Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
35.9%
own all (<3y) · n=245
IV rank
30.8%
own all (<1y) · n=245
range
25.0% – 66.6%
own all (<1y) · n=245
Term structure · constant maturity 34 consecutive sessions in contango (the normal upward slope).
2 1 calendar day out: every tenor of 1d 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 44.6% 33.5% ━ 2026-09-24 ┅ 2026-08-25 (21 sessions earlier) ◆ scheduled release, at the first tenor spanning it tenors in calendar days, log scale Scheduled after the 2026-09-24 close, from the 2026-09-24 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
Fri 09-25 08:30 · 1d Durable Goods (August) · f -0.3% · prev 1.1%Skew · risk reversal 25-delta 7d old
-0.1 pts
own all (<3y) 4.3% · n=35
10-delta 7d 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 2026-09-23 2d 2026-09-25 · short
2026-09-25: 8 put and 7 call strikes within ±3.3%, IV 35% to 40% 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 · 09-23 expected move 2026-10-30 Fri weekly 36 2026-10-02 8d no earnings (ETF) 39.6% c 565 — 2026-11-20 Fri 57
Chain · one strike axis Book as of 2026-09-23 : 1 session behind 2026-09-24: no SOXX chain statistics (net_gex) dated after 2026-09-23 are knowable as of 2026-09-24, and no ticker has newer ones. The strikes drawn below are 2026-09-23's rows as stored now; the levels and statistics are the readings dated 2026-09-23, computed from those rows when the readings were derived, and a fetch of 2026-09-23 after that can revise rows. Open interest is what entered 2026-09-23 (OCC's settlement of 2026-09-22), valued at the 2026-09-23 close.
net GEX · carried book
+$63.6m per 1%
own all (<3y) 91.9% · n=68
gamma flip
$548.58
flip within ±25% of book spot
flip distance
-1.00 ATR
own all (<3y) 5.1% · n=68
low 25.0% 245 sessions, all (<1y) · today 37.8% high 66.6%
Fri 09-25 10:00 · 1d 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
41.3%
own all (<3y) 62.7% · n=245
slope, 30d − 90d
-3.5 pts
own all (<3y) 5.3% · n=245
variance risk premium, 30d
+1.0 pts
own all (<3y) 61.0% · n=240
47% 34% −3.3% book spot +3.3% 9d 2026-10-02
2026-10-02: 14 put and 11 call strikes within ±7.0%, IV 35% to 41% 47% 34% −7.0% book spot +7.0% 16d 2026-10-09
2026-10-09: 15 put and 8 call strikes within ±9.4%, IV 35% to 40% 47% 34% −9.4% book spot +9.4% 23d 2026-10-16
2026-10-16: 18 put and 11 call strikes within ±11%, IV 35% to 43% 47% 34% −11% book spot +11% 37d 2026-10-30
2026-10-30: 22 put and 9 call strikes within ±14%, IV 35% to 44% 47% 34% −14% book spot +14% 58d 2026-11-20
2026-11-20: 18 put and 13 call strikes within ±18%, IV 40% to 45% 47% 34% −18% book spot +18% 86d 2026-12-18
2026-12-18: 19 put and 13 call strikes within ±22%, IV 39% to 46% 47% 34% −22% book spot +22% 114d 2027-01-15
2027-01-15: 17 put and 18 call strikes within ±25%, IV 38% to 46% 47% 34% −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 (34%–47%), set by the expiries past 7 DTE.
DTE counts calendar days from 2026-09-24, the page's date and the earliest an entry could be made - not from the 2026-09-23 book the expiries and IVs come from, which would overstate it by 1 day; an expiry first listed after 2026-09-23 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 2026-09-24 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 2026-09-24, 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 2026-09-23 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.
book spot $565.72 (unadjusted close, 2026-09-23) · call wall $600.00 (+6.06% from book spot) · put wall $500.00 (-11.62% from book spot) · max pain $530.00 (-6.31% 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 $565.72 × (1 + that distance) - the 2026-09-23 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. SOXX headlines $566.07 , its newest unadjusted close, on 2026-09-24 ; the book was taken at $565.72 on 2026-09-23 , 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 2026-09-23 book's levels, on the 2026-09-23 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-10-02 expiry: 8 calendar days from 2026-09-24 (9 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-23 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 592.5 (Δ 0.20), put 537.5 (Δ -0.21).
call put OI carried through 2026-09-22 · opened by 2026-09-22'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 2026-09-22's trading; volume is 2026-09-23's. ◀ put OI call OI ▶ entering 2026-09-23 ◀ put vol call vol ▶ traded 2026-09-23 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 700 690 675 660 650 640 635 630 625 620 615 610 605 600 595 590 585 580 575 570 565 560 555 550 545 540 535 530 525 520 515 510 505 500 495 490 485 480 475 470 465 460 455 450 445 440 435 430 425 put strike nearest 0.20 delta: 537.5 call strike nearest 0.20 delta: 592.5 3.0k 0 3.0k 1.1k 1.1k 25% 10% 10% 25% -$9.1m +$9.1m call wall 600 book spot 565.72 γ flip 548.58 put wall 500 strike 705
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.40, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 135.10 × 143.30, spread 5.9% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 700
calls: OI 28 (+18) · vol 9 (at ask 9, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 130.10 × 138.30, spread 6.1% of mid · Δ -1.00
net GEX +$222 per 1% (calls +$222, puts +$0) strike 695
calls: OI 0 (+0) · vol 40 (at ask 0, at bid 20) · NBBO 0.00 × 0.95, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 125.10 × 133.30, spread 6.3% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 690
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.45, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.10 × 128.30, spread 6.6% of mid · Δ -1.00
no GEX (no side has both gamma and open interest) strike 685
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.35, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.00 × 123.90, spread 7.5% of mid · Δ -0.99
net GEX +$78 per 1% (calls +$78, puts +$0) strike 680
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.50, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.00 × 118.90, spread 7.8% of mid · Δ -0.99
net GEX +$38 per 1% (calls +$38, puts +$0) strike 675
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.30, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.00 × 113.90, spread 8.1% of mid · Δ -0.99
no GEX (no side has both gamma and open interest) strike 670
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.55, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.00 × 108.90, spread 8.5% of mid · Δ -0.99
no GEX (no side has both gamma and open interest) strike 665
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.20, spread no two-sided quote (zero bid) · Δ 0.00
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.00 × 103.90, spread 8.9% of mid · Δ -0.98
net GEX +$214 per 1% (calls +$214, puts +$0) strike 660
calls: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.20, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 90.00 × 99.90, spread 10.4% of mid · Δ -0.98
net GEX +$4k per 1% (calls +$4k, puts +$0) 2026-10-02 expiry, 101 strikes within ±25% of book spot (the flip search band); 37 hidden (11 above, 26 below), 31 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$26.9m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-23's own - whether it opened positions shows in the 2026-09-24 book's change.
max pain $530.00 belongs to the 2026-10-16 monthly (23 days from 2026-09-23, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
Table view · 101 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 5.9% 143.30 135.10 705 0.00 1.40 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 6.1% 138.30 130.10 700 0.00 0.05 no two-sided quote 0.00 9 9 0 0 0 28 +18 +$0 +$222 +$222 +0 0 0 0 0 0 0 -1.00 6.3% 133.30 125.10 695 0.00 0.95 no two-sided quote 0.00 40 0 20 0 0 0 +0 — — — +0 0 0 0 0 0 0 -1.00 6.6% 128.30 120.10 690 0.00 1.45 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.99 7.5% 123.90 115.00 685 0.00 1.35 no two-sided quote 0.00 0 0 0 0 0 3 +0 +$0 +$78 +$78 +0 0 0 0 0 0 0 -0.99 7.8% 118.90 110.00 680 0.00 1.50 no two-sided quote 0.00 0 0 0 0 0 1 +0 +$0 +$38 +$38 +0 0 0 0 0 0 0 -0.99 8.1% 113.90 105.00 675 0.00 1.30 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.99 8.5% 108.90 100.00 670 0.00 1.55 no two-sided quote 0.00 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.98 8.9% 103.90 95.00 665 0.00 1.20 no two-sided quote 0.00 0 0 0 0 0 2 +0 +$0 +$214 +$214 +0 0 0 0 0 0 0 -0.98 10.4% 99.90 90.00 660 0.00 1.20 no two-sided quote 0.01 0 0 0 0 0 24 +0 +$0 +$4k +$4k +0 0 0 0 21 0 21 -0.97 10.1% 94.00 85.00 655 0.00 1.50 no two-sided quote 0.01 0 0 0 0 0 3 +0 +$0 +$605 +$605 +0 0 0 0 0 0 0 -0.97 10.0% 88.50 80.10 650 0.00 1.30 no two-sided quote 0.01 0 0 0 0 0 34 +0 +$0 +$9k +$9k +0 0 0 0 0 0 0 -0.96 10.4% 83.60 75.30 645 0.00 1.40 no two-sided quote 0.02 0 0 0 0 0 0 +0 — — — — 0 0 0 0 0 0 -0.95 10.9% 81.10 72.70 642.5 0.00 1.30 no two-sided quote 0.02 17 0 17 0 0 0 — — — — +0 0 0 0 0 0 0 -0.95 11.1% 78.60 70.30 640 0.00 1.70 no two-sided quote 0.02 0 0 0 0 0 22 +0 +$0 +$10k +$10k — 0 0 0 0 0 0 -0.94 11.8% 76.20 67.70 637.5 0.00 1.95 no two-sided quote 0.02 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.94 12.2% 73.70 65.20 635 0.00 1.00 no two-sided quote 0.03 1 0 1 0 0 2 +0 +$0 +$1k +$1k — 0 0 0 0 0 0 -0.93 12.5% 71.20 62.80 632.5 0.00 1.95 no two-sided quote 0.03 2 2 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.93 13.2% 68.80 60.30 630 0.15 1.15 153.8% 0.04 4 0 3 0 0 7 +2 +$0 +$6k +$6k — 0 0 0 0 0 0 -0.92 13.4% 66.30 58.00 627.5 0.05 1.35 185.7% 0.05 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.92 14.2% 63.90 55.40 625 0.10 1.35 172.4% 0.05 1 1 0 0 1 32 +0 +$0 +$32k +$32k — 0 0 0 0 0 0 -0.91 14.7% 61.50 53.10 622.5 0.50 1.10 75.0% 0.06 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.91 16.2% 59.50 50.60 620 0.55 1.10 66.7% 0.07 0 0 0 0 0 12 +1 +$0 +$14k +$14k — 0 0 0 0 0 0 -0.91 15.8% 56.70 48.40 617.5 0.45 1.40 102.7% 0.07 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.90 17.7% 54.70 45.80 615 0.50 1.75 111.1% 0.08 0 0 0 0 0 67 +0 +$0 +$95k +$95k — 0 0 0 0 0 0 -0.89 16.0% 51.90 44.20 612.5 0.65 1.65 87.0% 0.09 0 0 0 0 0 0 — — — — +1 1 0 0 3 6 9 -0.89 15.3% 49.40 42.40 610 0.80 2.15 91.5% 0.10 3 0 3 0 0 45 +2 -$2k +$75k +$73k — 0 0 0 0 0 0 -0.88 10.6% 46.50 41.80 607.5 1.00 2.00 66.7% 0.10 0 0 0 0 0 0 — — — — +0 0 0 0 0 0 0 -0.88 9.6% 43.50 39.50 605 1.25 2.60 70.1% 0.11 1 1 0 0 0 2,677 +0 +$0 +$5.2m +$5.2m — 0 0 0 0 0 0 -0.87 16.5% 42.70 36.20 602.5 1.50 2.75 58.8% 0.13 0 0 0 0 0 0 — — — — +7 7 0 0 0 0 0 -0.86 13.2% 40.40 35.40 600 2.05 3.20 43.8% 0.14 55 16 33 0 7 239 +1 -$16k +$549k +$533k — 0 0 0 0 0 0 -0.85 19.9% 38.20 31.30 597.5 2.15 3.60 50.4% 0.16 0 0 0 0 0 0 — — — — +1 1 0 0 16 0 16 -0.82 15.8% 36.10 30.80 595 2.55 4.00 44.3% 0.18 83 1 82 0 0 51 +15 -$3k +$136k +$133k — 0 0 0 0 0 0 -0.80 16.7% 32.50 27.50 592.5 3.00 4.60 42.1% 0.20 0 0 0 0 0 0 — — — — +1 1 0 0 0 0 0 -0.78 11.1% 30.40 27.20 590 3.50 4.90 33.3% 0.22 5 1 4 1 2 61 +2 -$3k +$186k +$183k +0 0 0 0 0 0 0 -0.75 15.2% 28.40 24.40 587.5 4.00 5.80 36.7% 0.24 0 0 0 0 0 4 +0 +$0 +$13k +$13k +3 3 0 0 167 0 170 -0.73 12.9% 26.50 23.30 585 4.70 6.10 25.9% 0.27 4 1 3 0 4 171 -4 -$10k +$582k +$572k +5 5 0 0 0 0 0 -0.71 22.1% 24.60 19.70 582.5 5.40 7.30 29.9% 0.29 22 2 10 0 0 2,206 +2,206 -$18k +$7.9m +$7.8m +85 85 0 0 1 12 13 -0.68 11.7% 22.70 20.20 580 6.20 7.40 17.6% 0.32 154 105 45 1 24 97 +32 -$312k +$353k +$42k +0 1 0 0 0 2 2 -0.65 20.0% 20.90 17.10 577.5 7.00 8.60 20.5% 0.36 2 2 0 0 1 1 +1 -$4k +$4k -$74 +0 0 0 0 0 0 0 -0.62 22.6% 19.20 15.30 575 8.40 9.50 12.3% 0.39 109 65 27 0 3 69 +16 +$0 +$257k +$257k +0 0 0 0 1 0 2 -0.59 13.3% 17.70 15.50 572.5 9.50 11.00 14.6% 0.42 20 8 6 0 0 111 +18 +$0 +$418k +$418k +8 10 50 0 52 9 84 -0.56 14.5% 16.30 14.10 570 10.50 13.00 21.3% 0.45 29 6 23 0 7 2,398 -12 -$40k +$9.1m +$9.1m +18 18 0 0 1 18 19 -0.53 14.4% 14.90 12.90 567.5 11.70 14.10 18.6% 0.48 0 0 0 0 0 86 +8 -$71k +$328k +$257k +50 50 5 0 36 14 50 -0.49 15.0% 13.60 11.70 565 13.00 14.40 10.2% 0.51 249 198 51 0 1 163 +102 -$195k +$620k +$426k +15 15 0 0 0 2 2 -0.46 11.5% 12.00 10.70 562.5 13.90 17.00 20.1% 0.54 31 11 20 0 0 19 +1 -$58k +$72k +$14k +767 772 309 1 257 690 997 -0.43 16.1% 11.40 9.70 560 15.30 17.20 11.7% 0.57 166 93 66 1 17 290 -22 -$2.9m +$1.1m -$1.8m +7 7 0 0 12 1 13 -0.40 20.1% 10.40 8.50 557.5 16.70 18.80 11.8% 0.59 1 1 0 0 1 2 -4 -$26k +$7k -$19k +23 61 0 0 14 4 18 -0.37 19.0% 9.20 7.60 555 18.20 20.80 13.3% 0.62 8 4 4 1 3 57 +1 -$224k +$205k -$20k -1 20 0 0 0 0 0 -0.35 19.4% 8.50 7.00 552.5 19.70 22.20 11.9% 0.65 35 29 6 0 1 81 +73 -$71k +$285k +$214k +106 235 103 1 626 86 819 -0.32 24.8% 7.70 6.00 550 21.30 24.10 12.3% 0.68 83 12 69 26 6 203 -8 -$803k +$694k -$109k +0 54 1 0 7 0 7 -0.29 24.0% 7.00 5.50 547.5 23.00 27.60 18.2% 0.70 0 0 0 0 0 8 -3 -$177k +$26k -$151k +7 27 1 0 0 24 25 -0.27 30.6% 6.40 4.70 545 24.80 27.60 10.7% 0.73 2 0 2 0 2 94 -3 -$84k +$289k +$205k +2 112 0 0 0 0 0 -0.25 36.7% 5.80 4.00 542.5 26.70 29.50 10.0% 0.75 6 2 4 1 0 2,758 -83 -$329k +$8.0m +$7.7m +1,000 1,020 511 23 1,022 82 1,129 -0.23 39.1% 5.20 3.50 540 28.60 31.40 9.3% 0.77 5 0 2 0 5 156 -1 -$2.8m +$429k -$2.4m +4 46 0 0 1 0 1 -0.21 29.3% 4.70 3.50 537.5 30.60 33.50 9.0% 0.79 13 1 12 0 1 10 +0 -$120k +$26k -$94k +20 27 10 0 13 0 13 -0.19 35.3% 4.00 2.80 535 30.70 35.60 14.8% 0.81 0 0 0 0 0 36 -4 -$66k +$88k +$22k +1 7 1 0 1 0 1 -0.17 47.2% 3.80 2.35 532.5 32.50 39.40 19.2% 0.84 0 0 0 0 0 27 +0 -$16k +$61k +$46k +30 194 3 0 7 32 40 -0.15 50.0% 3.50 2.10 530 35.00 39.90 13.1% 0.86 2 0 1 0 1 67 -13 -$409k +$141k -$268k +0 12 0 0 1 3 4 -0.14 61.2% 3.20 1.70 527.5 36.90 42.50 14.1% 0.88 3 1 2 0 0 23 -6 -$23k +$44k +$21k -1 90 1 0 2 8 10 -0.12 62.1% 2.85 1.50 525 39.20 46.80 17.7% 0.89 13 13 0 0 13 59 -14 -$161k +$104k -$58k +0 15 0 0 0 2 3 -0.11 70.1% 2.60 1.25 522.5 41.50 49.60 17.8% 0.90 0 0 0 0 0 24 +0 -$25k +$39k +$14k +29 107 1 0 11 8 22 -0.10 47.4% 2.35 1.45 520 43.80 51.50 16.2% 0.90 0 0 0 0 0 470 +0 -$162k +$704k +$541k +0 32 1 0 0 0 11 -0.09 82.0% 2.15 0.90 517.5 46.20 53.70 15.0% 0.91 0 0 0 0 0 116 -5 -$44k +$161k +$117k +10 38 0 0 0 5 102 -0.08 78.6% 1.95 0.85 515 48.60 55.10 12.5% 0.91 3 2 1 0 1 144 +0 -$48k +$187k +$139k +1 11 0 0 0 0 0 -0.07 61.5% 1.70 0.90 512.5 51.00 58.90 14.4% 0.92 0 0 0 0 0 10 +1 -$13k +$12k -$429 -23 82 2 0 0 4 5 -0.06 43.9% 1.25 0.80 510 53.10 59.90 12.0% 0.92 0 0 0 0 0 36 -1 -$84k +$41k -$43k +1 15 2 0 0 3 4 -0.06 110.0% 1.55 0.45 507.5 55.80 64.00 13.7% 0.92 0 0 0 0 0 11 +0 -$14k +$12k -$2k +0 153 0 0 2 15 18 -0.05 100.0% 1.20 0.40 505 58.30 64.80 10.6% 0.93 0 0 0 0 0 161 -24 -$132k +$160k +$29k +0 6 0 0 0 4 4 -0.05 no two-sided quote 1.30 0.00 502.5 60.60 68.50 12.2% 0.93 0 0 0 0 0 9 +0 -$5k +$8k +$4k +11 327 1 0 15 4 23 -0.04 32.3% 0.90 0.65 500 63.20 69.70 9.8% 0.93 1 0 1 0 0 48 +0 -$238k +$42k -$196k +0 9 0 0 0 0 0 -0.04 no two-sided quote 1.65 0.00 497.5 65.50 73.70 11.8% 0.94 0 0 0 0 0 2 +0 -$6k +$2k -$4k -2 150 0 0 6 0 6 -0.04 no two-sided quote 1.70 0.00 495 66.50 75.10 12.1% 0.94 0 0 0 0 0 153 +0 -$91k +$120k +$28k +0 5 0 0 0 0 0 -0.03 no two-sided quote 1.45 0.00 492.5 70.40 78.50 10.9% 0.94 0 0 0 0 0 2 +0 -$3k +$1k -$1k +6 84 0 0 0 0 0 -0.03 no two-sided quote 1.35 0.00 490 72.20 81.00 11.5% 0.94 0 0 0 0 0 21 +0 -$42k +$15k -$28k +0 1 0 0 0 0 0 -0.03 no two-sided quote 1.80 0.00 487.5 75.30 83.60 10.4% 0.95 0 0 0 0 0 1 +0 -$452 +$657 +$205 -3 1,348 0 0 2 0 2 -0.02 169.2% 0.60 0.05 485 77.70 85.70 9.8% 0.95 0 0 0 0 0 1 +0 -$548k +$621 -$547k -3 206 0 0 0 1 1 -0.02 no two-sided quote 0.90 0.00 482.5 80.20 88.40 9.7% 0.95 0 0 0 0 0 4 +0 -$77k +$2k -$75k +0 59 0 0 3 56 60 -0.02 111.1% 0.70 0.20 480 82.50 88.80 7.4% 0.95 0 0 0 0 0 5 +0 -$21k +$3k -$18k +0 22 0 0 0 0 0 -0.02 no two-sided quote 1.30 0.00 477.5 85.20 93.40 9.2% 0.96 0 0 0 0 0 0 +0 -$7k +$0 -$7k +0 1,540 0 0 0 0 0 -0.02 no two-sided quote 1.10 0.00 475 87.00 95.90 9.7% 0.96 0 0 0 0 0 0 +0 -$462k +$0 -$462k +0 100 0 0 0 0 0 -0.02 no two-sided quote 1.45 0.00 472.5 89.30 98.00 9.3% 0.96 0 0 0 0 0 0 +0 -$28k +$0 -$28k -177 2,868 1 0 4 2 6 -0.02 no two-sided quote 0.50 0.00 470 92.30 100.80 8.8% 0.96 0 0 0 0 0 15 +0 -$736k +$7k -$730k +0 2 0 0 0 0 0 -0.01 no two-sided quote 1.40 0.00 467.5 95.00 103.00 8.1% 0.96 0 0 0 0 0 0 +0 -$474 +$0 -$474 -141 124 0 0 2 1 3 -0.01 169.2% 0.60 0.05 465 97.50 105.80 8.2% 0.96 0 0 0 0 0 11 +0 -$27k +$4k -$23k +0 1 0 0 0 0 0 -0.01 no two-sided quote 1.60 0.00 462.5 100.10 108.00 7.6% 0.97 0 0 0 0 0 0 +0 -$200 +$0 -$200 +0 356 0 0 8 4 12 -0.01 no two-sided quote 0.45 0.00 460 102.40 110.70 7.8% 0.97 0 0 0 0 0 4 +0 -$65k +$1k -$64k +0 0 0 0 0 0 0 -0.01 no two-sided quote 1.15 0.00 457.5 104.90 113.00 7.4% 0.97 0 0 0 0 0 0 +0 — — — +0 36 0 0 0 0 0 -0.01 no two-sided quote 0.60 0.00 455 106.80 115.70 8.0% 0.97 0 0 0 0 0 6 +0 -$5k +$2k -$3k +0 0 0 0 0 0 0 -0.01 no two-sided quote 1.35 0.00 452.5 109.20 118.00 7.7% 0.97 0 0 0 0 0 0 +0 — — — +0 318 0 0 2 0 2 -0.01 188.9% 1.75 0.05 450 112.40 120.50 7.0% 0.97 0 0 0 0 0 2 +0 -$41k +$616 -$40k +0 0 0 0 0 0 0 -0.01 no two-sided quote 1.50 0.00 447.5 114.80 123.00 6.9% 0.97 0 0 0 0 0 0 +0 — — — +0 346 0 0 0 0 0 -0.01 no two-sided quote 1.10 0.00 445 116.80 125.60 7.3% 0.97 0 0 0 0 0 0 +0 -$39k +$0 -$39k +0 0 0 0 0 0 0 -0.01 no two-sided quote 2.95 0.00 442.5 119.20 128.00 7.1% 0.97 0 0 0 0 0 0 +0 — — — +0 21 0 0 0 0 0 -0.01 no two-sided quote 1.70 0.00 440 121.70 130.60 7.1% 0.97 0 0 0 0 0 1 +0 -$2k +$262 -$2k +0 0 0 0 0 0 0 -0.01 no two-sided quote 1.45 0.00 437.5 124.80 133.00 6.4% 0.97 0 0 0 0 0 0 +0 — — — +0 28 1 0 33 0 33 -0.01 181.0% 1.00 0.05 435 127.20 135.60 6.4% 0.97 0 0 0 0 0 1 +0 -$3k +$242 -$2k +0 0 0 0 0 0 0 -0.01 no two-sided quote 1.25 0.00 432.5 129.70 138.00 6.2% 0.98 0 0 0 0 0 0 +0 — — — +0 36 0 0 0 0 0 -0.01 no two-sided quote 1.25 0.00 430 131.60 140.50 6.5% 0.98 0 0 0 0 0 1 +0 -$3k +$224 -$3k +0 0 0 0 0 0 0 -0.01 no two-sided quote 1.45 0.00 427.5 134.70 142.90 5.9% 0.98 0 0 0 0 0 0 +0 — — — -1 633 1 0 2 0 2 -0.01 no two-sided quote 0.30 0.00 425 137.20 145.50 5.9% 0.98 0 0 0 0 0 0 +0 -$46k +$0 -$46k
strike 655
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.50, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 21 (at ask 0, at bid 21) · NBBO 85.00 × 94.00, spread 10.1% of mid · Δ -0.97
net GEX +$605 per 1% (calls +$605, puts +$0) strike 650
calls: OI 34 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.30, spread no two-sided quote (zero bid) · Δ 0.01
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.10 × 88.50, spread 10.0% of mid · Δ -0.97
net GEX +$9k per 1% (calls +$9k, puts +$0) strike 645
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.40, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.30 × 83.60, spread 10.4% of mid · Δ -0.96
no GEX (no side has both gamma and open interest) strike 642.5
calls: OI 0 (no prior OI) · vol 17 (at ask 0, at bid 17) · NBBO 0.00 × 1.30, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 72.70 × 81.10, spread 10.9% of mid · Δ -0.95
no GEX (no side has both gamma and open interest) strike 640
calls: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.70, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.30 × 78.60, spread 11.1% of mid · Δ -0.95
net GEX +$10k per 1% (calls +$10k, puts +$0) strike 637.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.95, spread no two-sided quote (zero bid) · Δ 0.02
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 67.70 × 76.20, spread 11.8% of mid · Δ -0.94
no GEX (no side has both gamma and open interest) strike 635
calls: OI 2 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.00 × 1.00, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.20 × 73.70, spread 12.2% of mid · Δ -0.94
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 632.5
calls: OI 0 (no prior OI) · vol 2 (at ask 2, at bid 0) · NBBO 0.00 × 1.95, spread no two-sided quote (zero bid) · Δ 0.03
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 62.80 × 71.20, spread 12.5% of mid · Δ -0.93
no GEX (no side has both gamma and open interest) strike 630
calls: OI 7 (+2) · vol 4 (at ask 0, at bid 3) · NBBO 0.15 × 1.15, spread 153.8% of mid · Δ 0.04
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.30 × 68.80, spread 13.2% of mid · Δ -0.93
net GEX +$6k per 1% (calls +$6k, puts +$0) strike 627.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 1.35, spread 185.7% of mid · Δ 0.05
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 58.00 × 66.30, spread 13.4% of mid · Δ -0.92
no GEX (no side has both gamma and open interest) strike 625
calls: OI 32 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 0.10 × 1.35, spread 172.4% of mid · Δ 0.05
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.40 × 63.90, spread 14.2% of mid · Δ -0.92
net GEX +$32k per 1% (calls +$32k, puts +$0) strike 622.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.50 × 1.10, spread 75.0% of mid · Δ 0.06
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 53.10 × 61.50, spread 14.7% of mid · Δ -0.91
no GEX (no side has both gamma and open interest) strike 620
calls: OI 12 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.55 × 1.10, spread 66.7% of mid · Δ 0.07
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 50.60 × 59.50, spread 16.2% of mid · Δ -0.91
net GEX +$14k per 1% (calls +$14k, puts +$0) strike 617.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.45 × 1.40, spread 102.7% of mid · Δ 0.07
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 48.40 × 56.70, spread 15.8% of mid · Δ -0.91
no GEX (no side has both gamma and open interest) strike 615
calls: OI 67 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.50 × 1.75, spread 111.1% of mid · Δ 0.08
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 45.80 × 54.70, spread 17.7% of mid · Δ -0.90
net GEX +$95k per 1% (calls +$95k, puts +$0) strike 612.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 0.65 × 1.65, spread 87.0% of mid · Δ 0.09
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 44.20 × 51.90, spread 16.0% of mid · Δ -0.89
no GEX (no side has both gamma and open interest) strike 610
calls: OI 45 (+2) · vol 3 (at ask 0, at bid 3) · NBBO 0.80 × 2.15, spread 91.5% of mid · Δ 0.10
puts: OI 1 (+1) · vol 9 (at ask 6, at bid 3) · NBBO 42.40 × 49.40, spread 15.3% of mid · Δ -0.89
net GEX +$73k per 1% (calls +$75k, puts -$2k) strike 607.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.00 × 2.00, spread 66.7% of mid · Δ 0.10
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 41.80 × 46.50, spread 10.6% of mid · Δ -0.88
no GEX (no side has both gamma and open interest) strike 605
calls: OI 2,677 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 1.25 × 2.60, spread 70.1% of mid · Δ 0.11
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 39.50 × 43.50, spread 9.6% of mid · Δ -0.88
net GEX +$5.2m per 1% (calls +$5.2m, puts +$0) strike 602.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 1.50 × 2.75, spread 58.8% of mid · Δ 0.13
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 36.20 × 42.70, spread 16.5% of mid · Δ -0.87
no GEX (no side has both gamma and open interest) strike 600
calls: OI 239 (+1) · vol 55 (at ask 16, at bid 33, multi-leg 7) · NBBO 2.05 × 3.20, spread 43.8% of mid · Δ 0.14
puts: OI 7 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 35.40 × 40.40, spread 13.2% of mid · Δ -0.86
net GEX +$533k per 1% (calls +$549k, puts -$16k) strike 597.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 2.15 × 3.60, spread 50.4% of mid · Δ 0.16
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 31.30 × 38.20, spread 19.9% of mid · Δ -0.85
no GEX (no side has both gamma and open interest) strike 595
calls: OI 51 (+15) · vol 83 (at ask 1, at bid 82) · NBBO 2.55 × 4.00, spread 44.3% of mid · Δ 0.18
puts: OI 1 (+1) · vol 16 (at ask 0, at bid 16) · NBBO 30.80 × 36.10, spread 15.8% of mid · Δ -0.82
net GEX +$133k per 1% (calls +$136k, puts -$3k) strike 592.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 3.00 × 4.60, spread 42.1% of mid · Δ 0.20
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 27.50 × 32.50, spread 16.7% of mid · Δ -0.80
no GEX (no side has both gamma and open interest) strike 590
calls: OI 61 (+2) · vol 5 (at ask 1, at bid 4, sweep 1, multi-leg 2) · NBBO 3.50 × 4.90, spread 33.3% of mid · Δ 0.22
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 27.20 × 30.40, spread 11.1% of mid · Δ -0.78
net GEX +$183k per 1% (calls +$186k, puts -$3k) strike 587.5
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.00 × 5.80, spread 36.7% of mid · Δ 0.24
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 24.40 × 28.40, spread 15.2% of mid · Δ -0.75
net GEX +$13k per 1% (calls +$13k, puts +$0) strike 585
calls: OI 171 (-4) · vol 4 (at ask 1, at bid 3, multi-leg 4) · NBBO 4.70 × 6.10, spread 25.9% of mid · Δ 0.27
puts: OI 3 (+3) · vol 170 (at ask 0, at bid 167) · NBBO 23.30 × 26.50, spread 12.9% of mid · Δ -0.73
net GEX +$572k per 1% (calls +$582k, puts -$10k) strike 582.5
calls: OI 2,206 (+2,206) · vol 22 (at ask 2, at bid 10) · NBBO 5.40 × 7.30, spread 29.9% of mid · Δ 0.29
puts: OI 5 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 19.70 × 24.60, spread 22.1% of mid · Δ -0.71
net GEX +$7.8m per 1% (calls +$7.9m, puts -$18k) strike 580
calls: OI 97 (+32) · vol 154 (at ask 105, at bid 45, sweep 1, multi-leg 24) · NBBO 6.20 × 7.40, spread 17.6% of mid · Δ 0.32
puts: OI 85 (+85) · vol 13 (at ask 12, at bid 1) · NBBO 20.20 × 22.70, spread 11.7% of mid · Δ -0.68
net GEX +$42k per 1% (calls +$353k, puts -$312k) strike 577.5
calls: OI 1 (+1) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 7.00 × 8.60, spread 20.5% of mid · Δ 0.36
puts: OI 1 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 17.10 × 20.90, spread 20.0% of mid · Δ -0.65
net GEX -$74 per 1% (calls +$4k, puts -$4k) strike 575
calls: OI 69 (+16) · vol 109 (at ask 65, at bid 27, multi-leg 3) · NBBO 8.40 × 9.50, spread 12.3% of mid · Δ 0.39
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 15.30 × 19.20, spread 22.6% of mid · Δ -0.62
net GEX +$257k per 1% (calls +$257k, puts +$0) strike 572.5
calls: OI 111 (+18) · vol 20 (at ask 8, at bid 6) · NBBO 9.50 × 11.00, spread 14.6% of mid · Δ 0.42
puts: OI 0 (+0) · vol 2 (at ask 0, at bid 1) · NBBO 15.50 × 17.70, spread 13.3% of mid · Δ -0.59
net GEX +$418k per 1% (calls +$418k, puts +$0) strike 570
calls: OI 2,398 (-12) · vol 29 (at ask 6, at bid 23, multi-leg 7) · NBBO 10.50 × 13.00, spread 21.3% of mid · Δ 0.45
puts: OI 10 (+8) · vol 84 (at ask 9, at bid 52, multi-leg 50) · NBBO 14.10 × 16.30, spread 14.5% of mid · Δ -0.56
net GEX +$9.1m per 1% (calls +$9.1m, puts -$40k) strike 567.5
calls: OI 86 (+8) · vol 0 (at ask 0, at bid 0) · NBBO 11.70 × 14.10, spread 18.6% of mid · Δ 0.48
puts: OI 18 (+18) · vol 19 (at ask 18, at bid 1) · NBBO 12.90 × 14.90, spread 14.4% of mid · Δ -0.53
net GEX +$257k per 1% (calls +$328k, puts -$71k) strike 565
calls: OI 163 (+102) · vol 249 (at ask 198, at bid 51, multi-leg 1) · NBBO 13.00 × 14.40, spread 10.2% of mid · Δ 0.51
puts: OI 50 (+50) · vol 50 (at ask 14, at bid 36, multi-leg 5) · NBBO 11.70 × 13.60, spread 15.0% of mid · Δ -0.49
net GEX +$426k per 1% (calls +$620k, puts -$195k) strike 562.5
calls: OI 19 (+1) · vol 31 (at ask 11, at bid 20) · NBBO 13.90 × 17.00, spread 20.1% of mid · Δ 0.54
puts: OI 15 (+15) · vol 2 (at ask 2, at bid 0) · NBBO 10.70 × 12.00, spread 11.5% of mid · Δ -0.46
net GEX +$14k per 1% (calls +$72k, puts -$58k) strike 560
calls: OI 290 (-22) · vol 166 (at ask 93, at bid 66, sweep 1, multi-leg 17) · NBBO 15.30 × 17.20, spread 11.7% of mid · Δ 0.57
puts: OI 772 (+767) · vol 997 (at ask 690, at bid 257, sweep 1, multi-leg 309) · NBBO 9.70 × 11.40, spread 16.1% of mid · Δ -0.43
net GEX -$1.8m per 1% (calls +$1.1m, puts -$2.9m) strike 557.5
calls: OI 2 (-4) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 16.70 × 18.80, spread 11.8% of mid · Δ 0.59
puts: OI 7 (+7) · vol 13 (at ask 1, at bid 12) · NBBO 8.50 × 10.40, spread 20.1% of mid · Δ -0.40
net GEX -$19k per 1% (calls +$7k, puts -$26k) strike 555
calls: OI 57 (+1) · vol 8 (at ask 4, at bid 4, sweep 1, multi-leg 3) · NBBO 18.20 × 20.80, spread 13.3% of mid · Δ 0.62
puts: OI 61 (+23) · vol 18 (at ask 4, at bid 14) · NBBO 7.60 × 9.20, spread 19.0% of mid · Δ -0.37
net GEX -$20k per 1% (calls +$205k, puts -$224k) strike 552.5
calls: OI 81 (+73) · vol 35 (at ask 29, at bid 6, multi-leg 1) · NBBO 19.70 × 22.20, spread 11.9% of mid · Δ 0.65
puts: OI 20 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 7.00 × 8.50, spread 19.4% of mid · Δ -0.35
net GEX +$214k per 1% (calls +$285k, puts -$71k) strike 550
calls: OI 203 (-8) · vol 83 (at ask 12, at bid 69, sweep 26, multi-leg 6) · NBBO 21.30 × 24.10, spread 12.3% of mid · Δ 0.68
puts: OI 235 (+106) · vol 819 (at ask 86, at bid 626, sweep 1, multi-leg 103) · NBBO 6.00 × 7.70, spread 24.8% of mid · Δ -0.32
net GEX -$109k per 1% (calls +$694k, puts -$803k) strike 547.5
calls: OI 8 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 23.00 × 27.60, spread 18.2% of mid · Δ 0.70
puts: OI 54 (+0) · vol 7 (at ask 0, at bid 7, multi-leg 1) · NBBO 5.50 × 7.00, spread 24.0% of mid · Δ -0.29
net GEX -$151k per 1% (calls +$26k, puts -$177k) strike 545
calls: OI 94 (-3) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 24.80 × 27.60, spread 10.7% of mid · Δ 0.73
puts: OI 27 (+7) · vol 25 (at ask 24, at bid 0, multi-leg 1) · NBBO 4.70 × 6.40, spread 30.6% of mid · Δ -0.27
net GEX +$205k per 1% (calls +$289k, puts -$84k) strike 542.5
calls: OI 2,758 (-83) · vol 6 (at ask 2, at bid 4, sweep 1) · NBBO 26.70 × 29.50, spread 10.0% of mid · Δ 0.75
puts: OI 112 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 4.00 × 5.80, spread 36.7% of mid · Δ -0.25
net GEX +$7.7m per 1% (calls +$8.0m, puts -$329k) strike 540
calls: OI 156 (-1) · vol 5 (at ask 0, at bid 2, multi-leg 5) · NBBO 28.60 × 31.40, spread 9.3% of mid · Δ 0.77
puts: OI 1,020 (+1,000) · vol 1,129 (at ask 82, at bid 1,022, sweep 23, multi-leg 511) · NBBO 3.50 × 5.20, spread 39.1% of mid · Δ -0.23
net GEX -$2.4m per 1% (calls +$429k, puts -$2.8m) strike 537.5
calls: OI 10 (+0) · vol 13 (at ask 1, at bid 12, multi-leg 1) · NBBO 30.60 × 33.50, spread 9.0% of mid · Δ 0.79
puts: OI 46 (+4) · vol 1 (at ask 0, at bid 1) · NBBO 3.50 × 4.70, spread 29.3% of mid · Δ -0.21
net GEX -$94k per 1% (calls +$26k, puts -$120k) strike 535
calls: OI 36 (-4) · vol 0 (at ask 0, at bid 0) · NBBO 30.70 × 35.60, spread 14.8% of mid · Δ 0.81
puts: OI 27 (+20) · vol 13 (at ask 0, at bid 13, multi-leg 10) · NBBO 2.80 × 4.00, spread 35.3% of mid · Δ -0.19
net GEX +$22k per 1% (calls +$88k, puts -$66k) strike 532.5
calls: OI 27 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 32.50 × 39.40, spread 19.2% of mid · Δ 0.84
puts: OI 7 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 2.35 × 3.80, spread 47.2% of mid · Δ -0.17
net GEX +$46k per 1% (calls +$61k, puts -$16k) strike 530
calls: OI 67 (-13) · vol 2 (at ask 0, at bid 1, multi-leg 1) · NBBO 35.00 × 39.90, spread 13.1% of mid · Δ 0.86
puts: OI 194 (+30) · vol 40 (at ask 32, at bid 7, multi-leg 3) · NBBO 2.10 × 3.50, spread 50.0% of mid · Δ -0.15
net GEX -$268k per 1% (calls +$141k, puts -$409k) strike 527.5
calls: OI 23 (-6) · vol 3 (at ask 1, at bid 2) · NBBO 36.90 × 42.50, spread 14.1% of mid · Δ 0.88
puts: OI 12 (+0) · vol 4 (at ask 3, at bid 1) · NBBO 1.70 × 3.20, spread 61.2% of mid · Δ -0.14
net GEX +$21k per 1% (calls +$44k, puts -$23k) strike 525
calls: OI 59 (-14) · vol 13 (at ask 13, at bid 0, multi-leg 13) · NBBO 39.20 × 46.80, spread 17.7% of mid · Δ 0.89
puts: OI 90 (-1) · vol 10 (at ask 8, at bid 2, multi-leg 1) · NBBO 1.50 × 2.85, spread 62.1% of mid · Δ -0.12
net GEX -$58k per 1% (calls +$104k, puts -$161k) strike 522.5
calls: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.50 × 49.60, spread 17.8% of mid · Δ 0.90
puts: OI 15 (+0) · vol 3 (at ask 2, at bid 0) · NBBO 1.25 × 2.60, spread 70.1% of mid · Δ -0.11
net GEX +$14k per 1% (calls +$39k, puts -$25k) strike 520
calls: OI 470 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.80 × 51.50, spread 16.2% of mid · Δ 0.90
puts: OI 107 (+29) · vol 22 (at ask 8, at bid 11, multi-leg 1) · NBBO 1.45 × 2.35, spread 47.4% of mid · Δ -0.10
net GEX +$541k per 1% (calls +$704k, puts -$162k) strike 517.5
calls: OI 116 (-5) · vol 0 (at ask 0, at bid 0) · NBBO 46.20 × 53.70, spread 15.0% of mid · Δ 0.91
puts: OI 32 (+0) · vol 11 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.90 × 2.15, spread 82.0% of mid · Δ -0.09
net GEX +$117k per 1% (calls +$161k, puts -$44k) strike 515
calls: OI 144 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 1) · NBBO 48.60 × 55.10, spread 12.5% of mid · Δ 0.91
puts: OI 38 (+10) · vol 102 (at ask 5, at bid 0) · NBBO 0.85 × 1.95, spread 78.6% of mid · Δ -0.08
net GEX +$139k per 1% (calls +$187k, puts -$48k) strike 512.5
calls: OI 10 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 51.00 × 58.90, spread 14.4% of mid · Δ 0.92
puts: OI 11 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 0.90 × 1.70, spread 61.5% of mid · Δ -0.07
net GEX -$429 per 1% (calls +$12k, puts -$13k) strike 510
calls: OI 36 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 53.10 × 59.90, spread 12.0% of mid · Δ 0.92
puts: OI 82 (-23) · vol 5 (at ask 4, at bid 0, multi-leg 2) · NBBO 0.80 × 1.25, spread 43.9% of mid · Δ -0.06
net GEX -$43k per 1% (calls +$41k, puts -$84k) strike 507.5
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 55.80 × 64.00, spread 13.7% of mid · Δ 0.92
puts: OI 15 (+1) · vol 4 (at ask 3, at bid 0, multi-leg 2) · NBBO 0.45 × 1.55, spread 110.0% of mid · Δ -0.06
net GEX -$2k per 1% (calls +$12k, puts -$14k) strike 505
calls: OI 161 (-24) · vol 0 (at ask 0, at bid 0) · NBBO 58.30 × 64.80, spread 10.6% of mid · Δ 0.93
puts: OI 153 (+0) · vol 18 (at ask 15, at bid 2) · NBBO 0.40 × 1.20, spread 100.0% of mid · Δ -0.05
net GEX +$29k per 1% (calls +$160k, puts -$132k) strike 502.5
calls: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.60 × 68.50, spread 12.2% of mid · Δ 0.93
puts: OI 6 (+0) · vol 4 (at ask 4, at bid 0) · NBBO 0.00 × 1.30, spread no two-sided quote (zero bid) · Δ -0.05
net GEX +$4k per 1% (calls +$8k, puts -$5k) strike 500
calls: OI 48 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 63.20 × 69.70, spread 9.8% of mid · Δ 0.93
puts: OI 327 (+11) · vol 23 (at ask 4, at bid 15, multi-leg 1) · NBBO 0.65 × 0.90, spread 32.3% of mid · Δ -0.04
net GEX -$196k per 1% (calls +$42k, puts -$238k) strike 497.5
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 65.50 × 73.70, spread 11.8% of mid · Δ 0.94
puts: OI 9 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.65, spread no two-sided quote (zero bid) · Δ -0.04
net GEX -$4k per 1% (calls +$2k, puts -$6k) strike 495
calls: OI 153 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.50 × 75.10, spread 12.1% of mid · Δ 0.94
puts: OI 150 (-2) · vol 6 (at ask 0, at bid 6) · NBBO 0.00 × 1.70, spread no two-sided quote (zero bid) · Δ -0.04
net GEX +$28k per 1% (calls +$120k, puts -$91k) strike 492.5
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.40 × 78.50, spread 10.9% of mid · Δ 0.94
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.45, spread no two-sided quote (zero bid) · Δ -0.03
net GEX -$1k per 1% (calls +$1k, puts -$3k) strike 490
calls: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.20 × 81.00, spread 11.5% of mid · Δ 0.94
puts: OI 84 (+6) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.35, spread no two-sided quote (zero bid) · Δ -0.03
net GEX -$28k per 1% (calls +$15k, puts -$42k) strike 487.5
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.30 × 83.60, spread 10.4% of mid · Δ 0.95
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.80, spread no two-sided quote (zero bid) · Δ -0.03
net GEX +$205 per 1% (calls +$657, puts -$452) strike 485
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.70 × 85.70, spread 9.8% of mid · Δ 0.95
puts: OI 1,348 (-3) · vol 2 (at ask 0, at bid 2) · NBBO 0.05 × 0.60, spread 169.2% of mid · Δ -0.02
net GEX -$547k per 1% (calls +$621, puts -$548k) strike 482.5
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.20 × 88.40, spread 9.7% of mid · Δ 0.95
puts: OI 206 (-3) · vol 1 (at ask 1, at bid 0) · NBBO 0.00 × 0.90, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$75k per 1% (calls +$2k, puts -$77k) strike 480
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.50 × 88.80, spread 7.4% of mid · Δ 0.95
puts: OI 59 (+0) · vol 60 (at ask 56, at bid 3) · NBBO 0.20 × 0.70, spread 111.1% of mid · Δ -0.02
net GEX -$18k per 1% (calls +$3k, puts -$21k) strike 477.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.20 × 93.40, spread 9.2% of mid · Δ 0.96
puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.30, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$7k per 1% (calls +$0, puts -$7k) strike 475
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.00 × 95.90, spread 9.7% of mid · Δ 0.96
puts: OI 1,540 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.10, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$462k per 1% (calls +$0, puts -$462k) strike 472.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 89.30 × 98.00, spread 9.3% of mid · Δ 0.96
puts: OI 100 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.45, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$28k per 1% (calls +$0, puts -$28k) strike 470
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.30 × 100.80, spread 8.8% of mid · Δ 0.96
puts: OI 2,868 (-177) · vol 6 (at ask 2, at bid 4, multi-leg 1) · NBBO 0.00 × 0.50, spread no two-sided quote (zero bid) · Δ -0.02
net GEX -$730k per 1% (calls +$7k, puts -$736k) strike 467.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 95.00 × 103.00, spread 8.1% of mid · Δ 0.96
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.40, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$474 per 1% (calls +$0, puts -$474) strike 465
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.50 × 105.80, spread 8.2% of mid · Δ 0.96
puts: OI 124 (-141) · vol 3 (at ask 1, at bid 2) · NBBO 0.05 × 0.60, spread 169.2% of mid · Δ -0.01
net GEX -$23k per 1% (calls +$4k, puts -$27k) strike 462.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.10 × 108.00, spread 7.6% of mid · Δ 0.97
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.60, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$200 per 1% (calls +$0, puts -$200) strike 460
calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 102.40 × 110.70, spread 7.8% of mid · Δ 0.97
puts: OI 356 (+0) · vol 12 (at ask 4, at bid 8) · NBBO 0.00 × 0.45, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$64k per 1% (calls +$1k, puts -$65k) strike 457.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.90 × 113.00, spread 7.4% of mid · Δ 0.97
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.15, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 455
calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.80 × 115.70, spread 8.0% of mid · Δ 0.97
puts: OI 36 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.60, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$3k per 1% (calls +$2k, puts -$5k) strike 452.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 109.20 × 118.00, spread 7.7% of mid · Δ 0.97
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.35, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 450
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.40 × 120.50, spread 7.0% of mid · Δ 0.97
puts: OI 318 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 0.05 × 1.75, spread 188.9% of mid · Δ -0.01
net GEX -$40k per 1% (calls +$616, puts -$41k) strike 447.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 114.80 × 123.00, spread 6.9% of mid · Δ 0.97
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.50, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 445
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 116.80 × 125.60, spread 7.3% of mid · Δ 0.97
puts: OI 346 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.10, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$39k per 1% (calls +$0, puts -$39k) strike 442.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 119.20 × 128.00, spread 7.1% of mid · Δ 0.97
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.95, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 440
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 121.70 × 130.60, spread 7.1% of mid · Δ 0.97
puts: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.70, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$2k per 1% (calls +$262, puts -$2k) strike 437.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.80 × 133.00, spread 6.4% of mid · Δ 0.97
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.45, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 435
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.20 × 135.60, spread 6.4% of mid · Δ 0.97
puts: OI 28 (+0) · vol 33 (at ask 0, at bid 33, multi-leg 1) · NBBO 0.05 × 1.00, spread 181.0% of mid · Δ -0.01
net GEX -$2k per 1% (calls +$242, puts -$3k) strike 432.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 129.70 × 138.00, spread 6.2% of mid · Δ 0.98
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.25, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 430
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 131.60 × 140.50, spread 6.5% of mid · Δ 0.98
puts: OI 36 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.25, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$3k per 1% (calls +$224, puts -$3k) strike 427.5
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 134.70 × 142.90, spread 5.9% of mid · Δ 0.98
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.45, spread no two-sided quote (zero bid) · Δ -0.01
no GEX (no side has both gamma and open interest) strike 425
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 137.20 × 145.50, spread 5.9% of mid · Δ 0.98
puts: OI 633 (-1) · vol 2 (at ask 0, at bid 2, multi-leg 1) · NBBO 0.00 × 0.30, spread no two-sided quote (zero bid) · Δ -0.01
net GEX -$46k per 1% (calls +$0, puts -$46k)