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 2027-01-15 expiry: 119 calendar days from 2026-09-18 (120 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 675 (Δ 0.20), put 480 (Δ -0.20).
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: 480 call strike nearest 0.20 delta: 675 9.4k 0 9.4k 2.8k 2.8k 25% 10% 10% 25% -$8.4m +$8.4m book spot 560.61 call wall 560 put wall 550 strike 700
calls: OI 2,985 (-11) · vol 58 (at ask 9, at bid 21, multi-leg 1) · NBBO 7.70 × 8.65, spread 11.6% of mid · Δ 0.15
puts: OI 52 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 139.90 × 144.50, spread 3.2% of mid · Δ -0.92
net GEX +$2.0m per 1% (calls +$2.0m, puts -$28k) strike 695
calls: OI 640 (-20) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 8.20 × 9.60, spread 15.7% of mid · Δ 0.16
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 135.40 × 139.90, spread 3.3% of mid · Δ -0.91
net GEX +$441k per 1% (calls +$446k, puts -$4k) strike 690
calls: OI 153 (+1) · vol 50 (at ask 50, at bid 0, multi-leg 50) · NBBO 8.25 × 10.40, spread 23.1% of mid · Δ 0.17
puts: OI 17 (+1) · vol 3 (at ask 3, at bid 0) · NBBO 131.50 × 134.70, spread 2.4% of mid · Δ -0.90
net GEX +$99k per 1% (calls +$110k, puts -$11k) strike 685
calls: OI 525 (+0) · vol 220 (at ask 24, at bid 196, sweep 196) · NBBO 9.65 × 10.55, spread 8.9% of mid · Δ 0.18
puts: OI 69 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 126.50 × 131.00, spread 3.5% of mid · Δ -0.89
net GEX +$344k per 1% (calls +$391k, puts -$47k) strike 680
calls: OI 1,513 (-1) · vol 75 (at ask 9, at bid 16, multi-leg 70) · NBBO 10.40 × 11.60, spread 10.9% of mid · Δ 0.19
puts: OI 20 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 122.15 × 126.50, spread 3.5% of mid · Δ -0.88
net GEX +$1.2m per 1% (calls +$1.2m, puts -$15k) strike 675
calls: OI 960 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 11.00 × 12.45, spread 12.4% of mid · Δ 0.20
puts: OI 14 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 117.85 × 122.15, spread 3.6% of mid · Δ -0.87
net GEX +$753k per 1% (calls +$764k, puts -$11k) strike 670
calls: OI 1,619 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 11.50 × 13.30, spread 14.5% of mid · Δ 0.21
puts: OI 1,016 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.55 × 118.00, spread 3.8% of mid · Δ -0.85
net GEX +$499k per 1% (calls +$1.3m, puts -$830k) strike 665
calls: OI 300 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.55 × 13.70, spread 8.8% of mid · Δ 0.22
puts: OI 47 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 109.40 × 113.95, spread 4.1% of mid · Δ -0.84
net GEX +$213k per 1% (calls +$253k, puts -$40k) strike 660
calls: OI 220 (+0) · vol 203 (at ask 1, at bid 202, multi-leg 203) · NBBO 13.05 × 14.85, spread 12.9% of mid · Δ 0.24
puts: OI 105 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.25 × 109.85, spread 4.3% of mid · Δ -0.82
net GEX +$96k per 1% (calls +$191k, puts -$95k) strike 655
calls: OI 745 (+0) · vol 7 (at ask 6, at bid 1, multi-leg 7) · NBBO 14.60 × 16.25, spread 10.7% of mid · Δ 0.25
puts: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.10 × 105.75, spread 3.5% of mid · Δ -0.81
net GEX +$625k per 1% (calls +$662k, puts -$38k) strike 650
calls: OI 9,374 (-8) · vol 12 (at ask 4, at bid 7, multi-leg 3) · NBBO 15.05 × 17.35, spread 14.2% of mid · Δ 0.26
puts: OI 102 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.70 × 101.85, spread 4.2% of mid · Δ -0.80
net GEX +$8.4m per 1% (calls +$8.5m, puts -$100k) strike 645
calls: OI 426 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 16.70 × 17.80, spread 6.4% of mid · Δ 0.28
puts: OI 63 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.70 × 96.40, spread 2.8% of mid · Δ -0.78
net GEX +$333k per 1% (calls +$397k, puts -$64k) strike 640
calls: OI 502 (-1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 17.40 × 18.95, spread 8.5% of mid · Δ 0.29
puts: OI 177 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 89.35 × 93.95, spread 5.0% of mid · Δ -0.76
net GEX +$294k per 1% (calls +$479k, puts -$184k) strike 635
calls: OI 255 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.70 × 20.80, spread 10.6% of mid · Δ 0.30
puts: OI 82 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 85.55 × 90.00, spread 5.1% of mid · Δ -0.74
net GEX +$160k per 1% (calls +$248k, puts -$88k) strike 630
calls: OI 670 (+0) · vol 4 (at ask 2, at bid 2, multi-leg 3) · NBBO 20.25 × 21.75, spread 7.1% of mid · Δ 0.32
puts: OI 95 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.00 × 86.50, spread 5.3% of mid · Δ -0.73
net GEX +$559k per 1% (calls +$663k, puts -$104k) strike 625
calls: OI 968 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.85 × 23.85, spread 8.8% of mid · Δ 0.33
puts: OI 116 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.20 × 82.50, spread 5.4% of mid · Δ -0.71
net GEX +$842k per 1% (calls +$973k, puts -$131k) strike 620
calls: OI 1,334 (+0) · vol 3 (at ask 0, at bid 3, multi-leg 2) · NBBO 22.60 × 25.00, spread 10.1% of mid · Δ 0.35
puts: OI 245 (+0) · vol 31 (at ask 0, at bid 31, multi-leg 31) · NBBO 74.90 × 78.90, spread 5.2% of mid · Δ -0.69
net GEX +$1.1m per 1% (calls +$1.4m, puts -$282k) strike 615
calls: OI 663 (-3) · vol 1 (at ask 1, at bid 0) · NBBO 24.00 × 26.65, spread 10.5% of mid · Δ 0.36
puts: OI 268 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.75 × 75.15, spread 4.6% of mid · Δ -0.67
net GEX +$367k per 1% (calls +$682k, puts -$315k) strike 610
calls: OI 1,502 (-1) · vol 8 (at ask 5, at bid 3) · NBBO 26.40 × 28.75, spread 8.5% of mid · Δ 0.38
puts: OI 395 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 68.60 × 70.55, spread 2.8% of mid · Δ -0.66
net GEX +$1.1m per 1% (calls +$1.6m, puts -$472k) strike 605
calls: OI 304 (+0) · vol 5 (at ask 1, at bid 4, multi-leg 4) · NBBO 27.30 × 29.40, spread 7.4% of mid · Δ 0.40
puts: OI 173 (+0) · vol 4 (at ask 2, at bid 2, multi-leg 4) · NBBO 65.10 × 67.30, spread 3.3% of mid · Δ -0.64
net GEX +$110k per 1% (calls +$319k, puts -$209k) strike 600
calls: OI 3,242 (+0) · vol 54 (at ask 9, at bid 40, multi-leg 1) · NBBO 30.00 × 32.40, spread 7.7% of mid · Δ 0.41
puts: OI 2,440 (-14) · vol 6 (at ask 4, at bid 0, multi-leg 2) · NBBO 61.30 × 65.30, spread 6.3% of mid · Δ -0.62
net GEX +$449k per 1% (calls +$3.4m, puts -$3.0m) strike 595
calls: OI 1,701 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.05 × 34.55, spread 10.7% of mid · Δ 0.43
puts: OI 190 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 58.90 × 61.85, spread 4.9% of mid · Δ -0.60
net GEX +$1.6m per 1% (calls +$1.8m, puts -$234k) strike 590
calls: OI 846 (+0) · vol 4 (at ask 4, at bid 0) · NBBO 33.65 × 36.50, spread 8.1% of mid · Δ 0.44
puts: OI 589 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 55.75 × 59.25, spread 6.1% of mid · Δ -0.58
net GEX +$171k per 1% (calls +$899k, puts -$728k) strike 585
calls: OI 499 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 35.10 × 38.65, spread 9.6% of mid · Δ 0.46
puts: OI 270 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 52.75 × 56.00, spread 6.0% of mid · Δ -0.56
net GEX +$196k per 1% (calls +$530k, puts -$335k) strike 580
calls: OI 501 (-3) · vol 28 (at ask 14, at bid 14, multi-leg 12) · NBBO 38.20 × 39.35, spread 3.0% of mid · Δ 0.48
puts: OI 4,893 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.45 × 53.15, spread 5.2% of mid · Δ -0.54
net GEX -$5.5m per 1% (calls +$532k, puts -$6.0m) strike 575
calls: OI 453 (+4) · vol 29 (at ask 25, at bid 2, multi-leg 2) · NBBO 40.05 × 41.60, spread 3.8% of mid · Δ 0.49
puts: OI 669 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.65 × 50.30, spread 5.4% of mid · Δ -0.52
net GEX -$344k per 1% (calls +$479k, puts -$823k) strike 570
calls: OI 412 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 41.80 × 44.20, spread 5.6% of mid · Δ 0.51
puts: OI 731 (-30) · vol 0 (at ask 0, at bid 0) · NBBO 44.60 × 48.00, spread 7.3% of mid · Δ -0.50
net GEX -$463k per 1% (calls +$432k, puts -$895k) strike 565
calls: OI 578 (+0) · vol 4 (at ask 0, at bid 4, multi-leg 1) · NBBO 44.25 × 46.85, spread 5.7% of mid · Δ 0.53
puts: OI 355 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.70 × 45.30, spread 8.3% of mid · Δ -0.48
net GEX +$169k per 1% (calls +$601k, puts -$432k) strike 560
calls: OI 344 (+8) · vol 8 (at ask 0, at bid 5, multi-leg 5) · NBBO 47.35 × 49.50, spread 4.4% of mid · Δ 0.55
puts: OI 1,037 (-193) · vol 2 (at ask 2, at bid 0) · NBBO 40.35 × 41.85, spread 3.6% of mid · Δ -0.46
net GEX -$892k per 1% (calls +$354k, puts -$1.2m) strike 555
calls: OI 489 (+12) · vol 11 (at ask 10, at bid 1) · NBBO 50.10 × 52.30, spread 4.3% of mid · Δ 0.56
puts: OI 366 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 36.90 × 40.10, spread 8.3% of mid · Δ -0.44
net GEX +$64k per 1% (calls +$498k, puts -$434k) strike 550
calls: OI 1,807 (-43) · vol 4 (at ask 2, at bid 2, multi-leg 1) · NBBO 52.70 × 54.85, spread 4.0% of mid · Δ 0.58
puts: OI 4,158 (-2) · vol 17 (at ask 5, at bid 12, multi-leg 5) · NBBO 36.00 × 37.50, spread 4.1% of mid · Δ -0.42
net GEX -$3.0m per 1% (calls +$1.8m, puts -$4.8m) strike 545
calls: OI 408 (-9) · vol 0 (at ask 0, at bid 0) · NBBO 55.45 × 57.60, spread 3.8% of mid · Δ 0.59
puts: OI 639 (-13) · vol 0 (at ask 0, at bid 0) · NBBO 33.35 × 35.65, spread 6.7% of mid · Δ -0.40
net GEX -$324k per 1% (calls +$406k, puts -$731k) strike 540
calls: OI 290 (-1) · vol 4 (at ask 2, at bid 2) · NBBO 58.20 × 60.65, spread 4.1% of mid · Δ 0.61
puts: OI 881 (-11) · vol 7 (at ask 4, at bid 3, multi-leg 2) · NBBO 31.60 × 33.10, spread 4.6% of mid · Δ -0.38
net GEX -$705k per 1% (calls +$284k, puts -$989k) strike 535
calls: OI 377 (-1) · vol 3 (at ask 3, at bid 0, multi-leg 2) · NBBO 60.05 × 64.35, spread 6.9% of mid · Δ 0.63
puts: OI 846 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 29.25 × 31.50, spread 7.4% of mid · Δ -0.37
net GEX -$566k per 1% (calls +$362k, puts -$927k) strike 530
calls: OI 251 (-5) · vol 0 (at ask 0, at bid 0) · NBBO 63.00 × 67.40, spread 6.7% of mid · Δ 0.64
puts: OI 762 (+1) · vol 4 (at ask 0, at bid 4) · NBBO 27.30 × 29.85, spread 8.9% of mid · Δ -0.35
net GEX -$578k per 1% (calls +$236k, puts -$814k) strike 525
calls: OI 6,041 (+2) · vol 9 (at ask 4, at bid 4) · NBBO 67.35 × 69.90, spread 3.7% of mid · Δ 0.66
puts: OI 7,704 (+7) · vol 3 (at ask 1, at bid 2) · NBBO 25.20 × 28.05, spread 10.7% of mid · Δ -0.33
net GEX -$2.4m per 1% (calls +$5.6m, puts -$8.0m) strike 520
calls: OI 554 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 70.10 × 73.80, spread 5.1% of mid · Δ 0.67
puts: OI 3,041 (+3) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 24.55 × 25.70, spread 4.6% of mid · Δ -0.31
net GEX -$2.6m per 1% (calls +$498k, puts -$3.1m) strike 515
calls: OI 194 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.85 × 77.15, spread 5.7% of mid · Δ 0.69
puts: OI 642 (+0) · vol 8 (at ask 8, at bid 0, multi-leg 8) · NBBO 22.85 × 24.85, spread 8.4% of mid · Δ -0.30
net GEX -$458k per 1% (calls +$170k, puts -$628k) strike 510
calls: OI 407 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.50 × 79.60, spread 2.7% of mid · Δ 0.70
puts: OI 352 (+6) · vol 5 (at ask 0, at bid 3, multi-leg 5) · NBBO 21.35 × 22.80, spread 6.6% of mid · Δ -0.28
net GEX +$12k per 1% (calls +$345k, puts -$334k) strike 505
calls: OI 369 (-35) · vol 0 (at ask 0, at bid 0) · NBBO 79.80 × 84.05, spread 5.2% of mid · Δ 0.71
puts: OI 310 (+0) · vol 17 (at ask 1, at bid 16) · NBBO 19.15 × 21.75, spread 12.7% of mid · Δ -0.27
net GEX +$19k per 1% (calls +$302k, puts -$284k) strike 500
calls: OI 457 (-24) · vol 0 (at ask 0, at bid 0) · NBBO 83.15 × 87.85, spread 5.5% of mid · Δ 0.73
puts: OI 7,671 (+19) · vol 208 (at ask 4, at bid 204, multi-leg 201) · NBBO 18.20 × 20.15, spread 10.2% of mid · Δ -0.25
net GEX -$6.4m per 1% (calls +$362k, puts -$6.8m) strike 495
calls: OI 163 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.20 × 90.75, spread 2.8% of mid · Δ 0.74
puts: OI 525 (+1) · vol 10 (at ask 0, at bid 10) · NBBO 17.10 × 18.90, spread 10.0% of mid · Δ -0.24
net GEX -$319k per 1% (calls +$125k, puts -$444k) strike 490
calls: OI 297 (-1) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 91.45 × 94.50, spread 3.3% of mid · Δ 0.75
puts: OI 1,500 (+1) · vol 2,764 (at ask 1,214, at bid 1,549, sweep 18) · NBBO 15.75 × 17.60, spread 11.1% of mid · Δ -0.22
net GEX -$999k per 1% (calls +$219k, puts -$1.2m) strike 485
calls: OI 150 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.20 × 98.80, spread 4.8% of mid · Δ 0.76
puts: OI 243 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 14.95 × 15.95, spread 6.5% of mid · Δ -0.21
net GEX -$82k per 1% (calls +$107k, puts -$189k) strike 480
calls: OI 399 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 99.05 × 102.55, spread 3.5% of mid · Δ 0.78
puts: OI 592 (+0) · vol 19 (at ask 19, at bid 0, multi-leg 1) · NBBO 13.90 × 15.10, spread 8.3% of mid · Δ -0.20
net GEX -$166k per 1% (calls +$274k, puts -$441k) strike 475
calls: OI 225 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.10 × 106.60, spread 4.3% of mid · Δ 0.79
puts: OI 1,228 (-52) · vol 10 (at ask 5, at bid 5) · NBBO 12.35 × 14.10, spread 13.2% of mid · Δ -0.19
net GEX -$724k per 1% (calls +$149k, puts -$873k) strike 470
calls: OI 699 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.40 × 110.60, spread 3.9% of mid · Δ 0.80
puts: OI 934 (+0) · vol 105 (at ask 4, at bid 101, multi-leg 101) · NBBO 11.95 × 13.20, spread 9.9% of mid · Δ -0.18
net GEX -$188k per 1% (calls +$445k, puts -$632k) strike 465
calls: OI 110 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.20 × 114.65, spread 4.0% of mid · Δ 0.81
puts: OI 254 (+0) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 11.00 × 12.15, spread 9.9% of mid · Δ -0.16
net GEX -$97k per 1% (calls +$67k, puts -$164k) strike 460
calls: OI 311 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 114.70 × 118.75, spread 3.5% of mid · Δ 0.82
puts: OI 1,197 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 10.25 × 11.40, spread 10.6% of mid · Δ -0.15
net GEX -$551k per 1% (calls +$181k, puts -$732k) strike 455
calls: OI 71 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 118.50 × 122.90, spread 3.6% of mid · Δ 0.83
puts: OI 70 (-5) · vol 0 (at ask 0, at bid 0) · NBBO 9.40 × 10.55, spread 11.5% of mid · Δ -0.14
net GEX -$1k per 1% (calls +$39k, puts -$41k) strike 450
calls: OI 703 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 123.25 × 127.10, spread 3.1% of mid · Δ 0.83
puts: OI 4,437 (+40) · vol 5 (at ask 1, at bid 4) · NBBO 8.25 × 9.80, spread 17.2% of mid · Δ -0.13
net GEX -$2.1m per 1% (calls +$374k, puts -$2.4m) strike 445
calls: OI 265 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 127.05 × 131.40, spread 3.4% of mid · Δ 0.84
puts: OI 227 (-5) · vol 1 (at ask 1, at bid 0) · NBBO 7.75 × 9.55, spread 20.8% of mid · Δ -0.12
net GEX +$17k per 1% (calls +$135k, puts -$118k) strike 440
calls: OI 197 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 131.30 × 135.70, spread 3.3% of mid · Δ 0.85
puts: OI 406 (+0) · vol 15 (at ask 6, at bid 9, multi-leg 3) · NBBO 7.65 × 8.50, spread 10.5% of mid · Δ -0.12
net GEX -$103k per 1% (calls +$96k, puts -$198k) strike 435
calls: OI 400 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 135.55 × 140.00, spread 3.2% of mid · Δ 0.86
puts: OI 212 (+0) · vol 9 (at ask 9, at bid 0) · NBBO 7.00 × 8.50, spread 19.4% of mid · Δ -0.11
net GEX +$88k per 1% (calls +$185k, puts -$98k) strike 430
calls: OI 373 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 140.15 × 144.70, spread 3.2% of mid · Δ 0.86
puts: OI 615 (+0) · vol 4 (at ask 4, at bid 0) · NBBO 5.90 × 7.30, spread 21.2% of mid · Δ -0.10
net GEX -$101k per 1% (calls +$165k, puts -$266k) strike 425
calls: OI 106 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 145.50 × 149.50, spread 2.7% of mid · Δ 0.87
puts: OI 388 (-1) · vol 1 (at ask 1, at bid 0) · NBBO 6.05 × 6.80, spread 11.7% of mid · Δ -0.09
net GEX -$113k per 1% (calls +$45k, puts -$158k) 2027-01-15 expiry, 56 strikes within ±25% of book spot (the flip search band); 127 hidden (56 above, 71 below), 127 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$4.9m 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 · 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 52 0 0 0 0 0 -0.92 3.2% 144.50 139.90 700 7.70 8.65 11.6% 0.15 58 9 21 0 1 2,985 -11 -$28k +$2.0m +$2.0m +0 7 0 0 0 0 0 -0.91 3.3% 139.90 135.40 695 8.20 9.60 15.7% 0.16 2 1 1 0 1 640 -20 -$4k +$446k +$441k +1 17 0 0 0 3 3 -0.90 2.4% 134.70 131.50 690 8.25 10.40 23.1% 0.17 50 50 0 0 50 153 +1 -$11k +$110k +$99k +0 69 0 0 0 0 0 -0.89 3.5% 131.00 126.50 685 9.65 10.55 8.9% 0.18 220 24 196 196 0 525 +0 -$47k +$391k +$344k +1 20 0 0 0 0 0 -0.88 3.5% 126.50 122.15 680 10.40 11.60 10.9% 0.19 75 9 16 0 70 1,513 -1 -$15k +$1.2m +$1.2m +1 14 0 0 0 0 0 -0.87 3.6% 122.15 117.85 675 11.00 12.45 12.4% 0.20 1 0 1 0 0 960 +0 -$11k +$764k +$753k +0 1,016 0 0 0 0 0 -0.85 3.8% 118.00 113.55 670 11.50 13.30 14.5% 0.21 0 0 0 0 0 1,619 +1 -$830k +$1.3m +$499k +0 47 0 0 0 0 0 -0.84 4.1% 113.95 109.40 665 12.55 13.70 8.8% 0.22 0 0 0 0 0 300 +0 -$40k +$253k +$213k +0 105 0 0 0 0 0 -0.82 4.3% 109.85 105.25 660 13.05 14.85 12.9% 0.24 203 1 202 0 203 220 +0 -$95k +$191k +$96k +0 40 0 0 0 0 0 -0.81 3.5% 105.75 102.10 655 14.60 16.25 10.7% 0.25 7 6 1 0 7 745 +0 -$38k +$662k +$625k +0 102 0 0 0 0 0 -0.80 4.2% 101.85 97.70 650 15.05 17.35 14.2% 0.26 12 4 7 0 3 9,374 -8 -$100k +$8.5m +$8.4m +0 63 0 0 0 0 0 -0.78 2.8% 96.40 93.70 645 16.70 17.80 6.4% 0.28 0 0 0 0 0 426 -1 -$64k +$397k +$333k -1 177 0 0 0 0 0 -0.76 5.0% 93.95 89.35 640 17.40 18.95 8.5% 0.29 1 1 0 0 1 502 -1 -$184k +$479k +$294k -1 82 0 0 0 0 0 -0.74 5.1% 90.00 85.55 635 18.70 20.80 10.6% 0.30 0 0 0 0 0 255 +0 -$88k +$248k +$160k +0 95 0 0 0 0 0 -0.73 5.3% 86.50 82.00 630 20.25 21.75 7.1% 0.32 4 2 2 0 3 670 +0 -$104k +$663k +$559k +0 116 0 0 0 0 0 -0.71 5.4% 82.50 78.20 625 21.85 23.85 8.8% 0.33 0 0 0 0 0 968 +0 -$131k +$973k +$842k +0 245 31 0 31 0 31 -0.69 5.2% 78.90 74.90 620 22.60 25.00 10.1% 0.35 3 0 3 0 2 1,334 +0 -$282k +$1.4m +$1.1m +0 268 0 0 0 0 0 -0.67 4.6% 75.15 71.75 615 24.00 26.65 10.5% 0.36 1 1 0 0 0 663 -3 -$315k +$682k +$367k +0 395 2 0 1 2 3 -0.66 2.8% 70.55 68.60 610 26.40 28.75 8.5% 0.38 8 5 3 0 0 1,502 -1 -$472k +$1.6m +$1.1m +0 173 4 0 2 2 4 -0.64 3.3% 67.30 65.10 605 27.30 29.40 7.4% 0.40 5 1 4 0 4 304 +0 -$209k +$319k +$110k -14 2,440 2 0 0 4 6 -0.62 6.3% 65.30 61.30 600 30.00 32.40 7.7% 0.41 54 9 40 0 1 3,242 +0 -$3.0m +$3.4m +$449k +0 190 0 0 0 0 0 -0.60 4.9% 61.85 58.90 595 31.05 34.55 10.7% 0.43 0 0 0 0 0 1,701 +0 -$234k +$1.8m +$1.6m -1 589 0 0 0 0 0 -0.58 6.1% 59.25 55.75 590 33.65 36.50 8.1% 0.44 4 4 0 0 0 846 +0 -$728k +$899k +$171k +0 270 0 0 0 2 2 -0.56 6.0% 56.00 52.75 585 35.10 38.65 9.6% 0.46 0 0 0 0 0 499 -1 -$335k +$530k +$196k +0 4,893 0 0 0 0 0 -0.54 5.2% 53.15 50.45 580 38.20 39.35 3.0% 0.48 28 14 14 0 12 501 -3 -$6.0m +$532k -$5.5m +0 669 0 0 0 0 0 -0.52 5.4% 50.30 47.65 575 40.05 41.60 3.8% 0.49 29 25 2 0 2 453 +4 -$823k +$479k -$344k -30 731 0 0 0 0 0 -0.50 7.3% 48.00 44.60 570 41.80 44.20 5.6% 0.51 3 2 1 0 2 412 +0 -$895k +$432k -$463k +0 355 0 0 0 0 0 -0.48 8.3% 45.30 41.70 565 44.25 46.85 5.7% 0.53 4 0 4 0 1 578 +0 -$432k +$601k +$169k -193 1,037 0 0 0 2 2 -0.46 3.6% 41.85 40.35 560 47.35 49.50 4.4% 0.55 8 0 5 0 5 344 +8 -$1.2m +$354k -$892k -2 366 0 0 0 0 0 -0.44 8.3% 40.10 36.90 555 50.10 52.30 4.3% 0.56 11 10 1 0 0 489 +12 -$434k +$498k +$64k -2 4,158 5 0 12 5 17 -0.42 4.1% 37.50 36.00 550 52.70 54.85 4.0% 0.58 4 2 2 0 1 1,807 -43 -$4.8m +$1.8m -$3.0m -13 639 0 0 0 0 0 -0.40 6.7% 35.65 33.35 545 55.45 57.60 3.8% 0.59 0 0 0 0 0 408 -9 -$731k +$406k -$324k -11 881 2 0 3 4 7 -0.38 4.6% 33.10 31.60 540 58.20 60.65 4.1% 0.61 4 2 2 0 0 290 -1 -$989k +$284k -$705k +0 846 0 0 0 0 0 -0.37 7.4% 31.50 29.25 535 60.05 64.35 6.9% 0.63 3 3 0 0 2 377 -1 -$927k +$362k -$566k +1 762 0 0 4 0 4 -0.35 8.9% 29.85 27.30 530 63.00 67.40 6.7% 0.64 0 0 0 0 0 251 -5 -$814k +$236k -$578k +7 7,704 0 0 2 1 3 -0.33 10.7% 28.05 25.20 525 67.35 69.90 3.7% 0.66 9 4 4 0 0 6,041 +2 -$8.0m +$5.6m -$2.4m +3 3,041 2 0 2 0 2 -0.31 4.6% 25.70 24.55 520 70.10 73.80 5.1% 0.67 0 0 0 0 0 554 -1 -$3.1m +$498k -$2.6m +0 642 8 0 0 8 8 -0.30 8.4% 24.85 22.85 515 72.85 77.15 5.7% 0.69 0 0 0 0 0 194 +0 -$628k +$170k -$458k +6 352 5 0 3 0 5 -0.28 6.6% 22.80 21.35 510 77.50 79.60 2.7% 0.70 0 0 0 0 0 407 +0 -$334k +$345k +$12k +0 310 0 0 16 1 17 -0.27 12.7% 21.75 19.15 505 79.80 84.05 5.2% 0.71 0 0 0 0 0 369 -35 -$284k +$302k +$19k +19 7,671 201 0 204 4 208 -0.25 10.2% 20.15 18.20 500 83.15 87.85 5.5% 0.73 0 0 0 0 0 457 -24 -$6.8m +$362k -$6.4m +1 525 0 0 10 0 10 -0.24 10.0% 18.90 17.10 495 88.20 90.75 2.8% 0.74 0 0 0 0 0 163 +0 -$444k +$125k -$319k +1 1,500 0 18 1,549 1,214 2,764 -0.22 11.1% 17.60 15.75 490 91.45 94.50 3.3% 0.75 2 0 2 0 2 297 -1 -$1.2m +$219k -$999k +0 243 0 0 1 0 1 -0.21 6.5% 15.95 14.95 485 94.20 98.80 4.8% 0.76 0 0 0 0 0 150 +0 -$189k +$107k -$82k +0 592 1 0 0 19 19 -0.20 8.3% 15.10 13.90 480 99.05 102.55 3.5% 0.78 1 0 0 0 1 399 +0 -$441k +$274k -$166k -52 1,228 0 0 5 5 10 -0.19 13.2% 14.10 12.35 475 102.10 106.60 4.3% 0.79 0 0 0 0 0 225 +0 -$873k +$149k -$724k +0 934 101 0 101 4 105 -0.18 9.9% 13.20 11.95 470 106.40 110.60 3.9% 0.80 0 0 0 0 0 699 +0 -$632k +$445k -$188k +0 254 2 0 2 0 2 -0.16 9.9% 12.15 11.00 465 110.20 114.65 4.0% 0.81 0 0 0 0 0 110 +0 -$164k +$67k -$97k -2 1,197 0 0 0 0 0 -0.15 10.6% 11.40 10.25 460 114.70 118.75 3.5% 0.82 0 0 0 0 0 311 +0 -$732k +$181k -$551k -5 70 0 0 0 0 0 -0.14 11.5% 10.55 9.40 455 118.50 122.90 3.6% 0.83 0 0 0 0 0 71 +0 -$41k +$39k -$1k +40 4,437 0 0 4 1 5 -0.13 17.2% 9.80 8.25 450 123.25 127.10 3.1% 0.83 0 0 0 0 0 703 +0 -$2.4m +$374k -$2.1m -5 227 0 0 0 1 1 -0.12 20.8% 9.55 7.75 445 127.05 131.40 3.4% 0.84 0 0 0 0 0 265 +4 -$118k +$135k +$17k +0 406 3 0 9 6 15 -0.12 10.5% 8.50 7.65 440 131.30 135.70 3.3% 0.85 0 0 0 0 0 197 +0 -$198k +$96k -$103k +0 212 0 0 0 9 9 -0.11 19.4% 8.50 7.00 435 135.55 140.00 3.2% 0.86 0 0 0 0 0 400 +0 -$98k +$185k +$88k +0 615 0 0 0 4 4 -0.10 21.2% 7.30 5.90 430 140.15 144.70 3.2% 0.86 0 0 0 0 0 373 +0 -$266k +$165k -$101k -1 388 0 0 0 1 1 -0.09 11.7% 6.80 6.05 425 145.50 149.50 2.7% 0.87 0 0 0 0 0 106 +0 -$158k +$45k -$113k