Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
41.2%
own all (<3y) · n=243
IV rank
32.7%
own all (<1y) · n=243
range
25.0% – 66.6%
own all (<1y) · n=243
Term structure · constant maturity 32 consecutive sessions in contango (the normal upward slope).
2 1 calendar day out: every tenor of 1d or longer spans it
Wed 09-23 09:45 ET · US Flash Services PMI (September)
Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) 4 2 calendar days out: every tenor of 2d or longer spans it
Thu 09-24 08:30 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 3 calendar days out: every tenor of 3d 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 Skew · risk reversal 25-delta 5d old
-0.1 pts
own all (<3y) 4.3% · n=35
10-delta 5d old
+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 2026-09-18 7d 2026-09-25 · short
2026-09-25: 13 put and 11 call strikes within ±6.1%, IV 25% to 34% 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 · 09-18 expected move 2026-11-20 Fri 59 2026-10-23 31d no earnings (ETF) 39.2% c 535 —
DTE counts calendar days from 2026-09-22, the page's date and the earliest an entry could be made - not from the 2026-09-18 book the expiries and IVs come from, which would overstate it by 4 days; an expiry first listed after 2026-09-18 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 2026-09-22 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 2026-09-22, 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 — §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 2026-09-18 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 2026-09-18 : 2 sessions behind 2026-09-22: no SOXX chain statistics (net_gex) dated after 2026-09-18 are knowable as of 2026-09-22, and no ticker has newer ones. The strikes drawn below are 2026-09-18's rows as stored now; the levels and statistics are the readings dated 2026-09-18, computed from those rows when the readings were derived, and a fetch of 2026-09-18 after that can revise rows. Open interest is what entered 2026-09-18 (OCC's settlement of 2026-09-17), valued at the 2026-09-18 close.
net GEX · carried book
-$18.5m per 1%
own all (<3y) 80.8% · n=65
gamma flip
$540.34
flip within ±25% of book spot
flip distance
+0.49 ATR
own all (<3y) 31.5% · n=65
low 25.0% 243 sessions, all (<1y) · today 38.6% high 66.6%
180d 365d 45.1% 34.2% ━ 2026-09-22 ┅ 2026-08-21 (21 sessions earlier) ◆ scheduled release, at the first tenor spanning it tenors in calendar days, log scale
Scheduled after the 2026-09-22 close, from the 2026-09-22 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 · 1d US Flash Services PMI (September) · f 55.9 · prev 56.8Wed 09-23 09:45 · 1d US Flash Manufacturing PMI (September) · f 53.5 · prev 53.2Thu 09-24 08:30 · 2d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas BarkinThu 09-24 08:30 · 2d Weekly Jobless Claims (September) · f 204000 · prev 196000Thu 09-24 10:00 · 2d New Home Sales (August) · f 620000 · prev 607000Thu 09-24 11:00 · 2d Kansas City Fed Survey (September) · prev 17Fri 09-25 08:30 · 3d Durable Goods (August) · f -0.3% · prev 1.1%Fri 09-25 10:00 · 3d U. Michigan Final Consumer Survey (September) · f 47.1 · 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
40.2%
own all (<3y) 54.5% · n=243
slope, 30d − 90d
-1.6 pts
own all (<3y) 23.7% · n=243
variance risk premium, 30d
+0.5 pts
own all (<3y) 57.8% · n=238
strike 522.5: IV 29.9%, beyond the shared scale strike 525: IV 28.8%, beyond the shared scale strike 527.5: IV 29.4%, beyond the shared scale strike 530: IV 29.7%, beyond the shared scale strike 532.5: IV 27.8%, beyond the shared scale strike 535: IV 27.8%, beyond the shared scale strike 537.5: IV 27.4%, beyond the shared scale strike 540: IV 24.9%, beyond the shared scale strike 542.5: IV 29.5%, beyond the shared scale strike 545: IV 27.9%, beyond the shared scale strike 547.5: IV 28.2%, beyond the shared scale strike 550: IV 27.7%, beyond the shared scale strike 552.5: IV 29.1%, beyond the shared scale strike 555: IV 27.1%, beyond the shared scale strike 560: IV 28.1%, beyond the shared scale 46% 30% −6.1% book spot +6.1% 14d 2026-10-02
2026-10-02: 14 put and 13 call strikes within ±8.6%, IV 31% to 39% 46% 30% −8.6% book spot +8.6% 21d 2026-10-09
2026-10-09: 13 put and 11 call strikes within ±11%, IV 32% to 39% 46% 30% −11% book spot +11% 28d 2026-10-16
2026-10-16: 13 put and 11 call strikes within ±12%, IV 33% to 41% 46% 30% −12% book spot +12% 42d 2026-10-30
2026-10-30: 16 put and 12 call strikes within ±15%, IV 35% to 42% 46% 30% −15% book spot +15% 63d 2026-11-20
2026-11-20: 15 put and 17 call strikes within ±18%, IV 37% to 44% 46% 30% −18% book spot +18% 91d 2026-12-18
2026-12-18: 16 put and 12 call strikes within ±22%, IV 36% to 44% 46% 30% −22% book spot +22% 119d 2027-01-15
2027-01-15: 17 put and 14 call strikes within ±25%, IV 35% 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. 15 short-dated points beyond it are pinned to the edge as open circles.
weekly
book spot $533.07 (unadjusted close, 2026-09-18) · call wall $580.00 (+8.80% from book spot) · put wall $500.00 (-6.20% from book spot) · max pain $515.00 (-3.39% 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 $533.07 × (1 + that distance) - the 2026-09-18 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. SOXX headlines $572.78 , its newest unadjusted close, on 2026-09-22 ; the book was taken at $533.07 on 2026-09-18 , because the book trails the page by the 2 sessions 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 2026-09-18 book's levels, on the 2026-09-18 close.
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: 24 calendar days from 2026-09-22 (28 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-18 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 580 (Δ 0.19), put 490 (Δ -0.19).
call put OI carried through 2026-09-17 · opened by 2026-09-17'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 2026-09-17's trading; volume is 2026-09-18's. ◀ put OI call OI ▶ entering 2026-09-18 ◀ put vol call vol ▶ traded 2026-09-18 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 665 660 655 650 645 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 440 435 430 425 420 415 410 405 400 put strike nearest 0.20 delta: 490 call strike nearest 0.20 delta: 580 11k 0 11k 2.0k 2.0k 25% 10% 10% 25% -$12.6m +$12.6m call wall 580 γ flip 540.34 book spot 533.07 max pain 515 put wall 500 strike 665
calls: OI 383 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.00, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.10 × 135.50, spread 6.4% of mid · Δ -0.99
net GEX +$88k per 1% (calls +$88k, puts +$0) strike 660
calls: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.10, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.00 × 130.50, spread 6.7% of mid · Δ -0.99
net GEX +$8k per 1% (calls +$8k, puts +$0) strike 655
calls: OI 42 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 1.05, spread 181.8% of mid · Δ 0.02
puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.80 × 125.50, spread 6.3% of mid · Δ -0.98
net GEX +$10k per 1% (calls +$13k, puts -$3k) strike 650
calls: OI 4,071 (+0) · vol 13 (at ask 1, at bid 12, multi-leg 2) · NBBO 0.30 × 1.00, spread 107.7% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.40 × 120.50, spread 7.0% of mid · Δ -0.98
net GEX +$1.4m per 1% (calls +$1.4m, puts +$0) strike 645
calls: OI 71 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.25, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 107.50 × 115.50, spread 7.2% of mid · Δ -0.98
net GEX +$27k per 1% (calls +$27k, puts +$0) strike 640
calls: OI 778 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 0.45 × 1.00, spread 75.9% of mid · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.70 × 110.60, spread 7.4% of mid · Δ -0.97
net GEX +$323k per 1% (calls +$323k, puts +$0) strike 635
calls: OI 35 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.10 × 1.30, spread 171.4% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 98.20 × 105.70, spread 7.4% of mid · Δ -0.97
net GEX +$16k per 1% (calls +$16k, puts +$0) strike 630
calls: OI 1,474 (+0) · vol 3 (at ask 0, at bid 0, multi-leg 3) · NBBO 0.05 × 1.95, spread 190.0% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.50 × 100.80, spread 8.6% of mid · Δ -0.95
net GEX +$745k per 1% (calls +$745k, puts +$0) strike 625
calls: OI 72 (+3) · vol 32 (at ask 0, at bid 20, multi-leg 32) · NBBO 0.35 × 1.75, spread 133.3% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.10 × 95.90, spread 8.5% of mid · Δ -0.94
net GEX +$40k per 1% (calls +$40k, puts +$0) strike 620
calls: OI 50 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 0.50 × 1.75, spread 111.1% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.80 × 91.00, spread 9.4% of mid · Δ -0.93
net GEX +$32k per 1% (calls +$32k, puts +$0) 2026-10-16 expiry, 54 strikes within ±25% of book spot (the flip search band); 104 hidden (57 above, 47 below), 92 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$31.1m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-18's own - whether it opened positions shows in the 2026-09-21 book's change.
Table view · 54 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 -0.99 6.4% 135.50 127.10 665 0.00 1.00 no two-sided quote 0.02 0 0 0 0 0 383 +0 +$0 +$88k +$88k +0 0 0 0 0 0 0 -0.99 6.7% 130.50 122.00 660 0.00 2.10 no two-sided quote 0.02 0 0 0 0 0 31 +0 +$0 +$8k +$8k +0 12 0 0 0 0 0 -0.98 6.3% 125.50 117.80 655 0.05 1.05 181.8% 0.02 0 0 0 0 0 42 +0 -$3k +$13k +$10k +0 0 0 0 0 0 0 -0.98 7.0% 120.50 112.40 650 0.30 1.00 107.7% 0.03 13 1 12 0 2 4,071 +0 +$0 +$1.4m +$1.4m +0 0 0 0 0 0 0 -0.98 7.2% 115.50 107.50 645 0.00 1.25 no two-sided quote 0.03 0 0 0 0 0 71 +1 +$0 +$27k +$27k +0 0 0 0 0 0 0 -0.97 7.4% 110.60 102.70 640 0.45 1.00 75.9% 0.03 2 0 2 0 0 778 +0 +$0 +$323k +$323k +0 0 0 0 0 0 0 -0.97 7.4% 105.70 98.20 635 0.10 1.30 171.4% 0.04 1 0 0 0 1 35 +0 +$0 +$16k +$16k +0 0 0 0 0 0 0 -0.95 8.6% 100.80 92.50 630 0.05 1.95 190.0% 0.04 3 0 0 0 3 1,474 +0 +$0 +$745k +$745k +0 0 0 0 0 0 0 -0.94 8.5% 95.90 88.10 625 0.35 1.75 133.3% 0.05 32 0 20 0 32 72 +3 +$0 +$40k +$40k +0 0 0 0 0 0 0 -0.93 9.4% 91.00 82.80 620 0.50 1.75 111.1% 0.05 0 0 0 0 0 50 -2 +$0 +$32k +$32k +0 1 0 0 0 0 0 -0.92 9.6% 86.30 78.40 615 0.70 3.20 128.2% 0.07 0 0 0 0 0 55 -3 -$818 +$41k +$41k +0 12 0 0 0 0 0 -0.90 10.3% 81.40 73.40 610 1.50 2.90 63.6% 0.08 6 1 2 0 5 41 -2 -$11k +$36k +$25k +0 10 0 0 0 0 0 -0.89 10.4% 76.70 69.10 605 1.20 4.00 107.7% 0.10 0 0 0 0 0 56 +4 -$10k +$55k +$45k +0 59 0 0 0 0 0 -0.88 13.4% 73.50 64.30 600 2.80 3.30 16.4% 0.11 276 88 128 2 0 9,200 +110 -$65k +$10.0m +$10.0m +0 7 0 0 0 0 0 -0.86 11.9% 67.90 60.30 595 2.40 4.50 60.9% 0.13 0 0 0 0 0 56 +0 -$9k +$67k +$59k +0 35 0 0 0 0 0 -0.84 10.5% 63.40 57.10 590 2.90 4.70 47.4% 0.15 2 2 0 0 0 81 +10 -$47k +$107k +$61k +0 11 0 0 0 0 0 -0.82 15.2% 59.30 50.90 585 3.30 5.30 46.5% 0.17 7 7 0 0 7 2,863 +0 -$16k +$4.1m +$4.1m +0 93 0 0 2 0 2 -0.80 10.0% 54.70 49.50 580 2.60 7.30 94.9% 0.19 82 11 61 0 7 867 +1 -$146k +$1.4m +$1.2m +0 72 0 0 0 0 0 -0.78 10.8% 50.60 45.40 575 5.00 7.10 34.7% 0.22 38 15 12 0 20 558 +105 -$122k +$954k +$832k +3 56 0 0 0 0 0 -0.75 11.8% 46.60 41.40 570 5.70 8.70 41.7% 0.24 18 0 18 0 4 527 -1 -$102k +$972k +$870k -12 31 0 0 0 0 0 -0.72 13.0% 42.60 37.40 565 6.90 10.10 37.6% 0.28 20 16 3 0 5 1,199 +1 -$60k +$2.3m +$2.3m +0 57 0 0 0 1 1 -0.69 13.4% 38.90 34.00 560 8.50 11.40 29.1% 0.31 91 35 53 0 49 593 +17 -$115k +$1.2m +$1.1m -1 7 0 0 0 0 0 -0.65 16.6% 35.30 29.90 555 9.80 13.40 31.0% 0.35 0 0 0 0 0 52 +7 -$15k +$108k +$94k +0 536 9 0 2 11 13 -0.61 14.8% 31.90 27.50 550 12.80 15.30 17.8% 0.39 94 77 15 1 16 3,527 +10 -$1.1m +$7.4m +$6.3m +0 14 0 0 0 0 0 -0.57 14.6% 28.70 24.80 545 13.50 17.90 28.0% 0.43 5 2 1 0 4 71 +5 -$31k +$151k +$121k +0 208 1 0 0 2 2 -0.54 19.9% 26.00 21.30 540 15.70 18.80 18.0% 0.47 7 2 3 0 4 595 +10 -$460k +$1.3m +$818k -3 248 1 0 1 1 2 -0.50 13.9% 22.30 19.40 535 19.00 21.30 11.4% 0.50 507 2 503 0 504 1,058 -473 -$552k +$2.3m +$1.7m -3 1,320 1 0 4 1 5 -0.46 12.0% 19.40 17.20 530 20.40 25.10 20.7% 0.54 39 9 23 0 14 1,923 +21 -$3.0m +$4.1m +$1.1m -3 568 794 1 766 284 1,055 -0.42 28.8% 18.30 13.70 525 23.60 27.10 13.8% 0.58 26 4 7 0 23 96 +2 -$1.3m +$199k -$1.1m -9 1,024 52 4 38 23 111 -0.38 21.3% 16.60 13.40 520 26.50 30.50 14.0% 0.62 33 11 11 0 11 535 -8 -$2.2m +$1.1m -$1.1m +3 614 5 0 0 1 5 -0.35 24.2% 14.80 11.60 515 29.70 33.40 11.7% 0.65 6 0 1 0 5 31 +8 -$1.2m +$60k -$1.2m +2,183 4,973 30 0 118 25 201 -0.31 26.1% 13.00 10.00 510 33.00 36.80 10.9% 0.68 22 22 0 0 0 2,104 +1 -$9.4m +$3.9m -$5.5m +27 825 9 0 5 1 12 -0.28 33.7% 11.80 8.40 505 36.50 40.30 9.9% 0.72 3 3 0 0 0 153 +1 -$1.5m +$269k -$1.2m +449 4,577 111 0 1,081 736 1,964 -0.25 19.9% 9.40 7.70 500 40.20 44.00 9.0% 0.75 26 26 0 0 0 483 +7 -$7.6m +$802k -$6.8m +0 809 107 0 4 2 111 -0.22 41.6% 9.00 5.90 495 44.10 48.00 8.5% 0.78 1 0 0 0 0 82 +0 -$1.3m +$126k -$1.1m +19 5,030 172 0 19 157 182 -0.19 22.6% 6.90 5.50 490 48.00 52.30 8.6% 0.80 10 10 0 0 0 268 +0 -$7.2m +$378k -$6.8m -3 3,212 0 0 2 5 7 -0.17 31.9% 6.90 5.00 485 52.80 56.40 6.6% 0.83 0 0 0 0 0 40 +1 -$4.1m +$52k -$4.1m +5,957 11,149 153 0 6 31 187 -0.15 29.7% 5.80 4.30 480 57.00 60.60 6.1% 0.85 0 0 0 0 0 346 -67 -$13.0m +$404k -$12.6m -319 2,878 541 0 503 2 546 -0.14 42.6% 5.70 3.70 475 59.70 65.10 8.7% 0.88 0 0 0 0 0 30 +0 -$3.0m +$31k -$3.0m -11 3,470 9 0 3 8 12 -0.12 30.8% 4.50 3.30 470 64.20 69.60 8.1% 0.89 0 0 0 0 0 54 +0 -$3.3m +$50k -$3.3m +6 4,717 2 0 6 4 11 -0.11 47.4% 4.70 2.90 465 70.40 75.10 6.5% 0.90 0 0 0 0 0 43 +0 -$4.0m +$36k -$4.0m -3 2,900 5 0 25 2 32 -0.09 21.4% 3.10 2.50 460 74.90 78.50 4.7% 0.91 1 0 1 0 0 30 +0 -$2.2m +$22k -$2.2m +3 2,345 72 0 25 50 75 -0.08 114.3% 2.75 0.75 455 77.50 87.00 11.6% 0.92 0 0 0 0 0 29 +0 -$1.6m +$19k -$1.6m +487 6,345 30 0 27 45 75 -0.07 25.9% 2.40 1.85 450 82.70 91.00 9.6% 0.93 1 1 0 0 0 33 +0 -$3.8m +$20k -$3.8m +0 265 18 0 0 3 19 -0.06 50.7% 2.10 1.25 445 87.60 96.00 9.2% 0.94 0 0 0 0 0 14 +0 -$139k +$7k -$132k -29 4,161 3 0 3 0 3 -0.05 62.7% 2.20 1.15 440 93.70 100.60 7.1% 0.95 0 0 0 0 0 7 +0 -$1.9m +$3k -$1.9m -7 189 784 0 148 665 885 -0.05 71.4% 1.90 0.90 435 97.10 105.30 8.1% 0.96 0 0 0 0 0 9 +0 -$80k +$3k -$76k -26 4,785 8 0 5 6 12 -0.04 76.2% 1.45 0.65 430 101.90 110.00 7.6% 0.97 0 0 0 0 0 96 +1 -$1.8m +$30k -$1.8m -43 1,719 500 0 0 0 500 -0.04 62.1% 1.90 1.00 425 108.10 115.00 6.2% 0.98 0 0 0 0 0 28 +0 -$580k +$7k -$573k +11 459 5 0 5 3 8 -0.03 75.0% 1.65 0.75 420 112.50 118.80 5.4% 0.98 0 0 0 0 0 43 +0 -$138k +$9k -$129k +0 43 13 0 11 4 15 -0.03 78.3% 1.60 0.70 415 116.40 124.60 6.8% 0.98 0 0 0 0 0 11 +0 -$11k +$2k -$9k +108 245 14 0 14 0 14 -0.03 62.1% 0.95 0.50 410 121.50 129.30 6.2% 0.99 0 0 0 0 0 6 +0 -$57k +$924 -$56k +0 534 0 0 0 0 0 -0.02 188.9% 1.75 0.05 405 126.40 134.60 6.3% 0.99 0 0 0 0 0 4 +0 -$110k +$536 -$110k +169 3,281 4 0 5 3 8 -0.02 113.0% 0.90 0.25 400 131.20 139.40 6.1% 0.99 0 0 0 0 0 15 +0 -$612k +$2k -$610k
strike 615
calls: OI 55 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 0.70 × 3.20, spread 128.2% of mid · Δ 0.07
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 78.40 × 86.30, spread 9.6% of mid · Δ -0.92
net GEX +$41k per 1% (calls +$41k, puts -$818) strike 610
calls: OI 41 (-2) · vol 6 (at ask 1, at bid 2, multi-leg 5) · NBBO 1.50 × 2.90, spread 63.6% of mid · Δ 0.08
puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 73.40 × 81.40, spread 10.3% of mid · Δ -0.90
net GEX +$25k per 1% (calls +$36k, puts -$11k) strike 605
calls: OI 56 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 1.20 × 4.00, spread 107.7% of mid · Δ 0.10
puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 69.10 × 76.70, spread 10.4% of mid · Δ -0.89
net GEX +$45k per 1% (calls +$55k, puts -$10k) strike 600
calls: OI 9,200 (+110) · vol 276 (at ask 88, at bid 128, sweep 2) · NBBO 2.80 × 3.30, spread 16.4% of mid · Δ 0.11
puts: OI 59 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.30 × 73.50, spread 13.4% of mid · Δ -0.88
net GEX +$10.0m per 1% (calls +$10.0m, puts -$65k) strike 595
calls: OI 56 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.40 × 4.50, spread 60.9% of mid · Δ 0.13
puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.30 × 67.90, spread 11.9% of mid · Δ -0.86
net GEX +$59k per 1% (calls +$67k, puts -$9k) strike 590
calls: OI 81 (+10) · vol 2 (at ask 2, at bid 0) · NBBO 2.90 × 4.70, spread 47.4% of mid · Δ 0.15
puts: OI 35 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.10 × 63.40, spread 10.5% of mid · Δ -0.84
net GEX +$61k per 1% (calls +$107k, puts -$47k) strike 585
calls: OI 2,863 (+0) · vol 7 (at ask 7, at bid 0, multi-leg 7) · NBBO 3.30 × 5.30, spread 46.5% of mid · Δ 0.17
puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.90 × 59.30, spread 15.2% of mid · Δ -0.82
net GEX +$4.1m per 1% (calls +$4.1m, puts -$16k) strike 580
calls: OI 867 (+1) · vol 82 (at ask 11, at bid 61, multi-leg 7) · NBBO 2.60 × 7.30, spread 94.9% of mid · Δ 0.19
puts: OI 93 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 49.50 × 54.70, spread 10.0% of mid · Δ -0.80
net GEX +$1.2m per 1% (calls +$1.4m, puts -$146k) strike 575
calls: OI 558 (+105) · vol 38 (at ask 15, at bid 12, multi-leg 20) · NBBO 5.00 × 7.10, spread 34.7% of mid · Δ 0.22
puts: OI 72 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.40 × 50.60, spread 10.8% of mid · Δ -0.78
net GEX +$832k per 1% (calls +$954k, puts -$122k) strike 570
calls: OI 527 (-1) · vol 18 (at ask 0, at bid 18, multi-leg 4) · NBBO 5.70 × 8.70, spread 41.7% of mid · Δ 0.24
puts: OI 56 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 41.40 × 46.60, spread 11.8% of mid · Δ -0.75
net GEX +$870k per 1% (calls +$972k, puts -$102k) strike 565
calls: OI 1,199 (+1) · vol 20 (at ask 16, at bid 3, multi-leg 5) · NBBO 6.90 × 10.10, spread 37.6% of mid · Δ 0.28
puts: OI 31 (-12) · vol 0 (at ask 0, at bid 0) · NBBO 37.40 × 42.60, spread 13.0% of mid · Δ -0.72
net GEX +$2.3m per 1% (calls +$2.3m, puts -$60k) strike 560
calls: OI 593 (+17) · vol 91 (at ask 35, at bid 53, multi-leg 49) · NBBO 8.50 × 11.40, spread 29.1% of mid · Δ 0.31
puts: OI 57 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 34.00 × 38.90, spread 13.4% of mid · Δ -0.69
net GEX +$1.1m per 1% (calls +$1.2m, puts -$115k) strike 555
calls: OI 52 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 9.80 × 13.40, spread 31.0% of mid · Δ 0.35
puts: OI 7 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 29.90 × 35.30, spread 16.6% of mid · Δ -0.65
net GEX +$94k per 1% (calls +$108k, puts -$15k) strike 550
calls: OI 3,527 (+10) · vol 94 (at ask 77, at bid 15, sweep 1, multi-leg 16) · NBBO 12.80 × 15.30, spread 17.8% of mid · Δ 0.39
puts: OI 536 (+0) · vol 13 (at ask 11, at bid 2, multi-leg 9) · NBBO 27.50 × 31.90, spread 14.8% of mid · Δ -0.61
net GEX +$6.3m per 1% (calls +$7.4m, puts -$1.1m) strike 545
calls: OI 71 (+5) · vol 5 (at ask 2, at bid 1, multi-leg 4) · NBBO 13.50 × 17.90, spread 28.0% of mid · Δ 0.43
puts: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 24.80 × 28.70, spread 14.6% of mid · Δ -0.57
net GEX +$121k per 1% (calls +$151k, puts -$31k) strike 540
calls: OI 595 (+10) · vol 7 (at ask 2, at bid 3, multi-leg 4) · NBBO 15.70 × 18.80, spread 18.0% of mid · Δ 0.47
puts: OI 208 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 21.30 × 26.00, spread 19.9% of mid · Δ -0.54
net GEX +$818k per 1% (calls +$1.3m, puts -$460k) strike 535
calls: OI 1,058 (-473) · vol 507 (at ask 2, at bid 503, multi-leg 504) · NBBO 19.00 × 21.30, spread 11.4% of mid · Δ 0.50
puts: OI 248 (-3) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 19.40 × 22.30, spread 13.9% of mid · Δ -0.50
net GEX +$1.7m per 1% (calls +$2.3m, puts -$552k) strike 530
calls: OI 1,923 (+21) · vol 39 (at ask 9, at bid 23, multi-leg 14) · NBBO 20.40 × 25.10, spread 20.7% of mid · Δ 0.54
puts: OI 1,320 (-3) · vol 5 (at ask 1, at bid 4, multi-leg 1) · NBBO 17.20 × 19.40, spread 12.0% of mid · Δ -0.46
net GEX +$1.1m per 1% (calls +$4.1m, puts -$3.0m) strike 525
calls: OI 96 (+2) · vol 26 (at ask 4, at bid 7, multi-leg 23) · NBBO 23.60 × 27.10, spread 13.8% of mid · Δ 0.58
puts: OI 568 (-3) · vol 1,055 (at ask 284, at bid 766, sweep 1, multi-leg 794) · NBBO 13.70 × 18.30, spread 28.8% of mid · Δ -0.42
net GEX -$1.1m per 1% (calls +$199k, puts -$1.3m) strike 520
calls: OI 535 (-8) · vol 33 (at ask 11, at bid 11, multi-leg 11) · NBBO 26.50 × 30.50, spread 14.0% of mid · Δ 0.62
puts: OI 1,024 (-9) · vol 111 (at ask 23, at bid 38, sweep 4, multi-leg 52) · NBBO 13.40 × 16.60, spread 21.3% of mid · Δ -0.38
net GEX -$1.1m per 1% (calls +$1.1m, puts -$2.2m) strike 515
calls: OI 31 (+8) · vol 6 (at ask 0, at bid 1, multi-leg 5) · NBBO 29.70 × 33.40, spread 11.7% of mid · Δ 0.65
puts: OI 614 (+3) · vol 5 (at ask 1, at bid 0, multi-leg 5) · NBBO 11.60 × 14.80, spread 24.2% of mid · Δ -0.35
net GEX -$1.2m per 1% (calls +$60k, puts -$1.2m) strike 510
calls: OI 2,104 (+1) · vol 22 (at ask 22, at bid 0) · NBBO 33.00 × 36.80, spread 10.9% of mid · Δ 0.68
puts: OI 4,973 (+2,183) · vol 201 (at ask 25, at bid 118, multi-leg 30) · NBBO 10.00 × 13.00, spread 26.1% of mid · Δ -0.31
net GEX -$5.5m per 1% (calls +$3.9m, puts -$9.4m) strike 505
calls: OI 153 (+1) · vol 3 (at ask 3, at bid 0) · NBBO 36.50 × 40.30, spread 9.9% of mid · Δ 0.72
puts: OI 825 (+27) · vol 12 (at ask 1, at bid 5, multi-leg 9) · NBBO 8.40 × 11.80, spread 33.7% of mid · Δ -0.28
net GEX -$1.2m per 1% (calls +$269k, puts -$1.5m) strike 500
calls: OI 483 (+7) · vol 26 (at ask 26, at bid 0) · NBBO 40.20 × 44.00, spread 9.0% of mid · Δ 0.75
puts: OI 4,577 (+449) · vol 1,964 (at ask 736, at bid 1,081, multi-leg 111) · NBBO 7.70 × 9.40, spread 19.9% of mid · Δ -0.25
net GEX -$6.8m per 1% (calls +$802k, puts -$7.6m) strike 495
calls: OI 82 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 44.10 × 48.00, spread 8.5% of mid · Δ 0.78
puts: OI 809 (+0) · vol 111 (at ask 2, at bid 4, multi-leg 107) · NBBO 5.90 × 9.00, spread 41.6% of mid · Δ -0.22
net GEX -$1.1m per 1% (calls +$126k, puts -$1.3m) strike 490
calls: OI 268 (+0) · vol 10 (at ask 10, at bid 0) · NBBO 48.00 × 52.30, spread 8.6% of mid · Δ 0.80
puts: OI 5,030 (+19) · vol 182 (at ask 157, at bid 19, multi-leg 172) · NBBO 5.50 × 6.90, spread 22.6% of mid · Δ -0.19
net GEX -$6.8m per 1% (calls +$378k, puts -$7.2m) strike 485
calls: OI 40 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 52.80 × 56.40, spread 6.6% of mid · Δ 0.83
puts: OI 3,212 (-3) · vol 7 (at ask 5, at bid 2) · NBBO 5.00 × 6.90, spread 31.9% of mid · Δ -0.17
net GEX -$4.1m per 1% (calls +$52k, puts -$4.1m) strike 480
calls: OI 346 (-67) · vol 0 (at ask 0, at bid 0) · NBBO 57.00 × 60.60, spread 6.1% of mid · Δ 0.85
puts: OI 11,149 (+5,957) · vol 187 (at ask 31, at bid 6, multi-leg 153) · NBBO 4.30 × 5.80, spread 29.7% of mid · Δ -0.15
net GEX -$12.6m per 1% (calls +$404k, puts -$13.0m) strike 475
calls: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.70 × 65.10, spread 8.7% of mid · Δ 0.88
puts: OI 2,878 (-319) · vol 546 (at ask 2, at bid 503, multi-leg 541) · NBBO 3.70 × 5.70, spread 42.6% of mid · Δ -0.14
net GEX -$3.0m per 1% (calls +$31k, puts -$3.0m) strike 470
calls: OI 54 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.20 × 69.60, spread 8.1% of mid · Δ 0.89
puts: OI 3,470 (-11) · vol 12 (at ask 8, at bid 3, multi-leg 9) · NBBO 3.30 × 4.50, spread 30.8% of mid · Δ -0.12
net GEX -$3.3m per 1% (calls +$50k, puts -$3.3m) strike 465
calls: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.40 × 75.10, spread 6.5% of mid · Δ 0.90
puts: OI 4,717 (+6) · vol 11 (at ask 4, at bid 6, multi-leg 2) · NBBO 2.90 × 4.70, spread 47.4% of mid · Δ -0.11
net GEX -$4.0m per 1% (calls +$36k, puts -$4.0m) strike 460
calls: OI 30 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 74.90 × 78.50, spread 4.7% of mid · Δ 0.91
puts: OI 2,900 (-3) · vol 32 (at ask 2, at bid 25, multi-leg 5) · NBBO 2.50 × 3.10, spread 21.4% of mid · Δ -0.09
net GEX -$2.2m per 1% (calls +$22k, puts -$2.2m) strike 455
calls: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.50 × 87.00, spread 11.6% of mid · Δ 0.92
puts: OI 2,345 (+3) · vol 75 (at ask 50, at bid 25, multi-leg 72) · NBBO 0.75 × 2.75, spread 114.3% of mid · Δ -0.08
net GEX -$1.6m per 1% (calls +$19k, puts -$1.6m) strike 450
calls: OI 33 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 82.70 × 91.00, spread 9.6% of mid · Δ 0.93
puts: OI 6,345 (+487) · vol 75 (at ask 45, at bid 27, multi-leg 30) · NBBO 1.85 × 2.40, spread 25.9% of mid · Δ -0.07
net GEX -$3.8m per 1% (calls +$20k, puts -$3.8m) strike 445
calls: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.60 × 96.00, spread 9.2% of mid · Δ 0.94
puts: OI 265 (+0) · vol 19 (at ask 3, at bid 0, multi-leg 18) · NBBO 1.25 × 2.10, spread 50.7% of mid · Δ -0.06
net GEX -$132k per 1% (calls +$7k, puts -$139k) strike 440
calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.70 × 100.60, spread 7.1% of mid · Δ 0.95
puts: OI 4,161 (-29) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 1.15 × 2.20, spread 62.7% of mid · Δ -0.05
net GEX -$1.9m per 1% (calls +$3k, puts -$1.9m) strike 435
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.10 × 105.30, spread 8.1% of mid · Δ 0.96
puts: OI 189 (-7) · vol 885 (at ask 665, at bid 148, multi-leg 784) · NBBO 0.90 × 1.90, spread 71.4% of mid · Δ -0.05
net GEX -$76k per 1% (calls +$3k, puts -$80k) strike 430
calls: OI 96 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 101.90 × 110.00, spread 7.6% of mid · Δ 0.97
puts: OI 4,785 (-26) · vol 12 (at ask 6, at bid 5, multi-leg 8) · NBBO 0.65 × 1.45, spread 76.2% of mid · Δ -0.04
net GEX -$1.8m per 1% (calls +$30k, puts -$1.8m) strike 425
calls: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.10 × 115.00, spread 6.2% of mid · Δ 0.98
puts: OI 1,719 (-43) · vol 500 (at ask 0, at bid 0, multi-leg 500) · NBBO 1.00 × 1.90, spread 62.1% of mid · Δ -0.04
net GEX -$573k per 1% (calls +$7k, puts -$580k) strike 420
calls: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.50 × 118.80, spread 5.4% of mid · Δ 0.98
puts: OI 459 (+11) · vol 8 (at ask 3, at bid 5, multi-leg 5) · NBBO 0.75 × 1.65, spread 75.0% of mid · Δ -0.03
net GEX -$129k per 1% (calls +$9k, puts -$138k) strike 415
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 116.40 × 124.60, spread 6.8% of mid · Δ 0.98
puts: OI 43 (+0) · vol 15 (at ask 4, at bid 11, multi-leg 13) · NBBO 0.70 × 1.60, spread 78.3% of mid · Δ -0.03
net GEX -$9k per 1% (calls +$2k, puts -$11k) strike 410
calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 121.50 × 129.30, spread 6.2% of mid · Δ 0.99
puts: OI 245 (+108) · vol 14 (at ask 0, at bid 14, multi-leg 14) · NBBO 0.50 × 0.95, spread 62.1% of mid · Δ -0.03
net GEX -$56k per 1% (calls +$924, puts -$57k) strike 405
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 126.40 × 134.60, spread 6.3% of mid · Δ 0.99
puts: OI 534 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 1.75, spread 188.9% of mid · Δ -0.02
net GEX -$110k per 1% (calls +$536, puts -$110k) strike 400
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 131.20 × 139.40, spread 6.1% of mid · Δ 0.99
puts: OI 3,281 (+169) · vol 8 (at ask 3, at bid 5, multi-leg 4) · NBBO 0.25 × 0.90, spread 113.0% of mid · Δ -0.02
net GEX -$610k per 1% (calls +$2k, puts -$612k)