Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
46.9%
own all (<3y) · n=243
IV rank
37.2%
own all (<1y) · n=243
range
48.3% – 115.2%
own all (<1y) · n=243
Term structure · constant maturity 1 consecutive session in backwardation (near-term vol above 90-day: stress).
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) E 10-27 time? Earnings 2026-10-27, time unknown - date stated by the vendor's estimate
First session it can move: 2026-10-27, 35 calendar days from the 2026-09-22 curve - every tenor of 35d or longer spans it
No expected move served for this date 1d 5d 7d Skew · risk reversal 25-delta 5d old
+3.0 pts
own all (<3y) 92.6% · n=34
10-delta 5d old
+3.5 pts
own all (<3y) 77.9% · n=34
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: 17 put and 14 call strikes within ±6.1%, IV 54% to 69% Next earnings: 2026-10-27 time unknown, stated by the vendor's estimate, first moves the 2026-10-27 session, no expected move served . As the vendor's calendar stood on 2026-09-23, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 10-27 time?the vendor's estimate
ATM IV · 09-18 expected move 2026-10-30 Fri weekly 38 2026-10-02 10d spans · +3d exit 25d before
Chain · one strike axis Book as of 2026-09-18 : 2 sessions behind 2026-09-22: no STX 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
+$7.7m per 1%
own all (<3y) 57.7% · n=65
gamma flip
$826.16
flip within ±25% of book spot
flip distance
-0.72 ATR
own all (<3y) 23.4% · n=62
low 48.3% 243 sessions, all (<1y) · today 73.2% high 115.2%
14d 30d 60d 90d 180d 365d 81.0% 65.4% ━ 2026-09-22 ┅ 2026-08-21 (21 sessions earlier) ◆ scheduled release, at the first tenor spanning it ■ earnings, at the first session it can move (□ no expected move served) 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: 2026-10-27 time unknown, stated by the vendor's estimate, first moves the 2026-10-27 session (35d on the tenor axis), no expected move served . As the vendor's calendar stood on 2026-09-23, not on the page's date.
90-day IV
71.8%
own all (<3y) 38.9% · n=243
slope, 30d − 90d
+1.4 pts
own all (<3y) 56.4% · n=243
variance risk premium, 30d
+9.5 pts
own all (<3y) 67.0% · n=238
strike 835: IV 55.8%, beyond the shared scale strike 865: IV 54.4%, beyond the shared scale 76% 60% −6.1% book spot +6.1% 14d 2026-10-02
2026-10-02: 16 put and 14 call strikes within ±8.6%, IV 64% to 69% 76% 60% −8.6% book spot +8.6% 28d 2026-10-16
2026-10-16: 10 put and 11 call strikes within ±12%, IV 62% to 67% 76% 60% −12% book spot +12% 35d 2026-10-23
2026-10-23: 11 put and 9 call strikes within ±14%, IV 61% to 70% 76% 60% −14% book spot +14% 42d 2026-10-30
2026-10-30: 14 put and 8 call strikes within ±15%, IV 70% to 75% 76% 60% −15% book spot +15% 63d 2026-11-20
2026-11-20: 8 put and 12 call strikes within ±18%, IV 69% to 72% 76% 60% −18% book spot +18% 91d 2026-12-18
2026-12-18: 9 put and 7 call strikes within ±22%, IV 68% to 71% 76% 60% −22% book spot +22% 119d 2027-01-15
2027-01-15: 14 put and 8 call strikes within ±25%, IV 68% to 71% 76% 60% −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 (60%–76%), set by the expiries past 7 DTE. 2 short-dated points beyond it are pinned to the edge as open circles.
2026-11-20 Fri 59 2026-10-23 31d spans · +24d exit 4d before
69.5% c 860 none served
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 $858.79 (unadjusted close, 2026-09-18) · call wall $900.00 (+4.80% from book spot) · put wall $800.00 (-6.85% from book spot) · max pain $800.00 (-6.85% 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 $858.79 × (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. STX headlines $919.84 , its newest unadjusted close, on 2026-09-22 ; the book was taken at $858.79 on 2026-09-18 , because the book trails the page by the 2 sessions counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-18 book's levels, on the 2026-09-18 close.
Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-10-30 expiry: 38 calendar days from 2026-09-22 (42 from the book date), inside 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 (no strike drawn reaches 500 on either side, before or after 2026-09-17's trading, so that line is off the panel), and the strike nearest 0.20 delta on each side - call 1090 (Δ 0.20), put 720 (Δ -0.20); the call one lies outside the strikes drawn.
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 1070 1060 1055 1050 1045 1040 1035 1030 1025 1020 1015 1010 1005 1000 995 990 985 980 975 970 965 960 955 950 945 940 935 930 925 920 915 910 905 900 895 890 885 880 875 870 865 860 855 850 845 840 835 830 825 820 815 810 805 800 795 790 785 780 775 770 765 760 755 750 745 740 735 730 725 720 715 710 705 700 695 690 685 680 675 670 665 660 650 put strike nearest 0.20 delta: 720 67 0 67 40 40 25% 10% 10% 25% -$88k +$88k call wall 900 book spot 858.79 γ flip 826.16 put wall 800 strike 1070
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.60 × 28.30, spread 41.4% of mid · Δ 0.21
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 222.40 × 239.10, spread 7.2% of mid · Δ -0.80
no GEX (no side has both gamma and open interest) strike 1060
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.10 × 29.90, spread 39.2% of mid · Δ 0.22
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 214.00 × 230.40, spread 7.4% of mid · Δ -0.79
no GEX (no side has both gamma and open interest) strike 1055
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.30 × 29.40, spread 32.0% of mid · Δ 0.23
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 212.50 × 225.60, spread 6.0% of mid · Δ -0.78
no GEX (no side has both gamma and open interest) strike 1050
calls: OI 3 (+0) · vol 2 (at ask 1, at bid 0, multi-leg 1) · NBBO 23.30 × 30.30, spread 26.1% of mid · Δ 0.24
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 207.90 × 221.50, spread 6.3% of mid · Δ -0.77
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 1045
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.00 × 32.50, spread 34.2% of mid · Δ 0.24
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 204.40 × 217.30, spread 6.1% of mid · Δ -0.77
no GEX (no side has both gamma and open interest) strike 1040
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.50 × 33.30, spread 34.5% of mid · Δ 0.25
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 198.00 × 213.70, spread 7.6% of mid · Δ -0.76
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 1035
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 24.50 × 34.40, spread 33.6% of mid · Δ 0.26
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 194.00 × 209.90, spread 7.9% of mid · Δ -0.76
no GEX (no side has both gamma and open interest) strike 1030
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 26.00 × 37.80, spread 37.0% of mid · Δ 0.27
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 191.30 × 205.60, spread 7.2% of mid · Δ -0.75
no GEX (no side has both gamma and open interest) strike 1025
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 24.30 × 38.50, spread 45.2% of mid · Δ 0.27
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 187.80 × 201.60, spread 7.1% of mid · Δ -0.74
no GEX (no side has both gamma and open interest) strike 1020
calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.00 × 39.70, spread 34.6% of mid · Δ 0.28
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 183.80 × 197.50, spread 7.2% of mid · Δ -0.74
net GEX +$7k per 1% (calls +$7k, puts +$0) strike 1015
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.20 × 40.40, spread 39.1% of mid · Δ 0.29
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 179.20 × 193.50, spread 7.7% of mid · Δ -0.73
net GEX +$6k per 1% (calls +$6k, puts +$0) 2026-10-30 expiry, 83 strikes within ±25% of book spot (the flip search band); 43 hidden (24 above, 19 below), 27 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$474k 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 $800.00 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 · 83 strikes puts strike calls GEX, $ per 1% ΔOI OI multi-leg sweep @bid @ask vol Δ spr ask bid bid ask spr Δ vol @ask @bid sweep multi-leg OI ΔOI put call net +0 0 0 0 0 0 0 -0.80 7.2% 239.10 222.40 1070 18.60 28.30 41.4% 0.21 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.79 7.4% 230.40 214.00 1060 20.10 29.90 39.2% 0.22 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.78 6.0% 225.60 212.50 1055 21.30 29.40 32.0% 0.23 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.77 6.3% 221.50 207.90 1050 23.30 30.30 26.1% 0.24 2 1 0 0 1 3 +0 +$0 +$3k +$3k +0 0 0 0 0 0 0 -0.77 6.1% 217.30 204.40 1045 23.00 32.50 34.2% 0.24 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.76 7.6% 213.70 198.00 1040 23.50 33.30 34.5% 0.25 0 0 0 0 0 1 +0 +$0 +$1k +$1k +0 0 0 0 0 0 0 -0.76 7.9% 209.90 194.00 1035 24.50 34.40 33.6% 0.26 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.75 7.2% 205.60 191.30 1030 26.00 37.80 37.0% 0.27 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.74 7.1% 201.60 187.80 1025 24.30 38.50 45.2% 0.27 1 1 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.74 7.2% 197.50 183.80 1020 28.00 39.70 34.6% 0.28 0 0 0 0 0 6 +0 +$0 +$7k +$7k +0 0 0 0 0 0 0 -0.73 7.7% 193.50 179.20 1015 27.20 40.40 39.1% 0.29 0 0 0 0 0 5 +0 +$0 +$6k +$6k +0 0 0 0 0 0 0 -0.72 7.6% 189.10 175.30 1010 30.10 39.60 27.3% 0.29 1 1 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.72 7.8% 185.50 171.60 1005 28.00 42.60 41.4% 0.30 0 0 0 0 0 1 +0 +$0 +$1k +$1k +0 5 0 0 0 0 0 -0.71 8.5% 180.00 165.30 1000 28.00 44.00 44.4% 0.31 0 0 0 0 0 23 +0 -$6k +$28k +$22k +0 0 0 0 0 0 0 -0.70 8.0% 177.80 164.20 995 30.00 44.80 39.6% 0.32 0 0 0 0 0 37 +7 +$0 +$46k +$46k +0 0 0 0 0 0 0 -0.69 8.1% 174.00 160.40 990 33.70 45.90 30.7% 0.32 2 1 1 0 2 8 +0 +$0 +$10k +$10k +0 0 0 0 0 0 0 -0.68 8.2% 170.00 156.60 985 35.90 47.10 27.0% 0.33 2 2 0 0 2 5 +0 +$0 +$6k +$6k +0 0 0 0 0 0 0 -0.68 8.2% 166.00 152.90 980 34.00 48.70 35.6% 0.34 0 0 0 0 0 1 +0 +$0 +$1k +$1k +0 0 0 0 0 0 0 -0.67 9.3% 162.90 148.40 975 38.20 49.80 26.4% 0.35 0 0 0 0 0 14 +1 +$0 +$18k +$18k +0 0 0 0 0 0 0 -0.66 8.0% 157.80 145.60 970 38.50 50.70 27.4% 0.35 3 3 0 0 0 1 +0 +$0 +$1k +$1k +1 1 0 0 0 0 0 -0.65 9.0% 155.20 141.90 965 41.10 51.00 21.5% 0.36 0 0 0 0 0 1 +0 -$1k +$1k -$55 +0 1 0 0 0 0 0 -0.64 10.0% 152.00 137.50 960 39.30 53.70 31.0% 0.37 0 0 0 0 0 2 +1 -$1k +$3k +$1k +0 0 0 0 0 0 0 -0.63 8.8% 147.20 134.80 955 43.10 55.10 24.4% 0.38 0 0 0 0 0 21 +0 +$0 +$28k +$28k +0 2 0 0 0 0 0 -0.62 10.1% 144.10 130.30 950 44.30 56.50 24.2% 0.39 1 1 0 0 0 2 +0 -$3k +$3k -$127 +0 0 0 0 0 0 0 -0.62 10.2% 141.50 127.80 945 44.30 58.00 26.8% 0.39 0 0 0 0 0 0 +0 — — — +0 0 10 0 10 0 10 -0.61 11.3% 138.00 123.30 940 47.60 59.50 22.2% 0.40 0 0 0 0 0 7 +0 +$0 +$9k +$9k +0 0 0 0 0 0 0 -0.60 10.7% 134.00 120.40 935 49.20 61.10 21.6% 0.41 0 0 0 0 0 1 +0 +$0 +$1k +$1k +0 0 10 0 10 0 10 -0.59 11.9% 131.30 116.50 930 50.30 62.70 21.9% 0.42 1 1 0 0 1 0 +0 — — — +0 0 0 0 0 0 0 -0.58 11.8% 127.90 113.70 925 52.50 64.40 20.4% 0.43 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.57 10.1% 123.20 111.30 920 52.00 66.10 23.9% 0.44 0 0 0 0 0 0 +0 — — — +0 0 0 0 0 0 0 -0.56 13.2% 121.60 106.50 915 53.80 69.00 24.8% 0.45 0 0 0 0 0 35 +0 +$0 +$48k +$48k +0 0 0 0 0 0 0 -0.55 12.6% 118.00 104.00 910 57.10 69.80 20.0% 0.45 0 0 0 0 0 2 +0 +$0 +$3k +$3k +0 0 0 0 0 0 0 -0.54 13.0% 114.80 100.80 905 60.00 71.40 17.4% 0.46 0 0 0 0 0 0 +0 — — — +0 0 8 0 0 5 8 -0.53 13.9% 112.00 97.40 900 61.50 73.30 17.5% 0.47 3 0 1 0 2 3 +0 +$0 +$4k +$4k +0 0 3 0 3 0 3 -0.52 14.4% 109.10 94.40 895 62.00 75.20 19.2% 0.48 0 0 0 0 0 2 +1 +$0 +$3k +$3k +0 4 0 0 0 0 0 -0.51 14.9% 106.00 91.30 890 65.70 77.20 16.1% 0.49 1 0 0 0 0 1 +0 -$6k +$1k -$4k +0 4 0 0 0 0 0 -0.51 14.8% 102.80 88.60 885 66.00 79.20 18.2% 0.50 0 0 0 0 0 0 +0 -$6k +$0 -$6k +0 1 0 0 0 0 0 -0.50 13.4% 97.70 85.40 880 68.40 81.20 17.1% 0.51 1 0 0 0 1 6 +3 -$1k +$8k +$7k +0 0 0 0 0 0 0 -0.49 16.7% 97.30 82.30 875 70.40 83.30 16.8% 0.52 0 0 0 0 0 1 +0 +$0 +$1k +$1k +0 0 0 0 0 0 0 -0.48 15.9% 93.20 79.50 870 71.70 85.70 17.8% 0.53 0 0 0 0 0 5 +0 +$0 +$7k +$7k +0 0 0 0 0 0 0 -0.47 16.8% 91.50 77.30 865 74.10 87.70 16.8% 0.54 0 0 0 0 0 1 +0 +$0 +$1k +$1k +0 0 0 0 0 0 0 -0.46 16.6% 88.00 74.50 860 80.30 89.90 11.3% 0.55 2 1 1 0 0 2 +0 +$0 +$3k +$3k +0 2 0 0 0 0 0 -0.45 14.5% 83.70 72.40 855 80.00 92.10 14.1% 0.56 0 0 0 0 0 0 +0 -$3k +$0 -$3k +0 0 0 0 3 0 3 -0.44 16.3% 81.60 69.30 850 82.00 94.40 14.1% 0.56 2 0 2 0 0 9 +2 +$0 +$12k +$12k +0 0 1 0 1 0 1 -0.43 17.7% 78.90 66.10 845 84.00 96.80 14.2% 0.57 3 1 2 0 0 5 +0 +$0 +$7k +$7k +10 20 0 0 0 0 0 -0.42 17.6% 76.70 64.30 840 86.00 99.20 14.3% 0.58 0 0 0 0 0 2 +0 -$29k +$3k -$26k +0 0 1 0 0 1 1 -0.41 18.1% 74.20 61.90 835 88.00 101.70 14.4% 0.59 0 0 0 0 0 0 +0 — — — +0 0 1 0 1 1 2 -0.40 20.9% 72.30 58.60 830 92.00 104.30 12.5% 0.60 3 2 1 0 2 2 +0 +$0 +$3k +$3k +0 0 6 0 0 6 6 -0.39 21.2% 69.90 56.50 825 96.00 106.80 10.7% 0.61 0 0 0 0 0 0 +0 — — — +0 67 0 0 0 0 0 -0.38 22.0% 67.20 53.90 820 96.70 109.40 12.3% 0.62 2 1 1 0 0 4 +0 -$93k +$5k -$88k +0 0 0 0 0 0 0 -0.37 21.9% 65.40 52.50 815 100.00 112.10 11.4% 0.63 0 0 0 0 0 2 +0 +$0 +$3k +$3k +0 27 0 0 0 0 0 -0.36 27.3% 64.60 49.10 810 101.60 115.40 12.7% 0.64 0 0 0 0 0 44 +0 -$37k +$57k +$20k +0 0 0 0 0 0 0 -0.35 24.5% 60.10 47.00 805 110.00 117.60 6.7% 0.65 0 0 0 0 0 8 +2 +$0 +$10k +$10k +1 24 1 0 1 0 1 -0.34 28.3% 59.70 44.90 800 110.00 120.40 9.0% 0.66 1 1 0 0 0 3 +1 -$32k +$4k -$28k +0 0 0 0 0 0 0 -0.33 25.5% 54.90 42.50 795 110.70 123.30 10.8% 0.67 0 0 0 0 0 3 +0 +$0 +$4k +$4k +3 7 1 0 1 1 2 -0.32 22.0% 52.40 42.00 790 116.00 128.10 9.9% 0.68 0 0 0 0 0 3 +0 -$9k +$4k -$5k +0 3 0 0 0 0 0 -0.31 29.3% 51.60 38.40 785 116.00 129.90 11.3% 0.69 0 0 0 0 0 12 +0 -$4k +$15k +$11k +0 42 2 0 1 1 5 -0.30 27.0% 50.00 38.10 780 118.90 133.80 11.8% 0.69 0 0 0 0 0 3 +0 -$54k +$4k -$50k +0 0 0 0 1 0 1 -0.29 30.6% 47.10 34.60 775 124.00 137.00 10.0% 0.70 0 0 0 0 0 1 +0 +$0 +$1k +$1k +0 13 2 0 1 1 2 -0.28 35.2% 46.80 32.80 770 124.50 139.30 11.2% 0.71 0 0 0 0 0 2 +0 -$16k +$2k -$14k +0 3 2 0 1 1 2 -0.27 35.9% 44.70 31.10 765 130.00 141.60 8.5% 0.72 2 2 0 0 1 46 +0 -$4k +$53k +$50k +0 6 1 0 0 1 1 -0.26 38.2% 43.00 29.20 760 130.60 146.60 11.5% 0.73 0 0 0 0 0 0 +0 -$7k +$0 -$7k +0 0 0 0 0 0 0 -0.25 40.2% 41.50 27.60 755 134.00 148.40 10.2% 0.74 0 0 0 0 0 0 +0 — — — +12 16 0 0 5 0 5 -0.24 26.8% 37.70 28.80 750 142.00 152.90 7.4% 0.75 0 0 0 0 0 2 +0 -$18k +$2k -$16k +0 1 0 0 0 0 0 -0.24 43.1% 38.10 24.60 745 140.90 156.50 10.5% 0.76 0 0 0 0 0 0 +0 -$1k +$0 -$1k +0 8 0 0 1 0 1 -0.23 27.5% 33.90 25.70 740 144.40 158.40 9.2% 0.76 0 0 0 0 0 0 +0 -$9k +$0 -$9k +0 1 0 0 0 0 0 -0.22 27.7% 33.30 25.20 735 148.00 161.90 9.0% 0.77 0 0 0 0 0 0 +0 -$1k +$0 -$1k +4 5 2 0 2 1 4 -0.21 22.9% 31.20 24.80 730 151.60 165.50 8.8% 0.78 0 0 0 0 0 0 +0 -$5k +$0 -$5k +2 2 3 0 3 1 4 -0.20 24.5% 29.80 23.30 725 155.30 169.10 8.5% 0.79 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 3 0 0 0 0 0 -0.20 30.1% 29.40 21.70 720 160.00 172.80 7.7% 0.80 0 0 0 0 0 0 +0 -$3k +$0 -$3k +0 1 0 0 0 0 0 -0.19 32.1% 28.20 20.40 715 163.10 176.50 7.9% 0.80 0 0 0 0 0 0 +0 -$971 +$0 -$971 +0 10 0 0 0 1 1 -0.18 26.2% 26.30 20.20 710 166.60 182.00 8.8% 0.81 0 0 0 0 0 1 +0 -$9k +$927 -$9k +0 6 0 0 0 0 0 -0.17 34.1% 25.40 18.00 705 170.40 184.10 7.7% 0.82 0 0 0 0 0 0 +0 -$6k +$0 -$6k +1 11 0 0 1 0 2 -0.17 30.2% 22.90 16.90 700 174.30 188.00 7.6% 0.83 0 0 0 0 0 1 +0 -$10k +$880 -$9k +0 2 0 0 0 0 0 -0.16 33.2% 22.10 15.80 695 178.20 191.80 7.4% 0.83 0 0 0 0 0 0 +0 -$2k +$0 -$2k +0 26 16 0 13 0 16 -0.15 39.1% 22.00 14.80 690 182.20 195.80 7.2% 0.84 0 0 0 0 0 0 +0 -$22k +$0 -$22k +1 6 3 0 1 2 3 -0.14 42.3% 21.20 13.80 685 186.20 199.80 7.0% 0.84 0 0 0 0 0 16 +0 -$5k +$13k +$8k +1 7 13 0 25 15 40 -0.14 52.9% 22.00 12.80 680 190.30 203.80 6.9% 0.85 0 0 0 0 0 0 +0 -$6k +$0 -$6k +0 2 0 0 0 0 0 -0.13 46.5% 19.10 11.90 675 196.00 207.90 5.9% 0.86 0 0 0 0 0 1 +0 -$2k +$758 -$767 +0 2 0 0 0 0 0 -0.12 46.7% 17.70 11.00 670 199.40 212.00 6.1% 0.86 0 0 0 0 0 0 +0 -$1k +$0 -$1k +0 39 3 0 0 3 3 -0.12 50.0% 17.00 10.20 665 206.00 216.10 4.8% 0.87 0 0 0 0 0 0 +0 -$28k +$0 -$28k +0 3 0 0 0 0 0 -0.11 53.7% 16.30 9.40 660 207.00 222.30 7.1% 0.87 0 0 0 0 0 0 +0 -$2k +$0 -$2k +1 6 1 0 4 1 5 -0.10 55.2% 14.80 8.40 650 215.40 228.70 6.0% 0.88 0 0 0 0 0 1 +0 -$4k +$644 -$3k
strike 1010
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 30.10 × 39.60, spread 27.3% of mid · Δ 0.29
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 175.30 × 189.10, spread 7.6% of mid · Δ -0.72
no GEX (no side has both gamma and open interest) strike 1005
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.00 × 42.60, spread 41.4% of mid · Δ 0.30
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 171.60 × 185.50, spread 7.8% of mid · Δ -0.72
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 1000
calls: OI 23 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.00 × 44.00, spread 44.4% of mid · Δ 0.31
puts: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 165.30 × 180.00, spread 8.5% of mid · Δ -0.71
net GEX +$22k per 1% (calls +$28k, puts -$6k) strike 995
calls: OI 37 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 30.00 × 44.80, spread 39.6% of mid · Δ 0.32
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 164.20 × 177.80, spread 8.0% of mid · Δ -0.70
net GEX +$46k per 1% (calls +$46k, puts +$0) strike 990
calls: OI 8 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 33.70 × 45.90, spread 30.7% of mid · Δ 0.32
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 160.40 × 174.00, spread 8.1% of mid · Δ -0.69
net GEX +$10k per 1% (calls +$10k, puts +$0) strike 985
calls: OI 5 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 35.90 × 47.10, spread 27.0% of mid · Δ 0.33
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 156.60 × 170.00, spread 8.2% of mid · Δ -0.68
net GEX +$6k per 1% (calls +$6k, puts +$0) strike 980
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.00 × 48.70, spread 35.6% of mid · Δ 0.34
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 152.90 × 166.00, spread 8.2% of mid · Δ -0.68
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 975
calls: OI 14 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 38.20 × 49.80, spread 26.4% of mid · Δ 0.35
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 148.40 × 162.90, spread 9.3% of mid · Δ -0.67
net GEX +$18k per 1% (calls +$18k, puts +$0) strike 970
calls: OI 1 (+0) · vol 3 (at ask 3, at bid 0) · NBBO 38.50 × 50.70, spread 27.4% of mid · Δ 0.35
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 145.60 × 157.80, spread 8.0% of mid · Δ -0.66
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 965
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 41.10 × 51.00, spread 21.5% of mid · Δ 0.36
puts: OI 1 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 141.90 × 155.20, spread 9.0% of mid · Δ -0.65
net GEX -$55 per 1% (calls +$1k, puts -$1k) strike 960
calls: OI 2 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 39.30 × 53.70, spread 31.0% of mid · Δ 0.37
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 137.50 × 152.00, spread 10.0% of mid · Δ -0.64
net GEX +$1k per 1% (calls +$3k, puts -$1k) strike 955
calls: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 43.10 × 55.10, spread 24.4% of mid · Δ 0.38
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 134.80 × 147.20, spread 8.8% of mid · Δ -0.63
net GEX +$28k per 1% (calls +$28k, puts +$0) strike 950
calls: OI 2 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 44.30 × 56.50, spread 24.2% of mid · Δ 0.39
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 130.30 × 144.10, spread 10.1% of mid · Δ -0.62
net GEX -$127 per 1% (calls +$3k, puts -$3k) strike 945
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 44.30 × 58.00, spread 26.8% of mid · Δ 0.39
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 127.80 × 141.50, spread 10.2% of mid · Δ -0.62
no GEX (no side has both gamma and open interest) strike 940
calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.60 × 59.50, spread 22.2% of mid · Δ 0.40
puts: OI 0 (+0) · vol 10 (at ask 0, at bid 10, multi-leg 10) · NBBO 123.30 × 138.00, spread 11.3% of mid · Δ -0.61
net GEX +$9k per 1% (calls +$9k, puts +$0) strike 935
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.20 × 61.10, spread 21.6% of mid · Δ 0.41
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 120.40 × 134.00, spread 10.7% of mid · Δ -0.60
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 930
calls: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 50.30 × 62.70, spread 21.9% of mid · Δ 0.42
puts: OI 0 (+0) · vol 10 (at ask 0, at bid 10, multi-leg 10) · NBBO 116.50 × 131.30, spread 11.9% of mid · Δ -0.59
no GEX (no side has both gamma and open interest) strike 925
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.50 × 64.40, spread 20.4% of mid · Δ 0.43
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 113.70 × 127.90, spread 11.8% of mid · Δ -0.58
no GEX (no side has both gamma and open interest) strike 920
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.00 × 66.10, spread 23.9% of mid · Δ 0.44
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 111.30 × 123.20, spread 10.1% of mid · Δ -0.57
no GEX (no side has both gamma and open interest) strike 915
calls: OI 35 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 53.80 × 69.00, spread 24.8% of mid · Δ 0.45
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 106.50 × 121.60, spread 13.2% of mid · Δ -0.56
net GEX +$48k per 1% (calls +$48k, puts +$0) strike 910
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.10 × 69.80, spread 20.0% of mid · Δ 0.45
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 104.00 × 118.00, spread 12.6% of mid · Δ -0.55
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 905
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 60.00 × 71.40, spread 17.4% of mid · Δ 0.46
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.80 × 114.80, spread 13.0% of mid · Δ -0.54
no GEX (no side has both gamma and open interest) strike 900
calls: OI 3 (+0) · vol 3 (at ask 0, at bid 1, multi-leg 2) · NBBO 61.50 × 73.30, spread 17.5% of mid · Δ 0.47
puts: OI 0 (+0) · vol 8 (at ask 5, at bid 0, multi-leg 8) · NBBO 97.40 × 112.00, spread 13.9% of mid · Δ -0.53
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 895
calls: OI 2 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 62.00 × 75.20, spread 19.2% of mid · Δ 0.48
puts: OI 0 (+0) · vol 3 (at ask 0, at bid 3, multi-leg 3) · NBBO 94.40 × 109.10, spread 14.4% of mid · Δ -0.52
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 890
calls: OI 1 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 65.70 × 77.20, spread 16.1% of mid · Δ 0.49
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 91.30 × 106.00, spread 14.9% of mid · Δ -0.51
net GEX -$4k per 1% (calls +$1k, puts -$6k) strike 885
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 66.00 × 79.20, spread 18.2% of mid · Δ 0.50
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.60 × 102.80, spread 14.8% of mid · Δ -0.51
net GEX -$6k per 1% (calls +$0, puts -$6k) strike 880
calls: OI 6 (+3) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 68.40 × 81.20, spread 17.1% of mid · Δ 0.51
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 85.40 × 97.70, spread 13.4% of mid · Δ -0.50
net GEX +$7k per 1% (calls +$8k, puts -$1k) strike 875
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 70.40 × 83.30, spread 16.8% of mid · Δ 0.52
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 82.30 × 97.30, spread 16.7% of mid · Δ -0.49
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 870
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 71.70 × 85.70, spread 17.8% of mid · Δ 0.53
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.50 × 93.20, spread 15.9% of mid · Δ -0.48
net GEX +$7k per 1% (calls +$7k, puts +$0) strike 865
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.10 × 87.70, spread 16.8% of mid · Δ 0.54
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 77.30 × 91.50, spread 16.8% of mid · Δ -0.47
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 860
calls: OI 2 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 80.30 × 89.90, spread 11.3% of mid · Δ 0.55
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 74.50 × 88.00, spread 16.6% of mid · Δ -0.46
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 855
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 80.00 × 92.10, spread 14.1% of mid · Δ 0.56
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 72.40 × 83.70, spread 14.5% of mid · Δ -0.45
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 850
calls: OI 9 (+2) · vol 2 (at ask 0, at bid 2) · NBBO 82.00 × 94.40, spread 14.1% of mid · Δ 0.56
puts: OI 0 (+0) · vol 3 (at ask 0, at bid 3) · NBBO 69.30 × 81.60, spread 16.3% of mid · Δ -0.44
net GEX +$12k per 1% (calls +$12k, puts +$0) strike 845
calls: OI 5 (+0) · vol 3 (at ask 1, at bid 2) · NBBO 84.00 × 96.80, spread 14.2% of mid · Δ 0.57
puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 66.10 × 78.90, spread 17.7% of mid · Δ -0.43
net GEX +$7k per 1% (calls +$7k, puts +$0) strike 840
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 86.00 × 99.20, spread 14.3% of mid · Δ 0.58
puts: OI 20 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 64.30 × 76.70, spread 17.6% of mid · Δ -0.42
net GEX -$26k per 1% (calls +$3k, puts -$29k) strike 835
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 88.00 × 101.70, spread 14.4% of mid · Δ 0.59
puts: OI 0 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 61.90 × 74.20, spread 18.1% of mid · Δ -0.41
no GEX (no side has both gamma and open interest) strike 830
calls: OI 2 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 92.00 × 104.30, spread 12.5% of mid · Δ 0.60
puts: OI 0 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 58.60 × 72.30, spread 20.9% of mid · Δ -0.40
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 825
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 96.00 × 106.80, spread 10.7% of mid · Δ 0.61
puts: OI 0 (+0) · vol 6 (at ask 6, at bid 0, multi-leg 6) · NBBO 56.50 × 69.90, spread 21.2% of mid · Δ -0.39
no GEX (no side has both gamma and open interest) strike 820
calls: OI 4 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 96.70 × 109.40, spread 12.3% of mid · Δ 0.62
puts: OI 67 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 53.90 × 67.20, spread 22.0% of mid · Δ -0.38
net GEX -$88k per 1% (calls +$5k, puts -$93k) strike 815
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.00 × 112.10, spread 11.4% of mid · Δ 0.63
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 52.50 × 65.40, spread 21.9% of mid · Δ -0.37
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 810
calls: OI 44 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 101.60 × 115.40, spread 12.7% of mid · Δ 0.64
puts: OI 27 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 49.10 × 64.60, spread 27.3% of mid · Δ -0.36
net GEX +$20k per 1% (calls +$57k, puts -$37k) strike 805
calls: OI 8 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 110.00 × 117.60, spread 6.7% of mid · Δ 0.65
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 47.00 × 60.10, spread 24.5% of mid · Δ -0.35
net GEX +$10k per 1% (calls +$10k, puts +$0) strike 800
calls: OI 3 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 110.00 × 120.40, spread 9.0% of mid · Δ 0.66
puts: OI 24 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 44.90 × 59.70, spread 28.3% of mid · Δ -0.34
net GEX -$28k per 1% (calls +$4k, puts -$32k) strike 795
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 110.70 × 123.30, spread 10.8% of mid · Δ 0.67
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 42.50 × 54.90, spread 25.5% of mid · Δ -0.33
net GEX +$4k per 1% (calls +$4k, puts +$0) strike 790
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 116.00 × 128.10, spread 9.9% of mid · Δ 0.68
puts: OI 7 (+3) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 42.00 × 52.40, spread 22.0% of mid · Δ -0.32
net GEX -$5k per 1% (calls +$4k, puts -$9k) strike 785
calls: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 116.00 × 129.90, spread 11.3% of mid · Δ 0.69
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 38.40 × 51.60, spread 29.3% of mid · Δ -0.31
net GEX +$11k per 1% (calls +$15k, puts -$4k) strike 780
calls: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 118.90 × 133.80, spread 11.8% of mid · Δ 0.69
puts: OI 42 (+0) · vol 5 (at ask 1, at bid 1, multi-leg 2) · NBBO 38.10 × 50.00, spread 27.0% of mid · Δ -0.30
net GEX -$50k per 1% (calls +$4k, puts -$54k) strike 775
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.00 × 137.00, spread 10.0% of mid · Δ 0.70
puts: OI 0 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 34.60 × 47.10, spread 30.6% of mid · Δ -0.29
net GEX +$1k per 1% (calls +$1k, puts +$0) strike 770
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 124.50 × 139.30, spread 11.2% of mid · Δ 0.71
puts: OI 13 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 32.80 × 46.80, spread 35.2% of mid · Δ -0.28
net GEX -$14k per 1% (calls +$2k, puts -$16k) strike 765
calls: OI 46 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 130.00 × 141.60, spread 8.5% of mid · Δ 0.72
puts: OI 3 (+0) · vol 2 (at ask 1, at bid 1, multi-leg 2) · NBBO 31.10 × 44.70, spread 35.9% of mid · Δ -0.27
net GEX +$50k per 1% (calls +$53k, puts -$4k) strike 760
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 130.60 × 146.60, spread 11.5% of mid · Δ 0.73
puts: OI 6 (+0) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 29.20 × 43.00, spread 38.2% of mid · Δ -0.26
net GEX -$7k per 1% (calls +$0, puts -$7k) strike 755
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 134.00 × 148.40, spread 10.2% of mid · Δ 0.74
puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.60 × 41.50, spread 40.2% of mid · Δ -0.25
no GEX (no side has both gamma and open interest) strike 750
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 142.00 × 152.90, spread 7.4% of mid · Δ 0.75
puts: OI 16 (+12) · vol 5 (at ask 0, at bid 5) · NBBO 28.80 × 37.70, spread 26.8% of mid · Δ -0.24
net GEX -$16k per 1% (calls +$2k, puts -$18k) strike 745
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 140.90 × 156.50, spread 10.5% of mid · Δ 0.76
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 24.60 × 38.10, spread 43.1% of mid · Δ -0.24
net GEX -$1k per 1% (calls +$0, puts -$1k) strike 740
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 144.40 × 158.40, spread 9.2% of mid · Δ 0.76
puts: OI 8 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 25.70 × 33.90, spread 27.5% of mid · Δ -0.23
net GEX -$9k per 1% (calls +$0, puts -$9k) strike 735
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 148.00 × 161.90, spread 9.0% of mid · Δ 0.77
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 25.20 × 33.30, spread 27.7% of mid · Δ -0.22
net GEX -$1k per 1% (calls +$0, puts -$1k) strike 730
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 151.60 × 165.50, spread 8.8% of mid · Δ 0.78
puts: OI 5 (+4) · vol 4 (at ask 1, at bid 2, multi-leg 2) · NBBO 24.80 × 31.20, spread 22.9% of mid · Δ -0.21
net GEX -$5k per 1% (calls +$0, puts -$5k) strike 725
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 155.30 × 169.10, spread 8.5% of mid · Δ 0.79
puts: OI 2 (+2) · vol 4 (at ask 1, at bid 3, multi-leg 3) · NBBO 23.30 × 29.80, spread 24.5% of mid · Δ -0.20
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 720
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 160.00 × 172.80, spread 7.7% of mid · Δ 0.80
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.70 × 29.40, spread 30.1% of mid · Δ -0.20
net GEX -$3k per 1% (calls +$0, puts -$3k) strike 715
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 163.10 × 176.50, spread 7.9% of mid · Δ 0.80
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.40 × 28.20, spread 32.1% of mid · Δ -0.19
net GEX -$971 per 1% (calls +$0, puts -$971) strike 710
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 166.60 × 182.00, spread 8.8% of mid · Δ 0.81
puts: OI 10 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 20.20 × 26.30, spread 26.2% of mid · Δ -0.18
net GEX -$9k per 1% (calls +$927, puts -$9k) strike 705
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 170.40 × 184.10, spread 7.7% of mid · Δ 0.82
puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.00 × 25.40, spread 34.1% of mid · Δ -0.17
net GEX -$6k per 1% (calls +$0, puts -$6k) strike 700
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 174.30 × 188.00, spread 7.6% of mid · Δ 0.83
puts: OI 11 (+1) · vol 2 (at ask 0, at bid 1) · NBBO 16.90 × 22.90, spread 30.2% of mid · Δ -0.17
net GEX -$9k per 1% (calls +$880, puts -$10k) strike 695
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 178.20 × 191.80, spread 7.4% of mid · Δ 0.83
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 15.80 × 22.10, spread 33.2% of mid · Δ -0.16
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 690
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 182.20 × 195.80, spread 7.2% of mid · Δ 0.84
puts: OI 26 (+0) · vol 16 (at ask 0, at bid 13, multi-leg 16) · NBBO 14.80 × 22.00, spread 39.1% of mid · Δ -0.15
net GEX -$22k per 1% (calls +$0, puts -$22k) strike 685
calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 186.20 × 199.80, spread 7.0% of mid · Δ 0.84
puts: OI 6 (+1) · vol 3 (at ask 2, at bid 1, multi-leg 3) · NBBO 13.80 × 21.20, spread 42.3% of mid · Δ -0.14
net GEX +$8k per 1% (calls +$13k, puts -$5k) strike 680
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 190.30 × 203.80, spread 6.9% of mid · Δ 0.85
puts: OI 7 (+1) · vol 40 (at ask 15, at bid 25, multi-leg 13) · NBBO 12.80 × 22.00, spread 52.9% of mid · Δ -0.14
net GEX -$6k per 1% (calls +$0, puts -$6k) strike 675
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 196.00 × 207.90, spread 5.9% of mid · Δ 0.86
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.90 × 19.10, spread 46.5% of mid · Δ -0.13
net GEX -$767 per 1% (calls +$758, puts -$2k) strike 670
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 199.40 × 212.00, spread 6.1% of mid · Δ 0.86
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.00 × 17.70, spread 46.7% of mid · Δ -0.12
net GEX -$1k per 1% (calls +$0, puts -$1k) strike 665
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 206.00 × 216.10, spread 4.8% of mid · Δ 0.87
puts: OI 39 (+0) · vol 3 (at ask 3, at bid 0, multi-leg 3) · NBBO 10.20 × 17.00, spread 50.0% of mid · Δ -0.12
net GEX -$28k per 1% (calls +$0, puts -$28k) strike 660
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 207.00 × 222.30, spread 7.1% of mid · Δ 0.87
puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.40 × 16.30, spread 53.7% of mid · Δ -0.11
net GEX -$2k per 1% (calls +$0, puts -$2k) strike 650
calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 215.40 × 228.70, spread 6.0% of mid · Δ 0.88
puts: OI 6 (+1) · vol 5 (at ask 1, at bid 4, multi-leg 1) · NBBO 8.40 × 14.80, spread 55.2% of mid · Δ -0.10
net GEX -$3k per 1% (calls +$644, puts -$4k)