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 2026-12-18 expiry: 91 calendar days from 2026-09-18 (92 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 660 (Δ 0.20), put 490 (Δ -0.20).
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 700 695 690 685 680 675 670 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 440 435 430 425 put strike nearest 0.20 delta: 490 call strike nearest 0.20 delta: 660 7.0k 0 7.0k 1.0k 1.0k 25% 10% 10% 25% -$6.6m +$6.6m book spot 560.61 call wall 560 put wall 550 strike 700
calls: OI 5,452 (-80) · vol 483 (at ask 40, at bid 228, multi-leg 381) · NBBO 5.00 × 5.40, spread 7.7% of mid · Δ 0.12
puts: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 138.50 × 142.90, spread 3.1% of mid · Δ -0.97
net GEX +$3.4m per 1% (calls +$3.5m, puts -$10k) strike 695
calls: OI 315 (+0) · vol 7 (at ask 0, at bid 7, multi-leg 1) · NBBO 5.50 × 6.35, spread 14.3% of mid · Δ 0.13
puts: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 133.85 × 138.25, spread 3.2% of mid · Δ -0.96
net GEX +$200k per 1% (calls +$210k, puts -$10k) strike 690
calls: OI 172 (+0) · vol 5 (at ask 0, at bid 5) · NBBO 5.95 × 6.60, spread 10.4% of mid · Δ 0.14
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 129.05 × 133.50, spread 3.4% of mid · Δ -0.95
net GEX +$118k per 1% (calls +$120k, puts -$2k) strike 685
calls: OI 388 (+0) · vol 4 (at ask 0, at bid 4) · NBBO 6.45 × 7.40, spread 13.7% of mid · Δ 0.14
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.45 × 128.95, spread 3.6% of mid · Δ -0.94
net GEX +$283k per 1% (calls +$284k, puts -$1k) strike 680
calls: OI 292 (-2) · vol 54 (at ask 51, at bid 3) · NBBO 6.90 × 7.75, spread 11.6% of mid · Δ 0.15
puts: OI 238 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.95 × 124.30, spread 3.6% of mid · Δ -0.92
net GEX +$76k per 1% (calls +$223k, puts -$147k) strike 675
calls: OI 409 (+0) · vol 3 (at ask 0, at bid 3) · NBBO 7.65 × 8.85, spread 14.5% of mid · Δ 0.17
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.65 × 119.80, spread 3.5% of mid · Δ -0.91
net GEX +$323k per 1% (calls +$326k, puts -$3k) strike 670
calls: OI 579 (+0) · vol 6 (at ask 1, at bid 5, multi-leg 2) · NBBO 8.30 × 9.40, spread 12.4% of mid · Δ 0.18
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 111.00 × 115.50, spread 4.0% of mid · Δ -0.90
net GEX +$477k per 1% (calls +$480k, puts -$4k) strike 665
calls: OI 136 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.55 × 10.25, spread 18.1% of mid · Δ 0.19
puts: OI 61 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.50 × 110.00, spread 3.2% of mid · Δ -0.89
net GEX +$68k per 1% (calls +$117k, puts -$49k) strike 660
calls: OI 3,576 (-29) · vol 3 (at ask 1, at bid 2, multi-leg 3) · NBBO 9.15 × 11.00, spread 18.4% of mid · Δ 0.20
puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.10 × 106.75, spread 4.5% of mid · Δ -0.87
net GEX +$3.2m per 1% (calls +$3.2m, puts -$19k) strike 655
calls: OI 153 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.90 × 11.45, spread 14.5% of mid · Δ 0.21
puts: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 98.15 × 101.35, spread 3.2% of mid · Δ -0.85
net GEX +$113k per 1% (calls +$142k, puts -$29k) strike 650
calls: OI 1,845 (+19) · vol 44 (at ask 3, at bid 41) · NBBO 11.35 × 12.25, spread 7.6% of mid · Δ 0.23
puts: OI 56 (+0) · vol 7 (at ask 3, at bid 4) · NBBO 93.70 × 98.40, spread 4.9% of mid · Δ -0.84
net GEX +$1.7m per 1% (calls +$1.8m, puts -$55k) strike 645
calls: OI 103 (+5) · vol 380 (at ask 221, at bid 134, multi-leg 380) · NBBO 11.75 × 13.35, spread 12.7% of mid · Δ 0.24
puts: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 89.65 × 94.05, spread 4.8% of mid · Δ -0.82
net GEX +$73k per 1% (calls +$102k, puts -$29k) strike 640
calls: OI 313 (+35) · vol 18 (at ask 8, at bid 0, multi-leg 3) · NBBO 12.65 × 14.25, spread 11.9% of mid · Δ 0.25
puts: OI 45 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.60 × 90.00, spread 5.0% of mid · Δ -0.80
net GEX +$270k per 1% (calls +$319k, puts -$49k) strike 635
calls: OI 122 (+0) · vol 5 (at ask 0, at bid 5, multi-leg 5) · NBBO 13.70 × 15.55, spread 12.6% of mid · Δ 0.27
puts: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 81.70 × 86.05, spread 5.2% of mid · Δ -0.79
net GEX +$95k per 1% (calls +$128k, puts -$33k) strike 630
calls: OI 337 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.80 × 17.10, spread 14.4% of mid · Δ 0.29
puts: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.55 × 82.25, spread 5.9% of mid · Δ -0.77
net GEX +$326k per 1% (calls +$361k, puts -$35k) strike 625
calls: OI 1,746 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 16.00 × 18.00, spread 11.8% of mid · Δ 0.30
puts: OI 60 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.75 × 78.40, spread 6.1% of mid · Δ -0.75
net GEX +$1.8m per 1% (calls +$1.9m, puts -$73k) strike 620
calls: OI 1,468 (-16) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 17.25 × 19.35, spread 11.5% of mid · Δ 0.32
puts: OI 88 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.05 × 74.70, spread 6.4% of mid · Δ -0.73
net GEX +$1.5m per 1% (calls +$1.6m, puts -$111k) strike 615
calls: OI 245 (+1) · vol 216 (at ask 172, at bid 44, multi-leg 173) · NBBO 18.70 × 21.20, spread 12.5% of mid · Δ 0.34
puts: OI 643 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 66.50 × 71.20, spread 6.8% of mid · Δ -0.71
net GEX -$553k per 1% (calls +$279k, puts -$833k) strike 610
calls: OI 1,209 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 21.10 × 22.20, spread 5.1% of mid · Δ 0.35
puts: OI 102 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 63.00 × 67.50, spread 6.9% of mid · Δ -0.69
net GEX +$1.3m per 1% (calls +$1.4m, puts -$136k) strike 605
calls: OI 288 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 21.85 × 23.80, spread 8.5% of mid · Δ 0.37
puts: OI 107 (-1) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 59.50 × 64.35, spread 7.8% of mid · Δ -0.67
net GEX +$193k per 1% (calls +$339k, puts -$146k) strike 600
calls: OI 2,149 (+2) · vol 26 (at ask 15, at bid 11, multi-leg 2) · NBBO 23.75 × 25.65, spread 7.7% of mid · Δ 0.39
puts: OI 2,861 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 56.15 × 60.80, spread 8.0% of mid · Δ -0.64
net GEX -$1.4m per 1% (calls +$2.6m, puts -$4.0m) strike 595
calls: OI 216 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 24.90 × 27.80, spread 11.0% of mid · Δ 0.41
puts: OI 159 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 53.05 × 57.90, spread 8.7% of mid · Δ -0.62
net GEX +$38k per 1% (calls +$258k, puts -$221k) strike 590
calls: OI 1,328 (+3) · vol 1,049 (at ask 13, at bid 1,036, sweep 7, multi-leg 5) · NBBO 27.70 × 29.40, spread 6.0% of mid · Δ 0.43
puts: OI 114 (-2) · vol 6 (at ask 6, at bid 0) · NBBO 51.55 × 53.40, spread 3.5% of mid · Δ -0.60
net GEX +$1.4m per 1% (calls +$1.6m, puts -$159k) strike 585
calls: OI 803 (+84) · vol 70 (at ask 64, at bid 6, multi-leg 62) · NBBO 29.35 × 31.45, spread 6.9% of mid · Δ 0.44
puts: OI 783 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.75 × 50.40, spread 5.4% of mid · Δ -0.58
net GEX -$122k per 1% (calls +$971k, puts -$1.1m) strike 580
calls: OI 1,002 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.45 × 33.35, spread 5.9% of mid · Δ 0.46
puts: OI 722 (-45) · vol 14 (at ask 9, at bid 5) · NBBO 45.55 × 47.20, spread 3.6% of mid · Δ -0.55
net GEX +$207k per 1% (calls +$1.2m, puts -$1.0m) strike 575
calls: OI 1,533 (+16) · vol 0 (at ask 0, at bid 0) · NBBO 34.35 × 35.85, spread 4.3% of mid · Δ 0.48
puts: OI 528 (+0) · vol 5 (at ask 5, at bid 0, multi-leg 5) · NBBO 41.95 × 44.75, spread 6.5% of mid · Δ -0.53
net GEX +$1.1m per 1% (calls +$1.9m, puts -$738k) strike 570
calls: OI 2,174 (+2) · vol 43 (at ask 42, at bid 1, sweep 2) · NBBO 36.75 × 38.00, spread 3.3% of mid · Δ 0.50
puts: OI 3,300 (+0) · vol 3 (at ask 3, at bid 0) · NBBO 39.45 × 41.95, spread 6.1% of mid · Δ -0.51
net GEX -$2.0m per 1% (calls +$2.6m, puts -$4.6m) strike 565
calls: OI 172 (+1) · vol 5 (at ask 1, at bid 4, multi-leg 2) · NBBO 38.50 × 40.80, spread 5.8% of mid · Δ 0.52
puts: OI 451 (-1) · vol 70 (at ask 2, at bid 68, multi-leg 64) · NBBO 38.00 × 39.95, spread 5.0% of mid · Δ -0.49
net GEX -$414k per 1% (calls +$205k, puts -$619k) strike 560
calls: OI 254 (-6) · vol 12 (at ask 8, at bid 4) · NBBO 41.70 × 43.20, spread 3.5% of mid · Δ 0.54
puts: OI 1,339 (+0) · vol 23 (at ask 13, at bid 9, multi-leg 18) · NBBO 35.00 × 37.25, spread 6.2% of mid · Δ -0.46
net GEX -$1.5m per 1% (calls +$299k, puts -$1.8m) strike 555
calls: OI 258 (+66) · vol 7 (at ask 5, at bid 2, multi-leg 1) · NBBO 43.70 × 46.20, spread 5.6% of mid · Δ 0.56
puts: OI 328 (-58) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 32.95 × 34.95, spread 5.9% of mid · Δ -0.44
net GEX -$139k per 1% (calls +$300k, puts -$439k) strike 550
calls: OI 2,580 (+37) · vol 2 (at ask 1, at bid 0) · NBBO 47.05 × 50.20, spread 6.5% of mid · Δ 0.58
puts: OI 2,482 (+187) · vol 26 (at ask 21, at bid 5, sweep 1) · NBBO 30.90 × 32.35, spread 4.6% of mid · Δ -0.42
net GEX -$313k per 1% (calls +$3.0m, puts -$3.3m) strike 545
calls: OI 235 (+9) · vol 1 (at ask 0, at bid 0) · NBBO 48.35 × 51.90, spread 7.1% of mid · Δ 0.60
puts: OI 194 (+3) · vol 23 (at ask 9, at bid 9, multi-leg 17) · NBBO 28.90 × 30.05, spread 3.9% of mid · Δ -0.40
net GEX +$14k per 1% (calls +$265k, puts -$251k) strike 540
calls: OI 167 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 51.60 × 56.30, spread 8.7% of mid · Δ 0.61
puts: OI 5,334 (-72) · vol 47 (at ask 25, at bid 16, multi-leg 29) · NBBO 26.95 × 28.40, spread 5.2% of mid · Δ -0.38
net GEX -$6.6m per 1% (calls +$184k, puts -$6.8m) strike 535
calls: OI 200 (+0) · vol 4 (at ask 0, at bid 0, multi-leg 4) · NBBO 54.70 × 59.40, spread 8.2% of mid · Δ 0.63
puts: OI 405 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 24.80 × 26.90, spread 8.1% of mid · Δ -0.36
net GEX -$285k per 1% (calls +$214k, puts -$499k) strike 530
calls: OI 87 (+0) · vol 4 (at ask 0, at bid 0, multi-leg 4) · NBBO 57.90 × 61.60, spread 6.2% of mid · Δ 0.65
puts: OI 330 (+6) · vol 7 (at ask 0, at bid 7, sweep 1, multi-leg 6) · NBBO 22.45 × 25.00, spread 10.7% of mid · Δ -0.34
net GEX -$305k per 1% (calls +$90k, puts -$395k) strike 525
calls: OI 247 (-5) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 61.20 × 65.00, spread 6.0% of mid · Δ 0.67
puts: OI 942 (-2) · vol 66 (at ask 48, at bid 16, multi-leg 23) · NBBO 21.80 × 23.35, spread 6.9% of mid · Δ -0.32
net GEX -$848k per 1% (calls +$250k, puts -$1.1m) strike 520
calls: OI 405 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.60 × 69.00, spread 6.6% of mid · Δ 0.68
puts: OI 1,626 (+3) · vol 16 (at ask 2, at bid 13, multi-leg 5) · NBBO 19.40 × 21.85, spread 11.9% of mid · Δ -0.30
net GEX -$1.4m per 1% (calls +$397k, puts -$1.8m) strike 515
calls: OI 368 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.35 × 72.00, spread 3.7% of mid · Δ 0.70
puts: OI 82 (-3) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 18.15 × 20.30, spread 11.2% of mid · Δ -0.28
net GEX +$261k per 1% (calls +$350k, puts -$89k) strike 510
calls: OI 445 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.90 × 75.35, spread 3.3% of mid · Δ 0.71
puts: OI 390 (-2) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 17.05 × 18.30, spread 7.1% of mid · Δ -0.27
net GEX +$4k per 1% (calls +$408k, puts -$404k) strike 505
calls: OI 221 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 75.20 × 79.55, spread 5.6% of mid · Δ 0.73
puts: OI 175 (+2) · vol 9 (at ask 0, at bid 9, sweep 2, multi-leg 5) · NBBO 15.85 × 17.15, spread 7.9% of mid · Δ -0.25
net GEX +$22k per 1% (calls +$195k, puts -$174k) strike 500
calls: OI 2,924 (-1) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 79.40 × 83.45, spread 5.0% of mid · Δ 0.74
puts: OI 3,535 (+170) · vol 63 (at ask 17, at bid 28, sweep 2, multi-leg 31) · NBBO 14.35 × 16.50, spread 13.9% of mid · Δ -0.23
net GEX -$868k per 1% (calls +$2.5m, puts -$3.4m) strike 495
calls: OI 277 (-9) · vol 0 (at ask 0, at bid 0) · NBBO 82.85 × 87.10, spread 5.0% of mid · Δ 0.75
puts: OI 1,017 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.90 × 14.60, spread 12.4% of mid · Δ -0.22
net GEX -$696k per 1% (calls +$227k, puts -$922k) strike 490
calls: OI 111 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.65 × 91.10, spread 3.9% of mid · Δ 0.77
puts: OI 550 (+2) · vol 15 (at ask 12, at bid 3, multi-leg 3) · NBBO 12.55 × 13.50, spread 7.3% of mid · Δ -0.20
net GEX -$389k per 1% (calls +$87k, puts -$476k) strike 485
calls: OI 140 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.70 × 95.10, spread 4.7% of mid · Δ 0.78
puts: OI 455 (-23) · vol 0 (at ask 0, at bid 0) · NBBO 11.45 × 12.85, spread 11.5% of mid · Δ -0.19
net GEX -$269k per 1% (calls +$105k, puts -$375k) strike 480
calls: OI 336 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.50 × 99.10, spread 4.8% of mid · Δ 0.79
puts: OI 914 (-2) · vol 9 (at ask 2, at bid 5, multi-leg 8) · NBBO 10.60 × 11.50, spread 8.1% of mid · Δ -0.18
net GEX -$470k per 1% (calls +$242k, puts -$712k) strike 475
calls: OI 235 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 98.80 × 103.20, spread 4.4% of mid · Δ 0.80
puts: OI 1,682 (-10) · vol 0 (at ask 0, at bid 0) · NBBO 9.95 × 10.90, spread 9.1% of mid · Δ -0.17
net GEX -$1.1m per 1% (calls +$162k, puts -$1.2m) strike 470
calls: OI 224 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 103.15 × 107.30, spread 3.9% of mid · Δ 0.81
puts: OI 3,533 (-73) · vol 4 (at ask 1, at bid 3) · NBBO 9.10 × 10.50, spread 14.3% of mid · Δ -0.15
net GEX -$2.3m per 1% (calls +$148k, puts -$2.5m) strike 465
calls: OI 70 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.60 × 111.20, spread 3.3% of mid · Δ 0.82
puts: OI 268 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.30 × 9.10, spread 9.2% of mid · Δ -0.14
net GEX -$132k per 1% (calls +$44k, puts -$176k) strike 460
calls: OI 134 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 111.45 × 115.65, spread 3.7% of mid · Δ 0.83
puts: OI 2,319 (-1) · vol 24 (at ask 21, at bid 1, multi-leg 4) · NBBO 7.75 × 8.95, spread 14.4% of mid · Δ -0.13
net GEX -$1.3m per 1% (calls +$80k, puts -$1.4m) strike 455
calls: OI 95 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.75 × 119.95, spread 3.6% of mid · Δ 0.84
puts: OI 299 (+0) · vol 6 (at ask 6, at bid 0) · NBBO 7.15 × 7.85, spread 9.3% of mid · Δ -0.12
net GEX -$119k per 1% (calls +$54k, puts -$173k) strike 450
calls: OI 457 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 121.00 × 124.30, spread 2.7% of mid · Δ 0.85
puts: OI 6,964 (+35) · vol 122 (at ask 87, at bid 34, multi-leg 20) · NBBO 6.35 × 7.70, spread 19.2% of mid · Δ -0.11
net GEX -$3.5m per 1% (calls +$248k, puts -$3.8m) strike 445
calls: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.70 × 128.70, spread 3.2% of mid · Δ 0.86
puts: OI 160 (+0) · vol 26 (at ask 26, at bid 0, sweep 2) · NBBO 6.00 × 6.50, spread 8.0% of mid · Δ -0.11
net GEX -$69k per 1% (calls +$13k, puts -$81k) strike 440
calls: OI 102 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 128.85 × 133.20, spread 3.3% of mid · Δ 0.86
puts: OI 1,584 (-16) · vol 132 (at ask 89, at bid 43, sweep 5, multi-leg 15) · NBBO 5.45 × 6.00, spread 9.6% of mid · Δ -0.10
net GEX -$703k per 1% (calls +$50k, puts -$753k) strike 435
calls: OI 90 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 134.05 × 137.70, spread 2.7% of mid · Δ 0.87
puts: OI 800 (+0) · vol 51 (at ask 37, at bid 3, multi-leg 5) · NBBO 4.95 × 5.55, spread 11.4% of mid · Δ -0.09
net GEX -$312k per 1% (calls +$42k, puts -$354k) strike 430
calls: OI 364 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 138.15 × 142.15, spread 2.9% of mid · Δ 0.88
puts: OI 470 (+0) · vol 8 (at ask 7, at bid 1, multi-leg 3) · NBBO 4.50 × 5.05, spread 11.5% of mid · Δ -0.08
net GEX -$33k per 1% (calls +$161k, puts -$194k) strike 425
calls: OI 121 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 142.55 × 146.65, spread 2.8% of mid · Δ 0.88
puts: OI 336 (+161) · vol 1,007 (at ask 5, at bid 2, multi-leg 7) · NBBO 3.75 × 5.20, spread 32.4% of mid · Δ -0.08
net GEX -$78k per 1% (calls +$51k, puts -$129k) 2026-12-18 expiry, 56 strikes within ±25% of book spot (the flip search band); 121 hidden (56 above, 65 below), 121 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$6.3m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.
max pain $560.00 belongs to the 2026-10-16 monthly (29 days from 2026-09-17, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
γ flip: undetermined - book spot is near a flip.
Table view · 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 28 0 0 0 0 0 -0.97 3.1% 142.90 138.50 700 5.00 5.40 7.7% 0.12 483 40 228 0 381 5,452 -80 -$10k +$3.5m +$3.4m +0 24 0 0 0 0 0 -0.96 3.2% 138.25 133.85 695 5.50 6.35 14.3% 0.13 7 0 7 0 1 315 +0 -$10k +$210k +$200k +0 4 0 0 0 0 0 -0.95 3.4% 133.50 129.05 690 5.95 6.60 10.4% 0.14 5 0 5 0 0 172 +0 -$2k +$120k +$118k +0 2 0 0 0 0 0 -0.94 3.6% 128.95 124.45 685 6.45 7.40 13.7% 0.14 4 0 4 0 0 388 +0 -$1k +$284k +$283k +0 238 0 0 0 0 0 -0.92 3.6% 124.30 119.95 680 6.90 7.75 11.6% 0.15 54 51 3 0 0 292 -2 -$147k +$223k +$76k +0 4 0 0 0 0 0 -0.91 3.5% 119.80 115.65 675 7.65 8.85 14.5% 0.17 3 0 3 0 0 409 +0 -$3k +$326k +$323k +0 5 0 0 0 0 0 -0.90 4.0% 115.50 111.00 670 8.30 9.40 12.4% 0.18 6 1 5 0 2 579 +0 -$4k +$480k +$477k +0 61 0 0 0 0 0 -0.89 3.2% 110.00 106.50 665 8.55 10.25 18.1% 0.19 0 0 0 0 0 136 +0 -$49k +$117k +$68k +0 22 0 0 0 0 0 -0.87 4.5% 106.75 102.10 660 9.15 11.00 18.4% 0.20 3 1 2 0 3 3,576 -29 -$19k +$3.2m +$3.2m +0 31 0 0 0 0 0 -0.85 3.2% 101.35 98.15 655 9.90 11.45 14.5% 0.21 0 0 0 0 0 153 +0 -$29k +$142k +$113k +0 56 0 0 4 3 7 -0.84 4.9% 98.40 93.70 650 11.35 12.25 7.6% 0.23 44 3 41 0 0 1,845 +19 -$55k +$1.8m +$1.7m +0 28 0 0 0 0 0 -0.82 4.8% 94.05 89.65 645 11.75 13.35 12.7% 0.24 380 221 134 0 380 103 +5 -$29k +$102k +$73k +0 45 0 0 0 0 0 -0.80 5.0% 90.00 85.60 640 12.65 14.25 11.9% 0.25 18 8 0 0 3 313 +35 -$49k +$319k +$270k +0 29 0 0 0 0 0 -0.79 5.2% 86.05 81.70 635 13.70 15.55 12.6% 0.27 5 0 5 0 5 122 +0 -$33k +$128k +$95k +0 30 0 0 0 0 0 -0.77 5.9% 82.25 77.55 630 14.80 17.10 14.4% 0.29 0 0 0 0 0 337 +0 -$35k +$361k +$326k +0 60 0 0 0 0 0 -0.75 6.1% 78.40 73.75 625 16.00 18.00 11.8% 0.30 2 0 2 0 1 1,746 +0 -$73k +$1.9m +$1.8m +0 88 0 0 0 0 0 -0.73 6.4% 74.70 70.05 620 17.25 19.35 11.5% 0.32 1 0 1 0 1 1,468 -16 -$111k +$1.6m +$1.5m +0 643 2 0 2 0 2 -0.71 6.8% 71.20 66.50 615 18.70 21.20 12.5% 0.34 216 172 44 0 173 245 +1 -$833k +$279k -$553k +1 102 0 0 0 0 0 -0.69 6.9% 67.50 63.00 610 21.10 22.20 5.1% 0.35 1 1 0 0 0 1,209 +0 -$136k +$1.4m +$1.3m -1 107 2 0 0 2 2 -0.67 7.8% 64.35 59.50 605 21.85 23.80 8.5% 0.37 1 0 1 0 0 288 +0 -$146k +$339k +$193k -1 2,861 0 0 0 0 0 -0.64 8.0% 60.80 56.15 600 23.75 25.65 7.7% 0.39 26 15 11 0 2 2,149 +2 -$4.0m +$2.6m -$1.4m +0 159 0 0 0 0 0 -0.62 8.7% 57.90 53.05 595 24.90 27.80 11.0% 0.41 0 0 0 0 0 216 +5 -$221k +$258k +$38k -2 114 0 0 0 6 6 -0.60 3.5% 53.40 51.55 590 27.70 29.40 6.0% 0.43 1,049 13 1,036 7 5 1,328 +3 -$159k +$1.6m +$1.4m +0 783 0 0 0 0 0 -0.58 5.4% 50.40 47.75 585 29.35 31.45 6.9% 0.44 70 64 6 0 62 803 +84 -$1.1m +$971k -$122k -45 722 0 0 5 9 14 -0.55 3.6% 47.20 45.55 580 31.45 33.35 5.9% 0.46 0 0 0 0 0 1,002 +0 -$1.0m +$1.2m +$207k +0 528 5 0 0 5 5 -0.53 6.5% 44.75 41.95 575 34.35 35.85 4.3% 0.48 0 0 0 0 0 1,533 +16 -$738k +$1.9m +$1.1m +0 3,300 0 0 0 3 3 -0.51 6.1% 41.95 39.45 570 36.75 38.00 3.3% 0.50 43 42 1 2 0 2,174 +2 -$4.6m +$2.6m -$2.0m -1 451 64 0 68 2 70 -0.49 5.0% 39.95 38.00 565 38.50 40.80 5.8% 0.52 5 1 4 0 2 172 +1 -$619k +$205k -$414k +0 1,339 18 0 9 13 23 -0.46 6.2% 37.25 35.00 560 41.70 43.20 3.5% 0.54 12 8 4 0 0 254 -6 -$1.8m +$299k -$1.5m -58 328 1 0 1 0 1 -0.44 5.9% 34.95 32.95 555 43.70 46.20 5.6% 0.56 7 5 2 0 1 258 +66 -$439k +$300k -$139k +187 2,482 0 1 5 21 26 -0.42 4.6% 32.35 30.90 550 47.05 50.20 6.5% 0.58 2 1 0 0 0 2,580 +37 -$3.3m +$3.0m -$313k +3 194 17 0 9 9 23 -0.40 3.9% 30.05 28.90 545 48.35 51.90 7.1% 0.60 1 0 0 0 0 235 +9 -$251k +$265k +$14k -72 5,334 29 0 16 25 47 -0.38 5.2% 28.40 26.95 540 51.60 56.30 8.7% 0.61 0 0 0 0 0 167 -3 -$6.8m +$184k -$6.6m +0 405 2 0 0 2 2 -0.36 8.1% 26.90 24.80 535 54.70 59.40 8.2% 0.63 4 0 0 0 4 200 +0 -$499k +$214k -$285k +6 330 6 1 7 0 7 -0.34 10.7% 25.00 22.45 530 57.90 61.60 6.2% 0.65 4 0 0 0 4 87 +0 -$395k +$90k -$305k -2 942 23 0 16 48 66 -0.32 6.9% 23.35 21.80 525 61.20 65.00 6.0% 0.67 1 1 0 0 1 247 -5 -$1.1m +$250k -$848k +3 1,626 5 0 13 2 16 -0.30 11.9% 21.85 19.40 520 64.60 69.00 6.6% 0.68 0 0 0 0 0 405 +0 -$1.8m +$397k -$1.4m -3 82 1 0 1 1 2 -0.28 11.2% 20.30 18.15 515 69.35 72.00 3.7% 0.70 0 0 0 0 0 368 +0 -$89k +$350k +$261k -2 390 2 0 2 0 2 -0.27 7.1% 18.30 17.05 510 72.90 75.35 3.3% 0.71 0 0 0 0 0 445 +0 -$404k +$408k +$4k +2 175 5 2 9 0 9 -0.25 7.9% 17.15 15.85 505 75.20 79.55 5.6% 0.73 0 0 0 0 0 221 -2 -$174k +$195k +$22k +170 3,535 31 2 28 17 63 -0.23 13.9% 16.50 14.35 500 79.40 83.45 5.0% 0.74 2 2 0 0 1 2,924 -1 -$3.4m +$2.5m -$868k +0 1,017 0 0 0 0 0 -0.22 12.4% 14.60 12.90 495 82.85 87.10 5.0% 0.75 0 0 0 0 0 277 -9 -$922k +$227k -$696k +2 550 3 0 3 12 15 -0.20 7.3% 13.50 12.55 490 87.65 91.10 3.9% 0.77 0 0 0 0 0 111 +0 -$476k +$87k -$389k -23 455 0 0 0 0 0 -0.19 11.5% 12.85 11.45 485 90.70 95.10 4.7% 0.78 0 0 0 0 0 140 +0 -$375k +$105k -$269k -2 914 8 0 5 2 9 -0.18 8.1% 11.50 10.60 480 94.50 99.10 4.8% 0.79 0 0 0 0 0 336 +0 -$712k +$242k -$470k -10 1,682 0 0 0 0 0 -0.17 9.1% 10.90 9.95 475 98.80 103.20 4.4% 0.80 0 0 0 0 0 235 +0 -$1.2m +$162k -$1.1m -73 3,533 0 0 3 1 4 -0.15 14.3% 10.50 9.10 470 103.15 107.30 3.9% 0.81 0 0 0 0 0 224 +0 -$2.5m +$148k -$2.3m +0 268 0 0 0 0 0 -0.14 9.2% 9.10 8.30 465 107.60 111.20 3.3% 0.82 0 0 0 0 0 70 +0 -$176k +$44k -$132k -1 2,319 4 0 1 21 24 -0.13 14.4% 8.95 7.75 460 111.45 115.65 3.7% 0.83 0 0 0 0 0 134 +0 -$1.4m +$80k -$1.3m +0 299 0 0 0 6 6 -0.12 9.3% 7.85 7.15 455 115.75 119.95 3.6% 0.84 0 0 0 0 0 95 +0 -$173k +$54k -$119k +35 6,964 20 0 34 87 122 -0.11 19.2% 7.70 6.35 450 121.00 124.30 2.7% 0.85 0 0 0 0 0 457 +0 -$3.8m +$248k -$3.5m +0 160 0 2 0 26 26 -0.11 8.0% 6.50 6.00 445 124.70 128.70 3.2% 0.86 0 0 0 0 0 25 +0 -$81k +$13k -$69k -16 1,584 15 5 43 89 132 -0.10 9.6% 6.00 5.45 440 128.85 133.20 3.3% 0.86 0 0 0 0 0 102 +0 -$753k +$50k -$703k +0 800 5 0 3 37 51 -0.09 11.4% 5.55 4.95 435 134.05 137.70 2.7% 0.87 0 0 0 0 0 90 +0 -$354k +$42k -$312k +0 470 3 0 1 7 8 -0.08 11.5% 5.05 4.50 430 138.15 142.15 2.9% 0.88 0 0 0 0 0 364 +0 -$194k +$161k -$33k +161 336 7 0 2 5 1,007 -0.08 32.4% 5.20 3.75 425 142.55 146.65 2.8% 0.88 0 0 0 0 0 121 +0 -$129k +$51k -$78k