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 2026-10-23 Fri weekly 35 2026-09-25 7d no earnings (ETF) 32.1% p 560 — 2026-10-30 Fri weekly 42 2026-10-02 14d no earnings (ETF) 33.7% p 560 — 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.
4 DTE: at 7 days or less the vendor's gamma scatters - SPY's 3-DTE contracts sat at 0.38× a model reprice at the 10th percentile (2026-09-11) - so read this expiry's per-strike GEX as rough.
Tradability of the 2026-09-21 expiry: 3 calendar days from 2026-09-18 (4 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 572.5 (Δ 0.20), put 550 (Δ -0.22).
call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flip floors, marked not filtered: spread 10% of mid · OI 500 · ▸◂ strike nearest 0.20 delta, beside the spread panel · × no two-sided quote · | spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's. ◀ put OI call OI ▶ entering 2026-09-17 ◀ put vol call vol ▶ traded 2026-09-17 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 700 690 675 660 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 475 460 450 440 425 put strike nearest 0.20 delta: 550 call strike nearest 0.20 delta: 572.5 1.9k 0 1.9k 1.4k 1.4k 25% 10% 10% 25% -$7.5m +$7.5m book spot 560.61 call wall 560 put wall 550 strike 700
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 137.65 × 141.65, spread 2.9% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 695
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.50 × 136.65, spread 3.1% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 690
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.20, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.50 × 131.00, spread 2.7% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 685
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.10, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.50 × 126.00, spread 2.8% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 680
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.50 × 121.50, spread 3.3% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 675
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.50 × 116.00, spread 3.1% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 670
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.50 × 111.50, spread 3.7% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 665
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.05, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.50 × 106.00, spread 3.4% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 660
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.50 × 101.50, spread 4.0% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 655
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.40, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.50 × 96.50, spread 4.2% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 650
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.00, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.50 × 91.55, spread 4.5% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 647.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.95, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.00 × 88.50, spread 4.0% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 645
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.52, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.50 × 86.50, spread 4.7% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 642.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.06, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.00 × 83.50, spread 4.3% of mid · Δ -1.00
net GEX +$2 per 1% (calls +$2, puts +$0) strike 640
calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.19, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.50 × 81.35, spread 4.8% of mid · Δ -1.00
net GEX +$22 per 1% (calls +$22, puts +$0) strike 637.5
calls: OI 0 (+0) · vol 4 (at ask 3, at bid 1) · NBBO 0.00 × 0.09, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.00 × 79.05, spread 5.3% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 635
calls: OI 11 (+0) · vol 4 (at ask 0, at bid 4) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.50 × 75.75, spread 4.4% of mid · Δ -1.00
net GEX +$84 per 1% (calls +$84, puts +$0) strike 632.5
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 0.00 × 0.09, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.00 × 73.25, spread 4.5% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 630
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.50 × 71.35, spread 5.5% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 627.5
calls: OI 0 (+0) · vol 6 (at ask 1, at bid 3) · NBBO 0.00 × 0.03, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.00 × 69.05, spread 6.0% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 625
calls: OI 7 (+0) · vol 4 (at ask 2, at bid 0) · NBBO 0.00 × 0.03, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.50 × 66.35, spread 6.0% of mid · Δ -1.00
net GEX +$273 per 1% (calls +$273, puts +$0) strike 622.5
calls: OI 0 (+0) · vol 4 (at ask 0, at bid 2) · NBBO 0.00 × 0.03, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.00 × 63.90, spread 6.3% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 620
calls: OI 8 (+0) · vol 4 (at ask 1, at bid 2) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.50 × 61.35, spread 6.5% of mid · Δ -1.00
net GEX +$651 per 1% (calls +$651, puts +$0) strike 617.5
calls: OI 1 (+1) · vol 2 (at ask 0, at bid 0) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.00 × 59.05, spread 7.1% of mid · Δ -1.00
net GEX +$115 per 1% (calls +$115, puts +$0) strike 615
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.11, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.50 × 56.45, spread 7.3% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 612.5
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.15, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.00 × 54.05, spread 7.8% of mid · Δ -1.00
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 610
calls: OI 40 (-1) · vol 4 (at ask 1, at bid 1) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.50 × 51.35, spread 7.8% of mid · Δ -1.00
net GEX +$10k per 1% (calls +$10k, puts +$0) strike 607.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.11, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.00 × 48.25, spread 7.0% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 605
calls: OI 40 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 0.00 × 0.07, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 42.50 × 46.45, spread 8.9% of mid · Δ -1.00
net GEX +$15k per 1% (calls +$15k, puts +$0) strike 602.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.14, spread 173.3% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 40.00 × 43.95, spread 9.4% of mid · Δ -1.00
net GEX +$433 per 1% (calls +$433, puts +$0) strike 600
calls: OI 14 (+2) · vol 13 (at ask 4, at bid 6) · NBBO 0.02 × 0.07, spread 111.1% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.50 × 41.50, spread 10.1% of mid · Δ -1.00
net GEX +$7k per 1% (calls +$7k, puts +$0) strike 597.5
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.03 × 0.38, spread 170.7% of mid · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 35.00 × 38.95, spread 10.7% of mid · Δ -1.00
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 595
calls: OI 5 (+0) · vol 37 (at ask 0, at bid 37, multi-leg 22) · NBBO 0.00 × 0.11, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.50 × 35.75, spread 9.5% of mid · Δ -1.00
net GEX +$4k per 1% (calls +$4k, puts -$422) strike 592.5
calls: OI 1 (+1) · vol 3 (at ask 0, at bid 3) · NBBO 0.07 × 0.16, spread 78.3% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.00 × 33.25, spread 10.3% of mid · Δ -1.00
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 590
calls: OI 4 (+2) · vol 74 (at ask 1, at bid 72, multi-leg 30) · NBBO 0.04 × 0.17, spread 123.8% of mid · Δ 0.03
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.50 × 31.30, spread 12.9% of mid · Δ -0.99
net GEX +$4k per 1% (calls +$5k, puts -$968) strike 587.5
calls: OI 133 (+2) · vol 18 (at ask 6, at bid 6, multi-leg 1) · NBBO 0.03 × 0.58, spread 180.3% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.05 × 28.90, spread 14.3% of mid · Δ -0.99
net GEX +$217k per 1% (calls +$217k, puts +$0) strike 585
calls: OI 16 (+2) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 0.02 × 0.58, spread 186.7% of mid · Δ 0.04
puts: OI 19 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.55 × 26.50, spread 16.1% of mid · Δ -0.99
net GEX +$12k per 1% (calls +$33k, puts -$21k) strike 582.5
calls: OI 100 (+0) · vol 19 (at ask 10, at bid 2) · NBBO 0.10 × 0.38, spread 116.7% of mid · Δ 0.06
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 20.15 × 23.45, spread 15.1% of mid · Δ -0.98
net GEX +$277k per 1% (calls +$279k, puts -$1k) strike 580
calls: OI 26 (-2) · vol 48 (at ask 37, at bid 11, sweep 3, multi-leg 6) · NBBO 0.24 × 0.56, spread 80.0% of mid · Δ 0.08
puts: OI 11 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 17.85 × 21.05, spread 16.5% of mid · Δ -0.97
net GEX +$72k per 1% (calls +$93k, puts -$21k) strike 577.5
calls: OI 5 (+0) · vol 810 (at ask 3, at bid 802, multi-leg 9) · NBBO 0.41 × 0.77, spread 61.0% of mid · Δ 0.11
puts: OI 2 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 15.60 × 18.45, spread 16.7% of mid · Δ -0.95
net GEX +$16k per 1% (calls +$22k, puts -$6k) strike 575
calls: OI 22 (+2) · vol 1,383 (at ask 46, at bid 1,335) · NBBO 0.66 × 1.09, spread 49.1% of mid · Δ 0.15
puts: OI 26 (+4) · vol 4 (at ask 1, at bid 3) · NBBO 13.60 × 16.25, spread 17.8% of mid · Δ -0.89
net GEX -$16k per 1% (calls +$121k, puts -$137k) strike 572.5
calls: OI 98 (+0) · vol 1,346 (at ask 8, at bid 1,338, sweep 8, multi-leg 1) · NBBO 1.05 × 1.54, spread 37.8% of mid · Δ 0.20
puts: OI 3 (+3) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 12.00 × 13.70, spread 13.2% of mid · Δ -0.83
net GEX +$618k per 1% (calls +$638k, puts -$20k) strike 570
calls: OI 264 (+251) · vol 811 (at ask 184, at bid 627, multi-leg 7) · NBBO 1.55 × 2.12, spread 31.1% of mid · Δ 0.25
puts: OI 65 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 9.75 × 11.75, spread 18.6% of mid · Δ -0.77
net GEX +$1.5m per 1% (calls +$2.0m, puts -$506k) strike 567.5
calls: OI 5 (+0) · vol 28 (at ask 3, at bid 19, multi-leg 7) · NBBO 2.24 × 2.85, spread 24.0% of mid · Δ 0.32
puts: OI 8 (+0) · vol 3 (at ask 3, at bid 0) · NBBO 8.45 × 10.00, spread 16.8% of mid · Δ -0.70
net GEX -$28k per 1% (calls +$41k, puts -$69k) strike 565
calls: OI 8 (+2) · vol 38 (at ask 15, at bid 21, multi-leg 3) · NBBO 2.87 × 3.80, spread 27.9% of mid · Δ 0.39
puts: OI 196 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 6.90 × 8.25, spread 17.8% of mid · Δ -0.62
net GEX -$1.8m per 1% (calls +$70k, puts -$1.8m) strike 562.5
calls: OI 6 (+3) · vol 36 (at ask 20, at bid 9, sweep 2, multi-leg 7) · NBBO 3.40 × 4.90, spread 36.1% of mid · Δ 0.46
puts: OI 6 (+2) · vol 14 (at ask 6, at bid 8, sweep 3, multi-leg 10) · NBBO 5.55 × 6.70, spread 18.8% of mid · Δ -0.55
net GEX -$4k per 1% (calls +$54k, puts -$58k) strike 560
calls: OI 13 (+4) · vol 13 (at ask 7, at bid 5, multi-leg 6) · NBBO 4.50 × 6.45, spread 35.6% of mid · Δ 0.53
puts: OI 198 (-9) · vol 77 (at ask 60, at bid 17, multi-leg 6) · NBBO 4.80 × 5.40, spread 11.8% of mid · Δ -0.47
net GEX -$1.8m per 1% (calls +$117k, puts -$1.9m) strike 557.5
calls: OI 7 (+4) · vol 1 (at ask 0, at bid 1) · NBBO 6.05 × 7.95, spread 27.1% of mid · Δ 0.60
puts: OI 8 (-4) · vol 202 (at ask 182, at bid 16, sweep 25, multi-leg 7) · NBBO 3.75 × 4.45, spread 17.1% of mid · Δ -0.40
net GEX -$12k per 1% (calls +$59k, puts -$71k) strike 555
calls: OI 22 (-1) · vol 8 (at ask 4, at bid 2, multi-leg 7) · NBBO 8.45 × 10.00, spread 16.8% of mid · Δ 0.66
puts: OI 303 (+42) · vol 234 (at ask 212, at bid 22, sweep 22, multi-leg 11) · NBBO 2.79 × 4.35, spread 43.7% of mid · Δ -0.33
net GEX -$2.3m per 1% (calls +$171k, puts -$2.5m) strike 552.5
calls: OI 1,070 (+9) · vol 11 (at ask 10, at bid 0, multi-leg 1) · NBBO 9.90 × 11.90, spread 18.3% of mid · Δ 0.72
puts: OI 5 (-2) · vol 36 (at ask 14, at bid 22, sweep 2, multi-leg 5) · NBBO 2.12 × 2.83, spread 28.7% of mid · Δ -0.27
net GEX +$7.5m per 1% (calls +$7.6m, puts -$37k) strike 550
calls: OI 6 (+3) · vol 1 (at ask 1, at bid 0) · NBBO 11.65 × 14.15, spread 19.4% of mid · Δ 0.77
puts: OI 576 (+564) · vol 128 (at ask 38, at bid 84, sweep 1, multi-leg 9) · NBBO 1.70 × 2.26, spread 28.3% of mid · Δ -0.22
net GEX -$3.7m per 1% (calls +$38k, puts -$3.7m) strike 547.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.05 × 16.80, spread 25.1% of mid · Δ 0.82
puts: OI 3 (+0) · vol 8 (at ask 3, at bid 5, sweep 1) · NBBO 1.09 × 1.73, spread 45.4% of mid · Δ -0.18
net GEX -$17k per 1% (calls +$0, puts -$17k) strike 545
calls: OI 8 (+0) · vol 24 (at ask 22, at bid 1, multi-leg 22) · NBBO 16.10 × 18.75, spread 15.2% of mid · Δ 0.85
puts: OI 44 (-1) · vol 912 (at ask 36, at bid 873, multi-leg 5) · NBBO 0.89 × 1.45, spread 47.9% of mid · Δ -0.14
net GEX -$168k per 1% (calls +$37k, puts -$205k) strike 542.5
calls: OI 69 (+57) · vol 16 (at ask 16, at bid 0, multi-leg 5) · NBBO 17.50 × 20.80, spread 17.2% of mid · Δ 0.87
puts: OI 52 (+37) · vol 907 (at ask 6, at bid 901, multi-leg 5) · NBBO 0.53 × 1.18, spread 76.0% of mid · Δ -0.12
net GEX +$73k per 1% (calls +$275k, puts -$202k) strike 540
calls: OI 18 (+2) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 20.35 × 23.40, spread 13.9% of mid · Δ 0.88
puts: OI 160 (+145) · vol 20 (at ask 3, at bid 17, multi-leg 2) · NBBO 0.63 × 0.98, spread 43.5% of mid · Δ -0.09
net GEX -$451k per 1% (calls +$62k, puts -$512k) strike 537.5
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.65 × 25.75, spread 12.8% of mid · Δ 0.90
puts: OI 27 (-2) · vol 3 (at ask 2, at bid 1) · NBBO 0.48 × 0.83, spread 53.4% of mid · Δ -0.07
net GEX -$65k per 1% (calls +$6k, puts -$71k) strike 535
calls: OI 9 (+9) · vol 0 (at ask 0, at bid 0) · NBBO 24.85 × 28.10, spread 12.3% of mid · Δ 0.91
puts: OI 345 (+261) · vol 6 (at ask 1, at bid 0, multi-leg 5) · NBBO 0.37 × 0.68, spread 59.0% of mid · Δ -0.06
net GEX -$714k per 1% (calls +$23k, puts -$737k) strike 532.5
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.25 × 30.55, spread 11.4% of mid · Δ 0.92
puts: OI 1,931 (+1,928) · vol 8 (at ask 7, at bid 1, multi-leg 7) · NBBO 0.06 × 0.72, spread 169.2% of mid · Δ -0.05
net GEX -$3.3m per 1% (calls +$4k, puts -$3.3m) strike 530
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 29.70 × 33.00, spread 10.5% of mid · Δ 0.93
puts: OI 440 (+413) · vol 65 (at ask 41, at bid 22, multi-leg 4) · NBBO 0.24 × 0.51, spread 72.0% of mid · Δ -0.04
net GEX -$608k per 1% (calls +$0, puts -$608k) strike 527.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.40 × 35.45, spread 12.1% of mid · Δ 0.94
puts: OI 5 (+1) · vol 45 (at ask 0, at bid 39) · NBBO 0.18 × 0.47, spread 89.2% of mid · Δ -0.03
net GEX -$6k per 1% (calls +$0, puts -$6k) strike 525
calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.60 × 37.90, spread 9.1% of mid · Δ 0.95
puts: OI 96 (+3) · vol 668 (at ask 1, at bid 656, multi-leg 2) · NBBO 0.13 × 0.59, spread 127.8% of mid · Δ -0.02
net GEX -$73k per 1% (calls +$18k, puts -$91k) strike 522.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.10 × 40.35, spread 8.4% of mid · Δ 0.96
puts: OI 23 (+20) · vol 58 (at ask 56, at bid 1, multi-leg 2) · NBBO 0.10 × 0.55, spread 138.5% of mid · Δ -0.02
net GEX -$18k per 1% (calls +$0, puts -$18k) strike 520
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 39.20 × 42.80, spread 8.8% of mid · Δ 0.97
puts: OI 383 (+2) · vol 59 (at ask 12, at bid 46) · NBBO 0.08 × 0.35, spread 125.6% of mid · Δ -0.02
net GEX -$241k per 1% (calls +$0, puts -$241k) strike 517.5
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.80 × 45.30, spread 8.0% of mid · Δ 0.97
puts: OI 39 (+0) · vol 9 (at ask 3, at bid 6, multi-leg 2) · NBBO 0.07 × 0.51, spread 151.7% of mid · Δ -0.01
net GEX -$17k per 1% (calls +$4k, puts -$20k) strike 515
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.20 × 47.75, spread 7.7% of mid · Δ 0.97
puts: OI 50 (+19) · vol 12 (at ask 0, at bid 11, multi-leg 2) · NBBO 0.06 × 0.13, spread 73.7% of mid · Δ -0.01
net GEX -$23k per 1% (calls +$0, puts -$23k) strike 512.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.20 × 50.25, spread 6.3% of mid · Δ 0.97
puts: OI 1 (+0) · vol 6 (at ask 3, at bid 3) · NBBO 0.05 × 0.11, spread 75.0% of mid · Δ -0.01
net GEX -$421 per 1% (calls +$0, puts -$421) strike 510
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.70 × 52.80, spread 6.0% of mid · Δ 0.98
puts: OI 19 (+2) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 0.01 × 0.36, spread 189.2% of mid · Δ -0.01
net GEX -$7k per 1% (calls +$0, puts -$7k) strike 507.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.30 × 55.25, spread 7.4% of mid · Δ 0.98
puts: OI 10 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.16, spread 155.6% of mid · Δ -0.01
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 505
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 54.25 × 57.80, spread 6.3% of mid · Δ 0.98
puts: OI 41 (-1) · vol 25 (at ask 0, at bid 25) · NBBO 0.02 × 0.14, spread 150.0% of mid · Δ -0.01
net GEX -$13k per 1% (calls +$0, puts -$13k) strike 502.5
calls: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.20 × 60.00, spread 4.8% of mid · Δ 0.98
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.15, spread 175.0% of mid · Δ -0.01
net GEX +$4k per 1% (calls +$4k, puts -$289) strike 500
calls: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 58.85 × 62.70, spread 6.3% of mid · Δ 0.98
puts: OI 36 (+6) · vol 2 (at ask 2, at bid 0) · NBBO 0.01 × 0.10, spread 163.6% of mid · Δ -0.01
net GEX -$6k per 1% (calls +$3k, puts -$10k) strike 497.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 61.45 × 65.20, spread 5.9% of mid · Δ 0.98
puts: OI 10 (+10) · vol 6 (at ask 2, at bid 4) · NBBO 0.01 × 0.11, spread 166.7% of mid · Δ -0.01
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 495
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.45 × 67.70, spread 4.9% of mid · Δ 0.99
puts: OI 1,375 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.11, spread 166.7% of mid · Δ -0.01
net GEX -$307k per 1% (calls +$0, puts -$307k) strike 492.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.80 × 70.20, spread 5.0% of mid · Δ 0.99
puts: OI 0 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 0.01 × 0.13, spread 171.4% of mid · Δ -0.01
no GEX (no side has both gamma and open interest) strike 490
calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.45 × 72.70, spread 4.6% of mid · Δ 0.99
puts: OI 0 (+0) · vol 4 (at ask 4, at bid 0, multi-leg 4) · NBBO 0.00 × 0.07, spread no two-sided quote (zero bid) · Δ -0.01
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 485
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.70 × 77.70, spread 5.3% of mid · Δ 0.99
puts: OI 0 (+0) · vol 7 (at ask 2, at bid 5, multi-leg 5) · NBBO 0.00 × 0.28, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 480
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.80 × 82.70, spread 4.8% of mid · Δ 0.99
puts: OI 13 (+13) · vol 14 (at ask 13, at bid 1, multi-leg 14) · NBBO 0.00 × 0.08, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 475
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.45 × 87.75, spread 3.8% of mid · Δ 1.00
puts: OI 0 (+0) · vol 4 (at ask 1, at bid 1) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 470
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 89.10 × 92.65, spread 3.9% of mid · Δ 1.00
puts: OI 1 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 0.00 × 0.42, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$99 per 1% (calls +$0, puts -$99) strike 465
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.30 × 97.65, spread 3.5% of mid · Δ 1.00
puts: OI 28 (+26) · vol 26 (at ask 0, at bid 26, multi-leg 26) · NBBO 0.00 × 2.43, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 460
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 99.40 × 102.65, spread 3.2% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.00, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 455
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.65 × 107.65, spread 2.8% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.00, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 450
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 109.30 × 112.65, spread 3.0% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.00, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 445
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 114.30 × 117.65, spread 2.9% of mid · Δ 1.00
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 5.00, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$25 per 1% (calls +$0, puts -$25) strike 440
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 118.75 × 122.65, spread 3.2% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.40, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 435
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.65 × 127.65, spread 2.4% of mid · Δ 1.00
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.40, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$39 per 1% (calls +$0, puts -$39) strike 430
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 129.25 × 132.65, spread 2.6% of mid · Δ 1.00
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.78, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$11 per 1% (calls +$0, puts -$11) strike 425
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 133.60 × 137.65, spread 3.0% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.85, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) 2026-09-21 expiry, 88 strikes within ±25% of book spot (the flip search band); 15 hidden (8 above, 7 below), 2 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$5.3m 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 $560.00 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.
γ flip: undetermined - book spot is near a flip.
Table view · 88 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 2.9% 141.65 137.65 700 0.00 5.00 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.1% 136.65 132.50 695 0.00 5.00 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 2.7% 131.00 127.50 690 0.00 4.20 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 2.8% 126.00 122.50 685 0.00 4.10 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.3% 121.50 117.50 680 0.00 5.00 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.1% 116.00 112.50 675 0.00 5.00 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.7% 111.50 107.50 670 0.00 5.00 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.4% 106.00 102.50 665 0.00 4.05 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.0% 101.50 97.50 660 0.00 5.00 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.2% 96.50 92.50 655 0.00 4.40 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.5% 91.55 87.50 650 0.00 4.00 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.0% 88.50 85.00 647.5 0.00 4.95 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.7% 86.50 82.50 645 0.00 2.52 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.3% 83.50 80.00 642.5 0.00 2.06 no two-sided quote 0.00 0 0 0 0 0 1 +0 +$0 +$2 +$2 +0 0 0 0 0 0 0 -1.00 4.8% 81.35 77.50 640 0.00 2.19 no two-sided quote 0.00 0 0 0 0 0 7 +0 +$0 +$22 +$22 +0 0 0 0 0 0 0 -1.00 5.3% 79.05 75.00 637.5 0.00 0.09 no two-sided quote 0.00 4 3 1 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.4% 75.75 72.50 635 0.00 0.04 no two-sided quote 0.00 4 0 4 0 0 11 +0 +$0 +$84 +$84 +0 0 0 0 0 0 0 -1.00 4.5% 73.25 70.00 632.5 0.00 0.09 no two-sided quote 0.00 2 1 1 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 5.5% 71.35 67.50 630 0.00 0.05 no two-sided quote 0.00 2 1 1 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 6.0% 69.05 65.00 627.5 0.00 0.03 no two-sided quote 0.00 6 1 3 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 6.0% 66.35 62.50 625 0.00 0.03 no two-sided quote 0.00 4 2 0 0 0 7 +0 +$0 +$273 +$273 +0 0 0 0 0 0 0 -1.00 6.3% 63.90 60.00 622.5 0.00 0.03 no two-sided quote 0.00 4 0 2 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 6.5% 61.35 57.50 620 0.00 0.04 no two-sided quote 0.00 4 1 2 0 0 8 +0 +$0 +$651 +$651 +0 0 0 0 0 0 0 -1.00 7.1% 59.05 55.00 617.5 0.00 0.04 no two-sided quote 0.00 2 0 0 0 0 1 +1 +$0 +$115 +$115 +0 0 0 0 0 0 0 -1.00 7.3% 56.45 52.50 615 0.00 0.11 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 7.8% 54.05 50.00 612.5 0.00 0.15 no two-sided quote 0.00 0 0 0 0 0 5 +0 +$0 +$1k +$1k +0 0 0 0 0 0 0 -1.00 7.8% 51.35 47.50 610 0.00 0.06 no two-sided quote 0.01 4 1 1 0 0 40 -1 +$0 +$10k +$10k +0 0 0 0 0 0 0 -1.00 7.0% 48.25 45.00 607.5 0.00 0.11 no two-sided quote 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 8.9% 46.45 42.50 605 0.00 0.07 no two-sided quote 0.01 2 1 1 0 0 40 +0 +$0 +$15k +$15k +0 0 0 0 0 0 0 -1.00 9.4% 43.95 40.00 602.5 0.01 0.14 173.3% 0.01 0 0 0 0 0 1 +0 +$0 +$433 +$433 +0 0 0 0 0 0 0 -1.00 10.1% 41.50 37.50 600 0.02 0.07 111.1% 0.01 13 4 6 0 0 14 +2 +$0 +$7k +$7k +0 0 0 0 0 0 0 -1.00 10.7% 38.95 35.00 597.5 0.03 0.38 170.7% 0.01 0 0 0 0 0 5 +0 +$0 +$3k +$3k +0 3 0 0 0 0 0 -1.00 9.5% 35.75 32.50 595 0.00 0.11 no two-sided quote 0.02 37 0 37 0 22 5 +0 -$422 +$4k +$4k +0 0 0 0 0 0 0 -1.00 10.3% 33.25 30.00 592.5 0.07 0.16 78.3% 0.02 3 0 3 0 0 1 +1 +$0 +$1k +$1k +0 2 0 0 0 0 0 -0.99 12.9% 31.30 27.50 590 0.04 0.17 123.8% 0.03 74 1 72 0 30 4 +2 -$968 +$5k +$4k +0 0 0 0 0 0 0 -0.99 14.3% 28.90 25.05 587.5 0.03 0.58 180.3% 0.03 18 6 6 0 1 133 +2 +$0 +$217k +$217k +0 19 0 0 0 0 0 -0.99 16.1% 26.50 22.55 585 0.02 0.58 186.7% 0.04 2 0 2 0 2 16 +2 -$21k +$33k +$12k +1 1 0 0 0 0 0 -0.98 15.1% 23.45 20.15 582.5 0.10 0.38 116.7% 0.06 19 10 2 0 0 100 +0 -$1k +$279k +$277k +1 11 0 0 0 0 0 -0.97 16.5% 21.05 17.85 580 0.24 0.56 80.0% 0.08 48 37 11 3 6 26 -2 -$21k +$93k +$72k +1 2 0 0 0 0 0 -0.95 16.7% 18.45 15.60 577.5 0.41 0.77 61.0% 0.11 810 3 802 0 9 5 +0 -$6k +$22k +$16k +4 26 0 0 3 1 4 -0.89 17.8% 16.25 13.60 575 0.66 1.09 49.1% 0.15 1,383 46 1,335 0 0 22 +2 -$137k +$121k -$16k +3 3 1 0 0 1 1 -0.83 13.2% 13.70 12.00 572.5 1.05 1.54 37.8% 0.20 1,346 8 1,338 8 1 98 +0 -$20k +$638k +$618k -2 65 0 0 0 0 0 -0.77 18.6% 11.75 9.75 570 1.55 2.12 31.1% 0.25 811 184 627 0 7 264 +251 -$506k +$2.0m +$1.5m +0 8 0 0 0 3 3 -0.70 16.8% 10.00 8.45 567.5 2.24 2.85 24.0% 0.32 28 3 19 0 7 5 +0 -$69k +$41k -$28k +0 196 1 0 0 0 1 -0.62 17.8% 8.25 6.90 565 2.87 3.80 27.9% 0.39 38 15 21 0 3 8 +2 -$1.8m +$70k -$1.8m +2 6 10 3 8 6 14 -0.55 18.8% 6.70 5.55 562.5 3.40 4.90 36.1% 0.46 36 20 9 2 7 6 +3 -$58k +$54k -$4k -9 198 6 0 17 60 77 -0.47 11.8% 5.40 4.80 560 4.50 6.45 35.6% 0.53 13 7 5 0 6 13 +4 -$1.9m +$117k -$1.8m -4 8 7 25 16 182 202 -0.40 17.1% 4.45 3.75 557.5 6.05 7.95 27.1% 0.60 1 0 1 0 0 7 +4 -$71k +$59k -$12k +42 303 11 22 22 212 234 -0.33 43.7% 4.35 2.79 555 8.45 10.00 16.8% 0.66 8 4 2 0 7 22 -1 -$2.5m +$171k -$2.3m -2 5 5 2 22 14 36 -0.27 28.7% 2.83 2.12 552.5 9.90 11.90 18.3% 0.72 11 10 0 0 1 1,070 +9 -$37k +$7.6m +$7.5m +564 576 9 1 84 38 128 -0.22 28.3% 2.26 1.70 550 11.65 14.15 19.4% 0.77 1 1 0 0 0 6 +3 -$3.7m +$38k -$3.7m +0 3 0 1 5 3 8 -0.18 45.4% 1.73 1.09 547.5 13.05 16.80 25.1% 0.82 0 0 0 0 0 0 +0 -$17k +$0 -$17k -1 44 5 0 873 36 912 -0.14 47.9% 1.45 0.89 545 16.10 18.75 15.2% 0.85 24 22 1 0 22 8 +0 -$205k +$37k -$168k +37 52 5 0 901 6 907 -0.12 76.0% 1.18 0.53 542.5 17.50 20.80 17.2% 0.87 16 16 0 0 5 69 +57 -$202k +$275k +$73k +145 160 2 0 17 3 20 -0.09 43.5% 0.98 0.63 540 20.35 23.40 13.9% 0.88 1 1 0 0 1 18 +2 -$512k +$62k -$451k -2 27 0 0 1 2 3 -0.07 53.4% 0.83 0.48 537.5 22.65 25.75 12.8% 0.90 0 0 0 0 0 2 +0 -$71k +$6k -$65k +261 345 5 0 0 1 6 -0.06 59.0% 0.68 0.37 535 24.85 28.10 12.3% 0.91 0 0 0 0 0 9 +9 -$737k +$23k -$714k +1,928 1,931 7 0 1 7 8 -0.05 169.2% 0.72 0.06 532.5 27.25 30.55 11.4% 0.92 0 0 0 0 0 2 +0 -$3.3m +$4k -$3.3m +413 440 4 0 22 41 65 -0.04 72.0% 0.51 0.24 530 29.70 33.00 10.5% 0.93 0 0 0 0 0 0 +0 -$608k +$0 -$608k +1 5 0 0 39 0 45 -0.03 89.2% 0.47 0.18 527.5 31.40 35.45 12.1% 0.94 0 0 0 0 0 0 +0 -$6k +$0 -$6k +3 96 2 0 656 1 668 -0.02 127.8% 0.59 0.13 525 34.60 37.90 9.1% 0.95 0 0 0 0 0 13 +0 -$91k +$18k -$73k +20 23 2 0 1 56 58 -0.02 138.5% 0.55 0.10 522.5 37.10 40.35 8.4% 0.96 0 0 0 0 0 0 +0 -$18k +$0 -$18k +2 383 0 0 46 12 59 -0.02 125.6% 0.35 0.08 520 39.20 42.80 8.8% 0.97 0 0 0 0 0 0 +0 -$241k +$0 -$241k +0 39 2 0 6 3 9 -0.01 151.7% 0.51 0.07 517.5 41.80 45.30 8.0% 0.97 0 0 0 0 0 4 +0 -$20k +$4k -$17k +19 50 2 0 11 0 12 -0.01 73.7% 0.13 0.06 515 44.20 47.75 7.7% 0.97 0 0 0 0 0 0 +0 -$23k +$0 -$23k +0 1 0 0 3 3 6 -0.01 75.0% 0.11 0.05 512.5 47.20 50.25 6.3% 0.97 0 0 0 0 0 0 +0 -$421 +$0 -$421 +2 19 2 0 2 0 2 -0.01 189.2% 0.36 0.01 510 49.70 52.80 6.0% 0.98 0 0 0 0 0 0 +0 -$7k +$0 -$7k +4 10 0 0 0 0 0 -0.01 155.6% 0.16 0.02 507.5 51.30 55.25 7.4% 0.98 0 0 0 0 0 0 +0 -$3k +$0 -$3k -1 41 0 0 25 0 25 -0.01 150.0% 0.14 0.02 505 54.25 57.80 6.3% 0.98 0 0 0 0 0 0 +0 -$13k +$0 -$13k +0 1 0 0 0 0 0 -0.01 175.0% 0.15 0.01 502.5 57.20 60.00 4.8% 0.98 0 0 0 0 0 8 +0 -$289 +$4k +$4k +6 36 0 0 0 2 2 -0.01 163.6% 0.10 0.01 500 58.85 62.70 6.3% 0.98 0 0 0 0 0 8 +0 -$10k +$3k -$6k +10 10 0 0 4 2 6 -0.01 166.7% 0.11 0.01 497.5 61.45 65.20 5.9% 0.98 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 1,375 0 0 0 0 0 -0.01 166.7% 0.11 0.01 495 64.45 67.70 4.9% 0.99 0 0 0 0 0 0 +0 -$307k +$0 -$307k +0 0 0 0 0 2 2 -0.01 171.4% 0.13 0.01 492.5 66.80 70.20 5.0% 0.99 0 0 0 0 0 0 +0 — — — +0 0 4 0 0 4 4 -0.01 no two-sided quote 0.07 0.00 490 69.45 72.70 4.6% 0.99 0 0 0 0 0 10 +0 +$0 +$3k +$3k +0 0 5 0 5 2 7 -0.01 no two-sided quote 0.28 0.00 485 73.70 77.70 5.3% 0.99 0 0 0 0 0 0 +0 — — — +13 13 14 0 1 13 14 -0.01 no two-sided quote 0.08 0.00 480 78.80 82.70 4.8% 0.99 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 0 0 0 1 1 4 -0.00 no two-sided quote 0.10 0.00 475 84.45 87.75 3.8% 1.00 0 0 0 0 0 0 +0 — — — +0 1 0 0 1 1 2 -0.00 no two-sided quote 0.42 0.00 470 89.10 92.65 3.9% 1.00 0 0 0 0 0 0 +0 -$99 +$0 -$99 +26 28 26 0 26 0 26 -0.00 no two-sided quote 2.43 0.00 465 94.30 97.65 3.5% 1.00 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 0 0 0 0 0 0 -0.00 no two-sided quote 5.00 0.00 460 99.40 102.65 3.2% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 5.00 0.00 455 104.65 107.65 2.8% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 5.00 0.00 450 109.30 112.65 3.0% 1.00 0 0 0 0 0 0 +0 — — — +0 1 0 0 0 0 0 -0.00 no two-sided quote 5.00 0.00 445 114.30 117.65 2.9% 1.00 0 0 0 0 0 0 +0 -$25 +$0 -$25 +0 0 0 0 0 0 0 -0.00 no two-sided quote 4.40 0.00 440 118.75 122.65 3.2% 1.00 0 0 0 0 0 0 +0 — — — +0 4 0 0 0 0 0 -0.00 no two-sided quote 4.40 0.00 435 124.65 127.65 2.4% 1.00 0 0 0 0 0 0 +0 -$39 +$0 -$39 +0 2 0 0 0 0 0 -0.00 no two-sided quote 0.78 0.00 430 129.25 132.65 2.6% 1.00 0 0 0 0 0 0 +0 -$11 +$0 -$11 +0 0 0 0 0 0 0 -0.00 no two-sided quote 4.85 0.00 425 133.60 137.65 3.0% 1.00 0 0 0 0 0 0 +0 — — —