Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
10.6%
own all (<3y) · n=241
IV rank
14.7%
own all (<1y) · n=241
range
26.5% – 59.1%
own all (<1y) · n=241
low 26.5% 241 sessions, all (<1y) · today 31.3% high 59.1%
Term structure · constant maturity 30 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) 1d 5d 7d 14d 30d 60d 90d 180d 365d 41.3% 17.0% ━ 2026-09-18 ┅ 2026-08-19 (21 sessions earlier) ◆ scheduled release, at the first tenor spanning it 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: 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
34.6%
own all (<3y) 24.5% · n=241
slope, 30d − 90d
-3.3 pts
own all (<3y) 6.2% · n=241
variance risk premium, 30d
+4.1 pts
own all (<3y) 63.8% · n=236
Skew · risk reversal 25-delta
+0.9 pts
own all (<3y) 15.7% · n=35
10-delta
+3.5 pts
own all (<3y) 15.7% · n=35
Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.
Smile by expiry: the 8 expiries within 120 DTE carrying the most open interest · book as of 2026-09-17 1d 2026-09-18 · short
2026-09-18: 5 put and 5 call strikes within ±2.3%, IV 24% to 34% strike 567.5: IV 24.4%, beyond the shared scale 43% 27% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 15 put and 14 call strikes within ±6.5%, IV 28% to 34% 43% 27% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 19 put and 20 call strikes within ±8.8%, IV 29% to 37% 43% 27% −8.8% book spot +8.8% 22d 2026-10-09
2026-10-09: 21 put and 19 call strikes within ±11%, IV 30% to 37% 43% 27% −11% book spot +11% 29d 2026-10-16
2026-10-16: 14 put and 13 call strikes within ±12%, IV 30% to 37% 43% 27% −12% book spot +12% 64d 2026-11-20
2026-11-20: 21 put and 20 call strikes within ±18%, IV 33% to 41% 43% 27% −18% book spot +18% 92d 2026-12-18
2026-12-18: 21 put and 18 call strikes within ±22%, IV 33% to 41% 43% 27% −22% book spot +22% 120d 2027-01-15
2027-01-15: 23 put and 21 call strikes within ±25%, IV 33% to 42% 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. 1 short-dated point beyond it is pinned to the edge as an open circle. 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.
expiry DTE 28-DTE exit thesis earnings ATM IV · 09-17 expected move 2026-11-20 Fri 63 2026-10-23 35d no earnings (ETF) 35.0% p 560 —
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 SMH 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
-$19.8m per 1%
own all (<3y) 83.6% · n=64
gamma flip
—
undetermined - book spot is near a flip
flip distance
undetermined - book spot is near a flip
last reading +1.00 ATR on 2026-09-16
0DTE share of volume
not listed daily
book spot $560.61 (unadjusted close, 2026-09-17) · call wall $560.00 (-0.11% from book spot) · put wall $550.00 (-1.89% from book spot) · max pain $560.00 (-0.11% 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 $560.61 × (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. SMH headlines $573.00 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $560.61 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.
09-17 · 0DTE 09-18 · 1d 09-21 · 4d 09-22 · 5d 09-23 · 6d 09-24 · 7d 09-25 · 8d 09-28 · 11d 09-29 · 12d 09-30 · 13d 10-01 · 14d 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 2026-10-16 expiry: 28 calendar days from 2026-09-18 (29 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 605 (Δ 0.21), put 520 (Δ -0.20).
book spot call wall put wall max pain gamma flip floors, marked not filtered: ▸◂ strike nearest 0.20 delta, beside the spread panel · × no two-sided quote · | spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's. ◀ put OI call OI ▶ entering 2026-09-17 ◀ put vol call vol ▶ traded 2026-09-17 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 440 435 430 425 put strike nearest 0.20 delta: 520 call strike nearest 0.20 delta: 605 16k 0 16k 3.4k 3.4k 25% 10% 10% 25% -$27.3m +$27.3m book spot 560.61 max pain 560 call wall 560 put wall 550 strike 700
calls: OI 15,516 (+168) · vol 47 (at ask 41, at bid 6, multi-leg 3) · NBBO 0.07 × 0.33, spread 130.0% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 137.50 × 141.70, spread 3.0% of mid · Δ -1.00
net GEX +$3.3m per 1% (calls +$3.3m, puts +$0) strike 695
calls: OI 1,447 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 0.01 × 0.73, spread 194.6% of mid · Δ 0.02
puts: OI 204 (+0) · vol 306 (at ask 306, at bid 0) · NBBO 132.50 × 136.70, spread 3.1% of mid · Δ -1.00
net GEX +$347k per 1% (calls +$349k, puts -$2k) strike 690
calls: OI 446 (-1) · vol 4 (at ask 4, at bid 0, multi-leg 4) · NBBO 0.33 × 0.42, spread 24.0% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.50 × 131.70, spread 3.2% of mid · Δ -1.00
net GEX +$122k per 1% (calls +$122k, puts +$0) strike 685
calls: OI 237 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.81, spread 195.1% of mid · Δ 0.02
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.50 × 126.70, spread 3.4% of mid · Δ -1.00
net GEX +$74k per 1% (calls +$74k, puts -$11) strike 680
calls: OI 2,180 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.44 × 0.89, spread 67.7% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.50 × 121.70, spread 3.5% of mid · Δ -1.00
net GEX +$762k per 1% (calls +$762k, puts +$0) strike 675
calls: OI 387 (+0) · vol 6 (at ask 0, at bid 5, multi-leg 1) · NBBO 0.51 × 0.99, spread 64.0% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.50 × 116.90, spread 3.8% of mid · Δ -1.00
net GEX +$151k per 1% (calls +$151k, puts +$0) strike 670
calls: OI 1,706 (+12) · vol 17 (at ask 6, at bid 0, multi-leg 7) · NBBO 0.59 × 0.69, spread 15.6% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.50 × 111.90, spread 4.0% of mid · Δ -1.00
net GEX +$745k per 1% (calls +$745k, puts +$0) strike 665
calls: OI 520 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.67 × 1.25, spread 60.4% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.55 × 106.95, spread 4.2% of mid · Δ -0.99
net GEX +$257k per 1% (calls +$257k, puts +$0) strike 660
calls: OI 3,310 (-1) · vol 6 (at ask 0, at bid 3, multi-leg 3) · NBBO 0.81 × 0.93, spread 13.8% of mid · Δ 0.04
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.05 × 102.00, spread 5.0% of mid · Δ -0.99
net GEX +$1.8m per 1% (calls +$1.8m, puts -$214) strike 655
calls: OI 373 (+0) · vol 41 (at ask 1, at bid 29, multi-leg 15) · NBBO 0.95 × 1.09, spread 13.7% of mid · Δ 0.05
puts: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.55 × 96.95, spread 4.6% of mid · Δ -0.99
net GEX +$228k per 1% (calls +$234k, puts -$6k) strike 650
calls: OI 3,391 (+4) · vol 55 (at ask 19, at bid 26, multi-leg 38) · NBBO 1.12 × 1.25, spread 11.0% of mid · Δ 0.06
puts: OI 379 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.65 × 91.55, spread 4.4% of mid · Δ -0.98
net GEX +$2.3m per 1% (calls +$2.4m, puts -$124k) strike 645
calls: OI 3,121 (+2) · vol 12 (at ask 4, at bid 8, multi-leg 12) · NBBO 1.34 × 1.50, spread 11.3% of mid · Δ 0.07
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.80 × 86.75, spread 4.7% of mid · Δ -0.98
net GEX +$2.5m per 1% (calls +$2.5m, puts -$3k) strike 640
calls: OI 2,188 (-3) · vol 338 (at ask 301, at bid 37, sweep 1, multi-leg 5) · NBBO 1.60 × 1.78, spread 10.7% of mid · Δ 0.08
puts: OI 149 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 78.00 × 81.05, spread 3.8% of mid · Δ -0.98
net GEX +$1.9m per 1% (calls +$2.0m, puts -$69k) strike 635
calls: OI 1,659 (-1) · vol 24 (at ask 12, at bid 8, multi-leg 13) · NBBO 1.91 × 2.11, spread 10.0% of mid · Δ 0.09
puts: OI 141 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.20 × 76.15, spread 4.0% of mid · Δ -0.97
net GEX +$1.6m per 1% (calls +$1.7m, puts -$80k) strike 630
calls: OI 2,129 (-375) · vol 42 (at ask 7, at bid 32, sweep 1, multi-leg 7) · NBBO 2.14 × 2.50, spread 15.5% of mid · Δ 0.10
puts: OI 328 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 68.55 × 71.90, spread 4.8% of mid · Δ -0.96
net GEX +$2.2m per 1% (calls +$2.4m, puts -$226k) strike 625
calls: OI 10,284 (-28) · vol 73 (at ask 17, at bid 51, sweep 1, multi-leg 19) · NBBO 2.57 × 2.97, spread 14.4% of mid · Δ 0.12
puts: OI 248 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 63.90 × 66.85, spread 4.5% of mid · Δ -0.95
net GEX +$12.8m per 1% (calls +$13.0m, puts -$219k) strike 620
calls: OI 6,640 (+360) · vol 146 (at ask 55, at bid 61, multi-leg 86) · NBBO 3.25 × 3.55, spread 8.8% of mid · Δ 0.14
puts: OI 222 (-8) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 59.80 × 62.50, spread 4.4% of mid · Δ -0.92
net GEX +$9.0m per 1% (calls +$9.3m, puts -$270k) strike 615
calls: OI 15,189 (-150) · vol 369 (at ask 113, at bid 212, multi-leg 22) · NBBO 3.55 × 4.20, spread 16.8% of mid · Δ 0.16
puts: OI 129 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.25 × 57.95, spread 4.8% of mid · Δ -0.88
net GEX +$23.2m per 1% (calls +$23.3m, puts -$189k) strike 610
calls: OI 1,732 (+15) · vol 182 (at ask 74, at bid 107, multi-leg 89) · NBBO 4.60 × 5.00, spread 8.3% of mid · Δ 0.19
puts: OI 220 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 51.10 × 53.35, spread 4.3% of mid · Δ -0.85
net GEX +$2.5m per 1% (calls +$2.9m, puts -$368k) strike 605
calls: OI 3,174 (+918) · vol 83 (at ask 56, at bid 25, multi-leg 36) · NBBO 5.45 × 5.90, spread 7.9% of mid · Δ 0.21
puts: OI 162 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 47.10 × 49.70, spread 5.4% of mid · Δ -0.82
net GEX +$5.4m per 1% (calls +$5.7m, puts -$300k) strike 600
calls: OI 10,859 (+179) · vol 515 (at ask 372, at bid 112, sweep 1, multi-leg 45) · NBBO 6.45 × 6.80, spread 5.3% of mid · Δ 0.24
puts: OI 2,359 (+5) · vol 3 (at ask 3, at bid 0) · NBBO 42.85 × 45.50, spread 6.0% of mid · Δ -0.79
net GEX +$16.3m per 1% (calls +$21.0m, puts -$4.8m) strike 595
calls: OI 1,182 (+175) · vol 119 (at ask 90, at bid 27, multi-leg 103) · NBBO 7.40 × 8.15, spread 9.6% of mid · Δ 0.27
puts: OI 205 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 39.65 × 41.80, spread 5.3% of mid · Δ -0.76
net GEX +$2.0m per 1% (calls +$2.4m, puts -$450k) strike 590
calls: OI 4,788 (-468) · vol 643 (at ask 148, at bid 490, sweep 102, multi-leg 43) · NBBO 8.95 × 9.50, spread 6.0% of mid · Δ 0.30
puts: OI 604 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 35.90 × 37.50, spread 4.4% of mid · Δ -0.72
net GEX +$8.9m per 1% (calls +$10.4m, puts -$1.4m) strike 585
calls: OI 3,953 (+24) · vol 291 (at ask 170, at bid 106, sweep 36, multi-leg 25) · NBBO 9.65 × 11.05, spread 13.5% of mid · Δ 0.34
puts: OI 1,217 (-2) · vol 2 (at ask 2, at bid 0) · NBBO 32.80 × 34.00, spread 3.6% of mid · Δ -0.68
net GEX +$5.9m per 1% (calls +$8.9m, puts -$2.9m) strike 580
calls: OI 1,983 (+6) · vol 1,712 (at ask 125, at bid 75, sweep 27, multi-leg 281) · NBBO 11.30 × 12.80, spread 12.4% of mid · Δ 0.37
puts: OI 597 (-1) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 29.50 × 30.75, spread 4.1% of mid · Δ -0.64
net GEX +$3.1m per 1% (calls +$4.6m, puts -$1.5m) strike 575
calls: OI 4,309 (+1,970) · vol 667 (at ask 364, at bid 281, sweep 11, multi-leg 52) · NBBO 13.95 × 14.70, spread 5.2% of mid · Δ 0.41
puts: OI 380 (+6) · vol 43 (at ask 16, at bid 27, sweep 6, multi-leg 1) · NBBO 26.40 × 27.40, spread 3.7% of mid · Δ -0.60
net GEX +$9.2m per 1% (calls +$10.2m, puts -$982k) strike 570
calls: OI 851 (+14) · vol 858 (at ask 633, at bid 221, sweep 36, multi-leg 379) · NBBO 16.05 × 16.85, spread 4.9% of mid · Δ 0.45
puts: OI 1,212 (-4) · vol 10 (at ask 2, at bid 8, multi-leg 4) · NBBO 23.60 × 25.50, spread 7.7% of mid · Δ -0.56
net GEX -$1.1m per 1% (calls +$2.0m, puts -$3.2m) strike 565
calls: OI 3,043 (-10) · vol 336 (at ask 185, at bid 115, sweep 14, multi-leg 258) · NBBO 17.95 × 19.25, spread 7.0% of mid · Δ 0.49
puts: OI 684 (+27) · vol 81 (at ask 73, at bid 5, sweep 1, multi-leg 32) · NBBO 20.75 × 22.15, spread 6.5% of mid · Δ -0.52
net GEX +$5.4m per 1% (calls +$7.2m, puts -$1.8m) strike 560
calls: OI 3,196 (-2) · vol 631 (at ask 602, at bid 20, sweep 3, multi-leg 514) · NBBO 20.65 × 22.15, spread 7.0% of mid · Δ 0.53
puts: OI 3,987 (-108) · vol 1,204 (at ask 798, at bid 364, sweep 43, multi-leg 991) · NBBO 18.60 × 19.55, spread 5.0% of mid · Δ -0.48
net GEX -$2.9m per 1% (calls +$7.5m, puts -$10.4m) strike 555
calls: OI 2,469 (+728) · vol 101 (at ask 53, at bid 38, sweep 15, multi-leg 32) · NBBO 22.95 × 24.75, spread 7.5% of mid · Δ 0.56
puts: OI 1,117 (-12) · vol 243 (at ask 188, at bid 33, sweep 24, multi-leg 38) · NBBO 15.55 × 17.40, spread 11.2% of mid · Δ -0.44
net GEX +$2.8m per 1% (calls +$5.6m, puts -$2.8m) strike 550
calls: OI 1,676 (+7) · vol 29 (at ask 7, at bid 22, sweep 1, multi-leg 3) · NBBO 26.30 × 28.10, spread 6.6% of mid · Δ 0.60
puts: OI 7,371 (+508) · vol 649 (at ask 583, at bid 63, sweep 10, multi-leg 457) · NBBO 14.75 × 15.10, spread 2.3% of mid · Δ -0.40
net GEX -$14.2m per 1% (calls +$3.7m, puts -$17.9m) strike 545
calls: OI 557 (+115) · vol 46 (at ask 27, at bid 17, sweep 2, multi-leg 28) · NBBO 29.60 × 31.10, spread 4.9% of mid · Δ 0.63
puts: OI 7,929 (-66) · vol 1,027 (at ask 948, at bid 75, sweep 17, multi-leg 28) · NBBO 12.55 × 13.45, spread 6.9% of mid · Δ -0.36
net GEX -$17.3m per 1% (calls +$1.2m, puts -$18.5m) strike 540
calls: OI 542 (-6) · vol 14 (at ask 2, at bid 12, sweep 1, multi-leg 11) · NBBO 33.00 × 34.60, spread 4.7% of mid · Δ 0.67
puts: OI 8,434 (-192) · vol 3,370 (at ask 3,140, at bid 198, sweep 5, multi-leg 101) · NBBO 10.50 × 11.90, spread 12.5% of mid · Δ -0.32
net GEX -$17.5m per 1% (calls +$1.1m, puts -$18.6m) strike 535
calls: OI 459 (-3) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 36.55 × 38.30, spread 4.7% of mid · Δ 0.70
puts: OI 13,651 (-782) · vol 1,735 (at ask 143, at bid 577, sweep 13, multi-leg 115) · NBBO 9.25 × 10.20, spread 9.8% of mid · Δ -0.29
net GEX -$27.3m per 1% (calls +$877k, puts -$28.2m) strike 530
calls: OI 883 (+99) · vol 27 (at ask 11, at bid 16, multi-leg 23) · NBBO 39.45 × 42.60, spread 7.7% of mid · Δ 0.72
puts: OI 6,707 (+823) · vol 422 (at ask 250, at bid 166, sweep 33, multi-leg 37) · NBBO 8.15 × 9.00, spread 9.9% of mid · Δ -0.26
net GEX -$11.3m per 1% (calls +$1.6m, puts -$12.9m) strike 525
calls: OI 281 (-11) · vol 0 (at ask 0, at bid 0) · NBBO 44.00 × 46.05, spread 4.6% of mid · Δ 0.75
puts: OI 3,209 (-6) · vol 480 (at ask 399, at bid 76, sweep 2, multi-leg 367) · NBBO 7.20 × 7.90, spread 9.3% of mid · Δ -0.23
net GEX -$5.2m per 1% (calls +$471k, puts -$5.7m) strike 520
calls: OI 159 (+3) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 47.90 × 50.65, spread 5.6% of mid · Δ 0.77
puts: OI 7,950 (+394) · vol 622 (at ask 314, at bid 280, sweep 44, multi-leg 151) · NBBO 6.30 × 6.75, spread 6.9% of mid · Δ -0.20
net GEX -$12.8m per 1% (calls +$248k, puts -$13.0m) strike 515
calls: OI 217 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 52.05 × 54.20, spread 4.0% of mid · Δ 0.80
puts: OI 2,020 (-63) · vol 318 (at ask 74, at bid 228, multi-leg 26) · NBBO 5.45 × 5.95, spread 8.8% of mid · Δ -0.18
net GEX -$2.7m per 1% (calls +$313k, puts -$3.0m) strike 510
calls: OI 197 (+0) · vol 3 (at ask 1, at bid 2, multi-leg 2) · NBBO 56.35 × 58.85, spread 4.3% of mid · Δ 0.82
puts: OI 4,548 (-4) · vol 149 (at ask 54, at bid 75, multi-leg 89) · NBBO 4.80 × 5.10, spread 6.1% of mid · Δ -0.16
net GEX -$5.9m per 1% (calls +$261k, puts -$6.2m) strike 505
calls: OI 104 (+0) · vol 17 (at ask 17, at bid 0) · NBBO 60.25 × 63.25, spread 4.9% of mid · Δ 0.83
puts: OI 1,467 (-75) · vol 76 (at ask 51, at bid 14, multi-leg 17) · NBBO 4.20 × 4.40, spread 4.7% of mid · Δ -0.14
net GEX -$1.7m per 1% (calls +$126k, puts -$1.8m) strike 500
calls: OI 273 (+0) · vol 8 (at ask 2, at bid 6, multi-leg 3) · NBBO 65.20 × 67.60, spread 3.6% of mid · Δ 0.85
puts: OI 10,409 (-759) · vol 2,592 (at ask 1,049, at bid 981, multi-leg 1,190) · NBBO 3.50 × 3.85, spread 9.5% of mid · Δ -0.12
net GEX -$11.2m per 1% (calls +$304k, puts -$11.5m) strike 495
calls: OI 83 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 68.80 × 72.45, spread 5.2% of mid · Δ 0.86
puts: OI 843 (+9) · vol 473 (at ask 128, at bid 322, sweep 1, multi-leg 424) · NBBO 3.10 × 3.35, spread 7.8% of mid · Δ -0.11
net GEX -$747k per 1% (calls +$84k, puts -$831k) strike 490
calls: OI 49 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.50 × 77.05, spread 4.7% of mid · Δ 0.87
puts: OI 2,392 (+559) · vol 363 (at ask 118, at bid 210, sweep 2, multi-leg 319) · NBBO 2.62 × 2.94, spread 11.5% of mid · Δ -0.09
net GEX -$2.1m per 1% (calls +$46k, puts -$2.1m) strike 485
calls: OI 127 (+4) · vol 3 (at ask 1, at bid 2) · NBBO 78.45 × 81.60, spread 3.9% of mid · Δ 0.88
puts: OI 749 (+448) · vol 163 (at ask 69, at bid 69, multi-leg 11) · NBBO 2.19 × 2.72, spread 21.6% of mid · Δ -0.08
net GEX -$480k per 1% (calls +$108k, puts -$588k) strike 480
calls: OI 120 (+9) · vol 0 (at ask 0, at bid 0) · NBBO 83.05 × 86.30, spread 3.8% of mid · Δ 0.89
puts: OI 4,370 (+1,206) · vol 90 (at ask 3, at bid 66, multi-leg 18) · NBBO 2.02 × 2.20, spread 8.5% of mid · Δ -0.07
net GEX -$3.0m per 1% (calls +$93k, puts -$3.0m) strike 475
calls: OI 100 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.75 × 91.05, spread 3.7% of mid · Δ 0.90
puts: OI 8,381 (+203) · vol 1,658 (at ask 23, at bid 1,630, sweep 1, multi-leg 18) · NBBO 1.64 × 2.14, spread 26.5% of mid · Δ -0.06
net GEX -$5.1m per 1% (calls +$71k, puts -$5.2m) strike 470
calls: OI 91 (+0) · vol 20 (at ask 0, at bid 20, multi-leg 20) · NBBO 92.50 × 95.80, spread 3.5% of mid · Δ 0.91
puts: OI 7,301 (+749) · vol 75 (at ask 21, at bid 47, multi-leg 17) · NBBO 1.46 × 1.70, spread 15.2% of mid · Δ -0.06
net GEX -$4.0m per 1% (calls +$59k, puts -$4.0m) strike 465
calls: OI 64 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 96.50 × 100.60, spread 4.2% of mid · Δ 0.92
puts: OI 822 (+40) · vol 50 (at ask 17, at bid 31, multi-leg 14) · NBBO 1.23 × 1.50, spread 19.8% of mid · Δ -0.05
net GEX -$365k per 1% (calls +$38k, puts -$403k) strike 460
calls: OI 163 (-5) · vol 0 (at ask 0, at bid 0) · NBBO 101.55 × 105.45, spread 3.8% of mid · Δ 0.92
puts: OI 3,596 (-80) · vol 59 (at ask 8, at bid 33, multi-leg 50) · NBBO 1.06 × 1.37, spread 25.5% of mid · Δ -0.04
net GEX -$1.5m per 1% (calls +$90k, puts -$1.6m) strike 455
calls: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.00 × 110.15, spread 2.9% of mid · Δ 0.93
puts: OI 277 (-12) · vol 17 (at ask 5, at bid 12, multi-leg 14) · NBBO 0.94 × 1.18, spread 22.6% of mid · Δ -0.04
net GEX -$85k per 1% (calls +$22k, puts -$107k) strike 450
calls: OI 174 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 111.85 × 115.15, spread 2.9% of mid · Δ 0.93
puts: OI 15,014 (-322) · vol 141 (at ask 107, at bid 18, multi-leg 19) · NBBO 0.89 × 1.05, spread 16.5% of mid · Δ -0.03
net GEX -$5.1m per 1% (calls +$82k, puts -$5.1m) strike 445
calls: OI 1,026 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.00 × 119.65, spread 2.2% of mid · Δ 0.94
puts: OI 430 (+103) · vol 16 (at ask 1, at bid 15, multi-leg 1) · NBBO 0.66 × 0.94, spread 35.0% of mid · Δ -0.03
net GEX +$317k per 1% (calls +$448k, puts -$131k) strike 440
calls: OI 154 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 121.65 × 124.90, spread 2.6% of mid · Δ 0.94
puts: OI 1,069 (+3) · vol 105 (at ask 40, at bid 61, multi-leg 100) · NBBO 0.56 × 0.83, spread 38.8% of mid · Δ -0.03
net GEX -$225k per 1% (calls +$62k, puts -$287k) strike 435
calls: OI 48 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 126.30 × 129.70, spread 2.7% of mid · Δ 0.94
puts: OI 4,226 (+995) · vol 28 (at ask 12, at bid 12, multi-leg 17) · NBBO 0.60 × 0.74, spread 20.9% of mid · Δ -0.02
net GEX -$988k per 1% (calls +$18k, puts -$1.0m) strike 430
calls: OI 122 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 131.45 × 134.70, spread 2.4% of mid · Δ 0.95
puts: OI 1,496 (-32) · vol 36 (at ask 35, at bid 1) · NBBO 0.55 × 0.95, spread 53.3% of mid · Δ -0.02
net GEX -$273k per 1% (calls +$42k, puts -$315k) strike 425
calls: OI 69 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 135.25 × 139.55, spread 3.1% of mid · Δ 0.95
puts: OI 4,180 (+20) · vol 2,839 (at ask 2,825, at bid 14) · NBBO 0.49 × 0.88, spread 56.9% of mid · Δ -0.02
net GEX -$754k per 1% (calls +$22k, puts -$776k) 2026-10-16 expiry, 56 strikes within ±25% of book spot (the flip search band); 103 hidden (56 above, 47 below), 103 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$31.0m 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.
γ flip: undetermined - book spot is near a flip.
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 3.0% 141.70 137.50 700 0.07 0.33 130.0% 0.02 47 41 6 0 3 15,516 +168 +$0 +$3.3m +$3.3m +0 204 0 0 0 306 306 -1.00 3.1% 136.70 132.50 695 0.01 0.73 194.6% 0.02 2 0 2 0 0 1,447 +0 -$2k +$349k +$347k +0 0 0 0 0 0 0 -1.00 3.2% 131.70 127.50 690 0.33 0.42 24.0% 0.02 4 4 0 0 4 446 -1 +$0 +$122k +$122k +0 1 0 0 0 0 0 -1.00 3.4% 126.70 122.50 685 0.01 0.81 195.1% 0.02 0 0 0 0 0 237 -1 -$11 +$74k +$74k +0 0 0 0 0 0 0 -1.00 3.5% 121.70 117.50 680 0.44 0.89 67.7% 0.03 0 0 0 0 0 2,180 -1 +$0 +$762k +$762k +0 0 0 0 0 0 0 -1.00 3.8% 116.90 112.50 675 0.51 0.99 64.0% 0.03 6 0 5 0 1 387 +0 +$0 +$151k +$151k +0 0 0 0 0 0 0 -1.00 4.0% 111.90 107.50 670 0.59 0.69 15.6% 0.03 17 6 0 0 7 1,706 +12 +$0 +$745k +$745k +0 0 0 0 0 0 0 -0.99 4.2% 106.95 102.55 665 0.67 1.25 60.4% 0.04 0 0 0 0 0 520 +0 +$0 +$257k +$257k +0 1 0 0 0 0 0 -0.99 5.0% 102.00 97.05 660 0.81 0.93 13.8% 0.04 6 0 3 0 3 3,310 -1 -$214 +$1.8m +$1.8m +0 24 0 0 0 0 0 -0.99 4.6% 96.95 92.55 655 0.95 1.09 13.7% 0.05 41 1 29 0 15 373 +0 -$6k +$234k +$228k +0 379 0 0 0 0 0 -0.98 4.4% 91.55 87.65 650 1.12 1.25 11.0% 0.06 55 19 26 0 38 3,391 +4 -$124k +$2.4m +$2.3m +0 7 0 0 0 0 0 -0.98 4.7% 86.75 82.80 645 1.34 1.50 11.3% 0.07 12 4 8 0 12 3,121 +2 -$3k +$2.5m +$2.5m -1 149 0 0 0 0 0 -0.98 3.8% 81.05 78.00 640 1.60 1.78 10.7% 0.08 338 301 37 1 5 2,188 -3 -$69k +$2.0m +$1.9m +0 141 0 0 0 0 0 -0.97 4.0% 76.15 73.20 635 1.91 2.11 10.0% 0.09 24 12 8 0 13 1,659 -1 -$80k +$1.7m +$1.6m +0 328 2 0 0 0 2 -0.96 4.8% 71.90 68.55 630 2.14 2.50 15.5% 0.10 42 7 32 1 7 2,129 -375 -$226k +$2.4m +$2.2m +0 248 2 0 0 0 2 -0.95 4.5% 66.85 63.90 625 2.57 2.97 14.4% 0.12 73 17 51 1 19 10,284 -28 -$219k +$13.0m +$12.8m -8 222 1 0 0 0 1 -0.92 4.4% 62.50 59.80 620 3.25 3.55 8.8% 0.14 146 55 61 0 86 6,640 +360 -$270k +$9.3m +$9.0m +0 129 0 0 0 0 0 -0.88 4.8% 57.95 55.25 615 3.55 4.20 16.8% 0.16 369 113 212 0 22 15,189 -150 -$189k +$23.3m +$23.2m +0 220 1 0 0 1 1 -0.85 4.3% 53.35 51.10 610 4.60 5.00 8.3% 0.19 182 74 107 0 89 1,732 +15 -$368k +$2.9m +$2.5m +1 162 0 0 0 0 0 -0.82 5.4% 49.70 47.10 605 5.45 5.90 7.9% 0.21 83 56 25 0 36 3,174 +918 -$300k +$5.7m +$5.4m +5 2,359 0 0 0 3 3 -0.79 6.0% 45.50 42.85 600 6.45 6.80 5.3% 0.24 515 372 112 1 45 10,859 +179 -$4.8m +$21.0m +$16.3m +0 205 0 0 0 0 0 -0.76 5.3% 41.80 39.65 595 7.40 8.15 9.6% 0.27 119 90 27 0 103 1,182 +175 -$450k +$2.4m +$2.0m +0 604 2 0 2 0 2 -0.72 4.4% 37.50 35.90 590 8.95 9.50 6.0% 0.30 643 148 490 102 43 4,788 -468 -$1.4m +$10.4m +$8.9m -2 1,217 0 0 0 2 2 -0.68 3.6% 34.00 32.80 585 9.65 11.05 13.5% 0.34 291 170 106 36 25 3,953 +24 -$2.9m +$8.9m +$5.9m -1 597 2 0 0 0 2 -0.64 4.1% 30.75 29.50 580 11.30 12.80 12.4% 0.37 1,712 125 75 27 281 1,983 +6 -$1.5m +$4.6m +$3.1m +6 380 1 6 27 16 43 -0.60 3.7% 27.40 26.40 575 13.95 14.70 5.2% 0.41 667 364 281 11 52 4,309 +1,970 -$982k +$10.2m +$9.2m -4 1,212 4 0 8 2 10 -0.56 7.7% 25.50 23.60 570 16.05 16.85 4.9% 0.45 858 633 221 36 379 851 +14 -$3.2m +$2.0m -$1.1m +27 684 32 1 5 73 81 -0.52 6.5% 22.15 20.75 565 17.95 19.25 7.0% 0.49 336 185 115 14 258 3,043 -10 -$1.8m +$7.2m +$5.4m -108 3,987 991 43 364 798 1,204 -0.48 5.0% 19.55 18.60 560 20.65 22.15 7.0% 0.53 631 602 20 3 514 3,196 -2 -$10.4m +$7.5m -$2.9m -12 1,117 38 24 33 188 243 -0.44 11.2% 17.40 15.55 555 22.95 24.75 7.5% 0.56 101 53 38 15 32 2,469 +728 -$2.8m +$5.6m +$2.8m +508 7,371 457 10 63 583 649 -0.40 2.3% 15.10 14.75 550 26.30 28.10 6.6% 0.60 29 7 22 1 3 1,676 +7 -$17.9m +$3.7m -$14.2m -66 7,929 28 17 75 948 1,027 -0.36 6.9% 13.45 12.55 545 29.60 31.10 4.9% 0.63 46 27 17 2 28 557 +115 -$18.5m +$1.2m -$17.3m -192 8,434 101 5 198 3,140 3,370 -0.32 12.5% 11.90 10.50 540 33.00 34.60 4.7% 0.67 14 2 12 1 11 542 -6 -$18.6m +$1.1m -$17.5m -782 13,651 115 13 577 143 1,735 -0.29 9.8% 10.20 9.25 535 36.55 38.30 4.7% 0.70 1 0 1 0 1 459 -3 -$28.2m +$877k -$27.3m +823 6,707 37 33 166 250 422 -0.26 9.9% 9.00 8.15 530 39.45 42.60 7.7% 0.72 27 11 16 0 23 883 +99 -$12.9m +$1.6m -$11.3m -6 3,209 367 2 76 399 480 -0.23 9.3% 7.90 7.20 525 44.00 46.05 4.6% 0.75 0 0 0 0 0 281 -11 -$5.7m +$471k -$5.2m +394 7,950 151 44 280 314 622 -0.20 6.9% 6.75 6.30 520 47.90 50.65 5.6% 0.77 2 1 1 1 0 159 +3 -$13.0m +$248k -$12.8m -63 2,020 26 0 228 74 318 -0.18 8.8% 5.95 5.45 515 52.05 54.20 4.0% 0.80 1 1 0 0 1 217 +0 -$3.0m +$313k -$2.7m -4 4,548 89 0 75 54 149 -0.16 6.1% 5.10 4.80 510 56.35 58.85 4.3% 0.82 3 1 2 0 2 197 +0 -$6.2m +$261k -$5.9m -75 1,467 17 0 14 51 76 -0.14 4.7% 4.40 4.20 505 60.25 63.25 4.9% 0.83 17 17 0 0 0 104 +0 -$1.8m +$126k -$1.7m -759 10,409 1,190 0 981 1,049 2,592 -0.12 9.5% 3.85 3.50 500 65.20 67.60 3.6% 0.85 8 2 6 0 3 273 +0 -$11.5m +$304k -$11.2m +9 843 424 1 322 128 473 -0.11 7.8% 3.35 3.10 495 68.80 72.45 5.2% 0.86 0 0 0 0 0 83 +5 -$831k +$84k -$747k +559 2,392 319 2 210 118 363 -0.09 11.5% 2.94 2.62 490 73.50 77.05 4.7% 0.87 0 0 0 0 0 49 +0 -$2.1m +$46k -$2.1m +448 749 11 0 69 69 163 -0.08 21.6% 2.72 2.19 485 78.45 81.60 3.9% 0.88 3 1 2 0 0 127 +4 -$588k +$108k -$480k +1,206 4,370 18 0 66 3 90 -0.07 8.5% 2.20 2.02 480 83.05 86.30 3.8% 0.89 0 0 0 0 0 120 +9 -$3.0m +$93k -$3.0m +203 8,381 18 1 1,630 23 1,658 -0.06 26.5% 2.14 1.64 475 87.75 91.05 3.7% 0.90 0 0 0 0 0 100 +0 -$5.2m +$71k -$5.1m +749 7,301 17 0 47 21 75 -0.06 15.2% 1.70 1.46 470 92.50 95.80 3.5% 0.91 20 0 20 0 20 91 +0 -$4.0m +$59k -$4.0m +40 822 14 0 31 17 50 -0.05 19.8% 1.50 1.23 465 96.50 100.60 4.2% 0.92 0 0 0 0 0 64 +0 -$403k +$38k -$365k -80 3,596 50 0 33 8 59 -0.04 25.5% 1.37 1.06 460 101.55 105.45 3.8% 0.92 0 0 0 0 0 163 -5 -$1.6m +$90k -$1.5m -12 277 14 0 12 5 17 -0.04 22.6% 1.18 0.94 455 107.00 110.15 2.9% 0.93 0 0 0 0 0 43 +0 -$107k +$22k -$85k -322 15,014 19 0 18 107 141 -0.03 16.5% 1.05 0.89 450 111.85 115.15 2.9% 0.93 0 0 0 0 0 174 -2 -$5.1m +$82k -$5.1m +103 430 1 0 15 1 16 -0.03 35.0% 0.94 0.66 445 117.00 119.65 2.2% 0.94 0 0 0 0 0 1,026 +0 -$131k +$448k +$317k +3 1,069 100 0 61 40 105 -0.03 38.8% 0.83 0.56 440 121.65 124.90 2.6% 0.94 1 1 0 0 1 154 +1 -$287k +$62k -$225k +995 4,226 17 0 12 12 28 -0.02 20.9% 0.74 0.60 435 126.30 129.70 2.7% 0.94 0 0 0 0 0 48 +0 -$1.0m +$18k -$988k -32 1,496 0 0 1 35 36 -0.02 53.3% 0.95 0.55 430 131.45 134.70 2.4% 0.95 2 2 0 0 2 122 +0 -$315k +$42k -$273k +20 4,180 0 0 14 2,825 2,839 -0.02 56.9% 0.88 0.49 425 135.25 139.55 3.1% 0.95 0 0 0 0 0 69 +2 -$776k +$22k -$754k