Simplify Analytics
XLE

XLE

$64.31 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
25.5%
IV percentile
55.2%
own all (<3y) · n=241
IV rank
48.2%
own all (<1y) · n=241
range
17.6% – 34.0%
own all (<1y) · n=241
low 17.6%241 sessions, all (<1y) · today 25.5%high 34.0%

Term structure · constant maturity

2 consecutive sessions in contango (the normal upward slope).

25 calendar days out: every tenor of 5d or longer spans it Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September) Wed 09-23 09:45 ET · US Flash Services PMI (September)46 calendar days out: every tenor of 6d or longer spans it Thu 09-24 08:00 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)27 calendar days out: every tenor of 7d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)1d5d7d14d30d60d90d180d365d26.8%14.9%
━ 2026-09-18┅ 2026-08-19 (21 sessions earlier)◆ scheduled release, at the first tenor spanning ittenors in calendar days, log scale
Scheduled after the 2026-09-18 close, from the 2026-09-18 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 5d US Flash Manufacturing PMI (September) · prev 53.2
  • Wed 09-23 09:45 · 5d US Flash Services PMI (September) · prev 56.8
  • Thu 09-24 08:00 · 6d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 6d Weekly Jobless Claims (September)
  • Thu 09-24 10:00 · 6d New Home Sales (August) · prev 607000
  • Thu 09-24 11:00 · 6d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 7d Durable Goods (August) · prev 1.1%
  • Fri 09-25 10:00 · 7d U. Michigan Final Consumer Survey (September) · prev 51.7

Earnings: no earnings (ETF): the vendor serves no reports for the funds whose holdings are collected here, and this symbol is one of them.

90-day IV
26.8%
own all (<3y) 77.4% · n=241
slope, 30d − 90d
-1.3 pts
own all (<3y) 10.0% · n=241
variance risk premium, 30d
+5.4 pts
own all (<3y) 80.7% · n=236

Skew · risk reversal

25-delta
-0.3 pts
own all (<3y) 87.1% · n=35
10-delta
+1.5 pts
own all (<3y) 87.1% · n=35

Skew has been collected since 2026-07-30 only: the vendor serves no earlier history, so each percentile here is taken over all of it - the few weeks of readings there are, which the n beside it counts.

Smile by expiry: the 8 expiries within 120 DTE carrying the most open interest · book as of 2026-09-17

1d2026-09-18 · short
2026-09-18: 2 put and 2 call strikes within ±2.3%, IV 23% to 28%31%20%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 8 put and 6 call strikes within ±6.5%, IV 21% to 31%31%20%−6.5%book spot+6.5%
13d2026-09-30
2026-09-30: 5 put and 5 call strikes within ±8.2%, IV 22% to 30%31%20%−8.2%book spot+8.2%
29d2026-10-16
2026-10-16: 8 put and 8 call strikes within ±12%, IV 22% to 30%31%20%−12%book spot+12%
64d2026-11-20
2026-11-20: 12 put and 12 call strikes within ±18%, IV 25% to 31%31%20%−18%book spot+18%
92d2026-12-18
2026-12-18: 10 put and 7 call strikes within ±22%, IV 25% to 30%31%20%−22%book spot+22%
105d2026-12-31
2026-12-31: 3 put and 3 call strikes within ±23%, IV 24% to 30%31%20%−23%book spot+23%
120d2027-01-15
2027-01-15: 6 put and 5 call strikes within ±25%, IV 25% to 30%31%20%−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 (20%–31%), set by the expiries past 7 DTE.

Expiry window · 35–65 DTE

Next earnings: no earnings (ETF): the vendor serves no reports for the funds whose holdings are collected here, and this symbol is one of them.

expiryDTE28-DTE exitthesisearningsATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dno earnings (ETF)24.0% c 64.5—
2026-10-30 Friweekly422026-10-0214dno earnings (ETF)24.7% c 64.5—
2026-11-20 Fri632026-10-2335dno earnings (ETF)28.4% p 64—

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 XLE 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
+$23.7m per 1%
own all (<3y) 38.3% · n=64
gamma flip
$64.06
flip within ±25% of book spot
flip distance
-0.32 ATR
own all (<3y) 73.4% · n=62
0DTE share of volume
not listed daily

book spot $64.48 (unadjusted close, 2026-09-17) · call wall $65.00 (+0.81% from book spot) · put wall $64.00 (-0.74% from book spot) · max pain $63.00 (-2.30% 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 $64.48 × (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. XLE headlines $64.31, its newest unadjusted close, on 2026-09-18; the book was taken at $64.48 on 2026-09-17, because the book trails the page by the one session counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-17 book's levels, on the 2026-09-17 close.

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

Tradability of the 2026-10-09 expiry: 21 calendar days from 2026-09-18 (22 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, and the strike nearest 0.20 delta on each side - call 68 (Δ 0.21), put 61 (Δ -0.19).

call put OI carried through 2026-09-16 · opened by 2026-09-16's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma flipfloors, marked not filtered: spread 10% of mid · OI 500 · strike nearest 0.20 delta, beside the spread panel · no two-sided quote · spread past 25%
OI changes are 2026-09-16's trading; volume is 2026-09-17's.◀ put OIcall OI ▶entering 2026-09-17◀ put volcall vol ▶traded 2026-09-17◀ putcall ▶spread, % of mid− net GEX+$ per 1% move807571706968.56867.56766.56665.56564.56463.56362.56261.56160.56059.55958.55857.55756.556555453525150put strike nearest 0.20 delta: 61call strike nearest 0.20 delta: 684.1k04.1k19119125%10%10%25%-$1.5m+$1.5mcall wall 65book spot 64.48γ flip 64.06put wall 64strike 80 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.35 × 17.90, spread 22.0% of mid · Δ -0.92 net GEX +$32 per 1% (calls +$32, puts +$0)strike 75 calls: OI 34 (+0) · vol 2 (at ask 1, at bid 1) · NBBO 0.02 × 0.05, spread 85.7% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.30 × 12.90, spread 32.4% of mid · Δ -0.89 net GEX +$2k per 1% (calls +$2k, puts +$0)strike 71 calls: OI 144 (-1) · vol 2 (at ask 1, at bid 0, multi-leg 2) · NBBO 0.00 × 0.18, spread no two-sided quote (zero bid) · Δ 0.08 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.60 × 7.20, spread 8.7% of mid · Δ -0.84 net GEX +$20k per 1% (calls +$20k, puts +$0)strike 70 calls: OI 1,108 (+943) · vol 13 (at ask 0, at bid 13, multi-leg 4) · NBBO 0.18 × 0.40, spread 75.9% of mid · Δ 0.11 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.70 × 6.25, spread 9.2% of mid · Δ -0.81 net GEX +$208k per 1% (calls +$208k, puts +$0)strike 69 calls: OI 217 (-23) · vol 3 (at ask 2, at bid 0, multi-leg 1) · NBBO 0.09 × 0.51, spread 140.0% of mid · Δ 0.15 puts: OI 8 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 4.80 × 5.30, spread 9.9% of mid · Δ -0.78 net GEX +$51k per 1% (calls +$52k, puts -$2k)strike 68.5 calls: OI 57 (-3) · vol 0 (at ask 0, at bid 0) · NBBO 0.15 × 0.55, spread 114.3% of mid · Δ 0.18 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.40 × 4.85, spread 9.7% of mid · Δ -0.76 net GEX +$15k per 1% (calls +$15k, puts +$0)strike 68 calls: OI 237 (+0) · vol 3 (at ask 3, at bid 0) · NBBO 0.41 × 0.63, spread 42.3% of mid · Δ 0.21 puts: OI 22 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 3.95 × 4.40, spread 10.8% of mid · Δ -0.74 net GEX +$65k per 1% (calls +$71k, puts -$6k)strike 67.5 calls: OI 68 (+1) · vol 10 (at ask 10, at bid 0) · NBBO 0.50 × 0.74, spread 38.7% of mid · Δ 0.24 puts: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.55 × 3.95, spread 10.7% of mid · Δ -0.71 net GEX +$20k per 1% (calls +$22k, puts -$3k)strike 67 calls: OI 4,065 (+3,440) · vol 15 (at ask 1, at bid 10, multi-leg 10) · NBBO 0.61 × 0.82, spread 29.4% of mid · Δ 0.28 puts: OI 22 (-1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 3.20 × 3.55, spread 10.4% of mid · Δ -0.68 net GEX +$1.5m per 1% (calls +$1.5m, puts -$7k)strike 66.5 calls: OI 93 (+75) · vol 20 (at ask 11, at bid 3, multi-leg 5) · NBBO 0.56 × 0.89, spread 45.5% of mid · Δ 0.32 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.78 × 3.20, spread 14.0% of mid · Δ -0.65 net GEX +$36k per 1% (calls +$36k, puts +$0)strike 66 calls: OI 140 (+48) · vol 29 (at ask 16, at bid 2, multi-leg 12) · NBBO 0.88 × 1.10, spread 22.2% of mid · Δ 0.37 puts: OI 25 (+0) · vol 14 (at ask 6, at bid 1, multi-leg 14) · NBBO 2.34 × 2.82, spread 18.6% of mid · Δ -0.61 net GEX +$48k per 1% (calls +$57k, puts -$9k)strike 65.5 calls: OI 158 (+1) · vol 9 (at ask 8, at bid 1, multi-leg 1) · NBBO 0.88 × 1.29, spread 37.8% of mid · Δ 0.42 puts: OI 46 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.11 × 2.45, spread 14.9% of mid · Δ -0.57 net GEX +$50k per 1% (calls +$67k, puts -$17k)strike 65 calls: OI 300 (+8) · vol 143 (at ask 13, at bid 130, sweep 103, multi-leg 8) · NBBO 1.06 × 1.48, spread 33.1% of mid · Δ 0.47 puts: OI 101 (-20) · vol 9 (at ask 4, at bid 5, multi-leg 6) · NBBO 1.80 × 2.12, spread 16.3% of mid · Δ -0.53 net GEX +$92k per 1% (calls +$130k, puts -$39k)strike 64.5 calls: OI 57 (+0) · vol 18 (at ask 8, at bid 9) · NBBO 1.45 × 1.66, spread 13.5% of mid · Δ 0.52 puts: OI 83 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 1.50 × 1.85, spread 20.9% of mid · Δ -0.48 net GEX -$7k per 1% (calls +$25k, puts -$32k)strike 64 calls: OI 99 (+4) · vol 191 (at ask 186, at bid 3, sweep 25, multi-leg 8) · NBBO 1.59 × 1.99, spread 22.3% of mid · Δ 0.57 puts: OI 219 (-50) · vol 44 (at ask 25, at bid 9, multi-leg 17) · NBBO 1.28 × 1.70, spread 28.2% of mid · Δ -0.43 net GEX -$41k per 1% (calls +$43k, puts -$84k)strike 63.5 calls: OI 4 (+0) · vol 8 (at ask 1, at bid 3, multi-leg 4) · NBBO 1.77 × 2.28, spread 25.2% of mid · Δ 0.62 puts: OI 111 (-1) · vol 18 (at ask 5, at bid 4, multi-leg 12) · NBBO 1.06 × 1.46, spread 31.7% of mid · Δ -0.39 net GEX -$40k per 1% (calls +$2k, puts -$41k)strike 63 calls: OI 121 (+1) · vol 10 (at ask 3, at bid 7, multi-leg 6) · NBBO 2.24 × 2.58, spread 14.1% of mid · Δ 0.68 puts: OI 129 (+1) · vol 16 (at ask 8, at bid 0, multi-leg 1) · NBBO 0.84 × 1.25, spread 39.2% of mid · Δ -0.34 net GEX +$3k per 1% (calls +$49k, puts -$46k)strike 62.5 calls: OI 14 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 2.53 × 2.93, spread 14.7% of mid · Δ 0.73 puts: OI 126 (+66) · vol 60 (at ask 58, at bid 2) · NBBO 0.67 × 1.08, spread 46.9% of mid · Δ -0.30 net GEX -$37k per 1% (calls +$5k, puts -$43k)strike 62 calls: OI 213 (-7) · vol 34 (at ask 20, at bid 14, multi-leg 14) · NBBO 2.89 × 3.20, spread 10.2% of mid · Δ 0.78 puts: OI 70 (+9) · vol 46 (at ask 32, at bid 1) · NBBO 0.54 × 0.94, spread 54.1% of mid · Δ -0.26 net GEX +$52k per 1% (calls +$74k, puts -$22k)strike 61.5 calls: OI 13 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 3.20 × 3.60, spread 11.8% of mid · Δ 0.83 puts: OI 117 (+0) · vol 4 (at ask 2, at bid 0) · NBBO 0.51 × 0.66, spread 25.6% of mid · Δ -0.22 net GEX -$30k per 1% (calls +$4k, puts -$34k)strike 61 calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.60 × 4.00, spread 10.5% of mid · Δ 0.86 puts: OI 322 (+154) · vol 163 (at ask 0, at bid 163, multi-leg 3) · NBBO 0.36 × 0.61, spread 51.5% of mid · Δ -0.19 net GEX -$82k per 1% (calls +$2k, puts -$84k)strike 60.5 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.05 × 4.45, spread 9.4% of mid · Δ 0.90 puts: OI 135 (-6) · vol 0 (at ask 0, at bid 0) · NBBO 0.31 × 0.49, spread 45.0% of mid · Δ -0.16 net GEX -$31k per 1% (calls +$219, puts -$31k)strike 60 calls: OI 5 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.45 × 4.90, spread 9.6% of mid · Δ 0.93 puts: OI 189 (+46) · vol 3 (at ask 0, at bid 2, multi-leg 1) · NBBO 0.29 × 0.53, spread 58.5% of mid · Δ -0.14 net GEX -$38k per 1% (calls +$854, puts -$39k)strike 59.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.85 × 5.35, spread 9.8% of mid · Δ 0.96 puts: OI 43 (+0) · vol 23 (at ask 1, at bid 0, multi-leg 22) · NBBO 0.24 × 0.29, spread 18.9% of mid · Δ -0.12 net GEX -$8k per 1% (calls +$0, puts -$8k)strike 59 calls: OI 1 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 5.35 × 5.80, spread 8.1% of mid · Δ 0.97 puts: OI 81 (+1) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.19 × 0.42, spread 75.4% of mid · Δ -0.10 net GEX -$12k per 1% (calls +$83, puts -$13k)strike 58.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.80 × 6.35, spread 9.1% of mid · Δ 0.98 puts: OI 88 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.16 × 0.24, spread 40.0% of mid · Δ -0.08 net GEX -$12k per 1% (calls +$0, puts -$12k)strike 58 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.50 × 8.20, spread 58.3% of mid · Δ 0.99 puts: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.13 × 0.27, spread 70.0% of mid · Δ -0.06 net GEX -$1k per 1% (calls +$0, puts -$1k)strike 57.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.15 × 8.55, spread 49.6% of mid · Δ 0.99 puts: OI 48 (+6) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.10 × 0.14, spread 33.3% of mid · Δ -0.06 net GEX -$5k per 1% (calls +$0, puts -$5k)strike 57 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.50 × 9.40, spread 52.3% of mid · Δ 1.00 puts: OI 2 (+0) · vol 1 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.08 × 0.31, spread 117.9% of mid · Δ -0.05 net GEX -$173 per 1% (calls +$0, puts -$173)strike 56.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.00 × 10.05, spread 50.5% of mid · Δ 1.00 puts: OI 3 (+0) · vol 8 (at ask 0, at bid 8) · NBBO 0.04 × 0.12, spread 100.0% of mid · Δ -0.05 net GEX -$229 per 1% (calls +$0, puts -$229)strike 56 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.60 × 10.55, spread 46.1% of mid · Δ 1.00 puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 0.11, spread 75.0% of mid · Δ -0.04 net GEX -$201 per 1% (calls +$0, puts -$201)strike 55 calls: OI 9 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 7.50 × 11.45, spread 41.7% of mid · Δ 1.00 puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.02 × 0.08, spread 120.0% of mid · Δ -0.03 net GEX -$334 per 1% (calls +$26, puts -$359)strike 54 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.55 × 12.65, spread 38.7% of mid · Δ 1.00 puts: OI 14 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.08, spread 155.6% of mid · Δ -0.02 net GEX -$531 per 1% (calls +$0, puts -$531)strike 53 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.70 × 12.65, spread 16.7% of mid · Δ 1.00 puts: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.25, spread 184.6% of mid · Δ -0.01 net GEX -$51 per 1% (calls +$0, puts -$51)strike 52 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.70 × 14.00, spread 17.9% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ -0.01 no GEX (no side has both gamma and open interest)strike 51 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.00 × 15.65, spread 26.4% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.04, spread no two-sided quote (zero bid) · Δ -0.01 no GEX (no side has both gamma and open interest)strike 50 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.55 × 16.50, spread 27.2% of mid · Δ 1.00 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$6 per 1% (calls +$0, puts -$6)

2026-10-09 expiry, 37 strikes within ±25% of book spot (the flip search band); 2 hidden (0 above, 2 below), 0 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$1.8m 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 $63.00 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 · 37 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-0.9222.0%17.9014.35800.000.05no two-sided quote0.01000002+0+$0+$32+$32
+0000000-0.8932.4%12.909.30750.020.0585.7%0.022110034+0+$0+$2k+$2k
+0000000-0.848.7%7.206.60710.000.18no two-sided quote0.0821002144-1+$0+$20k+$20k
+0000000-0.819.2%6.255.70700.180.4075.9%0.1113013041,108+943+$0+$208k+$208k
+2800000-0.789.9%5.304.80690.090.51140.0%0.1532001217-23-$2k+$52k+$51k
+0000000-0.769.7%4.854.4068.50.150.55114.3%0.180000057-3+$0+$15k+$15k
-12200000-0.7410.8%4.403.95680.410.6342.3%0.2133000237+0-$6k+$71k+$65k
+01000000-0.7110.7%3.953.5567.50.500.7438.7%0.24101000068+1-$3k+$22k+$20k
-12210101-0.6810.4%3.553.20670.610.8229.4%0.28151100104,065+3,440-$7k+$1.5m+$1.5m
+0000000-0.6514.0%3.202.7866.50.560.8945.5%0.32201130593+75+$0+$36k+$36k
+0251401614-0.6118.6%2.822.34660.881.1022.2%0.3729162012140+48-$9k+$57k+$48k
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+0000000-0.01no two-sided quote0.060.005211.7014.0017.9%1.00000000+0———
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