Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
26.1%
own all (<3y) · n=241
IV rank
25.2%
own all (<1y) · n=241
range
25.0% – 66.6%
own all (<1y) · n=241
low 25.0% 241 sessions, all (<1y) · today 35.5% high 66.6%
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 46.0% 27.3% ━ 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
38.2%
own all (<3y) 36.3% · n=241
slope, 30d − 90d
-2.7 pts
own all (<3y) 12.2% · n=241
variance risk premium, 30d
+5.0 pts
own all (<3y) 82.4% · n=236
Skew · risk reversal 25-delta
-0.1 pts
own all (<3y) 4.3% · n=35
10-delta
+5.6 pts
own all (<3y) 30.0% · 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 32% to 36% 46% 30% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 13 put and 13 call strikes within ±6.5%, IV 31% to 37% 46% 30% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 13 put and 15 call strikes within ±8.8%, IV 34% to 40% 46% 30% −8.8% book spot +8.8% 22d 2026-10-09
2026-10-09: 15 put and 12 call strikes within ±11%, IV 34% to 41% 46% 30% −11% book spot +11% 29d 2026-10-16
2026-10-16: 12 put and 13 call strikes within ±12%, IV 34% to 41% 46% 30% −12% book spot +12% 64d 2026-11-20
2026-11-20: 16 put and 17 call strikes within ±18%, IV 37% to 45% 46% 30% −18% book spot +18% 92d 2026-12-18
2026-12-18: 18 put and 17 call strikes within ±22%, IV 35% to 45% 46% 30% −22% book spot +22% 120d 2027-01-15
2027-01-15: 16 put and 15 call strikes within ±25%, IV 37% to 45% 46% 30% −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 (30%–46%), set by the expiries past 7 DTE. Next earnings: no earnings (ETF): the vendor serves no reports for the funds whose holdings are collected here, and this symbol is one of them.
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) 36.4% c 520 — 2026-10-30 Fri weekly 42 2026-10-02 14d no earnings (ETF) no IV at 520 — 2026-11-20 Fri 63 2026-10-23 35d no earnings (ETF) 38.9% c 520 —
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 SOXX 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
-$117.2m per 1%
own all (<3y) 30.5% · n=64
gamma flip
$525.54
flip within ±25% of book spot
flip distance
+0.42 ATR
own all (<3y) 28.9% · n=64
0DTE share of volume
not listed daily
book spot $519.10 (unadjusted close, 2026-09-17) · call wall $530.00 (+2.10% from book spot) · put wall $510.00 (-1.75% from book spot) · max pain $515.00 (-0.79% 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 $519.10 × (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. SOXX headlines $533.07 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $519.10 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.
09-18 · 1d 09-25 · 8d 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 2026-10-16 expiry: 28 calendar days from 2026-09-18 (29 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 565 (Δ 0.21), put 480 (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 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 440 435 430 425 420 415 410 405 400 395 390 put strike nearest 0.20 delta: 480 call strike nearest 0.20 delta: 565 9.1k 0 9.1k 7.8k 7.8k 25% 10% 10% 25% -$7.9m +$7.9m call wall 530 γ flip 525.54 book spot 519.1 max pain 515 put wall 510 strike 645
calls: OI 70 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.00 × 1.20, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 121.50 × 130.00, spread 6.8% of mid · Δ -1.00
net GEX +$21k per 1% (calls +$21k, puts +$0) strike 640
calls: OI 778 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.25 × 0.95, spread 116.7% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 116.00 × 125.90, spread 8.2% of mid · Δ -1.00
net GEX +$249k per 1% (calls +$249k, puts +$0) strike 635
calls: OI 35 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.65, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 111.40 × 119.40, spread 6.9% of mid · Δ -1.00
net GEX +$13k per 1% (calls +$13k, puts +$0) strike 630
calls: OI 1,474 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 1.65, spread 188.2% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.40 × 115.00, spread 7.8% of mid · Δ -1.00
net GEX +$601k per 1% (calls +$601k, puts +$0) strike 625
calls: OI 69 (+6) · vol 5 (at ask 0, at bid 0, multi-leg 4) · NBBO 0.00 × 2.05, spread no two-sided quote (zero bid) · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 101.80 × 109.30, spread 7.1% of mid · Δ -1.00
net GEX +$31k per 1% (calls +$31k, puts +$0) strike 620
calls: OI 52 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 0.05 × 2.10, spread 190.7% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 96.50 × 104.40, spread 7.9% of mid · Δ -1.00
net GEX +$26k per 1% (calls +$26k, puts +$0) strike 615
calls: OI 58 (+5) · vol 8 (at ask 8, at bid 0, multi-leg 7) · NBBO 0.50 × 1.55, spread 102.4% of mid · Δ 0.05
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.80 × 99.30, spread 5.7% of mid · Δ -1.00
net GEX +$32k per 1% (calls +$32k, puts -$21) strike 610
calls: OI 43 (-4) · vol 15 (at ask 0, at bid 6, multi-leg 14) · NBBO 0.65 × 1.80, spread 93.9% of mid · Δ 0.06
puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 86.70 × 94.60, spread 8.7% of mid · Δ -1.00
net GEX +$26k per 1% (calls +$27k, puts -$721) strike 605
calls: OI 52 (+0) · vol 8 (at ask 5, at bid 3, multi-leg 8) · NBBO 1.45 × 1.85, spread 24.2% of mid · Δ 0.07
puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 81.90 × 89.50, spread 8.9% of mid · Δ -0.99
net GEX +$35k per 1% (calls +$37k, puts -$2k) strike 600
calls: OI 9,090 (+367) · vol 2,251 (at ask 2,104, at bid 87, multi-leg 13) · NBBO 1.50 × 2.15, spread 35.6% of mid · Δ 0.08
puts: OI 59 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.20 × 83.70, spread 6.8% of mid · Δ -0.97
net GEX +$7.2m per 1% (calls +$7.2m, puts -$26k) strike 595
calls: OI 56 (-3) · vol 1 (at ask 0, at bid 1) · NBBO 2.05 × 2.55, spread 21.7% of mid · Δ 0.10
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.50 × 79.00, spread 7.2% of mid · Δ -0.96
net GEX +$45k per 1% (calls +$49k, puts -$4k) strike 590
calls: OI 71 (-8) · vol 10 (at ask 10, at bid 0, multi-leg 10) · NBBO 1.75 × 3.10, spread 55.7% of mid · Δ 0.11
puts: OI 35 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.80 × 75.60, spread 10.9% of mid · Δ -0.94
net GEX +$42k per 1% (calls +$69k, puts -$27k) strike 585
calls: OI 2,863 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.85 × 3.40, spread 17.6% of mid · Δ 0.13
puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.40 × 69.50, spread 7.6% of mid · Δ -0.93
net GEX +$3.1m per 1% (calls +$3.1m, puts -$10k) strike 580
calls: OI 866 (-52) · vol 4 (at ask 2, at bid 1, multi-leg 1) · NBBO 2.70 × 4.60, spread 52.1% of mid · Δ 0.14
puts: OI 93 (+1) · vol 2 (at ask 2, at bid 0) · NBBO 58.60 × 66.90, spread 13.2% of mid · Δ -0.91
net GEX +$930k per 1% (calls +$1.0m, puts -$98k) strike 575
calls: OI 453 (-18) · vol 197 (at ask 24, at bid 167, sweep 5, multi-leg 163) · NBBO 3.30 × 5.20, spread 44.7% of mid · Δ 0.16
puts: OI 72 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.60 × 59.50, spread 6.8% of mid · Δ -0.89
net GEX +$500k per 1% (calls +$587k, puts -$87k) strike 570
calls: OI 528 (+60) · vol 98 (at ask 88, at bid 6, sweep 38, multi-leg 10) · NBBO 4.00 × 6.00, spread 40.0% of mid · Δ 0.18
puts: OI 53 (+9) · vol 3 (at ask 0, at bid 0, multi-leg 3) · NBBO 50.00 × 58.20, spread 15.2% of mid · Δ -0.86
net GEX +$671k per 1% (calls +$745k, puts -$74k) strike 565
calls: OI 1,198 (-292) · vol 10 (at ask 7, at bid 0, multi-leg 1) · NBBO 4.90 × 6.30, spread 25.0% of mid · Δ 0.21
puts: OI 43 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 48.50 × 53.30, spread 9.4% of mid · Δ -0.82
net GEX +$1.8m per 1% (calls +$1.8m, puts -$67k) strike 560
calls: OI 576 (+9) · vol 41 (at ask 33, at bid 3, multi-leg 1) · NBBO 6.30 × 7.60, spread 18.7% of mid · Δ 0.24
puts: OI 57 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.50 × 47.90, spread 7.4% of mid · Δ -0.79
net GEX +$835k per 1% (calls +$931k, puts -$96k) strike 555
calls: OI 45 (+0) · vol 13 (at ask 6, at bid 7, multi-leg 3) · NBBO 7.10 × 9.10, spread 24.7% of mid · Δ 0.27
puts: OI 8 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 39.60 × 44.30, spread 11.2% of mid · Δ -0.76
net GEX +$63k per 1% (calls +$77k, puts -$14k) strike 550
calls: OI 3,517 (+226) · vol 27 (at ask 16, at bid 9, multi-leg 1) · NBBO 8.50 × 9.90, spread 15.2% of mid · Δ 0.30
puts: OI 536 (-145) · vol 2 (at ask 0, at bid 0) · NBBO 36.10 × 40.40, spread 11.2% of mid · Δ -0.72
net GEX +$5.3m per 1% (calls +$6.3m, puts -$1.0m) strike 545
calls: OI 66 (-1) · vol 6 (at ask 5, at bid 1, multi-leg 1) · NBBO 10.30 × 11.70, spread 12.7% of mid · Δ 0.33
puts: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 33.90 × 35.80, spread 5.5% of mid · Δ -0.68
net GEX +$96k per 1% (calls +$124k, puts -$28k) strike 540
calls: OI 585 (-24) · vol 71 (at ask 35, at bid 22, multi-leg 56) · NBBO 11.60 × 13.50, spread 15.1% of mid · Δ 0.37
puts: OI 208 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.30 × 32.50, spread 7.0% of mid · Δ -0.65
net GEX +$698k per 1% (calls +$1.1m, puts -$436k) strike 535
calls: OI 1,531 (+1) · vol 554 (at ask 509, at bid 33, multi-leg 514) · NBBO 13.40 × 15.60, spread 15.2% of mid · Δ 0.41
puts: OI 251 (+0) · vol 4 (at ask 0, at bid 4, multi-leg 3) · NBBO 26.60 × 29.90, spread 11.7% of mid · Δ -0.61
net GEX +$2.5m per 1% (calls +$3.0m, puts -$543k) strike 530
calls: OI 1,902 (+20) · vol 38 (at ask 7, at bid 30, multi-leg 8) · NBBO 15.40 × 17.70, spread 13.9% of mid · Δ 0.44
puts: OI 1,323 (+0) · vol 10 (at ask 3, at bid 5, multi-leg 5) · NBBO 23.80 × 26.80, spread 11.9% of mid · Δ -0.57
net GEX +$892k per 1% (calls +$3.8m, puts -$2.9m) strike 525
calls: OI 94 (-2) · vol 6 (at ask 4, at bid 2, multi-leg 2) · NBBO 17.70 × 19.90, spread 11.7% of mid · Δ 0.48
puts: OI 571 (+120) · vol 8 (at ask 4, at bid 4, multi-leg 1) · NBBO 21.00 × 24.10, spread 13.7% of mid · Δ -0.53
net GEX -$1.1m per 1% (calls +$188k, puts -$1.3m) strike 520
calls: OI 543 (-15) · vol 139 (at ask 99, at bid 36, multi-leg 18) · NBBO 20.70 × 22.10, spread 6.5% of mid · Δ 0.52
puts: OI 1,033 (+38) · vol 38 (at ask 24, at bid 13, multi-leg 2) · NBBO 18.60 × 21.50, spread 14.5% of mid · Δ -0.49
net GEX -$1.2m per 1% (calls +$1.1m, puts -$2.3m) strike 515
calls: OI 23 (+1) · vol 15 (at ask 8, at bid 7, multi-leg 5) · NBBO 22.80 × 25.20, spread 10.0% of mid · Δ 0.55
puts: OI 611 (+0) · vol 65 (at ask 33, at bid 32, multi-leg 61) · NBBO 16.30 × 19.10, spread 15.8% of mid · Δ -0.45
net GEX -$1.3m per 1% (calls +$45k, puts -$1.3m) strike 510
calls: OI 2,103 (-566) · vol 8 (at ask 6, at bid 0) · NBBO 25.70 × 28.00, spread 8.6% of mid · Δ 0.59
puts: OI 2,790 (-170) · vol 3,798 (at ask 2,704, at bid 938, sweep 12, multi-leg 3,767) · NBBO 14.40 × 16.90, spread 16.0% of mid · Δ -0.41
net GEX -$1.8m per 1% (calls +$4.0m, puts -$5.8m) strike 505
calls: OI 152 (+1) · vol 6 (at ask 0, at bid 6, multi-leg 5) · NBBO 28.70 × 31.40, spread 9.0% of mid · Δ 0.62
puts: OI 798 (+3) · vol 55 (at ask 0, at bid 50, multi-leg 55) · NBBO 12.50 × 15.00, spread 18.2% of mid · Δ -0.37
net GEX -$1.3m per 1% (calls +$276k, puts -$1.6m) strike 500
calls: OI 476 (+29) · vol 81 (at ask 42, at bid 37, multi-leg 46) · NBBO 31.80 × 34.80, spread 9.0% of mid · Δ 0.66
puts: OI 4,128 (-197) · vol 637 (at ask 139, at bid 493, sweep 1, multi-leg 570) · NBBO 11.10 × 13.20, spread 17.3% of mid · Δ -0.33
net GEX -$7.0m per 1% (calls +$825k, puts -$7.8m) strike 495
calls: OI 82 (+6) · vol 5 (at ask 4, at bid 1) · NBBO 35.20 × 38.40, spread 8.7% of mid · Δ 0.69
puts: OI 809 (+71) · vol 5 (at ask 3, at bid 2) · NBBO 9.40 × 11.00, spread 15.7% of mid · Δ -0.30
net GEX -$1.3m per 1% (calls +$135k, puts -$1.4m) strike 490
calls: OI 268 (-7) · vol 12 (at ask 12, at bid 0, sweep 5) · NBBO 38.80 × 42.10, spread 8.2% of mid · Δ 0.72
puts: OI 5,011 (-13) · vol 36 (at ask 8, at bid 22, multi-leg 9) · NBBO 8.20 × 10.40, spread 23.7% of mid · Δ -0.27
net GEX -$7.9m per 1% (calls +$414k, puts -$8.3m) strike 485
calls: OI 39 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 42.50 × 46.00, spread 7.9% of mid · Δ 0.74
puts: OI 3,215 (-446) · vol 22 (at ask 12, at bid 8, multi-leg 5) · NBBO 6.90 × 9.00, spread 26.4% of mid · Δ -0.24
net GEX -$4.9m per 1% (calls +$56k, puts -$5.0m) strike 480
calls: OI 413 (-26) · vol 101 (at ask 101, at bid 0, multi-leg 100) · NBBO 46.40 × 50.00, spread 7.5% of mid · Δ 0.77
puts: OI 5,192 (+324) · vol 7,787 (at ask 2,953, at bid 3,531, multi-leg 7,485) · NBBO 5.90 × 7.80, spread 27.7% of mid · Δ -0.21
net GEX -$6.9m per 1% (calls +$557k, puts -$7.4m) strike 475
calls: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.00 × 54.00, spread 9.7% of mid · Δ 0.79
puts: OI 3,197 (+3) · vol 661 (at ask 106, at bid 524, sweep 5, multi-leg 572) · NBBO 5.00 × 6.90, spread 31.9% of mid · Δ -0.18
net GEX -$4.1m per 1% (calls +$38k, puts -$4.2m) strike 470
calls: OI 54 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 53.80 × 59.30, spread 9.7% of mid · Δ 0.81
puts: OI 3,481 (-1,120) · vol 29 (at ask 8, at bid 16, multi-leg 4) · NBBO 4.50 × 5.70, spread 23.5% of mid · Δ -0.17
net GEX -$4.1m per 1% (calls +$62k, puts -$4.1m) strike 465
calls: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 58.10 × 63.60, spread 9.0% of mid · Δ 0.83
puts: OI 4,711 (+3,358) · vol 13 (at ask 6, at bid 2, multi-leg 4) · NBBO 4.50 × 5.00, spread 10.5% of mid · Δ -0.15
net GEX -$5.0m per 1% (calls +$45k, puts -$5.0m) strike 460
calls: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 63.70 × 67.10, spread 5.2% of mid · Δ 0.84
puts: OI 2,903 (+3) · vol 32 (at ask 14, at bid 12, multi-leg 19) · NBBO 3.90 × 4.70, spread 18.6% of mid · Δ -0.13
net GEX -$2.8m per 1% (calls +$29k, puts -$2.8m) strike 455
calls: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.80 × 72.30, spread 6.4% of mid · Δ 0.86
puts: OI 2,342 (+0) · vol 25 (at ask 3, at bid 15, multi-leg 21) · NBBO 3.00 × 4.00, spread 28.6% of mid · Δ -0.12
net GEX -$2.0m per 1% (calls +$26k, puts -$2.0m) strike 450
calls: OI 33 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 70.70 × 76.80, spread 8.3% of mid · Δ 0.87
puts: OI 5,858 (+46) · vol 702 (at ask 137, at bid 564, multi-leg 657) · NBBO 2.75 × 3.50, spread 24.0% of mid · Δ -0.10
net GEX -$4.5m per 1% (calls +$27k, puts -$4.6m) strike 445
calls: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.50 × 80.80, spread 6.8% of mid · Δ 0.89
puts: OI 265 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 1.80 × 3.50, spread 64.2% of mid · Δ -0.09
net GEX -$174k per 1% (calls +$10k, puts -$184k) strike 440
calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.80 × 85.50, spread 6.9% of mid · Δ 0.90
puts: OI 4,190 (+3) · vol 34 (at ask 15, at bid 18, multi-leg 5) · NBBO 1.85 × 3.10, spread 50.5% of mid · Δ -0.08
net GEX -$2.6m per 1% (calls +$5k, puts -$2.6m) strike 435
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.00 × 89.70, spread 5.4% of mid · Δ 0.91
puts: OI 196 (-79) · vol 23 (at ask 4, at bid 17, multi-leg 17) · NBBO 1.70 × 2.30, spread 30.0% of mid · Δ -0.07
net GEX -$103k per 1% (calls +$5k, puts -$108k) strike 430
calls: OI 95 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 90.30 × 95.60, spread 5.7% of mid · Δ 0.91
puts: OI 4,811 (-325) · vol 38 (at ask 25, at bid 8, multi-leg 22) · NBBO 1.55 × 2.25, spread 36.8% of mid · Δ -0.06
net GEX -$2.3m per 1% (calls +$53k, puts -$2.4m) strike 425
calls: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.10 × 100.90, spread 5.9% of mid · Δ 0.92
puts: OI 1,762 (-101) · vol 515 (at ask 506, at bid 8, multi-leg 510) · NBBO 1.15 × 2.10, spread 58.5% of mid · Δ -0.05
net GEX -$755k per 1% (calls +$14k, puts -$770k) strike 420
calls: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 98.30 × 106.40, spread 7.9% of mid · Δ 0.93
puts: OI 448 (-49) · vol 12 (at ask 1, at bid 11, multi-leg 11) · NBBO 0.80 × 1.90, spread 81.5% of mid · Δ -0.05
net GEX -$152k per 1% (calls +$20k, puts -$172k) strike 415
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 103.30 × 111.20, spread 7.4% of mid · Δ 0.93
puts: OI 43 (+0) · vol 8 (at ask 0, at bid 3, multi-leg 8) · NBBO 1.00 × 1.65, spread 49.1% of mid · Δ -0.04
net GEX -$10k per 1% (calls +$5k, puts -$14k) strike 410
calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.30 × 114.70, spread 5.7% of mid · Δ 0.94
puts: OI 137 (+1) · vol 262 (at ask 251, at bid 11, multi-leg 84) · NBBO 0.65 × 1.25, spread 63.2% of mid · Δ -0.03
net GEX -$37k per 1% (calls +$2k, puts -$40k) strike 405
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 114.20 × 118.40, spread 3.6% of mid · Δ 0.94
puts: OI 534 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.35 × 1.55, spread 126.3% of mid · Δ -0.03
net GEX -$138k per 1% (calls +$1k, puts -$139k) strike 400
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.10 × 124.60, spread 4.5% of mid · Δ 0.95
puts: OI 3,112 (-565) · vol 1,208 (at ask 442, at bid 710, sweep 1, multi-leg 96) · NBBO 0.75 × 1.20, spread 46.2% of mid · Δ -0.03
net GEX -$729k per 1% (calls +$5k, puts -$734k) strike 395
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.90 × 130.30, spread 5.8% of mid · Δ 0.95
puts: OI 91 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 0.30 × 1.10, spread 114.3% of mid · Δ -0.03
net GEX -$19k per 1% (calls +$306, puts -$19k) strike 390
calls: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 128.90 × 134.40, spread 4.2% of mid · Δ 0.95
puts: OI 143 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 0.40 × 1.00, spread 85.7% of mid · Δ -0.02
net GEX -$25k per 1% (calls +$2k, puts -$28k) 2026-10-16 expiry, 52 strikes within ±25% of book spot (the flip search band); 106 hidden (61 above, 45 below), 94 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$36.9m 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.
Table view · 52 strikes puts strike calls GEX, $ per 1% ΔOI OI multi-leg sweep @bid @ask vol Δ spr ask bid bid ask spr Δ vol @ask @bid sweep multi-leg OI ΔOI put call net +0 0 0 0 0 0 0 -1.00 6.8% 130.00 121.50 645 0.00 1.20 no two-sided quote 0.03 2 1 1 0 1 70 +0 +$0 +$21k +$21k +0 0 0 0 0 0 0 -1.00 8.2% 125.90 116.00 640 0.25 0.95 116.7% 0.03 0 0 0 0 0 778 +0 +$0 +$249k +$249k -1 0 0 0 0 0 0 -1.00 6.9% 119.40 111.40 635 0.00 1.65 no two-sided quote 0.03 0 0 0 0 0 35 +0 +$0 +$13k +$13k +0 0 0 0 0 0 0 -1.00 7.8% 115.00 106.40 630 0.05 1.65 188.2% 0.04 0 0 0 0 0 1,474 +0 +$0 +$601k +$601k +0 0 0 0 0 0 0 -1.00 7.1% 109.30 101.80 625 0.00 2.05 no two-sided quote 0.04 5 0 0 0 4 69 +6 +$0 +$31k +$31k +0 0 0 0 0 0 0 -1.00 7.9% 104.40 96.50 620 0.05 2.10 190.7% 0.05 2 2 0 0 2 52 +0 +$0 +$26k +$26k +0 1 0 0 0 0 0 -1.00 5.7% 99.30 93.80 615 0.50 1.55 102.4% 0.05 8 8 0 0 7 58 +5 -$21 +$32k +$32k +0 12 0 0 0 0 0 -1.00 8.7% 94.60 86.70 610 0.65 1.80 93.9% 0.06 15 0 6 0 14 43 -4 -$721 +$27k +$26k +0 10 0 0 0 0 0 -0.99 8.9% 89.50 81.90 605 1.45 1.85 24.2% 0.07 8 5 3 0 8 52 +0 -$2k +$37k +$35k +0 59 0 0 0 0 0 -0.97 6.8% 83.70 78.20 600 1.50 2.15 35.6% 0.08 2,251 2,104 87 0 13 9,090 +367 -$26k +$7.2m +$7.2m +0 7 0 0 0 0 0 -0.96 7.2% 79.00 73.50 595 2.05 2.55 21.7% 0.10 1 0 1 0 0 56 -3 -$4k +$49k +$45k +0 35 0 0 0 0 0 -0.94 10.9% 75.60 67.80 590 1.75 3.10 55.7% 0.11 10 10 0 0 10 71 -8 -$27k +$69k +$42k +0 11 0 0 0 0 0 -0.93 7.6% 69.50 64.40 585 2.85 3.40 17.6% 0.13 0 0 0 0 0 2,863 +0 -$10k +$3.1m +$3.1m +1 93 0 0 0 2 2 -0.91 13.2% 66.90 58.60 580 2.70 4.60 52.1% 0.14 4 2 1 0 1 866 -52 -$98k +$1.0m +$930k +0 72 0 0 0 0 0 -0.89 6.8% 59.50 55.60 575 3.30 5.20 44.7% 0.16 197 24 167 5 163 453 -18 -$87k +$587k +$500k +9 53 3 0 0 0 3 -0.86 15.2% 58.20 50.00 570 4.00 6.00 40.0% 0.18 98 88 6 38 10 528 +60 -$74k +$745k +$671k +7 43 0 0 0 0 0 -0.82 9.4% 53.30 48.50 565 4.90 6.30 25.0% 0.21 10 7 0 0 1 1,198 -292 -$67k +$1.8m +$1.8m +0 57 0 0 0 0 0 -0.79 7.4% 47.90 44.50 560 6.30 7.60 18.7% 0.24 41 33 3 0 1 576 +9 -$96k +$931k +$835k +0 8 1 0 0 1 1 -0.76 11.2% 44.30 39.60 555 7.10 9.10 24.7% 0.27 13 6 7 0 3 45 +0 -$14k +$77k +$63k -145 536 0 0 0 0 2 -0.72 11.2% 40.40 36.10 550 8.50 9.90 15.2% 0.30 27 16 9 0 1 3,517 +226 -$1.0m +$6.3m +$5.3m +0 14 0 0 0 0 0 -0.68 5.5% 35.80 33.90 545 10.30 11.70 12.7% 0.33 6 5 1 0 1 66 -1 -$28k +$124k +$96k +0 208 0 0 0 0 0 -0.65 7.0% 32.50 30.30 540 11.60 13.50 15.1% 0.37 71 35 22 0 56 585 -24 -$436k +$1.1m +$698k +0 251 3 0 4 0 4 -0.61 11.7% 29.90 26.60 535 13.40 15.60 15.2% 0.41 554 509 33 0 514 1,531 +1 -$543k +$3.0m +$2.5m +0 1,323 5 0 5 3 10 -0.57 11.9% 26.80 23.80 530 15.40 17.70 13.9% 0.44 38 7 30 0 8 1,902 +20 -$2.9m +$3.8m +$892k +120 571 1 0 4 4 8 -0.53 13.7% 24.10 21.00 525 17.70 19.90 11.7% 0.48 6 4 2 0 2 94 -2 -$1.3m +$188k -$1.1m +38 1,033 2 0 13 24 38 -0.49 14.5% 21.50 18.60 520 20.70 22.10 6.5% 0.52 139 99 36 0 18 543 -15 -$2.3m +$1.1m -$1.2m +0 611 61 0 32 33 65 -0.45 15.8% 19.10 16.30 515 22.80 25.20 10.0% 0.55 15 8 7 0 5 23 +1 -$1.3m +$45k -$1.3m -170 2,790 3,767 12 938 2,704 3,798 -0.41 16.0% 16.90 14.40 510 25.70 28.00 8.6% 0.59 8 6 0 0 0 2,103 -566 -$5.8m +$4.0m -$1.8m +3 798 55 0 50 0 55 -0.37 18.2% 15.00 12.50 505 28.70 31.40 9.0% 0.62 6 0 6 0 5 152 +1 -$1.6m +$276k -$1.3m -197 4,128 570 1 493 139 637 -0.33 17.3% 13.20 11.10 500 31.80 34.80 9.0% 0.66 81 42 37 0 46 476 +29 -$7.8m +$825k -$7.0m +71 809 0 0 2 3 5 -0.30 15.7% 11.00 9.40 495 35.20 38.40 8.7% 0.69 5 4 1 0 0 82 +6 -$1.4m +$135k -$1.3m -13 5,011 9 0 22 8 36 -0.27 23.7% 10.40 8.20 490 38.80 42.10 8.2% 0.72 12 12 0 5 0 268 -7 -$8.3m +$414k -$7.9m -446 3,215 5 0 8 12 22 -0.24 26.4% 9.00 6.90 485 42.50 46.00 7.9% 0.74 1 1 0 0 1 39 +0 -$5.0m +$56k -$4.9m +324 5,192 7,485 0 3,531 2,953 7,787 -0.21 27.7% 7.80 5.90 480 46.40 50.00 7.5% 0.77 101 101 0 0 100 413 -26 -$7.4m +$557k -$6.9m +3 3,197 572 5 524 106 661 -0.18 31.9% 6.90 5.00 475 49.00 54.00 9.7% 0.79 0 0 0 0 0 30 +0 -$4.2m +$38k -$4.1m -1,120 3,481 4 0 16 8 29 -0.17 23.5% 5.70 4.50 470 53.80 59.30 9.7% 0.81 0 0 0 0 0 54 +0 -$4.1m +$62k -$4.1m +3,358 4,711 4 0 2 6 13 -0.15 10.5% 5.00 4.50 465 58.10 63.60 9.0% 0.83 0 0 0 0 0 43 +0 -$5.0m +$45k -$5.0m +3 2,903 19 0 12 14 32 -0.13 18.6% 4.70 3.90 460 63.70 67.10 5.2% 0.84 0 0 0 0 0 30 +0 -$2.8m +$29k -$2.8m +0 2,342 21 0 15 3 25 -0.12 28.6% 4.00 3.00 455 67.80 72.30 6.4% 0.86 0 0 0 0 0 29 +0 -$2.0m +$26k -$2.0m +46 5,858 657 0 564 137 702 -0.10 24.0% 3.50 2.75 450 70.70 76.80 8.3% 0.87 0 0 0 0 0 33 -2 -$4.6m +$27k -$4.5m +1 265 0 0 0 1 1 -0.09 64.2% 3.50 1.80 445 75.50 80.80 6.8% 0.89 0 0 0 0 0 14 +0 -$184k +$10k -$174k +3 4,190 5 0 18 15 34 -0.08 50.5% 3.10 1.85 440 79.80 85.50 6.9% 0.90 0 0 0 0 0 7 +0 -$2.6m +$5k -$2.6m -79 196 17 0 17 4 23 -0.07 30.0% 2.30 1.70 435 85.00 89.70 5.4% 0.91 0 0 0 0 0 9 +0 -$108k +$5k -$103k -325 4,811 22 0 8 25 38 -0.06 36.8% 2.25 1.55 430 90.30 95.60 5.7% 0.91 2 0 0 0 2 95 +0 -$2.4m +$53k -$2.3m -101 1,762 510 0 8 506 515 -0.05 58.5% 2.10 1.15 425 95.10 100.90 5.9% 0.92 0 0 0 0 0 28 +0 -$770k +$14k -$755k -49 448 11 0 11 1 12 -0.05 81.5% 1.90 0.80 420 98.30 106.40 7.9% 0.93 0 0 0 0 0 43 +0 -$172k +$20k -$152k +0 43 8 0 3 0 8 -0.04 49.1% 1.65 1.00 415 103.30 111.20 7.4% 0.93 0 0 0 0 0 11 +0 -$14k +$5k -$10k +1 137 84 0 11 251 262 -0.03 63.2% 1.25 0.65 410 108.30 114.70 5.7% 0.94 0 0 0 0 0 6 +0 -$40k +$2k -$37k +0 534 0 0 0 0 0 -0.03 126.3% 1.55 0.35 405 114.20 118.40 3.6% 0.94 0 0 0 0 0 4 +0 -$139k +$1k -$138k -565 3,112 96 1 710 442 1,208 -0.03 46.2% 1.20 0.75 400 119.10 124.60 4.5% 0.95 0 0 0 0 0 15 +0 -$734k +$5k -$729k +3 91 0 0 0 0 0 -0.03 114.3% 1.10 0.30 395 122.90 130.30 5.8% 0.95 0 0 0 0 0 1 +0 -$19k +$306 -$19k -3 143 0 0 0 0 0 -0.02 85.7% 1.00 0.40 390 128.90 134.40 4.2% 0.95 0 0 0 0 0 8 +0 -$28k +$2k -$25k