Simplify Analytics / OptionsImplied volatility · 30-day constant maturity IV percentile
7.9%
own all (<3y) · n=241
IV rank
19.3%
own all (<1y) · n=241
range
50.6% – 116.5%
own all (<1y) · n=241
low 50.6% 241 sessions, all (<1y) · today 63.3% high 116.5%
Term structure · constant maturity 31 consecutive sessions in contango (the normal upward slope).
2 5 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) 4 6 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) 2 7 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) E 10-29 time? Earnings 2026-10-29, time unknown - date stated by the vendor's estimate
First session it can move: 2026-10-29, 41 calendar days from the 2026-09-18 curve - every tenor of 41d or longer spans it
No expected move served for this date 1d 5d 7d 14d 30d 60d 90d 180d 365d 84.3% 61.2% ━ 2026-09-18 ┅ 2026-08-19 (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 2026-09-18 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 53.2Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas BarkinThu 09-24 08:30 · 6d Weekly Jobless Claims (September)Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7Earnings: 2026-10-29 time unknown, stated by the vendor's estimate, first moves the 2026-10-29 session (41d on the tenor axis), no expected move served . As the vendor's calendar stood on 2026-09-21, not on the page's date.
90-day IV
67.3%
own all (<3y) 9.3% · n=241
slope, 30d − 90d
-4.0 pts
own all (<3y) 20.5% · n=241
variance risk premium, 30d
+22.6 pts
own all (<3y) 89.2% · n=236
Skew · risk reversal 25-delta
-5.9 pts
own all (<3y) 4.3% · n=35
10-delta
-7.1 pts
own all (<3y) 12.9% · 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 1d 2026-09-18 · short
2026-09-18: 4 put and 4 call strikes within ±2.3%, IV 66% to 74% strike 417.5: IV 74.3%, beyond the shared scale 73% 60% −2.3% book spot +2.3% 8d 2026-09-25
2026-09-25: 11 put and 11 call strikes within ±6.5%, IV 60% to 68% 73% 60% −6.5% book spot +6.5% 15d 2026-10-02
2026-10-02: 10 put and 15 call strikes within ±8.8%, IV 63% to 68% 73% 60% −8.8% book spot +8.8% 22d 2026-10-09
2026-10-09: 9 put and 9 call strikes within ±11%, IV 60% to 65% 73% 60% −11% book spot +11% 29d 2026-10-16
2026-10-16: 5 put and 5 call strikes within ±12%, IV 62% to 63% 73% 60% −12% book spot +12% 64d 2026-11-20
2026-11-20: 8 put and 8 call strikes within ±18%, IV 68% to 70% 73% 60% −18% book spot +18% 92d 2026-12-18
2026-12-18: 9 put and 9 call strikes within ±22%, IV 67% to 69% 73% 60% −22% book spot +22% 120d 2027-01-15
2027-01-15: 9 put and 9 call strikes within ±25%, IV 66% to 72% 73% 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%–73%), set by the expiries past 7 DTE. 1 short-dated point beyond it is pinned to the edge as an open circle. Next earnings: 2026-10-29 time unknown, stated by the vendor's estimate, first moves the 2026-10-29 session, no expected move served . As the vendor's calendar stood on 2026-09-21, not on the page's date.
expiry DTE 28-DTE exit thesis earnings 10-29 time?the vendor's estimate
ATM IV · 09-17 expected move 2026-10-23 Fri weekly 35 2026-09-25 7d clear · 6d 65.3% c 425 — 2026-10-30 Fri weekly 42 2026-10-02 14d spans · +1d exit 27d before
69.5% c 425 none served 2026-11-20 Fri 63 2026-10-23 35d spans · +22d exit 6d before
69.2% p 420 none served
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 WDC 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
-$21.9m per 1%
own all (<3y) 14.8% · n=64
gamma flip
$444.20
flip within ±25% of book spot
flip distance
+0.89 ATR
own all (<3y) 75.4% · n=63
0DTE share of volume
not listed daily
book spot $423.87 (unadjusted close, 2026-09-17) · call wall $400.00 (-5.63% from book spot) · put wall $420.00 (-0.91% from book spot) · max pain $450.00 (+6.16% 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 $423.87 × (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. WDC headlines $441.36 , its newest unadjusted close, on 2026-09-18 ; the book was taken at $423.87 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.
09-18 · 1d 09-25 · 8d 10-02 · 15d 10-09 · 22d 10-16 · 29d · mp 10-23 · 36d 10-30 · 43d 11-20 · 64d 12-18 · 92d 01-15 · 120d Dashed: 7 DTE or less, where the vendor's gamma is noisy. "mp": the monthly max pain describes.
Tradability of the 2026-10-02 expiry: 14 calendar days from 2026-09-18 (15 from the book date), outside 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 (no strike drawn reaches 500 on either side, before or after 2026-09-16's trading, so that line is off the panel), and the strike nearest 0.20 delta on each side - call 480 (Δ 0.19), put 385 (Δ -0.21).
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 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 2026-09-16's trading; volume is 2026-09-17's. ◀ put OI call OI ▶ entering 2026-09-17 ◀ put vol call vol ▶ traded 2026-09-17 ◀ put call ▶ spread, % of mid − net GEX + $ per 1% move 525 520 515 510 505 500 495 490 485 480 475 472.5 470 467.5 465 462.5 460 457.5 455 452.5 450 447.5 445 442.5 440 437.5 435 432.5 430 427.5 425 422.5 420 417.5 415 412.5 410 407.5 405 402.5 400 395 390 385 380 375 370 365 360 355 350 345 340 335 330 320 put strike nearest 0.20 delta: 385 call strike nearest 0.20 delta: 480 447 0 447 236 236 25% 10% 10% 25% -$527k +$527k γ flip 444.2 book spot 423.87 put wall 420 call wall 400 strike 525
calls: OI 276 (-32) · vol 1 (at ask 1, at bid 0) · NBBO 0.73 × 2.29, spread 103.3% of mid · Δ 0.07
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 98.05 × 106.30, spread 8.1% of mid · Δ -0.92
net GEX +$113k per 1% (calls +$113k, puts -$434) strike 520
calls: OI 90 (-14) · vol 0 (at ask 0, at bid 0) · NBBO 1.64 × 4.80, spread 98.1% of mid · Δ 0.08
puts: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 94.00 × 102.00, spread 8.2% of mid · Δ -0.92
net GEX +$30k per 1% (calls +$40k, puts -$10k) strike 515
calls: OI 43 (+8) · vol 0 (at ask 0, at bid 0) · NBBO 0.96 × 2.67, spread 94.2% of mid · Δ 0.09
puts: OI 12 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 89.15 × 97.25, spread 8.7% of mid · Δ -0.91
net GEX +$15k per 1% (calls +$21k, puts -$6k) strike 510
calls: OI 254 (+1) · vol 3 (at ask 1, at bid 1, multi-leg 1) · NBBO 2.31 × 3.05, spread 27.6% of mid · Δ 0.10
puts: OI 28 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 84.40 × 92.15, spread 8.8% of mid · Δ -0.90
net GEX +$123k per 1% (calls +$138k, puts -$15k) strike 505
calls: OI 64 (-4) · vol 6 (at ask 3, at bid 3, multi-leg 1) · NBBO 2.80 × 4.50, spread 46.6% of mid · Δ 0.11
puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 79.50 × 87.75, spread 9.9% of mid · Δ -0.89
net GEX +$32k per 1% (calls +$38k, puts -$6k) strike 500
calls: OI 237 (+3) · vol 23 (at ask 12, at bid 11, multi-leg 1) · NBBO 3.00 × 3.95, spread 27.3% of mid · Δ 0.13
puts: OI 36 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 76.10 × 83.10, spread 8.8% of mid · Δ -0.88
net GEX +$130k per 1% (calls +$153k, puts -$23k) strike 495
calls: OI 47 (-2) · vol 4 (at ask 3, at bid 1, multi-leg 2) · NBBO 3.35 × 4.25, spread 23.7% of mid · Δ 0.14
puts: OI 39 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 70.90 × 78.85, spread 10.6% of mid · Δ -0.87
net GEX +$6k per 1% (calls +$33k, puts -$27k) strike 490
calls: OI 86 (+1) · vol 8 (at ask 4, at bid 4, multi-leg 2) · NBBO 3.75 × 4.90, spread 26.6% of mid · Δ 0.16
puts: OI 189 (+147) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 66.80 × 74.55, spread 11.0% of mid · Δ -0.86
net GEX -$76k per 1% (calls +$65k, puts -$141k) strike 485
calls: OI 74 (+43) · vol 5 (at ask 4, at bid 0, multi-leg 2) · NBBO 4.40 × 7.55, spread 52.7% of mid · Δ 0.17
puts: OI 17 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 62.50 × 69.90, spread 11.2% of mid · Δ -0.85
net GEX +$47k per 1% (calls +$60k, puts -$14k) strike 480
calls: OI 126 (+9) · vol 14 (at ask 7, at bid 7, multi-leg 3) · NBBO 2.35 × 7.50, spread 104.6% of mid · Δ 0.19
puts: OI 47 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 57.45 × 65.00, spread 12.3% of mid · Δ -0.83
net GEX +$69k per 1% (calls +$110k, puts -$41k) strike 475
calls: OI 56 (+1) · vol 4 (at ask 3, at bid 1, multi-leg 2) · NBBO 4.10 × 7.30, spread 56.1% of mid · Δ 0.21
puts: OI 109 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 53.85 × 61.00, spread 12.5% of mid · Δ -0.81
net GEX -$51k per 1% (calls +$52k, puts -$104k) strike 472.5
calls: OI 2 (+1) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 6.20 × 7.55, spread 19.6% of mid · Δ 0.22
puts: OI 160 (+160) · vol 6 (at ask 6, at bid 0, multi-leg 6) · NBBO 51.90 × 59.15, spread 13.1% of mid · Δ -0.79
net GEX -$156k per 1% (calls +$2k, puts -$157k) strike 470
calls: OI 68 (+0) · vol 17 (at ask 2, at bid 15, multi-leg 12) · NBBO 6.60 × 8.30, spread 22.8% of mid · Δ 0.24
puts: OI 79 (+1) · vol 3 (at ask 0, at bid 1, multi-leg 3) · NBBO 49.85 × 56.35, spread 12.2% of mid · Δ -0.78
net GEX -$13k per 1% (calls +$68k, puts -$80k) strike 467.5
calls: OI 3 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 7.05 × 11.65, spread 49.2% of mid · Δ 0.25
puts: OI 0 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 2) · NBBO 46.85 × 55.20, spread 16.4% of mid · Δ -0.76
net GEX +$3k per 1% (calls +$3k, puts +$0) strike 465
calls: OI 36 (-6) · vol 12 (at ask 6, at bid 3, multi-leg 4) · NBBO 7.60 × 9.00, spread 16.9% of mid · Δ 0.26
puts: OI 50 (+4) · vol 1 (at ask 0, at bid 1) · NBBO 44.55 × 52.95, spread 17.2% of mid · Δ -0.75
net GEX -$16k per 1% (calls +$38k, puts -$54k) strike 462.5
calls: OI 2 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 4.80 × 12.65, spread 90.0% of mid · Δ 0.28
puts: OI 3 (+1) · vol 0 (at ask 0, at bid 0) · NBBO 43.15 × 51.25, spread 17.2% of mid · Δ -0.73
net GEX -$1k per 1% (calls +$2k, puts -$3k) strike 460
calls: OI 57 (+1) · vol 17 (at ask 12, at bid 4, multi-leg 2) · NBBO 8.75 × 10.10, spread 14.3% of mid · Δ 0.29
puts: OI 140 (+1) · vol 4 (at ask 4, at bid 0, sweep 1, multi-leg 1) · NBBO 42.55 × 47.30, spread 10.6% of mid · Δ -0.72
net GEX -$96k per 1% (calls +$63k, puts -$158k) strike 457.5
calls: OI 4 (+0) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 9.20 × 13.75, spread 39.7% of mid · Δ 0.31
puts: OI 1 (+0) · vol 2 (at ask 2, at bid 0) · NBBO 41.45 × 44.30, spread 6.6% of mid · Δ -0.70
net GEX +$3k per 1% (calls +$4k, puts -$1k) strike 455
calls: OI 57 (+0) · vol 14 (at ask 10, at bid 4, sweep 8, multi-leg 1) · NBBO 6.70 × 13.60, spread 68.0% of mid · Δ 0.32
puts: OI 186 (+0) · vol 31 (at ask 0, at bid 31) · NBBO 39.50 × 42.45, spread 7.2% of mid · Δ -0.69
net GEX -$156k per 1% (calls +$65k, puts -$221k) strike 452.5
calls: OI 1 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 10.55 × 15.15, spread 35.8% of mid · Δ 0.34
puts: OI 1 (+1) · vol 31 (at ask 27, at bid 3, multi-leg 31) · NBBO 34.15 × 41.75, spread 20.0% of mid · Δ -0.67
net GEX -$48 per 1% (calls +$1k, puts -$1k) strike 450
calls: OI 39 (-1) · vol 26 (at ask 6, at bid 20, multi-leg 8) · NBBO 11.65 × 12.75, spread 9.0% of mid · Δ 0.35
puts: OI 121 (+6) · vol 236 (at ask 101, at bid 78, multi-leg 223) · NBBO 36.10 × 38.70, spread 7.0% of mid · Δ -0.66
net GEX -$103k per 1% (calls +$46k, puts -$149k) strike 447.5
calls: OI 1 (+1) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 8.65 × 16.80, spread 64.0% of mid · Δ 0.37
puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 34.05 × 37.15, spread 8.7% of mid · Δ -0.64
net GEX -$41 per 1% (calls +$1k, puts -$1k) strike 445
calls: OI 116 (+0) · vol 11 (at ask 6, at bid 4, multi-leg 8) · NBBO 12.90 × 14.90, spread 14.4% of mid · Δ 0.38
puts: OI 79 (+6) · vol 24 (at ask 6, at bid 15, multi-leg 17) · NBBO 32.85 × 35.15, spread 6.8% of mid · Δ -0.62
net GEX +$43k per 1% (calls +$143k, puts -$100k) strike 442.5
calls: OI 1 (+0) · vol 4 (at ask 3, at bid 1, multi-leg 3) · NBBO 13.55 × 18.40, spread 30.4% of mid · Δ 0.40
puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.65 × 36.75, spread 18.1% of mid · Δ -0.61
net GEX -$1k per 1% (calls +$1k, puts -$3k) strike 440
calls: OI 89 (+4) · vol 1 (at ask 0, at bid 1, sweep 1) · NBBO 14.50 × 16.35, spread 12.0% of mid · Δ 0.41
puts: OI 144 (+6) · vol 112 (at ask 28, at bid 71, multi-leg 112) · NBBO 29.45 × 35.25, spread 17.9% of mid · Δ -0.59
net GEX -$74k per 1% (calls +$113k, puts -$187k) strike 437.5
calls: OI 7 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 15.50 × 17.20, spread 10.4% of mid · Δ 0.43
puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 27.90 × 30.50, spread 8.9% of mid · Δ -0.57
net GEX +$4k per 1% (calls +$9k, puts -$5k) strike 435
calls: OI 47 (+8) · vol 7 (at ask 0, at bid 7, multi-leg 5) · NBBO 16.10 × 18.55, spread 14.1% of mid · Δ 0.45
puts: OI 66 (+0) · vol 59 (at ask 18, at bid 29, multi-leg 54) · NBBO 26.05 × 28.60, spread 9.3% of mid · Δ -0.55
net GEX -$28k per 1% (calls +$60k, puts -$88k) strike 432.5
calls: OI 3 (+3) · vol 1 (at ask 1, at bid 0) · NBBO 17.35 × 22.30, spread 25.0% of mid · Δ 0.47
puts: OI 2 (+0) · vol 9 (at ask 0, at bid 8, multi-leg 9) · NBBO 24.55 × 29.80, spread 19.3% of mid · Δ -0.54
net GEX +$1k per 1% (calls +$4k, puts -$3k) strike 430
calls: OI 19 (+1) · vol 7 (at ask 3, at bid 4, multi-leg 1) · NBBO 18.55 × 20.70, spread 11.0% of mid · Δ 0.48
puts: OI 137 (+1) · vol 5 (at ask 2, at bid 2, sweep 1, multi-leg 3) · NBBO 23.85 × 25.55, spread 6.9% of mid · Δ -0.52
net GEX -$158k per 1% (calls +$24k, puts -$182k) strike 427.5
calls: OI 45 (+0) · vol 7 (at ask 3, at bid 4) · NBBO 19.50 × 21.90, spread 11.6% of mid · Δ 0.50
puts: OI 3 (+1) · vol 21 (at ask 0, at bid 21, sweep 5, multi-leg 1) · NBBO 21.85 × 24.55, spread 11.6% of mid · Δ -0.50
net GEX +$54k per 1% (calls +$58k, puts -$4k) strike 425
calls: OI 98 (+2) · vol 37 (at ask 6, at bid 31, multi-leg 14) · NBBO 20.70 × 23.00, spread 10.5% of mid · Δ 0.52
puts: OI 215 (-5) · vol 3 (at ask 2, at bid 0) · NBBO 20.85 × 22.90, spread 9.4% of mid · Δ -0.48
net GEX -$161k per 1% (calls +$125k, puts -$286k) strike 422.5
calls: OI 0 (no prior OI) · vol 13 (at ask 10, at bid 3, multi-leg 10) · NBBO 21.65 × 24.20, spread 11.1% of mid · Δ 0.54
puts: OI 0 (no prior OI) · vol 3 (at ask 1, at bid 2) · NBBO 19.65 × 21.60, spread 9.5% of mid · Δ -0.46
no GEX (no side has both gamma and open interest) strike 420
calls: OI 31 (+6) · vol 28 (at ask 17, at bid 10, sweep 1, multi-leg 3) · NBBO 22.95 × 25.40, spread 10.1% of mid · Δ 0.56
puts: OI 88 (-1) · vol 10 (at ask 3, at bid 7, multi-leg 3) · NBBO 17.90 × 20.50, spread 13.5% of mid · Δ -0.44
net GEX -$76k per 1% (calls +$40k, puts -$116k) strike 417.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 24.40 × 26.45, spread 8.1% of mid · Δ 0.57
puts: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 0) · NBBO 17.20 × 19.15, spread 10.7% of mid · Δ -0.43
no GEX (no side has both gamma and open interest) strike 415
calls: OI 10 (-1) · vol 7 (at ask 6, at bid 1, multi-leg 5) · NBBO 25.65 × 28.20, spread 9.5% of mid · Δ 0.59
puts: OI 71 (-3) · vol 4 (at ask 1, at bid 2, multi-leg 1) · NBBO 16.25 × 18.00, spread 10.2% of mid · Δ -0.41
net GEX -$80k per 1% (calls +$13k, puts -$92k) strike 412.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 26.70 × 29.35, spread 9.5% of mid · Δ 0.61
puts: OI 0 (no prior OI) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 14.55 × 19.00, spread 26.5% of mid · Δ -0.39
no GEX (no side has both gamma and open interest) strike 410
calls: OI 20 (+2) · vol 6 (at ask 3, at bid 3, multi-leg 2) · NBBO 27.05 × 30.55, spread 12.2% of mid · Δ 0.63
puts: OI 131 (+2) · vol 17 (at ask 13, at bid 3, multi-leg 8) · NBBO 13.75 × 15.40, spread 11.3% of mid · Δ -0.37
net GEX -$142k per 1% (calls +$24k, puts -$167k) strike 407.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 29.70 × 33.10, spread 10.8% of mid · Δ 0.64
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 12.35 × 17.60, spread 35.1% of mid · Δ -0.35
no GEX (no side has both gamma and open interest) strike 405
calls: OI 5 (+0) · vol 15 (at ask 0, at bid 15, multi-leg 15) · NBBO 27.85 × 34.10, spread 20.2% of mid · Δ 0.66
puts: OI 439 (+3) · vol 5 (at ask 1, at bid 4, multi-leg 5) · NBBO 12.00 × 13.75, spread 13.6% of mid · Δ -0.33
net GEX -$527k per 1% (calls +$6k, puts -$533k) strike 402.5
calls: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 32.65 × 35.70, spread 8.9% of mid · Δ 0.68
puts: OI 0 (no prior OI) · vol 0 (at ask 0, at bid 0) · NBBO 10.75 × 15.65, spread 37.1% of mid · Δ -0.32
no GEX (no side has both gamma and open interest) strike 400
calls: OI 32 (+0) · vol 18 (at ask 17, at bid 1, multi-leg 15) · NBBO 34.00 × 40.00, spread 16.2% of mid · Δ 0.69
puts: OI 277 (+1) · vol 30 (at ask 8, at bid 12, multi-leg 11) · NBBO 10.10 × 11.85, spread 15.9% of mid · Δ -0.30
net GEX -$284k per 1% (calls +$36k, puts -$320k) strike 395
calls: OI 272 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.30 × 44.00, spread 19.2% of mid · Δ 0.72
puts: OI 82 (-4) · vol 9 (at ask 5, at bid 4, multi-leg 6) · NBBO 8.40 × 10.20, spread 19.4% of mid · Δ -0.27
net GEX +$195k per 1% (calls +$284k, puts -$90k) strike 390
calls: OI 269 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 39.90 × 48.50, spread 19.5% of mid · Δ 0.75
puts: OI 117 (-1) · vol 5 (at ask 2, at bid 3, multi-leg 1) · NBBO 4.35 × 10.10, spread 79.6% of mid · Δ -0.24
net GEX +$143k per 1% (calls +$263k, puts -$119k) strike 385
calls: OI 3 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 43.40 × 51.35, spread 16.8% of mid · Δ 0.78
puts: OI 130 (+4) · vol 4 (at ask 4, at bid 0) · NBBO 6.30 × 7.40, spread 16.1% of mid · Δ -0.21
net GEX -$120k per 1% (calls +$3k, puts -$123k) strike 380
calls: OI 4 (+0) · vol 1 (at ask 0, at bid 0) · NBBO 47.10 × 53.10, spread 12.0% of mid · Δ 0.81
puts: OI 113 (-1) · vol 13 (at ask 6, at bid 6, multi-leg 3) · NBBO 4.85 × 6.10, spread 22.8% of mid · Δ -0.18
net GEX -$94k per 1% (calls +$3k, puts -$98k) strike 375
calls: OI 4 (+0) · vol 6 (at ask 3, at bid 3, multi-leg 6) · NBBO 51.30 × 58.75, spread 13.5% of mid · Δ 0.84
puts: OI 110 (+12) · vol 4 (at ask 4, at bid 0, multi-leg 1) · NBBO 4.25 × 5.25, spread 21.1% of mid · Δ -0.15
net GEX -$83k per 1% (calls +$3k, puts -$86k) strike 370
calls: OI 5 (-1) · vol 2 (at ask 0, at bid 2, multi-leg 2) · NBBO 54.45 × 63.35, spread 15.1% of mid · Δ 0.86
puts: OI 82 (+0) · vol 21 (at ask 6, at bid 10, multi-leg 14) · NBBO 3.50 × 4.35, spread 21.7% of mid · Δ -0.13
net GEX -$54k per 1% (calls +$3k, puts -$57k) strike 365
calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 59.00 × 67.50, spread 13.4% of mid · Δ 0.88
puts: OI 50 (+5) · vol 4 (at ask 4, at bid 0) · NBBO 2.91 × 3.65, spread 22.6% of mid · Δ -0.11
net GEX -$28k per 1% (calls +$3k, puts -$31k) strike 360
calls: OI 18 (+7) · vol 0 (at ask 0, at bid 0) · NBBO 63.25 × 71.20, spread 11.8% of mid · Δ 0.90
puts: OI 91 (-1) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 2.34 × 3.95, spread 51.2% of mid · Δ -0.09
net GEX -$39k per 1% (calls +$10k, puts -$49k) strike 355
calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 67.80 × 75.70, spread 11.0% of mid · Δ 0.92
puts: OI 77 (-1) · vol 2 (at ask 2, at bid 0, multi-leg 1) · NBBO 0.75 × 2.52, spread 108.3% of mid · Δ -0.08
net GEX -$31k per 1% (calls +$5k, puts -$36k) strike 350
calls: OI 8 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 72.40 × 80.25, spread 10.3% of mid · Δ 0.94
puts: OI 435 (-12) · vol 4 (at ask 1, at bid 3) · NBBO 1.50 × 2.03, spread 30.0% of mid · Δ -0.06
net GEX -$172k per 1% (calls +$3k, puts -$176k) strike 345
calls: OI 2 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 77.20 × 84.00, spread 8.4% of mid · Δ 0.95
puts: OI 63 (+0) · vol 4 (at ask 3, at bid 1) · NBBO 1.31 × 1.71, spread 26.5% of mid · Δ -0.06
net GEX -$22k per 1% (calls +$657, puts -$22k) strike 340
calls: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 81.65 × 89.75, spread 9.5% of mid · Δ 0.96
puts: OI 68 (-1) · vol 74 (at ask 20, at bid 53, multi-leg 3) · NBBO 1.15 × 1.30, spread 12.2% of mid · Δ -0.05
net GEX -$17k per 1% (calls +$4k, puts -$21k) strike 335
calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 86.55 × 94.65, spread 8.9% of mid · Δ 0.97
puts: OI 32 (-1) · vol 6 (at ask 4, at bid 2, multi-leg 4) · NBBO 0.33 × 2.10, spread 145.7% of mid · Δ -0.04
net GEX -$8k per 1% (calls +$424, puts -$9k) strike 330
calls: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 91.50 × 99.50, spread 8.4% of mid · Δ 0.98
puts: OI 36 (+0) · vol 12 (at ask 11, at bid 1, multi-leg 9) · NBBO 0.32 × 1.92, spread 142.9% of mid · Δ -0.04
net GEX -$7k per 1% (calls +$1k, puts -$9k) strike 320
calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 100.45 × 109.75, spread 8.8% of mid · Δ 0.98
puts: OI 68 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.78, spread no two-sided quote (zero bid) · Δ -0.03
net GEX -$13k per 1% (calls +$0, puts -$13k) 2026-10-02 expiry, 56 strikes within ±25% of book spot (the flip search band); 45 hidden (38 above, 7 below), 45 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$1.7m 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 $450.00 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 · 56 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 1 0 0 0 0 0 -0.92 8.1% 106.30 98.05 525 0.73 2.29 103.3% 0.07 1 1 0 0 0 276 -32 -$434 +$113k +$113k +0 21 0 0 0 0 0 -0.92 8.2% 102.00 94.00 520 1.64 4.80 98.1% 0.08 0 0 0 0 0 90 -14 -$10k +$40k +$30k +0 12 0 0 0 0 0 -0.91 8.7% 97.25 89.15 515 0.96 2.67 94.2% 0.09 0 0 0 0 0 43 +8 -$6k +$21k +$15k +0 28 0 0 0 0 0 -0.90 8.8% 92.15 84.40 510 2.31 3.05 27.6% 0.10 3 1 1 0 1 254 +1 -$15k +$138k +$123k +0 10 0 0 0 0 0 -0.89 9.9% 87.75 79.50 505 2.80 4.50 46.6% 0.11 6 3 3 0 1 64 -4 -$6k +$38k +$32k -2 36 0 0 0 0 0 -0.88 8.8% 83.10 76.10 500 3.00 3.95 27.3% 0.13 23 12 11 0 1 237 +3 -$23k +$153k +$130k -2 39 0 0 0 0 0 -0.87 10.6% 78.85 70.90 495 3.35 4.25 23.7% 0.14 4 3 1 0 2 47 -2 -$27k +$33k +$6k +147 189 1 0 1 0 1 -0.86 11.0% 74.55 66.80 490 3.75 4.90 26.6% 0.16 8 4 4 0 2 86 +1 -$141k +$65k -$76k +0 17 0 0 0 0 0 -0.85 11.2% 69.90 62.50 485 4.40 7.55 52.7% 0.17 5 4 0 0 2 74 +43 -$14k +$60k +$47k +0 47 0 0 0 0 0 -0.83 12.3% 65.00 57.45 480 2.35 7.50 104.6% 0.19 14 7 7 0 3 126 +9 -$41k +$110k +$69k +1 109 0 0 0 0 0 -0.81 12.5% 61.00 53.85 475 4.10 7.30 56.1% 0.21 4 3 1 0 2 56 +1 -$104k +$52k -$51k +160 160 6 0 0 6 6 -0.79 13.1% 59.15 51.90 472.5 6.20 7.55 19.6% 0.22 2 2 0 0 1 2 +1 -$157k +$2k -$156k +1 79 3 0 1 0 3 -0.78 12.2% 56.35 49.85 470 6.60 8.30 22.8% 0.24 17 2 15 0 12 68 +0 -$80k +$68k -$13k +0 0 2 0 0 2 2 -0.76 16.4% 55.20 46.85 467.5 7.05 11.65 49.2% 0.25 1 0 1 0 1 3 +0 +$0 +$3k +$3k +4 50 0 0 1 0 1 -0.75 17.2% 52.95 44.55 465 7.60 9.00 16.9% 0.26 12 6 3 0 4 36 -6 -$54k +$38k -$16k +1 3 0 0 0 0 0 -0.73 17.2% 51.25 43.15 462.5 4.80 12.65 90.0% 0.28 1 0 1 0 1 2 +0 -$3k +$2k -$1k +1 140 1 1 0 4 4 -0.72 10.6% 47.30 42.55 460 8.75 10.10 14.3% 0.29 17 12 4 0 2 57 +1 -$158k +$63k -$96k +0 1 0 0 0 2 2 -0.70 6.6% 44.30 41.45 457.5 9.20 13.75 39.7% 0.31 2 2 0 0 1 4 +0 -$1k +$4k +$3k +0 186 0 0 31 0 31 -0.69 7.2% 42.45 39.50 455 6.70 13.60 68.0% 0.32 14 10 4 8 1 57 +0 -$221k +$65k -$156k +1 1 31 0 3 27 31 -0.67 20.0% 41.75 34.15 452.5 10.55 15.15 35.8% 0.34 1 1 0 0 0 1 +1 -$1k +$1k -$48 +6 121 223 0 78 101 236 -0.66 7.0% 38.70 36.10 450 11.65 12.75 9.0% 0.35 26 6 20 0 8 39 -1 -$149k +$46k -$103k +0 1 0 0 0 0 0 -0.64 8.7% 37.15 34.05 447.5 8.65 16.80 64.0% 0.37 2 2 0 0 1 1 +1 -$1k +$1k -$41 +6 79 17 0 15 6 24 -0.62 6.8% 35.15 32.85 445 12.90 14.90 14.4% 0.38 11 6 4 0 8 116 +0 -$100k +$143k +$43k +0 2 0 0 0 0 0 -0.61 18.1% 36.75 30.65 442.5 13.55 18.40 30.4% 0.40 4 3 1 0 3 1 +0 -$3k +$1k -$1k +6 144 112 0 71 28 112 -0.59 17.9% 35.25 29.45 440 14.50 16.35 12.0% 0.41 1 0 1 1 0 89 +4 -$187k +$113k -$74k +0 4 0 0 0 0 0 -0.57 8.9% 30.50 27.90 437.5 15.50 17.20 10.4% 0.43 2 1 1 0 0 7 +0 -$5k +$9k +$4k +0 66 54 0 29 18 59 -0.55 9.3% 28.60 26.05 435 16.10 18.55 14.1% 0.45 7 0 7 0 5 47 +8 -$88k +$60k -$28k +0 2 9 0 8 0 9 -0.54 19.3% 29.80 24.55 432.5 17.35 22.30 25.0% 0.47 1 1 0 0 0 3 +3 -$3k +$4k +$1k +1 137 3 1 2 2 5 -0.52 6.9% 25.55 23.85 430 18.55 20.70 11.0% 0.48 7 3 4 0 1 19 +1 -$182k +$24k -$158k +1 3 1 5 21 0 21 -0.50 11.6% 24.55 21.85 427.5 19.50 21.90 11.6% 0.50 7 3 4 0 0 45 +0 -$4k +$58k +$54k -5 215 0 0 0 2 3 -0.48 9.4% 22.90 20.85 425 20.70 23.00 10.5% 0.52 37 6 31 0 14 98 +2 -$286k +$125k -$161k — 0 0 0 2 1 3 -0.46 9.5% 21.60 19.65 422.5 21.65 24.20 11.1% 0.54 13 10 3 0 10 0 — — — — -1 88 3 0 7 3 10 -0.44 13.5% 20.50 17.90 420 22.95 25.40 10.1% 0.56 28 17 10 1 3 31 +6 -$116k +$40k -$76k — 0 0 0 0 0 1 -0.43 10.7% 19.15 17.20 417.5 24.40 26.45 8.1% 0.57 0 0 0 0 0 0 — — — — -3 71 1 0 2 1 4 -0.41 10.2% 18.00 16.25 415 25.65 28.20 9.5% 0.59 7 6 1 0 5 10 -1 -$92k +$13k -$80k — 0 1 0 1 0 1 -0.39 26.5% 19.00 14.55 412.5 26.70 29.35 9.5% 0.61 0 0 0 0 0 0 — — — — +2 131 8 0 3 13 17 -0.37 11.3% 15.40 13.75 410 27.05 30.55 12.2% 0.63 6 3 3 0 2 20 +2 -$167k +$24k -$142k — 0 0 0 0 0 0 -0.35 35.1% 17.60 12.35 407.5 29.70 33.10 10.8% 0.64 0 0 0 0 0 0 — — — — +3 439 5 0 4 1 5 -0.33 13.6% 13.75 12.00 405 27.85 34.10 20.2% 0.66 15 0 15 0 15 5 +0 -$533k +$6k -$527k — 0 0 0 0 0 0 -0.32 37.1% 15.65 10.75 402.5 32.65 35.70 8.9% 0.68 0 0 0 0 0 0 — — — — +1 277 11 0 12 8 30 -0.30 15.9% 11.85 10.10 400 34.00 40.00 16.2% 0.69 18 17 1 0 15 32 +0 -$320k +$36k -$284k -4 82 6 0 4 5 9 -0.27 19.4% 10.20 8.40 395 36.30 44.00 19.2% 0.72 0 0 0 0 0 272 +0 -$90k +$284k +$195k -1 117 1 0 3 2 5 -0.24 79.6% 10.10 4.35 390 39.90 48.50 19.5% 0.75 0 0 0 0 0 269 +0 -$119k +$263k +$143k +4 130 0 0 0 4 4 -0.21 16.1% 7.40 6.30 385 43.40 51.35 16.8% 0.78 0 0 0 0 0 3 -1 -$123k +$3k -$120k -1 113 3 0 6 6 13 -0.18 22.8% 6.10 4.85 380 47.10 53.10 12.0% 0.81 1 0 0 0 0 4 +0 -$98k +$3k -$94k +12 110 1 0 0 4 4 -0.15 21.1% 5.25 4.25 375 51.30 58.75 13.5% 0.84 6 3 3 0 6 4 +0 -$86k +$3k -$83k +0 82 14 0 10 6 21 -0.13 21.7% 4.35 3.50 370 54.45 63.35 15.1% 0.86 2 0 2 0 2 5 -1 -$57k +$3k -$54k +5 50 0 0 0 4 4 -0.11 22.6% 3.65 2.91 365 59.00 67.50 13.4% 0.88 0 0 0 0 0 5 +0 -$31k +$3k -$28k -1 91 1 0 1 1 2 -0.09 51.2% 3.95 2.34 360 63.25 71.20 11.8% 0.90 0 0 0 0 0 18 +7 -$49k +$10k -$39k -1 77 1 0 0 2 2 -0.08 108.3% 2.52 0.75 355 67.80 75.70 11.0% 0.92 0 0 0 0 0 11 +0 -$36k +$5k -$31k -12 435 0 0 3 1 4 -0.06 30.0% 2.03 1.50 350 72.40 80.25 10.3% 0.94 0 0 0 0 0 8 +5 -$176k +$3k -$172k +0 63 0 0 1 3 4 -0.06 26.5% 1.71 1.31 345 77.20 84.00 8.4% 0.95 1 0 1 0 0 2 +0 -$22k +$657 -$22k -1 68 3 0 53 20 74 -0.05 12.2% 1.30 1.15 340 81.65 89.75 9.5% 0.96 0 0 0 0 0 15 +0 -$21k +$4k -$17k -1 32 4 0 2 4 6 -0.04 145.7% 2.10 0.33 335 86.55 94.65 8.9% 0.97 0 0 0 0 0 2 +0 -$9k +$424 -$8k +0 36 9 0 1 11 12 -0.04 142.9% 1.92 0.32 330 91.50 99.50 8.4% 0.98 0 0 0 0 0 7 +0 -$9k +$1k -$7k +5 68 0 0 0 0 0 -0.03 no two-sided quote 0.78 0.00 320 100.45 109.75 8.8% 0.98 0 0 0 0 0 0 +0 -$13k +$0 -$13k