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.
5 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 2026-09-22 expiry: 4 calendar days from 2026-09-18 (5 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 575 (Δ 0.20), put 545 (Δ -0.19).
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 700 690 675 660 650 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 475 460 450 440 425 put strike nearest 0.20 delta: 545 call strike nearest 0.20 delta: 575 2.3k 0 2.3k 746 746 25% 10% 10% 25% -$16.9m +$16.9m 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 × 2.73, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 137.45 × 141.55, 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 × 3.55, 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 × 136.50, spread 3.0% 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 × 2.02, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.45 × 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 × 1.42, 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 × 126.50, spread 3.2% 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 × 1.11, 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 × 121.60, spread 3.4% 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 × 1.78, 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 × 116.55, spread 3.5% 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 × 1.42, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.40 × 111.55, spread 3.8% 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 × 0.90, 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 × 106.65, spread 4.0% 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 × 0.80, 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 × 101.00, spread 3.5% 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 × 0.70, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.55 × 96.00, spread 3.7% 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 × 0.94, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.40 × 91.55, spread 4.6% 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 × 0.71, spread no two-sided quote (zero bid) · Δ 0.01
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 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.91, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.90 × 84.00, spread 5.0% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 640
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.71, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.50 × 81.45, spread 5.0% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 637.5
calls: OI 0 (+0) · vol 6 (at ask 1, at bid 5, sweep 1) · NBBO 0.00 × 0.29, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.90 × 78.25, spread 4.4% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 635
calls: OI 1 (+0) · vol 4 (at ask 0, at bid 4) · NBBO 0.00 × 0.71, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.40 × 76.35, spread 5.3% of mid · Δ -1.00
net GEX +$320 per 1% (calls +$320, puts +$0) strike 632.5
calls: OI 0 (+0) · vol 10 (at ask 0, at bid 10) · NBBO 0.00 × 0.14, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.10 × 73.25, spread 4.4% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 630
calls: OI 108 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.71, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.40 × 71.45, spread 5.8% of mid · Δ -1.00
net GEX +$40k per 1% (calls +$40k, puts +$0) strike 627.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.12, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.00 × 69.00, 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 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.72, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.40 × 66.00, spread 5.6% of mid · Δ -1.00
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 622.5
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.60, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.90 × 64.05, spread 6.7% of mid · Δ -1.00
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 620
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.93, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.40 × 61.35, spread 6.7% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 617.5
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.64, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 54.90 × 58.50, spread 6.3% of mid · Δ -1.00
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 615
calls: OI 77 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.16, spread 176.5% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.40 × 56.00, spread 6.6% of mid · Δ -1.00
net GEX +$49k per 1% (calls +$49k, puts +$0) strike 612.5
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.18, spread 160.0% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.00 × 53.50, spread 6.8% of mid · Δ -1.00
net GEX +$8k per 1% (calls +$8k, puts +$0) strike 610
calls: OI 4 (+0) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 0.03 × 0.20, spread 147.8% of mid · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.40 × 51.00, spread 7.3% of mid · Δ -1.00
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 607.5
calls: OI 0 (+0) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 0.04 × 0.20, spread 133.3% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.90 × 49.15, spread 9.0% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 605
calls: OI 2 (+0) · vol 41 (at ask 20, at bid 21, sweep 20) · NBBO 0.06 × 0.18, spread 100.0% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 42.40 × 46.45, spread 9.1% of mid · Δ -1.00
net GEX +$2k per 1% (calls +$2k, puts +$0) strike 602.5
calls: OI 0 (+0) · vol 12 (at ask 6, at bid 6, sweep 6) · NBBO 0.07 × 0.31, spread 126.3% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 40.00 × 43.25, spread 7.8% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 600
calls: OI 1 (+0) · vol 7 (at ask 2, at bid 5, sweep 1) · NBBO 0.06 × 0.43, spread 151.0% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.40 × 41.50, spread 10.4% of mid · Δ -1.00
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 597.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.07 × 0.44, spread 145.1% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.90 × 39.00, spread 11.1% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 595
calls: OI 45 (+0) · vol 5 (at ask 4, at bid 1, multi-leg 2) · NBBO 0.04 × 0.46, spread 168.0% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.45 × 36.50, spread 11.7% of mid · Δ -1.00
net GEX +$67k per 1% (calls +$67k, puts +$0) strike 592.5
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.21 × 0.42, spread 66.7% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.00 × 34.05, spread 12.6% of mid · Δ -1.00
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 590
calls: OI 112 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 0.24 × 0.52, spread 73.7% of mid · Δ 0.07
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.70 × 31.25, spread 12.0% of mid · Δ -0.99
net GEX +$242k per 1% (calls +$242k, puts +$0) strike 587.5
calls: OI 4 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.27 × 1.18, spread 125.5% of mid · Δ 0.08
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.30 × 28.85, spread 13.1% of mid · Δ -0.97
net GEX +$10k per 1% (calls +$10k, puts +$0) strike 585
calls: OI 56 (-46) · vol 2 (at ask 0, at bid 2) · NBBO 0.41 × 1.17, spread 96.2% of mid · Δ 0.09
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.90 × 26.45, spread 14.4% of mid · Δ -0.95
net GEX +$163k per 1% (calls +$166k, puts -$2k) strike 582.5
calls: OI 3 (+1) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 0.58 × 1.13, spread 64.3% of mid · Δ 0.11
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.60 × 23.85, spread 14.6% of mid · Δ -0.93
net GEX +$10k per 1% (calls +$10k, puts +$0) strike 580
calls: OI 89 (-2) · vol 1 (at ask 0, at bid 1) · NBBO 0.91 × 1.33, spread 37.5% of mid · Δ 0.13
puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.75 × 21.00, spread 11.3% of mid · Δ -0.90
net GEX +$319k per 1% (calls +$360k, puts -$41k) strike 577.5
calls: OI 9 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 1.18 × 1.76, spread 39.5% of mid · Δ 0.17
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.35 × 18.85, spread 14.2% of mid · Δ -0.87
net GEX +$42k per 1% (calls +$42k, puts +$0) strike 575
calls: OI 7 (-1) · vol 7 (at ask 6, at bid 1, multi-leg 1) · NBBO 1.42 × 2.01, spread 34.4% of mid · Δ 0.20
puts: OI 26 (+0) · vol 5 (at ask 0, at bid 5, multi-leg 5) · NBBO 14.45 × 16.70, spread 14.4% of mid · Δ -0.82
net GEX -$105k per 1% (calls +$38k, puts -$143k) strike 572.5
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.98 × 2.71, spread 31.1% of mid · Δ 0.24
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.85 × 15.60, spread 19.3% of mid · Δ -0.77
net GEX +$18k per 1% (calls +$30k, puts -$12k) strike 570
calls: OI 8 (-6) · vol 3 (at ask 0, at bid 1) · NBBO 2.66 × 3.30, spread 21.5% of mid · Δ 0.30
puts: OI 12 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 10.45 × 13.10, spread 22.5% of mid · Δ -0.72
net GEX -$30k per 1% (calls +$52k, puts -$82k) strike 567.5
calls: OI 6 (+0) · vol 12 (at ask 5, at bid 6, multi-leg 9) · NBBO 2.90 × 4.30, spread 38.9% of mid · Δ 0.35
puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.30 × 11.30, spread 19.4% of mid · Δ -0.66
net GEX -$16k per 1% (calls +$42k, puts -$58k) strike 565
calls: OI 17 (+1) · vol 22 (at ask 4, at bid 11, multi-leg 17) · NBBO 3.30 × 5.15, spread 43.8% of mid · Δ 0.41
puts: OI 29 (+1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 8.00 × 9.50, spread 17.1% of mid · Δ -0.60
net GEX -$93k per 1% (calls +$125k, puts -$219k) strike 562.5
calls: OI 2,274 (+2,274) · vol 12 (at ask 2, at bid 7, multi-leg 10) · NBBO 5.35 × 6.50, spread 19.4% of mid · Δ 0.47
puts: OI 2 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 6.30 × 8.45, spread 29.2% of mid · Δ -0.53
net GEX +$16.9m per 1% (calls +$16.9m, puts -$15k) strike 560
calls: OI 830 (+823) · vol 8 (at ask 1, at bid 6, multi-leg 1) · NBBO 5.75 × 7.70, spread 29.0% of mid · Δ 0.53
puts: OI 750 (-1) · vol 30 (at ask 15, at bid 14, multi-leg 10) · NBBO 5.35 × 6.90, spread 25.3% of mid · Δ -0.47
net GEX +$359k per 1% (calls +$6.1m, puts -$5.7m) strike 557.5
calls: OI 228 (+220) · vol 0 (at ask 0, at bid 0) · NBBO 7.90 × 9.55, spread 18.9% of mid · Δ 0.58
puts: OI 3 (-1) · vol 25 (at ask 14, at bid 10, multi-leg 4) · NBBO 4.60 × 6.45, spread 33.5% of mid · Δ -0.41
net GEX +$1.6m per 1% (calls +$1.6m, puts -$22k) strike 555
calls: OI 12 (+2) · vol 6 (at ask 0, at bid 6, multi-leg 5) · NBBO 9.10 × 11.60, spread 24.2% of mid · Δ 0.64
puts: OI 543 (-1) · vol 20 (at ask 7, at bid 13, sweep 1, multi-leg 18) · NBBO 3.55 × 5.05, spread 34.9% of mid · Δ -0.36
net GEX -$3.7m per 1% (calls +$80k, puts -$3.7m) strike 552.5
calls: OI 50 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 11.20 × 12.90, spread 14.1% of mid · Δ 0.69
puts: OI 3 (+0) · vol 3 (at ask 0, at bid 1, multi-leg 2) · NBBO 2.85 × 4.20, spread 38.3% of mid · Δ -0.31
net GEX +$291k per 1% (calls +$310k, puts -$19k) strike 550
calls: OI 9 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 13.00 × 14.85, spread 13.3% of mid · Δ 0.73
puts: OI 60 (+3) · vol 26 (at ask 25, at bid 1, multi-leg 11) · NBBO 2.44 × 3.50, spread 35.7% of mid · Δ -0.27
net GEX -$294k per 1% (calls +$51k, puts -$345k) strike 547.5
calls: OI 54 (+0) · vol 8 (at ask 0, at bid 8, multi-leg 5) · NBBO 14.30 × 17.30, spread 19.0% of mid · Δ 0.77
puts: OI 4 (+3) · vol 5 (at ask 0, at bid 4, multi-leg 4) · NBBO 2.05 × 2.68, spread 26.6% of mid · Δ -0.22
net GEX +$255k per 1% (calls +$275k, puts -$21k) strike 545
calls: OI 8 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 16.95 × 19.40, spread 13.5% of mid · Δ 0.80
puts: OI 23 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 1.53 × 2.30, spread 40.2% of mid · Δ -0.19
net GEX -$70k per 1% (calls +$36k, puts -$106k) strike 542.5
calls: OI 4 (+4) · vol 3 (at ask 3, at bid 0) · NBBO 19.00 × 21.65, spread 13.0% of mid · Δ 0.82
puts: OI 13 (+9) · vol 0 (at ask 0, at bid 0) · NBBO 0.91 × 2.00, spread 74.9% of mid · Δ -0.15
net GEX -$36k per 1% (calls +$16k, puts -$52k) strike 540
calls: OI 2 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 20.45 × 23.90, spread 15.6% of mid · Δ 0.84
puts: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.93 × 1.77, spread 62.2% of mid · Δ -0.13
net GEX -$94k per 1% (calls +$7k, puts -$101k) strike 537.5
calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.85 × 26.55, spread 15.0% of mid · Δ 0.86
puts: OI 2 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 0.85 × 1.30, spread 41.9% of mid · Δ -0.11
net GEX +$44k per 1% (calls +$50k, puts -$6k) strike 535
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.45 × 28.85, spread 12.5% of mid · Δ 0.88
puts: OI 6 (+1) · vol 3 (at ask 1, at bid 2, multi-leg 2) · NBBO 0.35 × 1.38, spread 119.1% of mid · Δ -0.09
net GEX -$16k per 1% (calls +$0, puts -$16k) strike 532.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.60 × 31.25, spread 12.4% of mid · Δ 0.89
puts: OI 98 (+4) · vol 2 (at ask 0, at bid 2) · NBBO 0.34 × 1.24, spread 113.9% of mid · Δ -0.08
net GEX -$220k per 1% (calls +$0, puts -$220k) strike 530
calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 30.20 × 33.60, spread 10.7% of mid · Δ 0.91
puts: OI 15 (+2) · vol 6 (at ask 0, at bid 6, multi-leg 3) · NBBO 0.40 × 1.14, spread 96.1% of mid · Δ -0.07
net GEX -$27k per 1% (calls +$2k, puts -$29k) strike 527.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.75 × 36.00, spread 9.5% of mid · Δ 0.92
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.34 × 0.78, spread 78.6% of mid · Δ -0.06
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 525
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.40 × 38.30, spread 10.7% of mid · Δ 0.94
puts: OI 762 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.22 × 0.67, spread 101.1% of mid · Δ -0.05
net GEX -$1.1m per 1% (calls +$0, puts -$1.1m) strike 522.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.80 × 40.75, spread 10.2% of mid · Δ 0.95
puts: OI 98 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.24 × 0.80, spread 107.7% of mid · Δ -0.04
net GEX -$122k per 1% (calls +$0, puts -$122k) strike 520
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 39.25 × 43.15, spread 9.5% of mid · Δ 0.96
puts: OI 586 (+0) · vol 746 (at ask 2, at bid 744) · NBBO 0.06 × 0.53, spread 159.3% of mid · Δ -0.04
net GEX -$647k per 1% (calls +$0, puts -$647k) strike 517.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.85 × 45.40, spread 8.1% of mid · Δ 0.97
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.14 × 0.76, spread 137.8% of mid · Δ -0.04
net GEX -$992 per 1% (calls +$0, puts -$992) strike 515
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.85 × 48.20, spread 7.2% of mid · Δ 0.97
puts: OI 63 (-2) · vol 66 (at ask 60, at bid 4, multi-leg 4) · NBBO 0.09 × 0.47, spread 135.7% of mid · Δ -0.03
net GEX -$56k per 1% (calls +$0, puts -$56k) strike 512.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.95 × 50.55, spread 7.4% of mid · Δ 0.97
puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.09 × 0.85, spread 161.7% of mid · Δ -0.03
net GEX -$5k per 1% (calls +$0, puts -$5k) strike 510
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.55 × 53.15, spread 7.0% of mid · Δ 0.97
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.11 × 0.60, spread 138.0% of mid · Δ -0.03
net GEX -$5k per 1% (calls +$0, puts -$5k) strike 507.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 51.35 × 55.50, spread 7.8% of mid · Δ 0.98
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.82, spread 190.5% of mid · Δ -0.03
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 505
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 54.65 × 58.00, spread 5.9% of mid · Δ 0.98
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.80, spread 195.1% of mid · Δ -0.03
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 502.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.65 × 60.50, spread 6.6% of mid · Δ 0.98
puts: OI 5 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.07 × 0.44, spread 145.1% of mid · Δ -0.02
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 500
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.85 × 62.95, spread 5.0% of mid · Δ 0.98
puts: OI 38 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.06 × 0.26, spread 125.0% of mid · Δ -0.02
net GEX -$19k per 1% (calls +$0, puts -$19k) strike 497.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.35 × 65.45, spread 4.9% of mid · Δ 0.98
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.20, spread 181.0% of mid · Δ -0.02
net GEX -$912 per 1% (calls +$0, puts -$912) strike 495
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.65 × 67.90, spread 4.9% of mid · Δ 0.98
puts: OI 62 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.04 × 0.29, spread 151.5% of mid · Δ -0.02
net GEX -$26k per 1% (calls +$0, puts -$26k) strike 492.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.85 × 70.50, spread 5.3% of mid · Δ 0.99
puts: OI 97 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.38, spread 189.7% of mid · Δ -0.02
net GEX -$36k per 1% (calls +$0, puts -$36k) strike 490
calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.80 × 72.85, spread 4.3% of mid · Δ 0.99
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.18, spread 178.9% of mid · Δ -0.02
net GEX +$3k per 1% (calls +$3k, puts -$677) strike 487.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.35 × 75.35, spread 5.5% of mid · Δ 0.99
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.22, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$1k per 1% (calls +$0, puts -$1k) strike 485
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.75 × 77.85, spread 4.1% of mid · Δ 0.99
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.21, 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 × 82.90, spread 5.1% of mid · Δ 0.99
puts: OI 17 (+16) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.17, spread 157.9% of mid · Δ -0.01
net GEX -$4k per 1% (calls +$0, puts -$4k) strike 475
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.95 × 87.80, spread 4.5% of mid · Δ 0.99
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.28, spread 186.2% of mid · Δ -0.01
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 89.00 × 92.85, spread 4.2% of mid · Δ 0.99
puts: OI 20 (+20) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.62, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 465
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.50 × 97.85, spread 3.5% of mid · Δ 1.00
puts: OI 45 (+45) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.58, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$6k per 1% (calls +$0, puts -$6k) strike 460
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 99.70 × 102.75, spread 3.0% of mid · Δ 1.00
puts: OI 5 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.71, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$613 per 1% (calls +$0, puts -$613) strike 455
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 103.95 × 107.75, spread 3.6% of mid · Δ 1.00
puts: OI 40 (+40) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.71, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$4k per 1% (calls +$0, puts -$4k) strike 450
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 109.25 × 112.80, spread 3.2% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.72, 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 114.45 × 117.80, spread 2.9% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.71, spread no two-sided quote (zero bid) · Δ -0.00
no GEX (no side has both gamma and open interest) strike 440
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.35 × 122.70, spread 2.8% of mid · Δ 1.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.71, 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 123.95 × 127.70, spread 3.0% of mid · Δ 1.00
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.92, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$43 per 1% (calls +$0, puts -$43) strike 430
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 129.45 × 132.70, spread 2.5% of mid · Δ 1.00
puts: OI 18 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.60, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$530 per 1% (calls +$0, puts -$530) strike 425
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 133.90 × 137.70, spread 2.8% of mid · Δ 1.00
puts: OI 10 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.54, spread no two-sided quote (zero bid) · Δ -0.00
net GEX -$199 per 1% (calls +$0, puts -$199) 2026-09-22 expiry, 88 strikes within ±25% of book spot (the flip search band); 15 hidden (8 above, 7 below), 6 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$13.7m 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% 141.55 137.45 700 0.00 2.73 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.0% 136.50 132.50 695 0.00 3.55 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 2.7% 131.00 127.45 690 0.00 2.02 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.2% 126.50 122.50 685 0.00 1.42 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.4% 121.60 117.50 680 0.00 1.11 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.5% 116.55 112.50 675 0.00 1.78 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.8% 111.55 107.40 670 0.00 1.42 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.0% 106.65 102.50 665 0.00 0.90 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.5% 101.00 97.50 660 0.00 0.80 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 3.7% 96.00 92.55 655 0.00 0.70 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.6% 91.55 87.40 650 0.00 0.94 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 0.71 no two-sided quote 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 5.0% 84.00 79.90 642.5 0.00 0.91 no two-sided quote 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 5.0% 81.45 77.50 640 0.00 0.71 no two-sided quote 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 4.4% 78.25 74.90 637.5 0.00 0.29 no two-sided quote 0.01 6 1 5 1 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 5.3% 76.35 72.40 635 0.00 0.71 no two-sided quote 0.01 4 0 4 0 0 1 +0 +$0 +$320 +$320 +0 0 0 0 0 0 0 -1.00 4.4% 73.25 70.10 632.5 0.00 0.14 no two-sided quote 0.01 10 0 10 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 5.8% 71.45 67.40 630 0.00 0.71 no two-sided quote 0.01 0 0 0 0 0 108 +0 +$0 +$40k +$40k +0 0 0 0 0 0 0 -1.00 6.0% 69.00 65.00 627.5 0.00 1.12 no two-sided quote 0.01 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 5.6% 66.00 62.40 625 0.00 0.72 no two-sided quote 0.02 0 0 0 0 0 7 +0 +$0 +$3k +$3k +0 0 0 0 0 0 0 -1.00 6.7% 64.05 59.90 622.5 0.00 0.60 no two-sided quote 0.02 0 0 0 0 0 5 +0 +$0 +$2k +$2k +0 0 0 0 0 0 0 -1.00 6.7% 61.35 57.40 620 0.00 0.93 no two-sided quote 0.02 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 6.3% 58.50 54.90 617.5 0.00 0.64 no two-sided quote 0.02 0 0 0 0 0 5 +0 +$0 +$3k +$3k +0 0 0 0 0 0 0 -1.00 6.6% 56.00 52.40 615 0.01 0.16 176.5% 0.02 0 0 0 0 0 77 +0 +$0 +$49k +$49k +0 0 0 0 0 0 0 -1.00 6.8% 53.50 50.00 612.5 0.02 0.18 160.0% 0.02 0 0 0 0 0 11 +0 +$0 +$8k +$8k +0 0 0 0 0 0 0 -1.00 7.3% 51.00 47.40 610 0.03 0.20 147.8% 0.02 2 1 1 1 0 4 +0 +$0 +$3k +$3k +0 0 0 0 0 0 0 -1.00 9.0% 49.15 44.90 607.5 0.04 0.20 133.3% 0.03 2 1 1 1 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 9.1% 46.45 42.40 605 0.06 0.18 100.0% 0.03 41 20 21 20 0 2 +0 +$0 +$2k +$2k +0 0 0 0 0 0 0 -1.00 7.8% 43.25 40.00 602.5 0.07 0.31 126.3% 0.03 12 6 6 6 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 10.4% 41.50 37.40 600 0.06 0.43 151.0% 0.03 7 2 5 1 0 1 +0 +$0 +$1k +$1k +0 0 0 0 0 0 0 -1.00 11.1% 39.00 34.90 597.5 0.07 0.44 145.1% 0.04 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 11.7% 36.50 32.45 595 0.04 0.46 168.0% 0.04 5 4 1 0 2 45 +0 +$0 +$67k +$67k +0 0 0 0 0 0 0 -1.00 12.6% 34.05 30.00 592.5 0.21 0.42 66.7% 0.05 0 0 0 0 0 2 +0 +$0 +$4k +$4k +0 0 0 0 0 0 0 -0.99 12.0% 31.25 27.70 590 0.24 0.52 73.7% 0.07 0 0 0 0 0 112 +3 +$0 +$242k +$242k +0 0 0 0 0 0 0 -0.97 13.1% 28.85 25.30 587.5 0.27 1.18 125.5% 0.08 0 0 0 0 0 4 +1 +$0 +$10k +$10k +0 1 0 0 0 0 0 -0.95 14.4% 26.45 22.90 585 0.41 1.17 96.2% 0.09 2 0 2 0 0 56 -46 -$2k +$166k +$163k +0 0 0 0 0 0 0 -0.93 14.6% 23.85 20.60 582.5 0.58 1.13 64.3% 0.11 2 0 2 0 2 3 +1 +$0 +$10k +$10k +0 11 0 0 0 0 0 -0.90 11.3% 21.00 18.75 580 0.91 1.33 37.5% 0.13 1 0 1 0 0 89 -2 -$41k +$360k +$319k +0 0 0 0 0 0 0 -0.87 14.2% 18.85 16.35 577.5 1.18 1.76 39.5% 0.17 2 2 0 0 2 9 +0 +$0 +$42k +$42k +0 26 5 0 5 0 5 -0.82 14.4% 16.70 14.45 575 1.42 2.01 34.4% 0.20 7 6 1 0 1 7 -1 -$143k +$38k -$105k +0 2 0 0 0 0 0 -0.77 19.3% 15.60 12.85 572.5 1.98 2.71 31.1% 0.24 0 0 0 0 0 5 +0 -$12k +$30k +$18k -1 12 0 0 0 0 0 -0.72 22.5% 13.10 10.45 570 2.66 3.30 21.5% 0.30 3 0 1 0 0 8 -6 -$82k +$52k -$30k +0 8 0 0 0 0 0 -0.66 19.4% 11.30 9.30 567.5 2.90 4.30 38.9% 0.35 12 5 6 0 9 6 +0 -$58k +$42k -$16k +1 29 1 0 0 1 1 -0.60 17.1% 9.50 8.00 565 3.30 5.15 43.8% 0.41 22 4 11 0 17 17 +1 -$219k +$125k -$93k +0 2 0 0 1 0 1 -0.53 29.2% 8.45 6.30 562.5 5.35 6.50 19.4% 0.47 12 2 7 0 10 2,274 +2,274 -$15k +$16.9m +$16.9m -1 750 10 0 14 15 30 -0.47 25.3% 6.90 5.35 560 5.75 7.70 29.0% 0.53 8 1 6 0 1 830 +823 -$5.7m +$6.1m +$359k -1 3 4 0 10 14 25 -0.41 33.5% 6.45 4.60 557.5 7.90 9.55 18.9% 0.58 0 0 0 0 0 228 +220 -$22k +$1.6m +$1.6m -1 543 18 1 13 7 20 -0.36 34.9% 5.05 3.55 555 9.10 11.60 24.2% 0.64 6 0 6 0 5 12 +2 -$3.7m +$80k -$3.7m +0 3 2 0 1 0 3 -0.31 38.3% 4.20 2.85 552.5 11.20 12.90 14.1% 0.69 0 0 0 0 0 50 +1 -$19k +$310k +$291k +3 60 11 0 1 25 26 -0.27 35.7% 3.50 2.44 550 13.00 14.85 13.3% 0.73 0 0 0 0 0 9 +2 -$345k +$51k -$294k +3 4 4 0 4 0 5 -0.22 26.6% 2.68 2.05 547.5 14.30 17.30 19.0% 0.77 8 0 8 0 5 54 +0 -$21k +$275k +$255k +0 23 2 0 2 0 2 -0.19 40.2% 2.30 1.53 545 16.95 19.40 13.5% 0.80 0 0 0 0 0 8 -1 -$106k +$36k -$70k +9 13 0 0 0 0 0 -0.15 74.9% 2.00 0.91 542.5 19.00 21.65 13.0% 0.82 3 3 0 0 0 4 +4 -$52k +$16k -$36k +0 29 0 0 0 0 0 -0.13 62.2% 1.77 0.93 540 20.45 23.90 15.6% 0.84 1 1 0 0 0 2 +0 -$101k +$7k -$94k +1 2 0 0 0 1 1 -0.11 41.9% 1.30 0.85 537.5 22.85 26.55 15.0% 0.86 0 0 0 0 0 16 +0 -$6k +$50k +$44k +1 6 2 0 2 1 3 -0.09 119.1% 1.38 0.35 535 25.45 28.85 12.5% 0.88 0 0 0 0 0 0 +0 -$16k +$0 -$16k +4 98 0 0 2 0 2 -0.08 113.9% 1.24 0.34 532.5 27.60 31.25 12.4% 0.89 0 0 0 0 0 0 +0 -$220k +$0 -$220k +2 15 3 0 6 0 6 -0.07 96.1% 1.14 0.40 530 30.20 33.60 10.7% 0.91 0 0 0 0 0 1 +1 -$29k +$2k -$27k +0 1 0 0 0 0 0 -0.06 78.6% 0.78 0.34 527.5 32.75 36.00 9.5% 0.92 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 762 0 0 1 0 1 -0.05 101.1% 0.67 0.22 525 34.40 38.30 10.7% 0.94 0 0 0 0 0 0 +0 -$1.1m +$0 -$1.1m +0 98 0 0 0 0 0 -0.04 107.7% 0.80 0.24 522.5 36.80 40.75 10.2% 0.95 0 0 0 0 0 0 +0 -$122k +$0 -$122k +0 586 0 0 744 2 746 -0.04 159.3% 0.53 0.06 520 39.25 43.15 9.5% 0.96 0 0 0 0 0 0 +0 -$647k +$0 -$647k +0 1 0 0 0 0 0 -0.04 137.8% 0.76 0.14 517.5 41.85 45.40 8.1% 0.97 0 0 0 0 0 0 +0 -$992 +$0 -$992 -2 63 4 0 4 60 66 -0.03 135.7% 0.47 0.09 515 44.85 48.20 7.2% 0.97 0 0 0 0 0 0 +0 -$56k +$0 -$56k +0 6 0 0 0 0 0 -0.03 161.7% 0.85 0.09 512.5 46.95 50.55 7.4% 0.97 0 0 0 0 0 0 +0 -$5k +$0 -$5k +0 7 0 0 0 0 0 -0.03 138.0% 0.60 0.11 510 49.55 53.15 7.0% 0.97 0 0 0 0 0 0 +0 -$5k +$0 -$5k +0 5 0 0 0 0 0 -0.03 190.5% 0.82 0.02 507.5 51.35 55.50 7.8% 0.98 0 0 0 0 0 0 +0 -$3k +$0 -$3k +0 3 0 0 0 0 0 -0.03 195.1% 0.80 0.01 505 54.65 58.00 5.9% 0.98 0 0 0 0 0 0 +0 -$2k +$0 -$2k +2 5 0 0 0 0 0 -0.02 145.1% 0.44 0.07 502.5 56.65 60.50 6.6% 0.98 0 0 0 0 0 0 +0 -$3k +$0 -$3k +0 38 0 0 1 0 1 -0.02 125.0% 0.26 0.06 500 59.85 62.95 5.0% 0.98 0 0 0 0 0 0 +0 -$19k +$0 -$19k +0 2 0 0 0 0 0 -0.02 181.0% 0.20 0.01 497.5 62.35 65.45 4.9% 0.98 0 0 0 0 0 0 +0 -$912 +$0 -$912 +0 62 0 0 0 0 0 -0.02 151.5% 0.29 0.04 495 64.65 67.90 4.9% 0.98 0 0 0 0 0 0 +0 -$26k +$0 -$26k +0 97 0 0 0 0 0 -0.02 189.7% 0.38 0.01 492.5 66.85 70.50 5.3% 0.99 0 0 0 0 0 0 +0 -$36k +$0 -$36k +0 2 0 0 0 0 0 -0.02 178.9% 0.18 0.01 490 69.80 72.85 4.3% 0.99 0 0 0 0 0 10 +0 -$677 +$3k +$3k +0 4 0 0 0 0 0 -0.01 no two-sided quote 0.22 0.00 487.5 71.35 75.35 5.5% 0.99 0 0 0 0 0 0 +0 -$1k +$0 -$1k +0 0 0 0 0 0 0 -0.01 no two-sided quote 0.21 0.00 485 74.75 77.85 4.1% 0.99 0 0 0 0 0 0 +0 — — — +16 17 0 0 0 0 0 -0.01 157.9% 0.17 0.02 480 78.80 82.90 5.1% 0.99 0 0 0 0 0 0 +0 -$4k +$0 -$4k +0 0 0 0 0 0 0 -0.01 186.2% 0.28 0.01 475 83.95 87.80 4.5% 0.99 0 0 0 0 0 0 +0 — — — +20 20 0 0 0 0 0 -0.01 no two-sided quote 0.62 0.00 470 89.00 92.85 4.2% 0.99 0 0 0 0 0 0 +0 -$3k +$0 -$3k +45 45 0 0 0 0 0 -0.01 no two-sided quote 0.58 0.00 465 94.50 97.85 3.5% 1.00 0 0 0 0 0 0 +0 -$6k +$0 -$6k +4 5 0 0 0 0 0 -0.01 no two-sided quote 0.71 0.00 460 99.70 102.75 3.0% 1.00 0 0 0 0 0 0 +0 -$613 +$0 -$613 +40 40 0 0 0 0 0 -0.01 no two-sided quote 0.71 0.00 455 103.95 107.75 3.6% 1.00 0 0 0 0 0 0 +0 -$4k +$0 -$4k +0 0 0 0 0 0 0 -0.00 no two-sided quote 0.72 0.00 450 109.25 112.80 3.2% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 0.71 0.00 445 114.45 117.80 2.9% 1.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.00 no two-sided quote 0.71 0.00 440 119.35 122.70 2.8% 1.00 0 0 0 0 0 0 +0 — — — +0 1 0 0 0 0 0 -0.00 no two-sided quote 0.92 0.00 435 123.95 127.70 3.0% 1.00 0 0 0 0 0 0 +0 -$43 +$0 -$43 +3 18 0 0 0 0 0 -0.00 no two-sided quote 2.60 0.00 430 129.45 132.70 2.5% 1.00 0 0 0 0 0 0 +0 -$530 +$0 -$530 +7 10 0 0 0 0 0 -0.00 no two-sided quote 2.54 0.00 425 133.90 137.70 2.8% 1.00 0 0 0 0 0 0 +0 -$199 +$0 -$199