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 2026-10-30 Fri weekly 38 2026-10-02 10d no earnings (ETF) no IV at 532.5 — 2026-11-20
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.
Fri
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 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 2026-09-18 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.
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 2027-01-15 expiry: 115 calendar days from 2026-09-22 (119 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 655 (Δ 0.20), put 450 (Δ -0.20).
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: 450 call strike nearest 0.20 delta: 655 3.1k 0 3.1k 520 520 25% 10% 10% 25% -$1.6m +$1.6m call wall 580 γ flip 540.34 book spot 533.07 put wall 500 strike 665
calls: OI 153 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.60 × 11.40, spread 17.1% of mid · Δ 0.18
puts: OI 41 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 134.30 × 140.60, spread 4.6% of mid · Δ -0.87
net GEX +$74k per 1% (calls +$99k, puts -$25k) strike 660
calls: OI 464 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.80 × 12.50, spread 34.7% of mid · Δ 0.19
puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.80 × 134.50, spread 5.1% of mid · Δ -0.86
net GEX +$304k per 1% (calls +$310k, puts -$5k) strike 655
calls: OI 191 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 9.60 × 14.20, spread 38.7% of mid · Δ 0.20
puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 125.00 × 131.90, spread 5.4% of mid · Δ -0.85
net GEX +$121k per 1% (calls +$131k, puts -$10k) strike 650
calls: OI 234 (+0) · vol 3 (at ask 3, at bid 0) · NBBO 10.30 × 15.00, spread 37.2% of mid · Δ 0.21
puts: OI 94 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 121.70 × 127.50, spread 4.7% of mid · Δ -0.84
net GEX +$98k per 1% (calls +$165k, puts -$67k) strike 645
calls: OI 100 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.60 × 15.00, spread 17.4% of mid · Δ 0.23
puts: OI 44 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 115.00 × 123.70, spread 7.3% of mid · Δ -0.83
net GEX +$40k per 1% (calls +$73k, puts -$33k) strike 640
calls: OI 123 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.00 × 15.90, spread 28.0% of mid · Δ 0.24
puts: OI 34 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 111.40 × 119.00, spread 6.6% of mid · Δ -0.81
net GEX +$65k per 1% (calls +$92k, puts -$26k) strike 635
calls: OI 14 (+0) · vol 4 (at ask 4, at bid 0, multi-leg 4) · NBBO 12.90 × 16.90, spread 26.8% of mid · Δ 0.25
puts: OI 143 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 108.60 × 114.80, spread 5.6% of mid · Δ -0.80
net GEX -$103k per 1% (calls +$11k, puts -$114k) strike 630
calls: OI 45 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 13.90 × 17.90, spread 25.2% of mid · Δ 0.26
puts: OI 70 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.50 × 110.70, spread 5.8% of mid · Δ -0.79
net GEX -$22k per 1% (calls +$35k, puts -$58k) strike 625
calls: OI 262 (+18) · vol 10 (at ask 5, at bid 2, multi-leg 2) · NBBO 15.00 × 18.90, spread 23.0% of mid · Δ 0.27
puts: OI 13 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.20 × 107.10, spread 6.7% of mid · Δ -0.77
net GEX +$199k per 1% (calls +$210k, puts -$11k) strike 620
calls: OI 129 (+30) · vol 20 (at ask 8, at bid 9, multi-leg 14) · NBBO 17.00 × 19.80, spread 15.2% of mid · Δ 0.28
puts: OI 39 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 96.20 × 102.70, spread 6.5% of mid · Δ -0.76
net GEX +$72k per 1% (calls +$106k, puts -$34k) strike 615
calls: OI 77 (+0) · vol 4 (at ask 2, at bid 2) · NBBO 18.10 × 21.50, spread 17.2% of mid · Δ 0.29
puts: OI 73 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 91.90 × 99.40, spread 7.8% of mid · Δ -0.75
net GEX -$1k per 1% (calls +$65k, puts -$66k) 2027-01-15 expiry, 54 strikes within ±25% of book spot (the flip search band); 130 hidden (57 above, 73 below), 127 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$13.1m 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.
max pain $515.00 belongs to the 2026-10-16 monthly (28 days from 2026-09-18, as max_pain_expiry_dte stores it: the nearest monthly at least 7 days out), not to this expiry.
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 41 0 0 1 0 1 -0.87 4.6% 140.60 134.30 665 9.60 11.40 17.1% 0.18 0 0 0 0 0 153 +0 -$25k +$99k +$74k +0 8 0 0 0 0 0 -0.86 5.1% 134.50 127.80 660 8.80 12.50 34.7% 0.19 0 0 0 0 0 464 +0 -$5k +$310k +$304k +0 15 0 0 0 0 0 -0.85 5.4% 131.90 125.00 655 9.60 14.20 38.7% 0.20 1 0 1 0 0 191 +0 -$10k +$131k +$121k +0 94 0 0 2 0 2 -0.84 4.7% 127.50 121.70 650 10.30 15.00 37.2% 0.21 3 3 0 0 0 234 +0 -$67k +$165k +$98k +0 44 0 0 0 0 0 -0.83 7.3% 123.70 115.00 645 12.60 15.00 17.4% 0.23 0 0 0 0 0 100 +0 -$33k +$73k +$40k +0 34 0 0 1 0 1 -0.81 6.6% 119.00 111.40 640 12.00 15.90 28.0% 0.24 0 0 0 0 0 123 +0 -$26k +$92k +$65k +0 143 0 0 2 0 2 -0.80 5.6% 114.80 108.60 635 12.90 16.90 26.8% 0.25 4 4 0 0 4 14 +0 -$114k +$11k -$103k +0 70 0 0 0 0 0 -0.79 5.8% 110.70 104.50 630 13.90 17.90 25.2% 0.26 0 0 0 0 0 45 +1 -$58k +$35k -$22k +0 13 0 0 0 0 0 -0.77 6.7% 107.10 100.20 625 15.00 18.90 23.0% 0.27 10 5 2 0 2 262 +18 -$11k +$210k +$199k +0 39 0 0 1 0 1 -0.76 6.5% 102.70 96.20 620 17.00 19.80 15.2% 0.28 20 8 9 0 14 129 +30 -$34k +$106k +$72k +0 73 0 0 1 0 1 -0.75 7.8% 99.40 91.90 615 18.10 21.50 17.2% 0.29 4 2 2 0 0 77 +0 -$66k +$65k -$1k +0 104 0 0 2 0 2 -0.73 7.1% 94.90 88.40 610 18.40 22.20 18.7% 0.30 0 0 0 0 0 48 -1 -$96k +$41k -$55k +0 43 0 0 0 0 0 -0.72 7.4% 90.90 84.40 605 21.30 23.60 10.2% 0.32 3 1 2 0 0 158 +0 -$41k +$139k +$98k +0 50 0 0 0 0 0 -0.70 7.6% 87.20 80.80 600 22.20 24.90 11.5% 0.33 13 4 1 0 0 628 +1 -$49k +$563k +$515k +0 57 0 0 1 0 1 -0.68 6.4% 83.60 78.40 595 22.50 26.10 14.8% 0.34 0 0 0 0 0 59 +0 -$56k +$54k -$3k +0 115 0 0 2 0 2 -0.67 6.2% 79.70 74.90 590 24.00 27.80 14.7% 0.36 0 0 0 0 0 82 -1 -$115k +$75k -$40k +0 322 0 0 4 0 4 -0.65 6.4% 76.10 71.40 585 25.60 29.80 15.2% 0.38 0 0 0 0 0 126 -1 -$328k +$116k -$211k +0 128 0 0 2 0 2 -0.63 6.4% 72.70 68.20 580 27.30 31.50 14.3% 0.39 5 2 1 0 1 130 +5 -$131k +$121k -$11k +10 878 520 0 0 520 520 -0.61 10.1% 70.50 63.70 575 29.10 33.30 13.5% 0.41 500 0 500 0 500 521 +0 -$908k +$486k -$422k +0 190 0 0 2 0 2 -0.59 7.2% 66.30 61.70 570 30.90 34.90 12.2% 0.42 0 0 0 0 0 242 +1 -$198k +$227k +$29k +0 543 500 0 1 500 501 -0.58 10.2% 64.10 57.90 565 32.80 36.30 10.1% 0.44 503 500 3 0 500 554 +0 -$569k +$522k -$47k +0 144 0 0 1 0 1 -0.56 9.8% 61.20 55.50 560 35.40 38.90 9.4% 0.46 7 0 7 0 7 119 +49 -$152k +$113k -$39k +0 20 0 0 1 0 1 -0.54 9.7% 58.30 52.90 555 37.00 41.20 10.7% 0.47 0 0 0 0 0 130 +0 -$21k +$123k +$102k +0 250 0 0 3 0 3 -0.52 11.2% 55.50 49.60 550 39.40 43.90 10.8% 0.49 14 7 7 0 0 215 +0 -$262k +$205k -$57k +0 1,028 0 0 0 0 0 -0.50 11.8% 52.80 46.90 545 41.40 46.00 10.5% 0.51 0 0 0 0 0 1,035 +0 -$1.1m +$976k -$92k +0 104 0 0 0 0 0 -0.48 11.8% 50.20 44.60 540 43.80 48.30 9.8% 0.52 5 5 0 0 0 290 +0 -$107k +$270k +$163k +0 522 0 0 0 0 0 -0.47 12.3% 47.50 42.00 535 46.20 51.00 9.9% 0.54 0 0 0 0 0 48 +0 -$534k +$44k -$489k +0 58 0 0 6 6 12 -0.45 8.8% 44.10 40.40 530 48.70 53.00 8.5% 0.56 2 1 0 0 2 33 +0 -$59k +$30k -$29k +4 251 20 0 7 25 33 -0.43 10.8% 42.00 37.70 525 51.20 56.70 10.2% 0.57 14 11 3 0 10 84 +0 -$250k +$76k -$175k -1 1,324 0 0 1 1 2 -0.41 13.7% 40.60 35.40 520 53.90 59.40 9.7% 0.59 4 3 1 0 0 70 -3 -$1.3m +$62k -$1.2m +2 222 0 0 3 0 3 -0.39 13.5% 38.70 33.80 515 56.60 62.10 9.3% 0.60 0 0 0 0 0 155 +0 -$213k +$136k -$77k +3 682 2 0 2 2 4 -0.38 15.1% 36.30 31.20 510 60.50 67.80 11.4% 0.62 0 0 0 0 0 49 +0 -$642k +$42k -$600k -1 559 0 0 0 0 0 -0.36 14.7% 34.40 29.70 505 61.60 70.70 13.8% 0.64 0 0 0 0 0 72 +0 -$514k +$61k -$453k -1 2,428 0 0 3 2 5 -0.34 11.2% 31.00 27.70 500 66.60 72.00 7.8% 0.65 1 1 0 0 0 672 -4 -$2.2m +$563k -$1.6m +0 954 0 0 1 0 1 -0.33 15.8% 30.80 26.30 495 68.10 77.00 12.3% 0.67 0 0 0 0 0 839 +0 -$837k +$682k -$155k -5 470 0 0 0 0 0 -0.31 22.6% 29.00 23.10 490 71.80 79.90 10.7% 0.68 0 0 0 0 0 92 +0 -$402k +$72k -$330k +0 250 0 0 3 0 3 -0.30 23.3% 27.30 21.60 485 74.90 83.30 10.6% 0.69 0 0 0 0 0 43 +0 -$209k +$33k -$176k +0 1,779 0 0 4 1 5 -0.28 20.5% 25.80 21.00 480 78.30 87.00 10.5% 0.71 1 0 1 0 1 135 +0 -$1.4m +$100k -$1.3m +1 412 0 0 0 0 0 -0.26 27.1% 24.30 18.50 475 82.00 89.20 8.4% 0.72 0 0 0 0 0 146 +0 -$323k +$104k -$219k +0 640 0 0 13 5 24 -0.25 25.7% 22.40 17.30 470 85.10 91.50 7.2% 0.73 0 0 0 0 0 18 +0 -$485k +$12k -$473k +13 65 0 0 0 0 0 -0.24 30.6% 21.50 15.80 465 88.90 97.90 9.6% 0.75 0 0 0 0 0 71 +0 -$48k +$48k +$74 +0 1,568 0 0 35 220 263 -0.22 8.5% 18.40 16.90 460 92.50 98.40 6.2% 0.76 0 0 0 0 0 25 +0 -$1.1m +$16k -$1.1m +0 1,217 1 0 0 0 1 -0.21 27.5% 18.20 13.80 455 96.40 104.40 8.0% 0.77 0 0 0 0 0 10 +0 -$818k +$6k -$811k +335 1,358 4 0 37 14 53 -0.20 17.5% 16.80 14.10 450 100.20 106.20 5.8% 0.78 4 1 3 0 1 138 -1 -$871k +$84k -$787k +0 77 0 0 0 0 0 -0.19 22.8% 16.60 13.20 445 104.10 111.90 7.2% 0.80 0 0 0 0 0 24 +0 -$47k +$14k -$33k +1 212 0 0 1 0 1 -0.18 35.7% 15.20 10.60 440 108.10 115.90 7.0% 0.81 0 0 0 0 0 409 +0 -$124k +$228k +$105k +0 129 0 0 0 0 0 -0.17 28.3% 14.50 10.90 435 113.90 120.70 5.8% 0.81 0 0 0 0 0 41 +0 -$72k +$22k -$50k -1 332 0 0 0 0 0 -0.16 23.0% 13.60 10.80 430 117.10 125.00 6.5% 0.82 0 0 0 0 0 36 +0 -$175k +$18k -$157k +0 314 4 0 0 4 4 -0.15 23.8% 12.70 10.00 425 120.30 129.00 7.0% 0.83 0 0 0 0 0 139 -21 -$158k +$68k -$90k +2 920 0 0 0 0 1 -0.14 18.2% 11.40 9.50 420 124.30 133.00 6.8% 0.84 0 0 0 0 0 115 +0 -$438k +$54k -$384k +0 114 0 0 0 0 0 -0.13 26.8% 11.00 8.40 415 128.60 135.70 5.4% 0.85 0 0 0 0 0 21 +0 -$51k +$9k -$42k +0 221 0 0 0 0 0 -0.12 26.4% 10.30 7.90 410 132.80 142.00 6.7% 0.86 0 0 0 0 0 20 +0 -$94k +$9k -$86k -1 109 0 0 0 0 0 -0.11 27.2% 9.60 7.30 405 138.40 144.50 4.3% 0.87 0 0 0 0 0 53 +0 -$44k +$21k -$23k -13 3,106 0 0 8 0 8 -0.11 21.7% 8.70 7.00 400 142.40 150.00 5.2% 0.87 0 0 0 0 0 222 +0 -$1.2m +$86k -$1.1m
strike 610
calls: OI 48 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 18.40 × 22.20, spread 18.7% of mid · Δ 0.30
puts: OI 104 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 88.40 × 94.90, spread 7.1% of mid · Δ -0.73
net GEX -$55k per 1% (calls +$41k, puts -$96k) strike 605
calls: OI 158 (+0) · vol 3 (at ask 1, at bid 2) · NBBO 21.30 × 23.60, spread 10.2% of mid · Δ 0.32
puts: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.40 × 90.90, spread 7.4% of mid · Δ -0.72
net GEX +$98k per 1% (calls +$139k, puts -$41k) strike 600
calls: OI 628 (+1) · vol 13 (at ask 4, at bid 1) · NBBO 22.20 × 24.90, spread 11.5% of mid · Δ 0.33
puts: OI 50 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.80 × 87.20, spread 7.6% of mid · Δ -0.70
net GEX +$515k per 1% (calls +$563k, puts -$49k) strike 595
calls: OI 59 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.50 × 26.10, spread 14.8% of mid · Δ 0.34
puts: OI 57 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 78.40 × 83.60, spread 6.4% of mid · Δ -0.68
net GEX -$3k per 1% (calls +$54k, puts -$56k) strike 590
calls: OI 82 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 24.00 × 27.80, spread 14.7% of mid · Δ 0.36
puts: OI 115 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 74.90 × 79.70, spread 6.2% of mid · Δ -0.67
net GEX -$40k per 1% (calls +$75k, puts -$115k) strike 585
calls: OI 126 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 25.60 × 29.80, spread 15.2% of mid · Δ 0.38
puts: OI 322 (+0) · vol 4 (at ask 0, at bid 4) · NBBO 71.40 × 76.10, spread 6.4% of mid · Δ -0.65
net GEX -$211k per 1% (calls +$116k, puts -$328k) strike 580
calls: OI 130 (+5) · vol 5 (at ask 2, at bid 1, multi-leg 1) · NBBO 27.30 × 31.50, spread 14.3% of mid · Δ 0.39
puts: OI 128 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 68.20 × 72.70, spread 6.4% of mid · Δ -0.63
net GEX -$11k per 1% (calls +$121k, puts -$131k) strike 575
calls: OI 521 (+0) · vol 500 (at ask 0, at bid 500, multi-leg 500) · NBBO 29.10 × 33.30, spread 13.5% of mid · Δ 0.41
puts: OI 878 (+10) · vol 520 (at ask 520, at bid 0, multi-leg 520) · NBBO 63.70 × 70.50, spread 10.1% of mid · Δ -0.61
net GEX -$422k per 1% (calls +$486k, puts -$908k) strike 570
calls: OI 242 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 30.90 × 34.90, spread 12.2% of mid · Δ 0.42
puts: OI 190 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 61.70 × 66.30, spread 7.2% of mid · Δ -0.59
net GEX +$29k per 1% (calls +$227k, puts -$198k) strike 565
calls: OI 554 (+0) · vol 503 (at ask 500, at bid 3, multi-leg 500) · NBBO 32.80 × 36.30, spread 10.1% of mid · Δ 0.44
puts: OI 543 (+0) · vol 501 (at ask 500, at bid 1, multi-leg 500) · NBBO 57.90 × 64.10, spread 10.2% of mid · Δ -0.58
net GEX -$47k per 1% (calls +$522k, puts -$569k) strike 560
calls: OI 119 (+49) · vol 7 (at ask 0, at bid 7, multi-leg 7) · NBBO 35.40 × 38.90, spread 9.4% of mid · Δ 0.46
puts: OI 144 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 55.50 × 61.20, spread 9.8% of mid · Δ -0.56
net GEX -$39k per 1% (calls +$113k, puts -$152k) strike 555
calls: OI 130 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 37.00 × 41.20, spread 10.7% of mid · Δ 0.47
puts: OI 20 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 52.90 × 58.30, spread 9.7% of mid · Δ -0.54
net GEX +$102k per 1% (calls +$123k, puts -$21k) strike 550
calls: OI 215 (+0) · vol 14 (at ask 7, at bid 7) · NBBO 39.40 × 43.90, spread 10.8% of mid · Δ 0.49
puts: OI 250 (+0) · vol 3 (at ask 0, at bid 3) · NBBO 49.60 × 55.50, spread 11.2% of mid · Δ -0.52
net GEX -$57k per 1% (calls +$205k, puts -$262k) strike 545
calls: OI 1,035 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.40 × 46.00, spread 10.5% of mid · Δ 0.51
puts: OI 1,028 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.90 × 52.80, spread 11.8% of mid · Δ -0.50
net GEX -$92k per 1% (calls +$976k, puts -$1.1m) strike 540
calls: OI 290 (+0) · vol 5 (at ask 5, at bid 0) · NBBO 43.80 × 48.30, spread 9.8% of mid · Δ 0.52
puts: OI 104 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.60 × 50.20, spread 11.8% of mid · Δ -0.48
net GEX +$163k per 1% (calls +$270k, puts -$107k) strike 535
calls: OI 48 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 46.20 × 51.00, spread 9.9% of mid · Δ 0.54
puts: OI 522 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 42.00 × 47.50, spread 12.3% of mid · Δ -0.47
net GEX -$489k per 1% (calls +$44k, puts -$534k) strike 530
calls: OI 33 (+0) · vol 2 (at ask 1, at bid 0, multi-leg 2) · NBBO 48.70 × 53.00, spread 8.5% of mid · Δ 0.56
puts: OI 58 (+0) · vol 12 (at ask 6, at bid 6) · NBBO 40.40 × 44.10, spread 8.8% of mid · Δ -0.45
net GEX -$29k per 1% (calls +$30k, puts -$59k) strike 525
calls: OI 84 (+0) · vol 14 (at ask 11, at bid 3, multi-leg 10) · NBBO 51.20 × 56.70, spread 10.2% of mid · Δ 0.57
puts: OI 251 (+4) · vol 33 (at ask 25, at bid 7, multi-leg 20) · NBBO 37.70 × 42.00, spread 10.8% of mid · Δ -0.43
net GEX -$175k per 1% (calls +$76k, puts -$250k) strike 520
calls: OI 70 (-3) · vol 4 (at ask 3, at bid 1) · NBBO 53.90 × 59.40, spread 9.7% of mid · Δ 0.59
puts: OI 1,324 (-1) · vol 2 (at ask 1, at bid 1) · NBBO 35.40 × 40.60, spread 13.7% of mid · Δ -0.41
net GEX -$1.2m per 1% (calls +$62k, puts -$1.3m) strike 515
calls: OI 155 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 56.60 × 62.10, spread 9.3% of mid · Δ 0.60
puts: OI 222 (+2) · vol 3 (at ask 0, at bid 3) · NBBO 33.80 × 38.70, spread 13.5% of mid · Δ -0.39
net GEX -$77k per 1% (calls +$136k, puts -$213k) strike 510
calls: OI 49 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.50 × 67.80, spread 11.4% of mid · Δ 0.62
puts: OI 682 (+3) · vol 4 (at ask 2, at bid 2, multi-leg 2) · NBBO 31.20 × 36.30, spread 15.1% of mid · Δ -0.38
net GEX -$600k per 1% (calls +$42k, puts -$642k) strike 505
calls: OI 72 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 61.60 × 70.70, spread 13.8% of mid · Δ 0.64
puts: OI 559 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 29.70 × 34.40, spread 14.7% of mid · Δ -0.36
net GEX -$453k per 1% (calls +$61k, puts -$514k) strike 500
calls: OI 672 (-4) · vol 1 (at ask 1, at bid 0) · NBBO 66.60 × 72.00, spread 7.8% of mid · Δ 0.65
puts: OI 2,428 (-1) · vol 5 (at ask 2, at bid 3) · NBBO 27.70 × 31.00, spread 11.2% of mid · Δ -0.34
net GEX -$1.6m per 1% (calls +$563k, puts -$2.2m) strike 495
calls: OI 839 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 68.10 × 77.00, spread 12.3% of mid · Δ 0.67
puts: OI 954 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 26.30 × 30.80, spread 15.8% of mid · Δ -0.33
net GEX -$155k per 1% (calls +$682k, puts -$837k) strike 490
calls: OI 92 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.80 × 79.90, spread 10.7% of mid · Δ 0.68
puts: OI 470 (-5) · vol 0 (at ask 0, at bid 0) · NBBO 23.10 × 29.00, spread 22.6% of mid · Δ -0.31
net GEX -$330k per 1% (calls +$72k, puts -$402k) strike 485
calls: OI 43 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.90 × 83.30, spread 10.6% of mid · Δ 0.69
puts: OI 250 (+0) · vol 3 (at ask 0, at bid 3) · NBBO 21.60 × 27.30, spread 23.3% of mid · Δ -0.30
net GEX -$176k per 1% (calls +$33k, puts -$209k) strike 480
calls: OI 135 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 78.30 × 87.00, spread 10.5% of mid · Δ 0.71
puts: OI 1,779 (+0) · vol 5 (at ask 1, at bid 4) · NBBO 21.00 × 25.80, spread 20.5% of mid · Δ -0.28
net GEX -$1.3m per 1% (calls +$100k, puts -$1.4m) strike 475
calls: OI 146 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.00 × 89.20, spread 8.4% of mid · Δ 0.72
puts: OI 412 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 18.50 × 24.30, spread 27.1% of mid · Δ -0.26
net GEX -$219k per 1% (calls +$104k, puts -$323k) strike 470
calls: OI 18 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.10 × 91.50, spread 7.2% of mid · Δ 0.73
puts: OI 640 (+0) · vol 24 (at ask 5, at bid 13) · NBBO 17.30 × 22.40, spread 25.7% of mid · Δ -0.25
net GEX -$473k per 1% (calls +$12k, puts -$485k) strike 465
calls: OI 71 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.90 × 97.90, spread 9.6% of mid · Δ 0.75
puts: OI 65 (+13) · vol 0 (at ask 0, at bid 0) · NBBO 15.80 × 21.50, spread 30.6% of mid · Δ -0.24
net GEX +$74 per 1% (calls +$48k, puts -$48k) strike 460
calls: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 92.50 × 98.40, spread 6.2% of mid · Δ 0.76
puts: OI 1,568 (+0) · vol 263 (at ask 220, at bid 35) · NBBO 16.90 × 18.40, spread 8.5% of mid · Δ -0.22
net GEX -$1.1m per 1% (calls +$16k, puts -$1.1m) strike 455
calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 96.40 × 104.40, spread 8.0% of mid · Δ 0.77
puts: OI 1,217 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 13.80 × 18.20, spread 27.5% of mid · Δ -0.21
net GEX -$811k per 1% (calls +$6k, puts -$818k) strike 450
calls: OI 138 (-1) · vol 4 (at ask 1, at bid 3, multi-leg 1) · NBBO 100.20 × 106.20, spread 5.8% of mid · Δ 0.78
puts: OI 1,358 (+335) · vol 53 (at ask 14, at bid 37, multi-leg 4) · NBBO 14.10 × 16.80, spread 17.5% of mid · Δ -0.20
net GEX -$787k per 1% (calls +$84k, puts -$871k) strike 445
calls: OI 24 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.10 × 111.90, spread 7.2% of mid · Δ 0.80
puts: OI 77 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.20 × 16.60, spread 22.8% of mid · Δ -0.19
net GEX -$33k per 1% (calls +$14k, puts -$47k) strike 440
calls: OI 409 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 108.10 × 115.90, spread 7.0% of mid · Δ 0.81
puts: OI 212 (+1) · vol 1 (at ask 0, at bid 1) · NBBO 10.60 × 15.20, spread 35.7% of mid · Δ -0.18
net GEX +$105k per 1% (calls +$228k, puts -$124k) strike 435
calls: OI 41 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.90 × 120.70, spread 5.8% of mid · Δ 0.81
puts: OI 129 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.90 × 14.50, spread 28.3% of mid · Δ -0.17
net GEX -$50k per 1% (calls +$22k, puts -$72k) strike 430
calls: OI 36 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 117.10 × 125.00, spread 6.5% of mid · Δ 0.82
puts: OI 332 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 10.80 × 13.60, spread 23.0% of mid · Δ -0.16
net GEX -$157k per 1% (calls +$18k, puts -$175k) strike 425
calls: OI 139 (-21) · vol 0 (at ask 0, at bid 0) · NBBO 120.30 × 129.00, spread 7.0% of mid · Δ 0.83
puts: OI 314 (+0) · vol 4 (at ask 4, at bid 0, multi-leg 4) · NBBO 10.00 × 12.70, spread 23.8% of mid · Δ -0.15
net GEX -$90k per 1% (calls +$68k, puts -$158k) strike 420
calls: OI 115 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.30 × 133.00, spread 6.8% of mid · Δ 0.84
puts: OI 920 (+2) · vol 1 (at ask 0, at bid 0) · NBBO 9.50 × 11.40, spread 18.2% of mid · Δ -0.14
net GEX -$384k per 1% (calls +$54k, puts -$438k) strike 415
calls: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 128.60 × 135.70, spread 5.4% of mid · Δ 0.85
puts: OI 114 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.40 × 11.00, spread 26.8% of mid · Δ -0.13
net GEX -$42k per 1% (calls +$9k, puts -$51k) strike 410
calls: OI 20 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 132.80 × 142.00, spread 6.7% of mid · Δ 0.86
puts: OI 221 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.90 × 10.30, spread 26.4% of mid · Δ -0.12
net GEX -$86k per 1% (calls +$9k, puts -$94k) strike 405
calls: OI 53 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 138.40 × 144.50, spread 4.3% of mid · Δ 0.87
puts: OI 109 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 7.30 × 9.60, spread 27.2% of mid · Δ -0.11
net GEX -$23k per 1% (calls +$21k, puts -$44k) strike 400
calls: OI 222 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 142.40 × 150.00, spread 5.2% of mid · Δ 0.87
puts: OI 3,106 (-13) · vol 8 (at ask 0, at bid 8) · NBBO 7.00 × 8.70, spread 21.7% of mid · Δ -0.11
net GEX -$1.1m per 1% (calls +$86k, puts -$1.2m)