net GEX +$4.7m per 1% (calls +$4.7m, puts +$0)strike 695 calls: OI 1,449 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 1.16, spread 196.6% of mid · Δ 0.02 puts: OI 0 (-204) · vol 0 (at ask 0, at bid 0) · NBBO 120.50 × 125.25, spread 3.9% of mid · Δ -0.98 net GEX +$491k per 1% (calls +$491k, puts +$0)strike 690 calls: OI 446 (+0) · vol 22 (at ask 4, at bid 18, multi-leg 19) · NBBO 0.27 × 0.77, spread 96.2% of mid · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.50 × 120.45, spread 4.2% of mid · Δ -0.98 net GEX +$167k per 1% (calls +$167k, puts +$0)strike 685 calls: OI 237 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.32 × 1.02, spread 104.5% of mid · Δ 0.03 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.50 × 115.45, spread 4.4% of mid · Δ -0.98 net GEX +$97k per 1% (calls +$98k, puts -$365)strike 680 calls: OI 2,180 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.20 × 0.93, spread 129.2% of mid · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.55 × 110.50, spread 4.6% of mid · Δ -0.97 net GEX +$998k per 1% (calls +$998k, puts +$0)strike 675 calls: OI 392 (+5) · vol 6 (at ask 1, at bid 5) · NBBO 0.51 × 1.04, spread 68.4% of mid · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.70 × 105.50, spread 4.7% of mid · Δ -0.97 net GEX +$206k per 1% (calls +$206k, puts +$0)strike 670 calls: OI 1,707 (+1) · vol 4 (at ask 0, at bid 4) · NBBO 0.41 × 1.16, spread 95.5% of mid · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.55 × 100.25, spread 4.8% of mid · Δ -0.96 net GEX +$1.0m per 1% (calls +$1.0m, puts +$0)strike 665 calls: OI 520 (+0) · vol 4 (at ask 0, at bid 4) · NBBO 0.78 × 1.32, spread 51.4% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 91.50 × 95.50, spread 4.3% of mid · Δ -0.96 net GEX +$350k per 1% (calls +$350k, puts +$0)strike 660 calls: OI 3,310 (+0) · vol 45 (at ask 1, at bid 19, multi-leg 1) · NBBO 0.96 × 1.33, spread 32.3% of mid · Δ 0.06 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 86.00 × 90.50, spread 5.1% of mid · Δ -0.95 net GEX +$2.5m per 1% (calls +$2.5m, puts -$719)strike 655 calls: OI 388 (+15) · vol 1 (at ask 0, at bid 1) · NBBO 1.19 × 1.58, spread 28.2% of mid · Δ 0.07 puts: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 81.00 × 85.95, spread 5.9% of mid · Δ -0.94 net GEX +$314k per 1% (calls +$333k, puts -$19k)strike 650 calls: OI 3,409 (+18) · vol 59 (at ask 42, at bid 8, sweep 1, multi-leg 13) · NBBO 1.42 × 1.87, spread 27.4% of mid · Δ 0.08 puts: OI 379 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 76.20 × 81.00, spread 6.1% of mid · Δ -0.93 net GEX +$3.0m per 1% (calls +$3.3m, puts -$345k)strike 645 calls: OI 3,122 (+1) · vol 20 (at ask 18, at bid 2, sweep 2, multi-leg 2) · NBBO 1.70 × 2.20, spread 25.6% of mid · Δ 0.09 puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.50 × 76.45, spread 6.7% of mid · Δ -0.92 net GEX +$3.4m per 1% (calls +$3.4m, puts -$7k)strike 640 calls: OI 2,195 (+7) · vol 144 (at ask 17, at bid 127, sweep 2, multi-leg 13) · NBBO 2.03 × 2.50, spread 20.8% of mid · Δ 0.11 puts: OI 149 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.15 × 71.50, spread 6.3% of mid · Δ -0.90 net GEX +$2.5m per 1% (calls +$2.7m, puts -$177k)strike 635 calls: OI 1,657 (-2) · vol 31 (at ask 15, at bid 16, sweep 2, multi-leg 6) · NBBO 2.43 × 3.15, spread 25.8% of mid · Δ 0.12 puts: OI 141 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.15 × 67.00, spread 7.5% of mid · Δ -0.88 net GEX +$2.1m per 1% (calls +$2.3m, puts -$189k)strike 630 calls: OI 2,144 (+15) · vol 92 (at ask 60, at bid 18, sweep 2, multi-leg 33) · NBBO 2.91 × 3.70, spread 23.9% of mid · Δ 0.14 puts: OI 330 (+2) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 57.75 × 62.50, spread 7.9% of mid · Δ -0.86 net GEX +$2.7m per 1% (calls +$3.2m, puts -$492k)strike 625 calls: OI 10,099 (-185) · vol 67 (at ask 18, at bid 44, sweep 1, multi-leg 46) · NBBO 3.70 × 4.40, spread 17.3% of mid · Δ 0.16 puts: OI 248 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 53.30 × 58.00, spread 8.4% of mid · Δ -0.84 net GEX +$16.3m per 1% (calls +$16.7m, puts -$408k)strike 620 calls: OI 6,635 (-5) · vol 107 (at ask 36, at bid 68, multi-leg 46) · NBBO 4.10 × 5.20, spread 23.7% of mid · Δ 0.19 puts: OI 222 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.90 × 53.50, spread 7.0% of mid · Δ -0.82 net GEX +$11.5m per 1% (calls +$11.9m, puts -$401k)strike 615 calls: OI 15,387 (+198) · vol 663 (at ask 14, at bid 646, multi-leg 8) · NBBO 5.50 × 6.10, spread 10.3% of mid · Δ 0.21 puts: OI 129 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.70 × 49.50, spread 8.0% of mid · Δ -0.80 net GEX +$29.7m per 1% (calls +$30.0m, puts -$254k)strike 610 calls: OI 1,739 (+7) · vol 247 (at ask 37, at bid 176, multi-leg 88) · NBBO 5.90 × 7.85, spread 28.4% of mid · Δ 0.25 puts: OI 219 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 41.90 × 45.35, spread 7.9% of mid · Δ -0.77 net GEX +$3.2m per 1% (calls +$3.6m, puts -$468k)strike 605 calls: OI 3,182 (+8) · vol 860 (at ask 298, at bid 549, sweep 15, multi-leg 66) · NBBO 7.75 × 8.75, spread 12.1% of mid · Δ 0.28 puts: OI 162 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.05 × 41.50, spread 8.7% of mid · Δ -0.74 net GEX +$6.6m per 1% (calls +$7.0m, puts -$373k)strike 600 calls: OI 11,131 (+272) · vol 1,649 (at ask 172, at bid 1,437, multi-leg 1,120) · NBBO 9.00 × 9.80, spread 8.5% of mid · Δ 0.31 puts: OI 2,362 (+3) · vol 17 (at ask 4, at bid 13, multi-leg 17) · NBBO 34.05 × 37.85, spread 10.6% of mid · Δ -0.70 net GEX +$20.1m per 1% (calls +$25.9m, puts -$5.7m)strike 595 calls: OI 1,186 (+4) · vol 37 (at ask 9, at bid 24, multi-leg 6) · NBBO 9.70 × 11.40, spread 16.1% of mid · Δ 0.35 puts: OI 205 (+0) · vol 16 (at ask 5, at bid 11, multi-leg 16) · NBBO 30.55 × 34.40, spread 11.9% of mid · Δ -0.66 net GEX +$2.3m per 1% (calls +$2.9m, puts -$515k)strike 590 calls: OI 5,130 (+342) · vol 283 (at ask 100, at bid 175, multi-leg 44) · NBBO 11.70 × 13.40, spread 13.5% of mid · Δ 0.38 puts: OI 604 (+0) · vol 9 (at ask 8, at bid 1, multi-leg 9) · NBBO 27.95 × 30.85, spread 9.9% of mid · Δ -0.62 net GEX +$11.2m per 1% (calls +$12.8m, puts -$1.6m)strike 585 calls: OI 4,073 (+120) · vol 417 (at ask 125, at bid 282, multi-leg 55) · NBBO 13.30 × 15.70, spread 16.6% of mid · Δ 0.42 puts: OI 1,218 (+1) · vol 3 (at ask 2, at bid 1, multi-leg 1) · NBBO 24.45 × 27.50, spread 11.7% of mid · Δ -0.58 net GEX +$7.1m per 1% (calls +$10.3m, puts -$3.2m)strike 580 calls: OI 3,387 (+1,404) · vol 121 (at ask 34, at bid 77, multi-leg 41) · NBBO 15.85 × 17.85, spread 11.9% of mid · Δ 0.46 puts: OI 597 (+0) · vol 44 (at ask 13, at bid 28, multi-leg 23) · NBBO 22.60 × 24.60, spread 8.5% of mid · Δ -0.54 net GEX +$7.1m per 1% (calls +$8.7m, puts -$1.6m)strike 575 calls: OI 4,454 (+145) · vol 190 (at ask 53, at bid 134, sweep 3, multi-leg 19) · NBBO 17.90 × 20.20, spread 12.1% of mid · Δ 0.50 puts: OI 405 (+25) · vol 31 (at ask 1, at bid 29, multi-leg 10) · NBBO 20.00 × 21.80, spread 8.6% of mid · Δ -0.50 net GEX +$10.5m per 1% (calls +$11.6m, puts -$1.1m)strike 570 calls: OI 1,435 (+584) · vol 151 (at ask 40, at bid 108, sweep 25, multi-leg 50) · NBBO 20.05 × 22.80, spread 12.8% of mid · Δ 0.54 puts: OI 1,213 (+1) · vol 92 (at ask 15, at bid 52, sweep 2, multi-leg 45) · NBBO 17.00 × 19.25, spread 12.4% of mid · Δ -0.46 net GEX +$486k per 1% (calls +$3.8m, puts -$3.3m)strike 565 calls: OI 3,302 (+259) · vol 803 (at ask 222, at bid 568, sweep 3, multi-leg 715) · NBBO 23.15 × 25.45, spread 9.5% of mid · Δ 0.58 puts: OI 680 (-4) · vol 337 (at ask 122, at bid 215, sweep 2, multi-leg 204) · NBBO 14.25 × 17.10, spread 18.2% of mid · Δ -0.42 net GEX +$6.7m per 1% (calls +$8.5m, puts -$1.8m)strike 560 calls: OI 3,348 (+152) · vol 86 (at ask 31, at bid 54, multi-leg 39) · NBBO 25.95 × 28.70, spread 10.1% of mid · Δ 0.62 puts: OI 4,870 (+883) · vol 248 (at ask 183, at bid 62, sweep 4, multi-leg 36) · NBBO 12.70 × 14.80, spread 15.3% of mid · Δ -0.38 net GEX -$4.0m per 1% (calls +$8.4m, puts -$12.5m)strike 555 calls: OI 2,013 (-456) · vol 20 (at ask 4, at bid 13, multi-leg 18) · NBBO 29.05 × 31.70, spread 8.7% of mid · Δ 0.65 puts: OI 1,274 (+157) · vol 342 (at ask 199, at bid 119, sweep 3, multi-leg 185) · NBBO 11.00 × 13.10, spread 17.4% of mid · Δ -0.34 net GEX +$1.7m per 1% (calls +$4.8m, puts -$3.1m)strike 550 calls: OI 1,674 (-2) · vol 38 (at ask 25, at bid 11, multi-leg 31) · NBBO 33.20 × 36.10, spread 8.4% of mid · Δ 0.69 puts: OI 7,638 (+267) · vol 413 (at ask 49, at bid 241, sweep 1, multi-leg 94) · NBBO 10.00 × 11.65, spread 15.2% of mid · Δ -0.31 net GEX -$13.8m per 1% (calls +$3.8m, puts -$17.5m)strike 545 calls: OI 486 (-71) · vol 30 (at ask 10, at bid 13, multi-leg 19) · NBBO 36.10 × 39.35, spread 8.6% of mid · Δ 0.72 puts: OI 7,970 (+41) · vol 394 (at ask 181, at bid 207, sweep 1, multi-leg 267) · NBBO 8.60 × 11.10, spread 25.4% of mid · Δ -0.28 net GEX -$16.1m per 1% (calls +$1.0m, puts -$17.1m)strike 540 calls: OI 526 (-16) · vol 10 (at ask 6, at bid 3, multi-leg 4) · NBBO 39.80 × 42.80, spread 7.3% of mid · Δ 0.75 puts: OI 10,574 (+2,140) · vol 627 (at ask 183, at bid 373, sweep 4, multi-leg 243) · NBBO 7.30 × 8.35, spread 13.4% of mid · Δ -0.24 net GEX -$20.1m per 1% (calls +$1.0m, puts -$21.1m)strike 535 calls: OI 459 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.50 × 47.30, spread 8.4% of mid · Δ 0.78 puts: OI 13,310 (-341) · vol 1,346 (at ask 410, at bid 900, sweep 180, multi-leg 55) · NBBO 6.60 × 7.40, spread 11.4% of mid · Δ -0.22 net GEX -$23.6m per 1% (calls +$824k, puts -$24.4m)strike 530 calls: OI 885 (+2) · vol 25 (at ask 14, at bid 11) · NBBO 47.50 × 50.55, spread 6.2% of mid · Δ 0.80 puts: OI 5,784 (-923) · vol 3,724 (at ask 3,061, at bid 629, sweep 356, multi-leg 455) · NBBO 5.70 × 6.45, spread 12.3% of mid · Δ -0.19 net GEX -$8.2m per 1% (calls +$1.5m, puts -$9.7m)strike 525 calls: OI 281 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.50 × 55.50, spread 7.5% of mid · Δ 0.83 puts: OI 3,321 (+112) · vol 513 (at ask 172, at bid 233, multi-leg 261) · NBBO 4.85 × 5.75, spread 17.0% of mid · Δ -0.17 net GEX -$4.6m per 1% (calls +$425k, puts -$5.0m)strike 520 calls: OI 160 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 56.00 × 59.45, spread 6.0% of mid · Δ 0.85 puts: OI 8,058 (+108) · vol 223 (at ask 73, at bid 134, multi-leg 81) · NBBO 4.20 × 4.85, spread 14.4% of mid · Δ -0.15 net GEX -$10.8m per 1% (calls +$220k, puts -$11.1m)strike 515 calls: OI 216 (-1) · vol 5 (at ask 1, at bid 4, multi-leg 5) · NBBO 60.50 × 64.00, spread 5.6% of mid · Δ 0.87 puts: OI 1,978 (-42) · vol 140 (at ask 36, at bid 92, sweep 3, multi-leg 70) · NBBO 3.65 × 4.30, spread 16.4% of mid · Δ -0.13 net GEX -$2.2m per 1% (calls +$267k, puts -$2.4m)strike 510 calls: OI 196 (-1) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 65.00 × 68.30, spread 5.0% of mid · Δ 0.88 puts: OI 4,600 (+52) · vol 354 (at ask 79, at bid 246, multi-leg 337) · NBBO 3.10 × 3.75, spread 19.0% of mid · Δ -0.11 net GEX -$4.9m per 1% (calls +$217k, puts -$5.1m)strike 505 calls: OI 121 (+17) · vol 47 (at ask 16, at bid 31, multi-leg 41) · NBBO 69.50 × 73.00, spread 4.9% of mid · Δ 0.90 puts: OI 1,451 (-16) · vol 93 (at ask 30, at bid 18, sweep 1, multi-leg 72) · NBBO 2.76 × 3.30, spread 17.8% of mid · Δ -0.10 net GEX -$1.3m per 1% (calls +$120k, puts -$1.4m)strike 500 calls: OI 273 (+0) · vol 13 (at ask 3, at bid 3) · NBBO 74.05 × 77.30, spread 4.3% of mid · Δ 0.91 puts: OI 11,181 (+772) · vol 2,674 (at ask 1,597, at bid 1,017, sweep 37, multi-leg 329) · NBBO 2.33 × 2.84, spread 19.7% of mid · Δ -0.09 net GEX -$9.6m per 1% (calls +$245k, puts -$9.8m)strike 495 calls: OI 83 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.50 × 83.00, spread 5.6% of mid · Δ 0.91 puts: OI 977 (+134) · vol 261 (at ask 23, at bid 60, multi-leg 250) · NBBO 2.07 × 2.48, spread 18.0% of mid · Δ -0.08 net GEX -$696k per 1% (calls +$68k, puts -$763k)strike 490 calls: OI 49 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.40 × 88.00, spread 5.4% of mid · Δ 0.92 puts: OI 2,383 (-9) · vol 1,089 (at ask 582, at bid 453, sweep 1, multi-leg 54) · NBBO 1.83 × 2.14, spread 15.6% of mid · Δ -0.07 net GEX -$1.6m per 1% (calls +$36k, puts -$1.7m)strike 485 calls: OI 127 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.00 × 92.50, spread 5.0% of mid · Δ 0.93 puts: OI 815 (+66) · vol 19 (at ask 3, at bid 13, multi-leg 13) · NBBO 1.38 × 1.94, spread 33.7% of mid · Δ -0.06 net GEX -$415k per 1% (calls +$85k, puts -$500k)strike 480 calls: OI 120 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 92.70 × 97.50, spread 5.0% of mid · Δ 0.93 puts: OI 4,370 (+0) · vol 806 (at ask 603, at bid 156, multi-leg 76) · NBBO 1.23 × 1.69, spread 31.5% of mid · Δ -0.05 net GEX -$2.3m per 1% (calls +$73k, puts -$2.4m)strike 475 calls: OI 100 (+0) · vol 2 (at ask 0, at bid 1, multi-leg 2) · NBBO 97.25 × 102.00, spread 4.8% of mid · Δ 0.94 puts: OI 9,432 (+1,051) · vol 99 (at ask 63, at bid 30, multi-leg 30) · NBBO 1.21 × 1.51, spread 22.1% of mid · Δ -0.05 net GEX -$4.5m per 1% (calls +$55k, puts -$4.5m)strike 470 calls: OI 91 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.50 × 107.00, spread 4.3% of mid · Δ 0.94 puts: OI 7,302 (+1) · vol 248 (at ask 131, at bid 114, sweep 1, multi-leg 114) · NBBO 1.07 × 1.39, spread 26.0% of mid · Δ -0.04 net GEX -$3.0m per 1% (calls +$46k, puts -$3.1m)strike 465 calls: OI 64 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.50 × 112.00, spread 4.1% of mid · Δ 0.95 puts: OI 834 (+12) · vol 58 (at ask 40, at bid 14, multi-leg 39) · NBBO 0.93 × 1.25, spread 29.4% of mid · Δ -0.03 net GEX -$276k per 1% (calls +$29k, puts -$306k)strike 460 calls: OI 163 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.50 × 116.50, spread 3.5% of mid · Δ 0.95 puts: OI 3,608 (+12) · vol 139 (at ask 78, at bid 58, multi-leg 108) · NBBO 0.81 × 1.12, spread 32.1% of mid · Δ -0.03 net GEX -$1.1m per 1% (calls +$67k, puts -$1.2m)strike 455 calls: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.25 × 121.50, spread 3.6% of mid · Δ 0.96 puts: OI 279 (+2) · vol 11 (at ask 2, at bid 4, multi-leg 8) · NBBO 0.70 × 1.04, spread 39.1% of mid · Δ -0.03 net GEX -$65k per 1% (calls +$16k, puts -$81k)strike 450 calls: OI 174 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.00 × 126.50, spread 3.6% of mid · Δ 0.96 puts: OI 14,901 (-113) · vol 858 (at ask 617, at bid 127, multi-leg 325) · NBBO 0.65 × 0.77, spread 16.9% of mid · Δ -0.02 net GEX -$3.8m per 1% (calls +$58k, puts -$3.8m)strike 445 calls: OI 1,026 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.00 × 131.50, spread 3.5% of mid · Δ 0.97 puts: OI 408 (-22) · vol 84 (at ask 69, at bid 0, sweep 1, multi-leg 16) · NBBO 0.56 × 0.86, spread 42.3% of mid · Δ -0.02 net GEX +$207k per 1% (calls +$301k, puts -$94k)strike 440 calls: OI 154 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 131.75 × 136.50, spread 3.5% of mid · Δ 0.97 puts: OI 1,166 (+97) · vol 44 (at ask 34, at bid 0, multi-leg 3) · NBBO 0.49 × 0.79, spread 46.9% of mid · Δ -0.02 net GEX -$198k per 1% (calls +$40k, puts -$238k)strike 435 calls: OI 48 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 136.60 × 141.50, spread 3.5% of mid · Δ 0.98 puts: OI 3,227 (-999) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.13 × 1.04, spread 155.6% of mid · Δ -0.02 net GEX -$570k per 1% (calls +$11k, puts -$581k)strike 430 calls: OI 122 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 141.65 × 146.00, spread 3.0% of mid · Δ 0.98 puts: OI 1,476 (-20) · vol 79 (at ask 61, at bid 3, multi-leg 18) · NBBO 0.38 × 0.66, spread 53.8% of mid · Δ -0.01 net GEX -$210k per 1% (calls +$23k, puts -$233k)

2026-10-16 expiry, 58 strikes within ±25% of book spot (the flip search band); 101 hidden (53 above, 48 below), 101 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$21.0m 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 · 58 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-0.993.4%145.30140.507150.050.73174.4%0.0127151261579+0+$0+$17k+$17k
+0000000-0.983.6%140.40135.507100.020.90191.3%0.0270700236-11+$0+$57k+$57k
+02500000-0.983.6%135.30130.507050.110.94158.1%0.0270700135+27-$6k+$37k+$31k
+0000000-0.983.9%130.45125.507000.120.60133.3%0.028170015,532+16+$0+$4.7m+$4.7m
-204000000-0.983.9%125.25120.506950.011.16196.6%0.02000001,449+2+$0+$491k+$491k
+0000000-0.984.2%120.45115.506900.270.7796.2%0.0322418019446+0+$0+$167k+$167k
+0100000-0.984.4%115.45110.506850.321.02104.5%0.0300000237+0-$365+$98k+$97k
+0000000-0.974.6%110.50105.556800.200.93129.2%0.03000002,180+0+$0+$998k+$998k
+0000000-0.974.7%105.50100.706750.511.0468.4%0.0461500392+5+$0+$206k+$206k
+0000000-0.964.8%100.2595.556700.411.1695.5%0.04404001,707+1+$0+$1.0m+$1.0m
+0000000-0.964.3%95.5091.506650.781.3251.4%0.0540400520+0+$0+$350k+$350k
+0100000-0.955.1%90.5086.006600.961.3332.3%0.0645119013,310+0-$719+$2.5m+$2.5m
+02400000-0.945.9%85.9581.006551.191.5828.2%0.0710100388+15-$19k+$333k+$314k
+037910001-0.936.1%81.0076.206501.421.8727.4%0.08594281133,409+18-$345k+$3.3m+$3.0m
+0700000-0.926.7%76.4571.506451.702.2025.6%0.0920182223,122+1-$7k+$3.4m+$3.4m
+014900000-0.906.3%71.5067.156402.032.5020.8%0.11144171272132,195+7-$177k+$2.7m+$2.5m
+014100000-0.887.5%67.0062.156352.433.1525.8%0.12311516261,657-2-$189k+$2.3m+$2.1m
+233030303-0.867.9%62.5057.756302.913.7023.9%0.149260182332,144+15-$492k+$3.2m+$2.7m
+024810011-0.848.4%58.0053.306253.704.4017.3%0.1667184414610,099-185-$408k+$16.7m+$16.3m
+022200000-0.827.0%53.5049.906204.105.2023.7%0.1910736680466,635-5-$401k+$11.9m+$11.5m
+012900000-0.808.0%49.5045.706155.506.1010.3%0.21663146460815,387+198-$254k+$30.0m+$29.7m
-121900000-0.777.9%45.3541.906105.907.8528.4%0.25247371760881,739+7-$468k+$3.6m+$3.2m
+016200000-0.748.7%41.5038.056057.758.7512.1%0.2886029854915663,182+8-$373k+$7.0m+$6.6m
+32,36217013417-0.7010.6%37.8534.056009.009.808.5%0.311,6491721,43701,12011,131+272-$5.7m+$25.9m+$20.1m
+020516011516-0.6611.9%34.4030.555959.7011.4016.1%0.3537924061,186+4-$515k+$2.9m+$2.3m
+060490189-0.629.9%30.8527.9559011.7013.4013.5%0.382831001750445,130+342-$1.6m+$12.8m+$11.2m
+11,21810123-0.5811.7%27.5024.4558513.3015.7016.6%0.424171252820554,073+120-$3.2m+$10.3m+$7.1m
+0597230281344-0.548.5%24.6022.6058015.8517.8511.9%0.4612134770413,387+1,404-$1.6m+$8.7m+$7.1m
+2540510029131-0.508.6%21.8020.0057517.9020.2012.1%0.50190531343194,454+145-$1.1m+$11.6m+$10.5m
+11,213452521592-0.4612.4%19.2517.0057020.0522.8012.8%0.541514010825501,435+584-$3.3m+$3.8m+$486k
-46802042215122337-0.4218.2%17.1014.2556523.1525.459.5%0.5880322256837153,302+259-$1.8m+$8.5m+$6.7m
+8834,87036462183248-0.3815.3%14.8012.7056025.9528.7010.1%0.628631540393,348+152-$12.5m+$8.4m-$4.0m
+1571,2741853119199342-0.3417.4%13.1011.0055529.0531.708.7%0.65204130182,013-456-$3.1m+$4.8m+$1.7m
+2677,63894124149413-0.3115.2%11.6510.0055033.2036.108.4%0.693825110311,674-2-$17.5m+$3.8m-$13.8m
+417,9702671207181394-0.2825.4%11.108.6054536.1039.358.6%0.72301013019486-71-$17.1m+$1.0m-$16.1m
+2,14010,5742434373183627-0.2413.4%8.357.3054039.8042.807.3%0.75106304526-16-$21.1m+$1.0m-$20.1m
-34113,310551809004101,346-0.2211.4%7.406.6053543.5047.308.4%0.7800000459+0-$24.4m+$824k-$23.6m
-9235,7844553566293,0613,724-0.1912.3%6.455.7053047.5050.556.2%0.8025141100885+2-$9.7m+$1.5m-$8.2m
+1123,3212610233172513-0.1717.0%5.754.8552551.5055.507.5%0.8300000281+0-$5.0m+$425k-$4.6m
+1088,05881013473223-0.1514.4%4.854.2052056.0059.456.0%0.8500000160+1-$11.1m+$220k-$10.8m
-421,9787039236140-0.1316.4%4.303.6551560.5064.005.6%0.8751405216-1-$2.4m+$267k-$2.2m
+524,600337024679354-0.1119.0%3.753.1051065.0068.305.0%0.8832103196-1-$5.1m+$217k-$4.9m
-161,451721183093-0.1017.8%3.302.7650569.5073.004.9%0.90471631041121+17-$1.4m+$120k-$1.3m
+77211,181329371,0171,5972,674-0.0919.7%2.842.3350074.0577.304.3%0.91133300273+0-$9.8m+$245k-$9.6m
+13497725006023261-0.0818.0%2.482.0749578.5083.005.6%0.910000083+0-$763k+$68k-$696k
-92,3835414535821,089-0.0715.6%2.141.8349083.4088.005.4%0.920000049+0-$1.7m+$36k-$1.6m
+6681513013319-0.0633.7%1.941.3848588.0092.505.0%0.9300000127+0-$500k+$85k-$415k
+04,370760156603806-0.0531.5%1.691.2348092.7097.505.0%0.9310101120+0-$2.4m+$73k-$2.3m
+1,0519,432300306399-0.0522.1%1.511.2147597.25102.004.8%0.9420102100+0-$4.5m+$55k-$4.5m
+17,3021141114131248-0.0426.0%1.391.07470102.50107.004.3%0.940000091+0-$3.1m+$46k-$3.0m
+12834390144058-0.0329.4%1.250.93465107.50112.004.1%0.950000064+0-$306k+$29k-$276k
+123,60810805878139-0.0332.1%1.120.81460112.50116.503.5%0.9500000163+0-$1.2m+$67k-$1.1m
+2279804211-0.0339.1%1.040.70455117.25121.503.6%0.960000043+0-$81k+$16k-$65k
-11314,9013250127617858-0.0216.9%0.770.65450122.00126.503.6%0.9600000174+0-$3.8m+$58k-$3.8m
-2240816106984-0.0242.3%0.860.56445127.00131.503.5%0.97000001,026+0-$94k+$301k+$207k
+971,1663003444-0.0246.9%0.790.49440131.75136.503.5%0.9700000154+0-$238k+$40k-$198k
-9993,22710101-0.02155.6%1.040.13435136.60141.503.5%0.982020248+0-$581k+$11k-$570k
-201,47618036179-0.0153.8%0.660.38430141.65146.003.0%0.9800000122+0-$233k+$23k-$210k