Simplify Analytics
SOXX

SOXX

$533.07 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
35.5%
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).

25 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)46 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)27 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)1d5d7d14d30d60d90d180d365d46.0%27.3%
2026-09-182026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning ittenors 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 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: 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

1d2026-09-18 · 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%
8d2026-09-25
2026-09-25: 13 put and 13 call strikes within ±6.5%, IV 31% to 37%46%30%6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 13 put and 15 call strikes within ±8.8%, IV 34% to 40%46%30%8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 15 put and 12 call strikes within ±11%, IV 34% to 41%46%30%11%book spot+11%
29d2026-10-16
2026-10-16: 12 put and 13 call strikes within ±12%, IV 34% to 41%46%30%12%book spot+12%
64d2026-11-20
2026-11-20: 16 put and 17 call strikes within ±18%, IV 37% to 45%46%30%18%book spot+18%
92d2026-12-18
2026-12-18: 18 put and 17 call strikes within ±22%, IV 35% to 45%46%30%22%book spot+22%
120d2027-01-15
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.

Expiry window · 3565 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.

expiryDTE28-DTE exitthesisearningsATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dno earnings (ETF)36.4% c 520
2026-10-30 Friweekly422026-10-0214dno earnings (ETF)no IV at 520
2026-11-20 Fri632026-10-2335dno 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.

Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.

Tradability of the 2026-11-20 expiry: 63 calendar days from 2026-09-18 (64 from the book date), inside 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 600 (Δ 0.21), put 455 (Δ -0.20).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move645640635630625620615610605600595590585580575570565560555550545540535530525520515510505500495490485480475470465460455450445440435430425420415410405400395390put strike nearest 0.20 delta: 455call strike nearest 0.20 delta: 6002.3k02.3k1.0k1.0k25%10%10%25%-$1.9m+$1.9mcall wall 530γ flip 525.54book spot 519.1put wall 510strike 645 calls: OI 44 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.75 × 4.80, spread 54.3% of mid · Δ 0.09 puts: OI 53 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.40 × 130.30, spread 6.3% of mid · Δ -0.96 net GEX +$5k per 1% (calls +$25k, puts -$20k)strike 640 calls: OI 42 (+9) · vol 0 (at ask 0, at bid 0) · NBBO 3.10 × 4.40, spread 34.7% of mid · Δ 0.10 puts: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.70 × 126.20, spread 7.0% of mid · Δ -0.95 net GEX +$12k per 1% (calls +$25k, puts -$13k)strike 635 calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.30 × 5.70, spread 53.3% of mid · Δ 0.11 puts: OI 45 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 112.90 × 121.50, spread 7.3% of mid · Δ -0.95 net GEX -$18k per 1% (calls +$3k, puts -$21k)strike 630 calls: OI 20 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 4.10 × 5.60, spread 30.9% of mid · Δ 0.13 puts: OI 189 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.70 × 115.40, spread 4.2% of mid · Δ -0.94 net GEX -$83k per 1% (calls +$14k, puts -$97k)strike 625 calls: OI 18 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 4.40 × 6.70, spread 41.4% of mid · Δ 0.14 puts: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 105.30 × 110.50, spread 4.8% of mid · Δ -0.93 net GEX -$12k per 1% (calls +$13k, puts -$25k)strike 620 calls: OI 171 (-7) · vol 3 (at ask 3, at bid 0) · NBBO 5.00 × 7.30, spread 37.4% of mid · Δ 0.15 puts: OI 26 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.60 × 105.20, spread 4.5% of mid · Δ -0.92 net GEX +$114k per 1% (calls +$131k, puts -$17k)strike 615 calls: OI 35 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.60 × 7.90, spread 34.1% of mid · Δ 0.16 puts: OI 37 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.60 × 103.70, spread 9.2% of mid · Δ -0.90 net GEX +$1k per 1% (calls +$28k, puts -$27k)strike 610 calls: OI 1,605 (+0) · vol 3 (at ask 3, at bid 0) · NBBO 6.30 × 8.60, spread 30.9% of mid · Δ 0.18 puts: OI 35 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.10 × 96.70, spread 4.9% of mid · Δ -0.88 net GEX +$1.3m per 1% (calls +$1.4m, puts -$28k)strike 605 calls: OI 76 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.00 × 9.40, spread 29.3% of mid · Δ 0.19 puts: OI 33 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 87.80 × 92.80, spread 5.5% of mid · Δ -0.86 net GEX +$38k per 1% (calls +$67k, puts -$29k)strike 600 calls: OI 113 (+2) · vol 27 (at ask 7, at bid 19, multi-leg 19) · NBBO 8.00 × 10.10, spread 23.2% of mid · Δ 0.21 puts: OI 62 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 83.20 × 88.50, spread 6.2% of mid · Δ -0.84 net GEX +$47k per 1% (calls +$104k, puts -$58k)strike 595 calls: OI 17 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 8.70 × 11.20, spread 25.1% of mid · Δ 0.22 puts: OI 19 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.50 × 84.40, spread 6.0% of mid · Δ -0.82 net GEX -$2k per 1% (calls +$16k, puts -$19k)strike 590 calls: OI 179 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 9.70 × 12.20, spread 22.8% of mid · Δ 0.24 puts: OI 47 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 75.00 × 80.30, spread 6.8% of mid · Δ -0.81 net GEX +$130k per 1% (calls +$179k, puts -$49k)strike 585 calls: OI 6 (+0) · vol 201 (at ask 200, at bid 0, multi-leg 201) · NBBO 10.70 × 13.20, spread 20.9% of mid · Δ 0.26 puts: OI 31 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.00 × 76.20, spread 7.1% of mid · Δ -0.79 net GEX -$28k per 1% (calls +$6k, puts -$34k)strike 580 calls: OI 57 (-19) · vol 61 (at ask 0, at bid 61, multi-leg 1) · NBBO 11.90 × 14.40, spread 19.0% of mid · Δ 0.27 puts: OI 50 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.10 × 73.50, spread 9.1% of mid · Δ -0.76 net GEX +$4k per 1% (calls +$61k, puts -$57k)strike 575 calls: OI 49 (+0) · vol 30 (at ask 21, at bid 7, multi-leg 19) · NBBO 13.10 × 15.70, spread 18.1% of mid · Δ 0.29 puts: OI 59 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 63.50 × 68.60, spread 7.7% of mid · Δ -0.74 net GEX -$16k per 1% (calls +$54k, puts -$70k)strike 570 calls: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.40 × 16.30, spread 12.4% of mid · Δ 0.31 puts: OI 143 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.70 × 64.90, spread 8.3% of mid · Δ -0.72 net GEX -$152k per 1% (calls +$25k, puts -$176k)strike 565 calls: OI 1,053 (+0) · vol 1,001 (at ask 0, at bid 1, multi-leg 1) · NBBO 15.80 × 18.50, spread 15.7% of mid · Δ 0.33 puts: OI 1,033 (-5) · vol 1,000 (at ask 0, at bid 0) · NBBO 56.10 × 61.30, spread 8.9% of mid · Δ -0.70 net GEX -$96k per 1% (calls +$1.2m, puts -$1.3m)strike 560 calls: OI 84 (+10) · vol 108 (at ask 105, at bid 3, multi-leg 2) · NBBO 17.50 × 19.40, spread 10.3% of mid · Δ 0.35 puts: OI 370 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.70 × 57.90, spread 9.4% of mid · Δ -0.67 net GEX -$383k per 1% (calls +$99k, puts -$482k)strike 555 calls: OI 85 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 19.00 × 21.70, spread 13.3% of mid · Δ 0.37 puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.50 × 54.40, spread 9.4% of mid · Δ -0.65 net GEX +$84k per 1% (calls +$102k, puts -$17k)strike 550 calls: OI 468 (+9) · vol 10 (at ask 3, at bid 6, multi-leg 3) · NBBO 20.70 × 23.10, spread 11.0% of mid · Δ 0.40 puts: OI 64 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.50 × 51.00, spread 9.2% of mid · Δ -0.63 net GEX +$480k per 1% (calls +$566k, puts -$86k)strike 545 calls: OI 26 (+2) · vol 1 (at ask 0, at bid 1) · NBBO 22.60 × 25.30, spread 11.3% of mid · Δ 0.42 puts: OI 11 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 43.60 × 47.70, spread 9.0% of mid · Δ -0.60 net GEX +$17k per 1% (calls +$32k, puts -$15k)strike 540 calls: OI 70 (+2) · vol 10 (at ask 10, at bid 0) · NBBO 24.60 × 27.30, spread 10.4% of mid · Δ 0.44 puts: OI 297 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 42.00 × 45.20, spread 7.3% of mid · Δ -0.58 net GEX -$326k per 1% (calls +$86k, puts -$412k)strike 535 calls: OI 69 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 26.70 × 29.50, spread 10.0% of mid · Δ 0.46 puts: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.90 × 40.80, spread 7.4% of mid · Δ -0.55 net GEX +$45k per 1% (calls +$85k, puts -$39k)strike 530 calls: OI 92 (+3) · vol 257 (at ask 56, at bid 201, sweep 10, multi-leg 214) · NBBO 29.00 × 31.60, spread 8.6% of mid · Δ 0.49 puts: OI 29 (+0) · vol 24 (at ask 14, at bid 4, multi-leg 2) · NBBO 35.10 × 38.90, spread 10.3% of mid · Δ -0.52 net GEX +$72k per 1% (calls +$112k, puts -$40k)strike 525 calls: OI 101 (+1) · vol 40 (at ask 16, at bid 15) · NBBO 31.40 × 34.10, spread 8.2% of mid · Δ 0.51 puts: OI 50 (-6) · vol 0 (at ask 0, at bid 0) · NBBO 32.50 × 36.30, spread 11.0% of mid · Δ -0.50 net GEX +$53k per 1% (calls +$121k, puts -$69k)strike 520 calls: OI 809 (-14) · vol 3 (at ask 1, at bid 1) · NBBO 33.70 × 36.70, spread 8.5% of mid · Δ 0.53 puts: OI 58 (+0) · vol 104 (at ask 100, at bid 1, multi-leg 103) · NBBO 30.10 × 33.80, spread 11.6% of mid · Δ -0.47 net GEX +$880k per 1% (calls +$959k, puts -$79k)strike 515 calls: OI 87 (+44) · vol 76 (at ask 0, at bid 1, multi-leg 75) · NBBO 36.40 × 39.40, spread 7.9% of mid · Δ 0.55 puts: OI 35 (-1) · vol 5 (at ask 0, at bid 5, multi-leg 1) · NBBO 27.80 × 31.40, spread 12.2% of mid · Δ -0.45 net GEX +$55k per 1% (calls +$102k, puts -$47k)strike 510 calls: OI 99 (-34) · vol 6 (at ask 4, at bid 2, multi-leg 1) · NBBO 39.50 × 41.60, spread 5.2% of mid · Δ 0.58 puts: OI 332 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 25.60 × 29.10, spread 12.8% of mid · Δ -0.42 net GEX -$322k per 1% (calls +$115k, puts -$436k)strike 505 calls: OI 131 (+75) · vol 75 (at ask 8, at bid 0, multi-leg 75) · NBBO 41.80 × 45.30, spread 8.0% of mid · Δ 0.60 puts: OI 26 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 23.60 × 27.00, spread 13.4% of mid · Δ -0.40 net GEX +$116k per 1% (calls +$149k, puts -$34k)strike 500 calls: OI 46 (+7) · vol 3 (at ask 1, at bid 2, multi-leg 1) · NBBO 45.60 × 48.00, spread 5.1% of mid · Δ 0.62 puts: OI 282 (+83) · vol 12 (at ask 7, at bid 1, multi-leg 5) · NBBO 21.80 × 24.70, spread 12.5% of mid · Δ -0.37 net GEX -$302k per 1% (calls +$51k, puts -$353k)strike 495 calls: OI 34 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 47.60 × 51.80, spread 8.5% of mid · Δ 0.64 puts: OI 335 (-2) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 20.00 × 23.00, spread 14.0% of mid · Δ -0.35 net GEX -$369k per 1% (calls +$37k, puts -$405k)strike 490 calls: OI 8 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 50.70 × 55.20, spread 8.5% of mid · Δ 0.66 puts: OI 1,624 (-627) · vol 4 (at ask 2, at bid 2, multi-leg 1) · NBBO 18.30 × 21.10, spread 14.2% of mid · Δ -0.33 net GEX -$1.9m per 1% (calls +$8k, puts -$1.9m)strike 485 calls: OI 59 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 54.70 × 58.50, spread 6.7% of mid · Δ 0.68 puts: OI 82 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 16.70 × 19.60, spread 16.0% of mid · Δ -0.31 net GEX -$33k per 1% (calls +$59k, puts -$92k)strike 480 calls: OI 14 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 57.30 × 62.30, spread 8.4% of mid · Δ 0.70 puts: OI 718 (-355) · vol 505 (at ask 495, at bid 10, multi-leg 4) · NBBO 15.20 × 18.10, spread 17.4% of mid · Δ -0.29 net GEX -$760k per 1% (calls +$14k, puts -$774k)strike 475 calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.20 × 66.00, spread 5.9% of mid · Δ 0.71 puts: OI 93 (+0) · vol 11 (at ask 11, at bid 0) · NBBO 13.90 × 16.50, spread 17.1% of mid · Δ -0.27 net GEX -$93k per 1% (calls +$3k, puts -$96k)strike 470 calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 64.40 × 69.70, spread 7.9% of mid · Δ 0.73 puts: OI 849 (+5) · vol 22 (at ask 4, at bid 9, multi-leg 10) · NBBO 12.60 × 15.40, spread 20.0% of mid · Δ -0.25 net GEX -$820k per 1% (calls +$11k, puts -$831k)strike 465 calls: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 68.40 × 73.20, spread 6.8% of mid · Δ 0.75 puts: OI 42 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 12.00 × 14.10, spread 16.1% of mid · Δ -0.23 net GEX -$32k per 1% (calls +$7k, puts -$39k)strike 460 calls: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.80 × 77.50, spread 7.6% of mid · Δ 0.77 puts: OI 934 (-1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 10.30 × 13.00, spread 23.2% of mid · Δ -0.21 net GEX -$808k per 1% (calls +$14k, puts -$822k)strike 455 calls: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 76.00 × 81.40, spread 6.9% of mid · Δ 0.78 puts: OI 31 (+0) · vol 3 (at ask 0, at bid 2, multi-leg 1) · NBBO 9.30 × 11.90, spread 24.5% of mid · Δ -0.20 net GEX -$9k per 1% (calls +$16k, puts -$26k)strike 450 calls: OI 8 (+0) · vol 100 (at ask 0, at bid 100, multi-leg 100) · NBBO 78.40 × 85.40, spread 8.5% of mid · Δ 0.79 puts: OI 1,317 (+322) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 8.80 × 10.70, spread 19.5% of mid · Δ -0.18 net GEX -$1.0m per 1% (calls +$6k, puts -$1.0m)strike 445 calls: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.20 × 89.60, spread 6.2% of mid · Δ 0.81 puts: OI 39 (+2) · vol 2 (at ask 0, at bid 1, multi-leg 2) · NBBO 7.60 × 10.00, spread 27.3% of mid · Δ -0.17 net GEX -$19k per 1% (calls +$10k, puts -$29k)strike 440 calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.50 × 93.10, spread 5.1% of mid · Δ 0.82 puts: OI 118 (-2) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 6.80 × 9.20, spread 30.0% of mid · Δ -0.15 net GEX -$79k per 1% (calls +$3k, puts -$81k)strike 435 calls: OI 51 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 93.10 × 97.70, spread 4.8% of mid · Δ 0.83 puts: OI 271 (-33) · vol 2 (at ask 0, at bid 2) · NBBO 6.10 × 8.40, spread 31.7% of mid · Δ -0.14 net GEX -$143k per 1% (calls +$32k, puts -$175k)strike 430 calls: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 97.30 × 101.80, spread 4.5% of mid · Δ 0.84 puts: OI 260 (-9) · vol 18 (at ask 2, at bid 16, multi-leg 3) · NBBO 5.50 × 7.10, spread 25.4% of mid · Δ -0.13 net GEX -$149k per 1% (calls +$8k, puts -$156k)strike 425 calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 101.30 × 106.70, spread 5.2% of mid · Δ 0.85 puts: OI 127 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 4.90 × 7.10, spread 36.7% of mid · Δ -0.12 net GEX -$69k per 1% (calls +$2k, puts -$71k)strike 420 calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.60 × 110.80, spread 5.8% of mid · Δ 0.86 puts: OI 191 (-15) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 4.80 × 5.50, spread 13.6% of mid · Δ -0.10 net GEX -$97k per 1% (calls +$2k, puts -$98k)strike 415 calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.80 × 116.60, spread 6.9% of mid · Δ 0.87 puts: OI 39 (-1) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 4.00 × 5.80, spread 36.7% of mid · Δ -0.10 net GEX -$16k per 1% (calls +$2k, puts -$19k)strike 410 calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.10 × 120.10, spread 4.3% of mid · Δ 0.88 puts: OI 26 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 3.90 × 5.50, spread 34.0% of mid · Δ -0.09 net GEX -$9k per 1% (calls +$2k, puts -$12k)strike 405 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.80 × 125.70, spread 6.5% of mid · Δ 0.88 puts: OI 66 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 3.70 × 4.40, spread 17.3% of mid · Δ -0.08 net GEX -$27k per 1% (calls +$440, puts -$27k)strike 400 calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 122.30 × 130.30, spread 6.3% of mid · Δ 0.89 puts: OI 880 (+14) · vol 9 (at ask 0, at bid 1, multi-leg 8) · NBBO 3.40 × 4.10, spread 18.7% of mid · Δ -0.08 net GEX -$326k per 1% (calls +$7k, puts -$333k)strike 395 calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.30 × 134.70, spread 5.6% of mid · Δ 0.90 puts: OI 23 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.00 × 3.70, spread 20.9% of mid · Δ -0.07 net GEX -$5k per 1% (calls +$3k, puts -$8k)strike 390 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.10 × 139.20, spread 5.2% of mid · Δ 0.90 puts: OI 102 (+0) · vol 4 (at ask 2, at bid 0) · NBBO 2.70 × 4.00, spread 38.8% of mid · Δ -0.06 net GEX -$32k per 1% (calls +$732, puts -$33k)

2026-11-20 expiry, 52 strikes within ±25% of book spot (the flip search band); 106 hidden (61 above, 45 below), 81 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$4.1m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-17's own - whether it opened positions shows in the 2026-09-18 book's change.

max pain $515.00 belongs to the 2026-10-16 monthly (29 days from 2026-09-17, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.

Table view · 52 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+05300000-0.966.3%130.30122.406452.754.8054.3%0.090000044+0-$20k+$25k+$5k
+03000000-0.957.0%126.20117.706403.104.4034.7%0.100000042+9-$13k+$25k+$12k
+04500000-0.957.3%121.50112.906353.305.7053.3%0.11000004+0-$21k+$3k-$18k
+018900000-0.944.2%115.40110.706304.105.6030.9%0.130000020+1-$97k+$14k-$83k
+04300000-0.934.8%110.50105.306254.406.7041.4%0.142000218+0-$25k+$13k-$12k
+02600000-0.924.5%105.20100.606205.007.3037.4%0.1533000171-7-$17k+$131k+$114k
+03700000-0.909.2%103.7094.606155.607.9034.1%0.160000035+0-$27k+$28k+$1k
+03500000-0.884.9%96.7092.106106.308.6030.9%0.18330001,605+0-$28k+$1.4m+$1.3m
+03300000-0.865.5%92.8087.806057.009.4029.3%0.190000076+0-$29k+$67k+$38k
+06200000-0.846.2%88.5083.206008.0010.1023.2%0.2127719019113+2-$58k+$104k+$47k
+01900000-0.826.0%84.4079.505958.7011.2025.1%0.225500017+0-$19k+$16k-$2k
+04700000-0.816.8%80.3075.005909.7012.2022.8%0.2410100179+0-$49k+$179k+$130k
+03100000-0.797.1%76.2071.0058510.7013.2020.9%0.26201200002016+0-$34k+$6k-$28k
+05000000-0.769.1%73.5067.1058011.9014.4019.0%0.27610610157-19-$57k+$61k+$4k
+05900000-0.747.7%68.6063.5057513.1015.7018.1%0.293021701949+0-$70k+$54k-$16k
+014300000-0.728.3%64.9059.7057014.4016.3012.4%0.310000022+0-$176k+$25k-$152k
-51,03300001,000-0.708.9%61.3056.1056515.8018.5015.7%0.331,00101011,053+0-$1.3m+$1.2m-$96k
+037000000-0.679.4%57.9052.7056017.5019.4010.3%0.3510810530284+10-$482k+$99k-$383k
+01300000-0.659.4%54.4049.5055519.0021.7013.3%0.371010085+0-$17k+$102k+$84k
+06400000-0.639.2%51.0046.5055020.7023.1011.0%0.40103603468+9-$86k+$566k+$480k
-11100000-0.609.0%47.7043.6054522.6025.3011.3%0.421010026+2-$15k+$32k+$17k
+029700001-0.587.3%45.2042.0054024.6027.3010.4%0.44101000070+2-$412k+$86k-$326k
+02800000-0.557.4%40.8037.9053526.7029.5010.0%0.462020069+0-$39k+$85k+$45k
+0292041424-0.5210.3%38.9035.1053029.0031.608.6%0.49257562011021492+3-$40k+$112k+$72k
-65000000-0.5011.0%36.3032.5052531.4034.108.2%0.5140161500101+1-$69k+$121k+$53k
+05810301100104-0.4711.6%33.8030.1052033.7036.708.5%0.5331100809-14-$79k+$959k+$880k
-13510505-0.4512.2%31.4027.8051536.4039.407.9%0.55760107587+44-$47k+$102k+$55k
+033210011-0.4212.8%29.1025.6051039.5041.605.2%0.586420199-34-$436k+$115k-$322k
-22600000-0.4013.4%27.0023.6050541.8045.308.0%0.607580075131+75-$34k+$149k+$116k
+83282501712-0.3712.5%24.7021.8050045.6048.005.1%0.623120146+7-$353k+$51k-$302k
-233510112-0.3514.0%23.0020.0049547.6051.808.5%0.640000034-1-$405k+$37k-$369k
-6271,62410224-0.3314.2%21.1018.3049050.7055.208.5%0.66000008-1-$1.9m+$8k-$1.9m
+08200011-0.3116.0%19.6016.7048554.7058.506.7%0.680000059+0-$92k+$59k-$33k
-3557184010495505-0.2917.4%18.1015.2048057.3062.308.4%0.701100014+0-$774k+$14k-$760k
+0930001111-0.2717.1%16.5013.9047562.2066.005.9%0.71000003+0-$96k+$3k-$93k
+58491009422-0.2520.0%15.4012.6047064.4069.707.9%0.730000012+0-$831k+$11k-$820k
-24200000-0.2316.1%14.1012.0046568.4073.206.8%0.75000008+0-$39k+$7k-$32k
-193410101-0.2123.2%13.0010.3046071.8077.507.6%0.770000017+0-$822k+$14k-$808k
+03110203-0.2024.5%11.909.3045576.0081.406.9%0.780000021+0-$26k+$16k-$9k
+3221,31720123-0.1819.5%10.708.8045078.4085.408.5%0.79100010001008+0-$1.0m+$6k-$1.0m
+23920102-0.1727.3%10.007.6044584.2089.606.2%0.810000014+0-$29k+$10k-$19k
-211810112-0.1530.0%9.206.8044088.5093.105.1%0.82000004+0-$81k+$3k-$79k
-3327100202-0.1431.7%8.406.1043593.1097.704.8%0.830000051+0-$175k+$32k-$143k
-92603016218-0.1325.4%7.105.5043097.30101.804.5%0.840000013+0-$156k+$8k-$149k
-112700000-0.1236.7%7.104.90425101.30106.705.2%0.85000003+0-$71k+$2k-$69k
-1519120202-0.1013.6%5.504.80420104.60110.805.8%0.86000003+0-$98k+$2k-$97k
-13920022-0.1036.7%5.804.00415108.80116.606.9%0.87000005+0-$19k+$2k-$16k
+02610101-0.0934.0%5.503.90410115.10120.104.3%0.88000005+0-$12k+$2k-$9k
+06610011-0.0817.3%4.403.70405117.80125.706.5%0.88000001+0-$27k+$440-$27k
+1488080109-0.0818.7%4.103.40400122.30130.306.3%0.890000016+0-$333k+$7k-$326k
+02300000-0.0720.9%3.703.00395127.30134.705.6%0.90000007+0-$8k+$3k-$5k
+010200024-0.0638.8%4.002.70390132.10139.205.2%0.90000002+0-$33k+$732-$32k