Simplify Analytics
SMH

SMH

$573.00 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
31.3%
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).

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)1d5d7d14d30d60d90d180d365d41.3%17.0%
━ 2026-09-18┅ 2026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning ittenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 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

1d2026-09-18 · 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 scale43%27%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 15 put and 14 call strikes within ±6.5%, IV 28% to 34%43%27%−6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 19 put and 20 call strikes within ±8.8%, IV 29% to 37%43%27%−8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 21 put and 19 call strikes within ±11%, IV 30% to 37%43%27%−11%book spot+11%
29d2026-10-16
2026-10-16: 14 put and 13 call strikes within ±12%, IV 30% to 37%43%27%−12%book spot+12%
64d2026-11-20
2026-11-20: 21 put and 20 call strikes within ±18%, IV 33% to 41%43%27%−18%book spot+18%
92d2026-12-18
2026-12-18: 21 put and 18 call strikes within ±22%, IV 33% to 41%43%27%−22%book spot+22%
120d2027-01-15
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.

Expiry window · 35–65 DTE

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

expiryDTE28-DTE exitthesisearningsATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dno earnings (ETF)32.1% p 560—
2026-10-30 Friweekly422026-10-0214dno earnings (ETF)33.7% p 560—
2026-11-20 Fri632026-10-2335dno 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.

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

Tradability of the 2026-09-30 expiry: 12 calendar days from 2026-09-18 (13 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 590 (Δ 0.18), put 535 (Δ -0.21).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move700695690685680675670665660655650645640635630625620615610605600595590585580575572.5570567.5565562.5560557.5555552.5550547.5545542.5540537.5535532.5530527.5525520515510505500495490485480475470465460455450445440435430425put strike nearest 0.20 delta: 535call strike nearest 0.20 delta: 5901.2k01.2k39039025%10%10%25%-$3.7m+$3.7mbook spot 560.61call wall 560put wall 550strike 700 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.40, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 137.40 × 142.00, spread 3.3% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 695 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.41, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (no prior OI) · 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 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.41, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 127.50 × 132.00, spread 3.5% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 685 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.42, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 122.50 × 127.00, spread 3.6% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 680 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.42, spread 190.7% of mid · Δ 0.01 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 117.50 × 122.00, spread 3.8% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 675 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.43, spread 190.9% of mid · Δ 0.01 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 112.50 × 116.65, spread 3.6% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 670 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.44, spread 191.1% of mid · Δ 0.01 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 107.50 × 112.00, spread 4.1% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 665 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.45, spread 191.3% of mid · Δ 0.01 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 102.50 × 107.00, spread 4.3% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 660 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.47, spread 191.7% of mid · Δ 0.02 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 97.40 × 102.00, spread 4.6% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 655 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.49, spread 192.0% of mid · Δ 0.02 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 92.40 × 96.85, spread 4.7% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 650 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.51, spread 192.3% of mid · Δ 0.02 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 87.40 × 91.75, spread 4.9% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 645 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.54, spread 192.7% of mid · Δ 0.02 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 82.40 × 86.85, spread 5.3% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 640 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.03 × 0.58, spread 180.3% of mid · Δ 0.03 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 77.40 × 82.00, spread 5.8% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 635 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.15 × 0.64, spread 124.1% of mid · Δ 0.03 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 72.50 × 76.85, spread 5.8% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 630 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.20 × 0.72, spread 113.0% of mid · Δ 0.03 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 67.10 × 72.00, spread 7.0% of mid · Δ -0.99 no GEX (no side has both gamma and open interest)strike 625 calls: OI 0 (no prior OI) · vol 1 (at ask 1, at bid 0) · NBBO 0.25 × 0.60, spread 82.4% of mid · Δ 0.04 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 62.05 × 67.00, spread 7.7% of mid · Δ -0.99 no GEX (no side has both gamma and open interest)strike 620 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.45 × 0.98, spread 74.1% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.65 × 62.00, spread 7.3% of mid · Δ -0.98 no GEX (no side has both gamma and open interest)strike 615 calls: OI 0 (+0) · vol 6 (at ask 3, at bid 3, multi-leg 6) · NBBO 0.52 × 1.17, spread 76.9% of mid · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.80 × 56.95, spread 7.6% of mid · Δ -0.97 no GEX (no side has both gamma and open interest)strike 610 calls: OI 0 (+0) · vol 19 (at ask 10, at bid 5, multi-leg 19) · NBBO 0.80 × 1.42, spread 55.9% of mid · Δ 0.08 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 48.00 × 52.50, spread 9.0% of mid · Δ -0.96 no GEX (no side has both gamma and open interest)strike 605 calls: OI 0 (+0) · vol 59 (at ask 39, at bid 14, multi-leg 56) · NBBO 1.05 × 1.68, spread 46.2% of mid · Δ 0.09 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.30 × 47.40, spread 9.0% of mid · Δ -0.95 no GEX (no side has both gamma and open interest)strike 600 calls: OI 9 (+9) · vol 114 (at ask 23, at bid 67, multi-leg 107) · NBBO 1.40 × 1.98, spread 34.3% of mid · Δ 0.12 puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 38.55 × 43.00, spread 10.9% of mid · Δ -0.93 net GEX +$16k per 1% (calls +$18k, puts -$2k)strike 595 calls: OI 0 (+0) · vol 103 (at ask 72, at bid 14, multi-leg 97) · NBBO 1.96 × 2.55, spread 26.2% of mid · Δ 0.15 puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 34.00 × 37.15, spread 8.9% of mid · Δ -0.91 net GEX -$2k per 1% (calls +$0, puts -$2k)strike 590 calls: OI 1 (+1) · vol 9 (at ask 2, at bid 7, multi-leg 3) · NBBO 2.60 × 3.25, spread 22.2% of mid · Δ 0.18 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.15 × 32.65, spread 8.0% of mid · Δ -0.85 net GEX +$3k per 1% (calls +$3k, puts +$0)strike 585 calls: OI 0 (+0) · vol 8 (at ask 5, at bid 3, multi-leg 1) · NBBO 3.40 × 4.25, spread 22.2% of mid · Δ 0.23 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 26.05 × 28.65, spread 9.5% of mid · Δ -0.80 no GEX (no side has both gamma and open interest)strike 580 calls: OI 12 (+12) · vol 190 (at ask 166, at bid 24, multi-leg 26) · NBBO 4.00 × 5.65, spread 34.2% of mid · Δ 0.28 puts: OI 0 (+0) · vol 4 (at ask 0, at bid 4, multi-leg 4) · NBBO 22.75 × 25.15, spread 10.0% of mid · Δ -0.73 net GEX +$41k per 1% (calls +$41k, puts +$0)strike 575 calls: OI 6 (+6) · vol 135 (at ask 101, at bid 34, sweep 4, multi-leg 3) · NBBO 6.10 × 7.20, spread 16.5% of mid · Δ 0.34 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 19.25 × 21.15, spread 9.4% of mid · Δ -0.67 net GEX +$22k per 1% (calls +$22k, puts +$0)strike 572.5 calls: OI 0 (no prior OI) · vol 54 (at ask 18, at bid 36, multi-leg 50) · NBBO 6.50 × 8.10, spread 21.9% of mid · Δ 0.37 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 17.65 × 19.55, spread 10.2% of mid · Δ -0.64 no GEX (no side has both gamma and open interest)strike 570 calls: OI 8 (+8) · vol 28 (at ask 20, at bid 8, multi-leg 5) · NBBO 7.95 × 9.05, spread 12.9% of mid · Δ 0.40 puts: OI 0 (+0) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 16.20 × 17.80, spread 9.4% of mid · Δ -0.61 net GEX +$30k per 1% (calls +$30k, puts +$0)strike 567.5 calls: OI 0 (no prior OI) · vol 20 (at ask 12, at bid 8, sweep 3) · NBBO 9.00 × 10.10, spread 11.5% of mid · Δ 0.43 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 14.85 × 16.35, spread 9.6% of mid · Δ -0.58 no GEX (no side has both gamma and open interest)strike 565 calls: OI 7 (+7) · vol 14 (at ask 12, at bid 2, sweep 5, multi-leg 1) · NBBO 10.00 × 11.20, spread 11.3% of mid · Δ 0.46 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.55 × 14.90, spread 9.5% of mid · Δ -0.54 net GEX +$27k per 1% (calls +$27k, puts +$0)strike 562.5 calls: OI 0 (no prior OI) · vol 41 (at ask 10, at bid 31, sweep 2, multi-leg 10) · NBBO 10.60 × 12.40, spread 15.7% of mid · Δ 0.49 puts: OI 0 (no prior OI) · vol 2 (at ask 0, at bid 2) · NBBO 12.30 × 13.70, spread 10.8% of mid · Δ -0.51 no GEX (no side has both gamma and open interest)strike 560 calls: OI 12 (+12) · vol 14 (at ask 0, at bid 13, multi-leg 10) · NBBO 11.80 × 13.75, spread 15.3% of mid · Δ 0.52 puts: OI 0 (+0) · vol 16 (at ask 10, at bid 6) · NBBO 11.10 × 12.30, spread 10.3% of mid · Δ -0.48 net GEX +$46k per 1% (calls +$46k, puts +$0)strike 557.5 calls: OI 0 (no prior OI) · vol 2 (at ask 0, at bid 2) · NBBO 13.20 × 15.15, spread 13.8% of mid · Δ 0.55 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 10.00 × 11.25, spread 11.8% of mid · Δ -0.45 no GEX (no side has both gamma and open interest)strike 555 calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 15.10 × 16.70, spread 10.1% of mid · Δ 0.58 puts: OI 63 (+63) · vol 123 (at ask 107, at bid 15, multi-leg 2) · NBBO 9.00 × 10.25, spread 13.0% of mid · Δ -0.41 net GEX -$245k per 1% (calls +$4k, puts -$249k)strike 552.5 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 16.10 × 18.30, spread 12.8% of mid · Δ 0.61 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 8.05 × 9.25, spread 13.9% of mid · Δ -0.38 no GEX (no side has both gamma and open interest)strike 550 calls: OI 17 (+17) · vol 22 (at ask 10, at bid 12, multi-leg 8) · NBBO 17.65 × 19.70, spread 11.0% of mid · Δ 0.64 puts: OI 18 (+18) · vol 30 (at ask 22, at bid 3, sweep 1, multi-leg 8) · NBBO 7.25 × 8.35, spread 14.1% of mid · Δ -0.35 net GEX -$7k per 1% (calls +$60k, puts -$67k)strike 547.5 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 19.40 × 21.90, spread 12.1% of mid · Δ 0.67 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 6.45 × 7.55, spread 15.7% of mid · Δ -0.33 no GEX (no side has both gamma and open interest)strike 545 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.90 × 23.90, spread 8.7% of mid · Δ 0.69 puts: OI 35 (+35) · vol 3 (at ask 0, at bid 0, multi-leg 2) · NBBO 5.75 × 6.80, spread 16.7% of mid · Δ -0.30 net GEX -$119k per 1% (calls +$0, puts -$119k)strike 542.5 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 23.65 × 25.65, spread 8.1% of mid · Δ 0.71 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 5.10 × 6.10, spread 17.9% of mid · Δ -0.27 no GEX (no side has both gamma and open interest)strike 540 calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 25.65 × 27.60, spread 7.3% of mid · Δ 0.73 puts: OI 1,204 (+1,204) · vol 390 (at ask 55, at bid 203, multi-leg 2) · NBBO 4.55 × 5.50, spread 18.9% of mid · Δ -0.25 net GEX -$3.7m per 1% (calls +$3k, puts -$3.7m)strike 537.5 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 27.45 × 29.65, spread 7.7% of mid · Δ 0.76 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 4.05 × 4.95, spread 20.0% of mid · Δ -0.23 no GEX (no side has both gamma and open interest)strike 535 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 29.25 × 31.80, spread 8.4% of mid · Δ 0.78 puts: OI 13 (+13) · vol 0 (at ask 0, at bid 0) · NBBO 3.60 × 4.50, spread 22.2% of mid · Δ -0.21 net GEX -$35k per 1% (calls +$0, puts -$35k)strike 532.5 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 31.60 × 34.15, spread 7.8% of mid · Δ 0.79 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 3.20 × 4.05, spread 23.4% of mid · Δ -0.19 no GEX (no side has both gamma and open interest)strike 530 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 33.70 × 36.20, spread 7.2% of mid · Δ 0.81 puts: OI 8 (+8) · vol 1 (at ask 0, at bid 1) · NBBO 2.77 × 3.65, spread 27.4% of mid · Δ -0.17 net GEX -$19k per 1% (calls +$0, puts -$19k)strike 527.5 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 35.65 × 38.35, spread 7.3% of mid · Δ 0.82 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 2.43 × 3.30, spread 30.4% of mid · Δ -0.15 no GEX (no side has both gamma and open interest)strike 525 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.05 × 40.60, spread 6.5% of mid · Δ 0.83 puts: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 2.30 × 2.97, spread 25.4% of mid · Δ -0.14 net GEX -$4k per 1% (calls +$0, puts -$4k)strike 520 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.00 × 45.55, spread 10.5% of mid · Δ 0.86 puts: OI 2 (+2) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 1.81 × 2.37, spread 26.8% of mid · Δ -0.12 net GEX -$3k per 1% (calls +$0, puts -$3k)strike 515 calls: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 45.50 × 50.00, spread 9.4% of mid · Δ 0.88 puts: OI 8 (+8) · vol 0 (at ask 0, at bid 0) · NBBO 1.42 × 1.92, spread 29.9% of mid · Δ -0.09 net GEX -$10k per 1% (calls +$2k, puts -$11k)strike 510 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.60 × 54.55, spread 7.5% of mid · Δ 0.89 puts: OI 0 (+0) · vol 5 (at ask 4, at bid 1) · NBBO 1.15 × 1.56, spread 30.3% of mid · Δ -0.08 no GEX (no side has both gamma and open interest)strike 505 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.05 × 59.25, spread 7.3% of mid · Δ 0.91 puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.82 × 1.37, spread 50.2% of mid · Δ -0.06 net GEX -$991 per 1% (calls +$0, puts -$991)strike 500 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.85 × 64.05, spread 6.8% of mid · Δ 0.92 puts: OI 1 (+1) · vol 5 (at ask 5, at bid 0, multi-leg 5) · NBBO 0.72 × 1.21, spread 50.8% of mid · Δ -0.05 net GEX -$837 per 1% (calls +$0, puts -$837)strike 495 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.65 × 68.95, spread 6.4% of mid · Δ 0.93 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.51 × 1.11, spread 74.1% of mid · Δ -0.04 no GEX (no side has both gamma and open interest)strike 490 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.60 × 73.90, spread 6.0% of mid · Δ 0.94 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.29 × 0.98, spread 108.7% of mid · Δ -0.04 no GEX (no side has both gamma and open interest)strike 485 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.30 × 78.65, spread 5.7% of mid · Δ 0.95 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.25 × 0.87, spread 110.7% of mid · Δ -0.03 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 79.20 × 83.60, spread 5.4% of mid · Δ 0.95 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.17 × 0.77, spread 127.7% of mid · Δ -0.03 no GEX (no side has both gamma and open interest)strike 475 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.10 × 88.50, spread 5.1% of mid · Δ 0.95 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.09 × 0.70, spread 154.4% of mid · Δ -0.02 no GEX (no side has both gamma and open interest)strike 470 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 89.05 × 93.45, spread 4.8% of mid · Δ 0.96 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.03 × 0.61, spread 181.2% of mid · Δ -0.02 no GEX (no side has both gamma and open interest)strike 465 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 94.00 × 98.50, spread 4.7% of mid · Δ 0.96 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.60, spread 193.4% of mid · Δ -0.02 no GEX (no side has both gamma and open interest)strike 460 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 99.00 × 103.45, spread 4.4% of mid · Δ 0.97 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.44, spread 191.1% of mid · Δ -0.02 no GEX (no side has both gamma and open interest)strike 455 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 103.90 × 108.40, spread 4.2% of mid · Δ 0.97 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.51, spread 192.3% of mid · Δ -0.01 no GEX (no side has both gamma and open interest)strike 450 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 108.85 × 113.25, spread 4.0% of mid · Δ 0.97 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.30, spread 187.1% of mid · Δ -0.01 no GEX (no side has both gamma and open interest)strike 445 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 113.85 × 118.20, spread 3.7% of mid · Δ 0.98 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.47, spread 191.7% of mid · Δ -0.01 no GEX (no side has both gamma and open interest)strike 440 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 118.80 × 123.30, spread 3.7% of mid · Δ 0.98 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.45, spread 191.3% of mid · Δ -0.01 no GEX (no side has both gamma and open interest)strike 435 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 124.00 × 128.15, spread 3.3% of mid · Δ 0.98 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.44, spread 191.1% of mid · Δ -0.01 no GEX (no side has both gamma and open interest)strike 430 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 129.05 × 133.25, spread 3.2% of mid · Δ 0.98 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.43, spread 190.9% of mid · Δ -0.01 no GEX (no side has both gamma and open interest)strike 425 calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 133.75 × 138.10, spread 3.2% of mid · Δ 0.99 puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.42, spread 190.7% of mid · Δ -0.01 no GEX (no side has both gamma and open interest)

2026-09-30 expiry, 66 strikes within ±25% of book spot (the flip search band); 5 hidden (0 above, 5 below), 0 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$3.9m 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 · 66 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
—000000-1.003.3%142.00137.407000.000.40no two-sided quote0.01000000————
—000000-1.003.1%136.65132.506950.000.41no two-sided quote0.01000000————
—000000-1.003.5%132.00127.506900.000.41no two-sided quote0.01000000————
—000000-1.003.6%127.00122.506850.000.42no two-sided quote0.01000000————
—000000-1.003.8%122.00117.506800.010.42190.7%0.01000000————
—000000-1.003.6%116.65112.506750.010.43190.9%0.01000000————
—000000-1.004.1%112.00107.506700.010.44191.1%0.01000000————
—000000-1.004.3%107.00102.506650.010.45191.3%0.01000000————
—000000-1.004.6%102.0097.406600.010.47191.7%0.02000000————
—000000-1.004.7%96.8592.406550.010.49192.0%0.02000000————
—000000-1.004.9%91.7587.406500.010.51192.3%0.02000000————
—000000-1.005.3%86.8582.406450.010.54192.7%0.02000000————
—000000-1.005.8%82.0077.406400.030.58180.3%0.03000000————
—000000-1.005.8%76.8572.506350.150.64124.1%0.03000000————
—000000-0.997.0%72.0067.106300.200.72113.0%0.03000000————
—000000-0.997.7%67.0062.056250.250.6082.4%0.04110000————
+0000000-0.987.3%62.0057.656200.450.9874.1%0.05000000+0———
+0000000-0.977.6%56.9552.806150.521.1776.9%0.06633060+0———
+0000000-0.969.0%52.5048.006100.801.4255.9%0.08191050190+0———
+0000000-0.959.0%47.4043.306051.051.6846.2%0.095939140560+0———
+1100000-0.9310.9%43.0038.556001.401.9834.3%0.12114236701079+9-$2k+$18k+$16k
+1100000-0.918.9%37.1534.005951.962.5526.2%0.1510372140970+0-$2k+$0-$2k
+0000000-0.858.0%32.6530.155902.603.2522.2%0.18927031+1+$0+$3k+$3k
+0000000-0.809.5%28.6526.055853.404.2522.2%0.23853010+0———
+0040404-0.7310.0%25.1522.755804.005.6534.2%0.281901662402612+12+$0+$41k+$41k
+0000000-0.679.4%21.1519.255756.107.2016.5%0.3413510134436+6+$0+$22k+$22k
—000000-0.6410.2%19.5517.65572.56.508.1021.9%0.375418360500————
+0030033-0.619.4%17.8016.205707.959.0512.9%0.4028208058+8+$0+$30k+$30k
—000000-0.589.6%16.3514.85567.59.0010.1011.5%0.4320128300————
+0000000-0.549.5%14.9013.5556510.0011.2011.3%0.4614122517+7+$0+$27k+$27k
—000202-0.5110.8%13.7012.30562.510.6012.4015.7%0.494110312100————
+000061016-0.4810.3%12.3011.1056011.8013.7515.3%0.521401301012+12+$0+$46k+$46k
—000000-0.4511.8%11.2510.00557.513.2015.1513.8%0.55202000————
+63632015107123-0.4113.0%10.259.0055515.1016.7010.1%0.58000001+1-$249k+$4k-$245k
—000000-0.3813.9%9.258.05552.516.1018.3012.8%0.61000000————
+18188132230-0.3514.1%8.357.2555017.6519.7011.0%0.642210120817+17-$67k+$60k-$7k
—000000-0.3315.7%7.556.45547.519.4021.9012.1%0.67000000————
+353520003-0.3016.7%6.805.7554521.9023.908.7%0.69000000+0-$119k+$0-$119k
—000000-0.2717.9%6.105.10542.523.6525.658.1%0.71000000————
+1,2041,2042020355390-0.2518.9%5.504.5554025.6527.607.3%0.73000001+1-$3.7m+$3k-$3.7m
—000000-0.2320.0%4.954.05537.527.4529.657.7%0.76000000————
+131300000-0.2122.2%4.503.6053529.2531.808.4%0.78000000+0-$35k+$0-$35k
—000000-0.1923.4%4.053.20532.531.6034.157.8%0.79000000————
+8800101-0.1727.4%3.652.7753033.7036.207.2%0.81000000+0-$19k+$0-$19k
—000000-0.1530.4%3.302.43527.535.6538.357.3%0.82000000————
+2200000-0.1425.4%2.972.3052538.0540.606.5%0.83000000+0-$4k+$0-$4k
+2210101-0.1226.8%2.371.8152041.0045.5510.5%0.86000000+0-$3k+$0-$3k
+8800000-0.0929.9%1.921.4251545.5050.009.4%0.88000001+1-$11k+$2k-$10k
+0000145-0.0830.3%1.561.1551050.6054.557.5%0.89000000+0———
+1100000-0.0650.2%1.370.8250555.0559.257.3%0.91000000+0-$991+$0-$991
+1150055-0.0550.8%1.210.7250059.8564.056.8%0.92000000+0-$837+$0-$837
+0000000-0.0474.1%1.110.5149564.6568.956.4%0.93000000+0———
+0000000-0.04108.7%0.980.2949069.6073.906.0%0.94000000+0———
+0000000-0.03110.7%0.870.2548574.3078.655.7%0.95000000+0———
+0000000-0.03127.7%0.770.1748079.2083.605.4%0.95000000+0———
+0000000-0.02154.4%0.700.0947584.1088.505.1%0.95000000+0———
—000000-0.02181.2%0.610.0347089.0593.454.8%0.96000000————
—000000-0.02193.4%0.600.0146594.0098.504.7%0.96000000————
—000000-0.02191.1%0.440.0146099.00103.454.4%0.97000000————
—000000-0.01192.3%0.510.01455103.90108.404.2%0.97000000————
—000000-0.01187.1%0.300.01450108.85113.254.0%0.97000000————
—000000-0.01191.7%0.470.01445113.85118.203.7%0.98000000————
—000000-0.01191.3%0.450.01440118.80123.303.7%0.98000000————
—000000-0.01191.1%0.440.01435124.00128.153.3%0.98000000————
—000000-0.01190.9%0.430.01430129.05133.253.2%0.98000000————
—000000-0.01190.7%0.420.01425133.75138.103.2%0.99000000————