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.
Tradability of the 2026-11-20 expiry: 63 calendar days from 2026-09-18 (64 from the book date), inside 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 640 (Δ 0.20), put 500 (Δ -0.21).
book spot call wall put wall max pain gamma flip floors, marked not filtered: ▸◂ strike nearest 0.20 delta, beside the spread panel · × no two-sided quote · | spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's. ◀ put OI call OI ▶ entering 2026-09-17 ◀ put vol call vol ▶ traded 2026-09-17 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 440 435 430 425 put strike nearest 0.20 delta: 500 call strike nearest 0.20 delta: 640 20k 0 20k 1.2k 1.2k 25% 10% 10% 25% -$24.7m +$24.7m book spot 560.61 call wall 560 put wall 550 strike 700
calls: OI 1,186 (+5) · vol 9 (at ask 3, at bid 6, multi-leg 4) · NBBO 2.31 × 2.92, spread 23.3% of mid · Δ 0.07
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 137.60 × 141.95, spread 3.1% of mid · Δ -0.99
net GEX +$639k per 1% (calls +$640k, puts -$557) strike 695
calls: OI 204 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 2.61 × 3.15, spread 18.8% of mid · Δ 0.08
puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.80 × 137.00, spread 3.1% of mid · Δ -0.99
net GEX +$115k per 1% (calls +$118k, puts -$2k) strike 690
calls: OI 134 (+0) · vol 1 (at ask 0, at bid 1, sweep 1) · NBBO 2.95 × 3.55, spread 18.5% of mid · Δ 0.09
puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.95 × 132.20, spread 3.3% of mid · Δ -0.98
net GEX +$79k per 1% (calls +$82k, puts -$3k) strike 685
calls: OI 158 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 2.99 × 3.75, spread 22.6% of mid · Δ 0.09
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 123.10 × 127.40, spread 3.4% of mid · Δ -0.98
net GEX +$102k per 1% (calls +$103k, puts -$1k) strike 680
calls: OI 108 (+0) · vol 4 (at ask 0, at bid 4, sweep 4) · NBBO 3.35 × 4.10, spread 20.1% of mid · Δ 0.10
puts: OI 32 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 118.35 × 122.20, spread 3.2% of mid · Δ -0.97
net GEX +$64k per 1% (calls +$76k, puts -$12k) strike 675
calls: OI 461 (+0) · vol 5 (at ask 2, at bid 3, sweep 3) · NBBO 3.70 × 4.55, spread 20.6% of mid · Δ 0.11
puts: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.60 × 118.00, spread 3.8% of mid · Δ -0.96
net GEX +$330k per 1% (calls +$344k, puts -$14k) strike 670
calls: OI 199 (+0) · vol 8 (at ask 0, at bid 8, sweep 3, multi-leg 5) · NBBO 4.10 × 5.15, spread 22.7% of mid · Δ 0.13
puts: OI 29 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 108.95 × 111.95, spread 2.7% of mid · Δ -0.95
net GEX +$142k per 1% (calls +$158k, puts -$16k) strike 665
calls: OI 116 (-2) · vol 5 (at ask 1, at bid 2, multi-leg 2) · NBBO 4.65 × 6.00, spread 25.4% of mid · Δ 0.14
puts: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.30 × 107.35, spread 2.9% of mid · Δ -0.93
net GEX +$79k per 1% (calls +$98k, puts -$19k) strike 660
calls: OI 1,082 (+0) · vol 16 (at ask 8, at bid 8, multi-leg 3) · NBBO 5.30 × 6.15, spread 14.8% of mid · Δ 0.15
puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 99.65 × 104.20, spread 4.5% of mid · Δ -0.92
net GEX +$950k per 1% (calls +$961k, puts -$11k) strike 655
calls: OI 370 (+59) · vol 2 (at ask 1, at bid 1, sweep 1) · NBBO 5.60 × 7.00, spread 22.2% of mid · Δ 0.16
puts: OI 34 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.05 × 99.80, spread 4.9% of mid · Δ -0.90
net GEX +$318k per 1% (calls +$347k, puts -$29k) strike 650
calls: OI 2,924 (-28) · vol 24 (at ask 9, at bid 12, multi-leg 8) · NBBO 6.20 × 7.45, spread 18.3% of mid · Δ 0.17
puts: OI 146 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.75 × 95.25, spread 4.8% of mid · Δ -0.89
net GEX +$2.7m per 1% (calls +$2.9m, puts -$135k) strike 645
calls: OI 204 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 7.45 × 7.95, spread 6.5% of mid · Δ 0.19
puts: OI 56 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 86.30 × 90.15, spread 4.4% of mid · Δ -0.87
net GEX +$155k per 1% (calls +$211k, puts -$56k) strike 640
calls: OI 667 (+1) · vol 10 (at ask 6, at bid 2, multi-leg 1) · NBBO 7.85 × 9.10, spread 14.7% of mid · Δ 0.20
puts: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.50 × 86.30, spread 4.5% of mid · Δ -0.86
net GEX +$693k per 1% (calls +$724k, puts -$31k) strike 635
calls: OI 1,371 (+1) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 8.40 × 10.05, spread 17.9% of mid · Δ 0.22
puts: OI 29 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 77.80 × 82.20, spread 5.5% of mid · Δ -0.84
net GEX +$1.5m per 1% (calls +$1.6m, puts -$34k) strike 630
calls: OI 195 (+13) · vol 94 (at ask 80, at bid 4, multi-leg 11) · NBBO 10.05 × 10.65, spread 5.8% of mid · Δ 0.23
puts: OI 20,202 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 73.75 × 78.30, spread 6.0% of mid · Δ -0.82
net GEX -$24.7m per 1% (calls +$230k, puts -$24.9m) strike 625
calls: OI 295 (+12) · vol 7 (at ask 3, at bid 0, multi-leg 5) · NBBO 10.30 × 12.30, spread 17.7% of mid · Δ 0.25
puts: OI 52 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 69.85 × 74.30, spread 6.2% of mid · Δ -0.80
net GEX +$293k per 1% (calls +$361k, puts -$68k) strike 620
calls: OI 1,354 (+12) · vol 26 (at ask 14, at bid 0, multi-leg 13) · NBBO 11.70 × 13.10, spread 11.3% of mid · Δ 0.27
puts: OI 114 (+0) · vol 7 (at ask 6, at bid 1, multi-leg 6) · NBBO 66.50 × 68.90, spread 3.5% of mid · Δ -0.78
net GEX +$1.6m per 1% (calls +$1.7m, puts -$156k) strike 615
calls: OI 222 (+15) · vol 8 (at ask 7, at bid 1, multi-leg 1) · NBBO 12.45 × 14.20, spread 13.1% of mid · Δ 0.29
puts: OI 116 (-7) · vol 0 (at ask 0, at bid 0) · NBBO 62.30 × 66.75, spread 6.9% of mid · Δ -0.75
net GEX +$123k per 1% (calls +$290k, puts -$166k) strike 610
calls: OI 877 (+35) · vol 89 (at ask 72, at bid 17, multi-leg 7) · NBBO 14.60 × 15.30, spread 4.7% of mid · Δ 0.31
puts: OI 309 (+0) · vol 20 (at ask 19, at bid 1, multi-leg 4) · NBBO 59.40 × 62.10, spread 4.4% of mid · Δ -0.73
net GEX +$719k per 1% (calls +$1.2m, puts -$459k) strike 605
calls: OI 313 (+1) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 15.10 × 17.50, spread 14.7% of mid · Δ 0.33
puts: OI 96 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.10 × 59.25, spread 7.3% of mid · Δ -0.70
net GEX +$284k per 1% (calls +$431k, puts -$147k) strike 600
calls: OI 2,282 (-7) · vol 1,229 (at ask 15, at bid 13, multi-leg 12) · NBBO 17.10 × 18.90, spread 10.0% of mid · Δ 0.35
puts: OI 511 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.00 × 55.75, spread 7.0% of mid · Δ -0.68
net GEX +$2.4m per 1% (calls +$3.2m, puts -$804k) strike 595
calls: OI 187 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 18.35 × 20.30, spread 10.1% of mid · Δ 0.37
puts: OI 210 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.75 × 52.45, spread 9.4% of mid · Δ -0.65
net GEX -$71k per 1% (calls +$268k, puts -$339k) strike 590
calls: OI 142 (+5) · vol 5 (at ask 1, at bid 1, multi-leg 5) · NBBO 20.15 × 22.15, spread 9.5% of mid · Δ 0.40
puts: OI 311 (+0) · vol 10 (at ask 9, at bid 1, multi-leg 2) · NBBO 44.80 × 49.30, spread 9.6% of mid · Δ -0.63
net GEX -$306k per 1% (calls +$205k, puts -$511k) strike 585
calls: OI 253 (+2) · vol 12 (at ask 3, at bid 0, multi-leg 9) · NBBO 22.70 × 24.35, spread 7.0% of mid · Δ 0.42
puts: OI 100 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 42.45 × 45.40, spread 6.7% of mid · Δ -0.60
net GEX +$203k per 1% (calls +$369k, puts -$166k) strike 580
calls: OI 193 (+3) · vol 14 (at ask 7, at bid 7, sweep 1, multi-leg 4) · NBBO 24.10 × 25.90, spread 7.2% of mid · Δ 0.44
puts: OI 147 (+0) · vol 6 (at ask 3, at bid 2, multi-leg 2) · NBBO 39.55 × 41.30, spread 4.3% of mid · Δ -0.58
net GEX +$37k per 1% (calls +$283k, puts -$246k) strike 575
calls: OI 408 (+14) · vol 7 (at ask 6, at bid 0, multi-leg 1) · NBBO 26.30 × 28.60, spread 8.4% of mid · Δ 0.46
puts: OI 123 (+0) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 36.30 × 39.10, spread 7.4% of mid · Δ -0.55
net GEX +$395k per 1% (calls +$602k, puts -$207k) strike 570
calls: OI 417 (+7) · vol 9 (at ask 8, at bid 1, multi-leg 4) · NBBO 29.20 × 30.60, spread 4.7% of mid · Δ 0.49
puts: OI 392 (+0) · vol 1 (at ask 1, at bid 0, sweep 1) · NBBO 33.75 × 36.80, spread 8.6% of mid · Δ -0.52
net GEX -$42k per 1% (calls +$614k, puts -$656k) strike 565
calls: OI 756 (+8) · vol 44 (at ask 26, at bid 13, sweep 1, multi-leg 16) · NBBO 30.75 × 33.10, spread 7.4% of mid · Δ 0.51
puts: OI 145 (-2) · vol 35 (at ask 31, at bid 4, sweep 1) · NBBO 32.05 × 34.10, spread 6.2% of mid · Δ -0.49
net GEX +$869k per 1% (calls +$1.1m, puts -$239k) strike 560
calls: OI 225 (+1) · vol 770 (at ask 12, at bid 758, multi-leg 9) · NBBO 34.20 × 35.75, spread 4.4% of mid · Δ 0.53
puts: OI 718 (-11) · vol 794 (at ask 777, at bid 17, multi-leg 8) · NBBO 29.65 × 30.80, spread 3.8% of mid · Δ -0.47
net GEX -$836k per 1% (calls +$324k, puts -$1.2m) strike 555
calls: OI 161 (+4) · vol 7 (at ask 4, at bid 3, multi-leg 2) · NBBO 36.65 × 38.50, spread 4.9% of mid · Δ 0.56
puts: OI 1,609 (+16) · vol 13 (at ask 11, at bid 2, multi-leg 1) · NBBO 27.20 × 29.15, spread 6.9% of mid · Δ -0.44
net GEX -$2.3m per 1% (calls +$227k, puts -$2.6m) strike 550
calls: OI 244 (+6) · vol 27 (at ask 5, at bid 22, multi-leg 3) · NBBO 38.60 × 42.85, spread 10.4% of mid · Δ 0.58
puts: OI 2,824 (+102) · vol 103 (at ask 28, at bid 75, multi-leg 12) · NBBO 24.45 × 27.00, spread 9.9% of mid · Δ -0.42
net GEX -$4.1m per 1% (calls +$338k, puts -$4.4m) strike 545
calls: OI 177 (-1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 41.15 × 45.75, spread 10.6% of mid · Δ 0.60
puts: OI 334 (+35) · vol 14 (at ask 10, at bid 3, multi-leg 4) · NBBO 23.15 × 25.10, spread 8.1% of mid · Δ -0.39
net GEX -$271k per 1% (calls +$239k, puts -$510k) strike 540
calls: OI 290 (-1) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 45.50 × 48.30, spread 6.0% of mid · Δ 0.62
puts: OI 685 (-26) · vol 143 (at ask 49, at bid 86, sweep 2, multi-leg 105) · NBBO 21.10 × 22.50, spread 6.4% of mid · Δ -0.37
net GEX -$641k per 1% (calls +$381k, puts -$1.0m) strike 535
calls: OI 121 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.50 × 52.00, spread 9.0% of mid · Δ 0.64
puts: OI 2,715 (+5) · vol 15 (at ask 12, at bid 3, multi-leg 9) · NBBO 19.60 × 20.75, spread 5.7% of mid · Δ -0.34
net GEX -$3.7m per 1% (calls +$154k, puts -$3.9m) strike 530
calls: OI 142 (-4) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 52.25 × 54.55, spread 4.3% of mid · Δ 0.66
puts: OI 8,261 (+13) · vol 376 (at ask 17, at bid 359, multi-leg 367) · NBBO 17.95 × 19.85, spread 10.1% of mid · Δ -0.32
net GEX -$11.2m per 1% (calls +$176k, puts -$11.4m) strike 525
calls: OI 147 (+1) · vol 60 (at ask 17, at bid 43, multi-leg 60) · NBBO 55.55 × 57.90, spread 4.1% of mid · Δ 0.68
puts: OI 1,968 (-169) · vol 20 (at ask 11, at bid 8, multi-leg 10) · NBBO 16.20 × 17.95, spread 10.2% of mid · Δ -0.30
net GEX -$2.4m per 1% (calls +$176k, puts -$2.6m) strike 520
calls: OI 39 (-5) · vol 2 (at ask 0, at bid 2) · NBBO 59.10 × 61.50, spread 4.0% of mid · Δ 0.70
puts: OI 1,229 (+21) · vol 44 (at ask 7, at bid 31, multi-leg 37) · NBBO 14.85 × 16.65, spread 11.4% of mid · Δ -0.28
net GEX -$1.5m per 1% (calls +$45k, puts -$1.6m) strike 515
calls: OI 92 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.15 × 65.20, spread 4.8% of mid · Δ 0.72
puts: OI 1,012 (-44) · vol 162 (at ask 2, at bid 154, multi-leg 4) · NBBO 13.10 × 15.20, spread 14.8% of mid · Δ -0.26
net GEX -$1.1m per 1% (calls +$102k, puts -$1.2m) strike 510
calls: OI 126 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 65.15 × 69.50, spread 6.5% of mid · Δ 0.74
puts: OI 1,061 (-92) · vol 16 (at ask 2, at bid 14, sweep 1, multi-leg 10) · NBBO 12.55 × 13.40, spread 6.6% of mid · Δ -0.24
net GEX -$1.1m per 1% (calls +$133k, puts -$1.2m) strike 505
calls: OI 97 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.00 × 73.35, spread 6.1% of mid · Δ 0.75
puts: OI 417 (+0) · vol 16 (at ask 15, at bid 1, sweep 1, multi-leg 14) · NBBO 10.95 × 12.40, spread 12.4% of mid · Δ -0.22
net GEX -$359k per 1% (calls +$98k, puts -$457k) strike 500
calls: OI 304 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 72.60 × 76.80, spread 5.6% of mid · Δ 0.77
puts: OI 4,933 (-1,266) · vol 288 (at ask 70, at bid 184, sweep 4, multi-leg 84) · NBBO 10.00 × 11.15, spread 10.9% of mid · Δ -0.21
net GEX -$4.8m per 1% (calls +$291k, puts -$5.1m) strike 495
calls: OI 154 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.30 × 81.30, spread 5.0% of mid · Δ 0.78
puts: OI 208 (+0) · vol 29 (at ask 10, at bid 14, multi-leg 22) · NBBO 9.55 × 10.15, spread 6.1% of mid · Δ -0.19
net GEX -$63k per 1% (calls +$140k, puts -$203k) strike 490
calls: OI 67 (+0) · vol 27 (at ask 2, at bid 0, multi-leg 25) · NBBO 80.90 × 85.45, spread 5.5% of mid · Δ 0.80
puts: OI 1,057 (+10) · vol 10 (at ask 8, at bid 2, multi-leg 9) · NBBO 8.50 × 9.05, spread 6.3% of mid · Δ -0.17
net GEX -$913k per 1% (calls +$58k, puts -$970k) strike 485
calls: OI 46 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.15 × 89.50, spread 5.0% of mid · Δ 0.81
puts: OI 431 (+0) · vol 16 (at ask 10, at bid 3, multi-leg 15) · NBBO 7.60 × 8.70, spread 13.5% of mid · Δ -0.16
net GEX -$333k per 1% (calls +$38k, puts -$370k) strike 480
calls: OI 142 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.10 × 93.80, spread 4.0% of mid · Δ 0.82
puts: OI 1,189 (+3) · vol 13 (at ask 5, at bid 7, multi-leg 4) · NBBO 7.00 × 7.95, spread 12.7% of mid · Δ -0.15
net GEX -$844k per 1% (calls +$110k, puts -$954k) strike 475
calls: OI 175 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.70 × 98.00, spread 4.5% of mid · Δ 0.83
puts: OI 216 (+2) · vol 21 (at ask 1, at bid 20, multi-leg 20) · NBBO 6.30 × 7.10, spread 11.9% of mid · Δ -0.14
net GEX -$33k per 1% (calls +$128k, puts -$162k) strike 470
calls: OI 317 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 98.15 × 102.50, spread 4.3% of mid · Δ 0.84
puts: OI 406 (-1) · vol 13 (at ask 3, at bid 0, multi-leg 13) · NBBO 5.70 × 6.45, spread 12.3% of mid · Δ -0.12
net GEX -$64k per 1% (calls +$219k, puts -$283k) strike 465
calls: OI 148 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.20 × 106.70, spread 4.3% of mid · Δ 0.85
puts: OI 1,002 (-62) · vol 15 (at ask 0, at bid 5, multi-leg 15) · NBBO 5.00 × 6.45, spread 25.3% of mid · Δ -0.11
net GEX -$552k per 1% (calls +$97k, puts -$649k) strike 460
calls: OI 190 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.50 × 111.30, spread 3.5% of mid · Δ 0.86
puts: OI 342 (+0) · vol 124 (at ask 117, at bid 7, sweep 1, multi-leg 121) · NBBO 4.65 × 5.25, spread 12.1% of mid · Δ -0.10
net GEX -$88k per 1% (calls +$117k, puts -$205k) strike 455
calls: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 111.25 × 115.60, spread 3.8% of mid · Δ 0.87
puts: OI 851 (+3) · vol 37 (at ask 13, at bid 18, multi-leg 37) · NBBO 4.20 × 4.80, spread 13.3% of mid · Δ -0.09
net GEX -$447k per 1% (calls +$25k, puts -$472k) strike 450
calls: OI 254 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 116.05 × 120.15, spread 3.5% of mid · Δ 0.88
puts: OI 3,729 (-181) · vol 85 (at ask 58, at bid 15, multi-leg 1) · NBBO 3.90 × 4.45, spread 13.2% of mid · Δ -0.09
net GEX -$1.8m per 1% (calls +$139k, puts -$1.9m) strike 445
calls: OI 479 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.25 × 124.95, spread 3.8% of mid · Δ 0.88
puts: OI 191 (+0) · vol 16 (at ask 11, at bid 5, multi-leg 5) · NBBO 3.20 × 4.05, spread 23.4% of mid · Δ -0.08
net GEX +$157k per 1% (calls +$247k, puts -$90k) strike 440
calls: OI 96 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 125.10 × 129.35, spread 3.3% of mid · Δ 0.89
puts: OI 204 (+0) · vol 5 (at ask 3, at bid 2, multi-leg 2) · NBBO 2.98 × 3.75, spread 22.9% of mid · Δ -0.07
net GEX -$42k per 1% (calls +$47k, puts -$88k) strike 435
calls: OI 70 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 129.65 × 134.00, spread 3.3% of mid · Δ 0.90
puts: OI 254 (-5) · vol 107 (at ask 100, at bid 7, multi-leg 13) · NBBO 2.71 × 3.35, spread 21.1% of mid · Δ -0.06
net GEX -$69k per 1% (calls +$32k, puts -$101k) strike 430
calls: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 134.35 × 138.65, spread 3.2% of mid · Δ 0.90
puts: OI 377 (-1) · vol 10 (at ask 5, at bid 5, multi-leg 5) · NBBO 2.20 × 3.10, spread 34.0% of mid · Δ -0.06
net GEX -$126k per 1% (calls +$11k, puts -$137k) strike 425
calls: OI 33 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 139.05 × 143.50, spread 3.1% of mid · Δ 0.91
puts: OI 190 (-10) · vol 4 (at ask 2, at bid 0, multi-leg 2) · NBBO 2.30 × 2.92, spread 23.8% of mid · Δ -0.05
net GEX -$50k per 1% (calls +$13k, puts -$63k) 2026-11-20 expiry, 56 strikes within ±25% of book spot (the flip search band); 103 hidden (56 above, 47 below), 103 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$49.7m 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 · 56 strikes puts strike calls GEX, $ per 1% ΔOI OI multi-leg sweep @bid @ask vol Δ spr ask bid bid ask spr Δ vol @ask @bid sweep multi-leg OI ΔOI put call net +0 3 0 0 0 0 0 -0.99 3.1% 141.95 137.60 700 2.31 2.92 23.3% 0.07 9 3 6 0 4 1,186 +5 -$557 +$640k +$639k +0 11 0 0 0 0 0 -0.99 3.1% 137.00 132.80 695 2.61 3.15 18.8% 0.08 1 0 1 0 0 204 +0 -$2k +$118k +$115k +0 13 0 0 0 0 0 -0.98 3.3% 132.20 127.95 690 2.95 3.55 18.5% 0.09 1 0 1 1 0 134 +0 -$3k +$82k +$79k +0 4 0 0 0 0 0 -0.98 3.4% 127.40 123.10 685 2.99 3.75 22.6% 0.09 0 0 0 0 0 158 -3 -$1k +$103k +$102k +0 32 0 0 0 0 0 -0.97 3.2% 122.20 118.35 680 3.35 4.10 20.1% 0.10 4 0 4 4 0 108 +0 -$12k +$76k +$64k +0 31 0 0 0 0 0 -0.96 3.8% 118.00 113.60 675 3.70 4.55 20.6% 0.11 5 2 3 3 0 461 +0 -$14k +$344k +$330k +0 29 0 0 1 0 1 -0.95 2.7% 111.95 108.95 670 4.10 5.15 22.7% 0.13 8 0 8 3 5 199 +0 -$16k +$158k +$142k +0 29 0 0 0 0 0 -0.93 2.9% 107.35 104.30 665 4.65 6.00 25.4% 0.14 5 1 2 0 2 116 -2 -$19k +$98k +$79k +0 15 0 0 0 0 0 -0.92 4.5% 104.20 99.65 660 5.30 6.15 14.8% 0.15 16 8 8 0 3 1,082 +0 -$11k +$961k +$950k +0 34 0 0 0 0 0 -0.90 4.9% 99.80 95.05 655 5.60 7.00 22.2% 0.16 2 1 1 1 0 370 +59 -$29k +$347k +$318k +0 146 0 0 0 0 0 -0.89 4.8% 95.25 90.75 650 6.20 7.45 18.3% 0.17 24 9 12 0 8 2,924 -28 -$135k +$2.9m +$2.7m +0 56 0 0 0 0 0 -0.87 4.4% 90.15 86.30 645 7.45 7.95 6.5% 0.19 1 0 1 0 0 204 +1 -$56k +$211k +$155k +0 29 0 0 0 0 0 -0.86 4.5% 86.30 82.50 640 7.85 9.10 14.7% 0.20 10 6 2 0 1 667 +1 -$31k +$724k +$693k -1 29 0 0 0 0 0 -0.84 5.5% 82.20 77.80 635 8.40 10.05 17.9% 0.22 2 1 1 0 2 1,371 +1 -$34k +$1.6m +$1.5m -1 20,202 0 0 0 0 0 -0.82 6.0% 78.30 73.75 630 10.05 10.65 5.8% 0.23 94 80 4 0 11 195 +13 -$24.9m +$230k -$24.7m -1 52 0 0 0 0 0 -0.80 6.2% 74.30 69.85 625 10.30 12.30 17.7% 0.25 7 3 0 0 5 295 +12 -$68k +$361k +$293k +0 114 6 0 1 6 7 -0.78 3.5% 68.90 66.50 620 11.70 13.10 11.3% 0.27 26 14 0 0 13 1,354 +12 -$156k +$1.7m +$1.6m -7 116 0 0 0 0 0 -0.75 6.9% 66.75 62.30 615 12.45 14.20 13.1% 0.29 8 7 1 0 1 222 +15 -$166k +$290k +$123k +0 309 4 0 1 19 20 -0.73 4.4% 62.10 59.40 610 14.60 15.30 4.7% 0.31 89 72 17 0 7 877 +35 -$459k +$1.2m +$719k +0 96 0 0 0 0 0 -0.70 7.3% 59.25 55.10 605 15.10 17.50 14.7% 0.33 3 3 0 0 3 313 +1 -$147k +$431k +$284k +0 511 0 0 0 0 0 -0.68 7.0% 55.75 52.00 600 17.10 18.90 10.0% 0.35 1,229 15 13 0 12 2,282 -7 -$804k +$3.2m +$2.4m +0 210 0 0 0 0 0 -0.65 9.4% 52.45 47.75 595 18.35 20.30 10.1% 0.37 1 0 1 0 1 187 +1 -$339k +$268k -$71k +0 311 2 0 1 9 10 -0.63 9.6% 49.30 44.80 590 20.15 22.15 9.5% 0.40 5 1 1 0 5 142 +5 -$511k +$205k -$306k +0 100 0 0 0 0 0 -0.60 6.7% 45.40 42.45 585 22.70 24.35 7.0% 0.42 12 3 0 0 9 253 +2 -$166k +$369k +$203k +0 147 2 0 2 3 6 -0.58 4.3% 41.30 39.55 580 24.10 25.90 7.2% 0.44 14 7 7 1 4 193 +3 -$246k +$283k +$37k +0 123 3 0 3 0 3 -0.55 7.4% 39.10 36.30 575 26.30 28.60 8.4% 0.46 7 6 0 0 1 408 +14 -$207k +$602k +$395k +0 392 0 1 0 1 1 -0.52 8.6% 36.80 33.75 570 29.20 30.60 4.7% 0.49 9 8 1 0 4 417 +7 -$656k +$614k -$42k -2 145 0 1 4 31 35 -0.49 6.2% 34.10 32.05 565 30.75 33.10 7.4% 0.51 44 26 13 1 16 756 +8 -$239k +$1.1m +$869k -11 718 8 0 17 777 794 -0.47 3.8% 30.80 29.65 560 34.20 35.75 4.4% 0.53 770 12 758 0 9 225 +1 -$1.2m +$324k -$836k +16 1,609 1 0 2 11 13 -0.44 6.9% 29.15 27.20 555 36.65 38.50 4.9% 0.56 7 4 3 0 2 161 +4 -$2.6m +$227k -$2.3m +102 2,824 12 0 75 28 103 -0.42 9.9% 27.00 24.45 550 38.60 42.85 10.4% 0.58 27 5 22 0 3 244 +6 -$4.4m +$338k -$4.1m +35 334 4 0 3 10 14 -0.39 8.1% 25.10 23.15 545 41.15 45.75 10.6% 0.60 1 0 1 0 1 177 -1 -$510k +$239k -$271k -26 685 105 2 86 49 143 -0.37 6.4% 22.50 21.10 540 45.50 48.30 6.0% 0.62 3 2 1 0 2 290 -1 -$1.0m +$381k -$641k +5 2,715 9 0 3 12 15 -0.34 5.7% 20.75 19.60 535 47.50 52.00 9.0% 0.64 0 0 0 0 0 121 +0 -$3.9m +$154k -$3.7m +13 8,261 367 0 359 17 376 -0.32 10.1% 19.85 17.95 530 52.25 54.55 4.3% 0.66 2 0 2 0 2 142 -4 -$11.4m +$176k -$11.2m -169 1,968 10 0 8 11 20 -0.30 10.2% 17.95 16.20 525 55.55 57.90 4.1% 0.68 60 17 43 0 60 147 +1 -$2.6m +$176k -$2.4m +21 1,229 37 0 31 7 44 -0.28 11.4% 16.65 14.85 520 59.10 61.50 4.0% 0.70 2 0 2 0 0 39 -5 -$1.6m +$45k -$1.5m -44 1,012 4 0 154 2 162 -0.26 14.8% 15.20 13.10 515 62.15 65.20 4.8% 0.72 0 0 0 0 0 92 +0 -$1.2m +$102k -$1.1m -92 1,061 10 1 14 2 16 -0.24 6.6% 13.40 12.55 510 65.15 69.50 6.5% 0.74 1 1 0 0 0 126 +0 -$1.2m +$133k -$1.1m +0 417 14 1 1 15 16 -0.22 12.4% 12.40 10.95 505 69.00 73.35 6.1% 0.75 0 0 0 0 0 97 +0 -$457k +$98k -$359k -1,266 4,933 84 4 184 70 288 -0.21 10.9% 11.15 10.00 500 72.60 76.80 5.6% 0.77 1 1 0 0 0 304 +1 -$5.1m +$291k -$4.8m +0 208 22 0 14 10 29 -0.19 6.1% 10.15 9.55 495 77.30 81.30 5.0% 0.78 0 0 0 0 0 154 +0 -$203k +$140k -$63k +10 1,057 9 0 2 8 10 -0.17 6.3% 9.05 8.50 490 80.90 85.45 5.5% 0.80 27 2 0 0 25 67 +0 -$970k +$58k -$913k +0 431 15 0 3 10 16 -0.16 13.5% 8.70 7.60 485 85.15 89.50 5.0% 0.81 0 0 0 0 0 46 +0 -$370k +$38k -$333k +3 1,189 4 0 7 5 13 -0.15 12.7% 7.95 7.00 480 90.10 93.80 4.0% 0.82 0 0 0 0 0 142 +0 -$954k +$110k -$844k +2 216 20 0 20 1 21 -0.14 11.9% 7.10 6.30 475 93.70 98.00 4.5% 0.83 0 0 0 0 0 175 +0 -$162k +$128k -$33k -1 406 13 0 0 3 13 -0.12 12.3% 6.45 5.70 470 98.15 102.50 4.3% 0.84 0 0 0 0 0 317 +0 -$283k +$219k -$64k -62 1,002 15 0 5 0 15 -0.11 25.3% 6.45 5.00 465 102.20 106.70 4.3% 0.85 0 0 0 0 0 148 +0 -$649k +$97k -$552k +0 342 121 1 7 117 124 -0.10 12.1% 5.25 4.65 460 107.50 111.30 3.5% 0.86 0 0 0 0 0 190 +0 -$205k +$117k -$88k +3 851 37 0 18 13 37 -0.09 13.3% 4.80 4.20 455 111.25 115.60 3.8% 0.87 0 0 0 0 0 43 +0 -$472k +$25k -$447k -181 3,729 1 0 15 58 85 -0.09 13.2% 4.45 3.90 450 116.05 120.15 3.5% 0.88 0 0 0 0 0 254 +0 -$1.9m +$139k -$1.8m +0 191 5 0 5 11 16 -0.08 23.4% 4.05 3.20 445 120.25 124.95 3.8% 0.88 0 0 0 0 0 479 +0 -$90k +$247k +$157k +0 204 2 0 2 3 5 -0.07 22.9% 3.75 2.98 440 125.10 129.35 3.3% 0.89 0 0 0 0 0 96 +0 -$88k +$47k -$42k -5 254 13 0 7 100 107 -0.06 21.1% 3.35 2.71 435 129.65 134.00 3.3% 0.90 0 0 0 0 0 70 +0 -$101k +$32k -$69k -1 377 5 0 5 5 10 -0.06 34.0% 3.10 2.20 430 134.35 138.65 3.2% 0.90 0 0 0 0 0 25 +0 -$137k +$11k -$126k -10 190 2 0 0 2 4 -0.05 23.8% 2.92 2.30 425 139.05 143.50 3.1% 0.91 0 0 0 0 0 33 +0 -$63k +$13k -$50k