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 2026-10-23 expiry: 35 calendar days from 2026-09-18 (36 from the book date), inside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-17 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 69.5 (Δ 0.20), put 60.5 (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 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% move80757170.57069.56968.56867.56766.56665.56564.56463.56362.56261.56160.56059.55958.55857.55756.556555453525150put strike nearest 0.20 delta: 60.5call strike nearest 0.20 delta: 69.51.2k01.2k949425%10%10%25%-$160k+$160kcall wall 65book spot 64.48γ flip 64.06put wall 64strike 80 calls: OI 1 (+0) · vol 2 (at ask 0, at bid 2) · NBBO 0.01 × 0.09, spread 160.0% of mid · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.25 × 17.85, spread 22.4% of mid · Δ -0.91 net GEX +$28 per 1% (calls +$28, puts +$0)strike 75 calls: OI 53 (+2) · vol 37 (at ask 25, at bid 11, multi-leg 12) · NBBO 0.08 × 0.12, spread 40.0% of mid · Δ 0.05 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.60 × 11.70, spread 19.7% of mid · Δ -0.89 net GEX +$4k per 1% (calls +$4k, puts +$0)strike 71 calls: OI 55 (-4) · vol 2 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.12 × 0.55, spread 128.4% of mid · Δ 0.13 puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.65 × 7.30, spread 9.3% of mid · Δ -0.83 net GEX +$7k per 1% (calls +$9k, puts -$3k)strike 70.5 calls: OI 31 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.18 × 0.61, spread 108.9% of mid · Δ 0.15 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.35 × 6.80, spread 6.8% of mid · Δ -0.81 net GEX +$6k per 1% (calls +$6k, puts +$0)strike 70 calls: OI 98 (+4) · vol 94 (at ask 1, at bid 33, multi-leg 61) · NBBO 0.26 × 0.50, spread 63.2% of mid · Δ 0.17 puts: OI 20 (+3) · vol 0 (at ask 0, at bid 0) · NBBO 5.90 × 6.35, spread 7.3% of mid · Δ -0.79 net GEX +$16k per 1% (calls +$20k, puts -$4k)strike 69.5 calls: OI 32 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.30 × 0.74, spread 84.6% of mid · Δ 0.20 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.35 × 6.10, spread 13.1% of mid · Δ -0.77 net GEX +$7k per 1% (calls +$7k, puts +$0)strike 69 calls: OI 46 (+4) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.56 × 0.80, spread 35.3% of mid · Δ 0.22 puts: OI 23 (+8) · vol 2 (at ask 0, at bid 2) · NBBO 5.00 × 5.50, spread 9.5% of mid · Δ -0.75 net GEX +$6k per 1% (calls +$11k, puts -$5k)strike 68.5 calls: OI 6 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.48 × 0.92, spread 62.9% of mid · Δ 0.24 puts: OI 12 (+12) · vol 0 (at ask 0, at bid 0) · NBBO 4.60 × 5.10, spread 10.3% of mid · Δ -0.73 net GEX -$1k per 1% (calls +$2k, puts -$3k)strike 68 calls: OI 56 (-3) · vol 28 (at ask 0, at bid 8, multi-leg 8) · NBBO 0.58 × 1.01, spread 54.1% of mid · Δ 0.27 puts: OI 20 (+2) · vol 42 (at ask 19, at bid 23, multi-leg 42) · NBBO 4.25 × 4.70, spread 10.1% of mid · Δ -0.70 net GEX +$10k per 1% (calls +$15k, puts -$5k)strike 67.5 calls: OI 143 (+0) · vol 45 (at ask 44, at bid 1) · NBBO 0.70 × 1.14, spread 47.8% of mid · Δ 0.30 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.85 × 4.50, spread 15.6% of mid · Δ -0.67 net GEX +$40k per 1% (calls +$40k, puts +$0)strike 67 calls: OI 50 (+1) · vol 4 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.87 × 1.28, spread 38.1% of mid · Δ 0.34 puts: OI 14 (+5) · vol 32 (at ask 16, at bid 16, multi-leg 32) · NBBO 3.50 × 3.90, spread 10.8% of mid · Δ -0.65 net GEX +$11k per 1% (calls +$15k, puts -$4k)strike 66.5 calls: OI 5 (+0) · vol 9 (at ask 8, at bid 1) · NBBO 0.99 × 1.42, spread 35.7% of mid · Δ 0.37 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.20 × 3.55, spread 10.4% of mid · Δ -0.62 net GEX +$2k per 1% (calls +$2k, puts +$0)strike 66 calls: OI 523 (-632) · vol 5 (at ask 1, at bid 0) · NBBO 1.16 × 1.61, spread 32.5% of mid · Δ 0.41 puts: OI 15 (+0) · vol 47 (at ask 24, at bid 23, multi-leg 47) · NBBO 2.80 × 3.20, spread 13.3% of mid · Δ -0.59 net GEX +$160k per 1% (calls +$165k, puts -$4k)strike 65.5 calls: OI 114 (+1) · vol 10 (at ask 6, at bid 0) · NBBO 1.34 × 1.79, spread 28.8% of mid · Δ 0.44 puts: OI 25 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.40 × 2.87, spread 17.8% of mid · Δ -0.55 net GEX +$29k per 1% (calls +$37k, puts -$8k)strike 65 calls: OI 70 (+19) · vol 18 (at ask 14, at bid 3, multi-leg 17) · NBBO 1.55 × 1.98, spread 24.4% of mid · Δ 0.48 puts: OI 67 (-14) · vol 13 (at ask 12, at bid 1) · NBBO 2.11 × 2.55, spread 18.9% of mid · Δ -0.52 net GEX +$2k per 1% (calls +$23k, puts -$21k)strike 64.5 calls: OI 38 (+7) · vol 11 (at ask 11, at bid 0) · NBBO 1.73 × 2.30, spread 28.3% of mid · Δ 0.52 puts: OI 12 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 1.85 × 2.29, spread 21.3% of mid · Δ -0.48 net GEX +$9k per 1% (calls +$13k, puts -$4k)strike 64 calls: OI 27 (+6) · vol 0 (at ask 0, at bid 0) · NBBO 1.96 × 2.55, spread 26.2% of mid · Δ 0.56 puts: OI 49 (+28) · vol 11 (at ask 7, at bid 4, multi-leg 5) · NBBO 1.68 × 2.08, spread 21.3% of mid · Δ -0.44 net GEX -$6k per 1% (calls +$9k, puts -$15k)strike 63.5 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.26 × 2.82, spread 22.0% of mid · Δ 0.60 puts: OI 44 (+10) · vol 8 (at ask 1, at bid 7, multi-leg 6) · NBBO 1.46 × 1.90, spread 26.2% of mid · Δ -0.40 net GEX -$13k per 1% (calls +$661, puts -$13k)strike 63 calls: OI 5 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 2.54 × 3.15, spread 21.4% of mid · Δ 0.64 puts: OI 109 (-3) · vol 11 (at ask 8, at bid 3, multi-leg 10) · NBBO 1.25 × 1.50, spread 18.2% of mid · Δ -0.37 net GEX -$30k per 1% (calls +$2k, puts -$32k)strike 62.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.80 × 3.35, spread 17.9% of mid · Δ 0.68 puts: OI 4 (+1) · vol 3 (at ask 0, at bid 3) · NBBO 1.07 × 1.47, spread 31.5% of mid · Δ -0.33 net GEX -$1k per 1% (calls +$0, puts -$1k)strike 62 calls: OI 7 (+0) · vol 12 (at ask 11, at bid 0, multi-leg 11) · NBBO 3.25 × 3.80, spread 15.6% of mid · Δ 0.72 puts: OI 53 (+7) · vol 27 (at ask 27, at bid 0, sweep 1, multi-leg 18) · NBBO 0.87 × 1.13, spread 26.0% of mid · Δ -0.30 net GEX -$12k per 1% (calls +$2k, puts -$14k)strike 61.5 calls: OI 10 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.65 × 4.10, spread 11.6% of mid · Δ 0.75 puts: OI 28 (+1) · vol 43 (at ask 37, at bid 4, multi-leg 15) · NBBO 0.73 × 1.16, spread 45.5% of mid · Δ -0.27 net GEX -$4k per 1% (calls +$3k, puts -$7k)strike 61 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.00 × 4.40, spread 9.5% of mid · Δ 0.78 puts: OI 177 (+23) · vol 10 (at ask 8, at bid 1, multi-leg 3) · NBBO 0.63 × 1.02, spread 47.3% of mid · Δ -0.24 net GEX -$42k per 1% (calls +$0, puts -$42k)strike 60.5 calls: OI 2 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 4.30 × 4.85, spread 12.0% of mid · Δ 0.82 puts: OI 18 (+1) · vol 4 (at ask 0, at bid 4, multi-leg 4) · NBBO 0.47 × 0.90, spread 62.8% of mid · Δ -0.21 net GEX -$3k per 1% (calls +$454, puts -$4k)strike 60 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.60 × 5.30, spread 14.1% of mid · Δ 0.85 puts: OI 69 (+39) · vol 89 (at ask 60, at bid 29, multi-leg 81) · NBBO 0.37 × 0.80, spread 73.5% of mid · Δ -0.18 net GEX -$13k per 1% (calls +$409, puts -$14k)strike 59.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.00 × 5.70, spread 13.1% of mid · Δ 0.87 puts: OI 11 (+0) · vol 5 (at ask 0, at bid 0, multi-leg 5) · NBBO 0.31 × 0.71, spread 78.4% of mid · Δ -0.16 net GEX -$2k per 1% (calls +$0, puts -$2k)strike 59 calls: OI 22 (+2) · vol 3 (at ask 0, at bid 0) · NBBO 5.55 × 6.20, spread 11.1% of mid · Δ 0.89 puts: OI 31 (+3) · vol 3 (at ask 1, at bid 0, multi-leg 3) · NBBO 0.33 × 0.64, spread 63.9% of mid · Δ -0.14 net GEX -$2k per 1% (calls +$4k, puts -$5k)strike 58.5 calls: OI 80 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.05 × 6.55, spread 7.9% of mid · Δ 0.91 puts: OI 8 (+0) · vol 20 (at ask 0, at bid 20, multi-leg 20) · NBBO 0.18 × 0.57, spread 104.0% of mid · Δ -0.12 net GEX +$10k per 1% (calls +$11k, puts -$1k)strike 58 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.40 × 7.00, spread 9.0% of mid · Δ 0.93 puts: OI 37 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.13 × 0.51, spread 118.8% of mid · Δ -0.10 net GEX -$5k per 1% (calls +$0, puts -$5k)strike 57.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.90 × 7.45, spread 7.7% of mid · Δ 0.95 puts: OI 20 (+0) · vol 5 (at ask 0, at bid 0, multi-leg 5) · NBBO 0.07 × 0.46, spread 147.2% of mid · Δ -0.09 net GEX -$2k per 1% (calls +$0, puts -$2k)strike 57 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.30 × 7.95, spread 8.5% of mid · Δ 0.97 puts: OI 111 (+10) · vol 10 (at ask 0, at bid 10) · NBBO 0.18 × 0.42, spread 80.0% of mid · Δ -0.08 net GEX -$11k per 1% (calls +$0, puts -$11k)strike 56.5 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.65 × 8.35, spread 8.7% of mid · Δ 0.99 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.39, spread 190.0% of mid · Δ -0.07 net GEX -$90 per 1% (calls +$0, puts -$90)strike 56 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.25 × 8.85, spread 7.0% of mid · Δ 1.00 puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.13 × 0.36, spread 93.9% of mid · Δ -0.05 net GEX -$616 per 1% (calls +$7, puts -$623)strike 55 calls: OI 12 (+2) · vol 2 (at ask 0, at bid 2) · NBBO 8.15 × 10.70, spread 27.1% of mid · Δ 1.00 puts: OI 15 (+3) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 0.01 × 0.12, spread 169.2% of mid · Δ -0.04 net GEX -$793 per 1% (calls +$34, puts -$828)strike 54 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.50 × 12.50, spread 38.1% of mid · Δ 1.00 puts: OI 1 (+1) · vol 8 (at ask 1, at bid 1, multi-leg 8) · NBBO 0.05 × 0.13, spread 88.9% of mid · Δ -0.03 net GEX -$43 per 1% (calls +$0, puts -$43)strike 53 calls: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.55 × 13.55, spread 34.6% of mid · Δ 1.00 puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.11, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$209 per 1% (calls +$39, puts -$249)strike 52 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.55 × 13.80, spread 26.7% of mid · Δ 1.00 puts: OI 0 (+0) · vol 5 (at ask 4, at bid 1) · NBBO 0.02 × 0.09, spread 127.3% of mid · Δ -0.02 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 12.30 × 14.90, spread 19.1% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.01 × 0.09, spread 160.0% of mid · Δ -0.02 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 13.20 × 15.80, spread 17.9% of mid · Δ 1.00 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.08, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$20 per 1% (calls +$0, puts -$20)

2026-10-23 expiry, 39 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 (+$167k 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 · 39 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-0.9122.4%17.8514.25800.010.09160.0%0.02202001+0+$0+$28+$28
+0000000-0.8919.7%11.709.60750.080.1240.0%0.0537251101253+2+$0+$4k+$4k
+01500000-0.839.3%7.306.65710.120.55128.4%0.132010155-4-$3k+$9k+$7k
+0000000-0.816.8%6.806.3570.50.180.61108.9%0.150000031-1+$0+$6k+$6k
+32000000-0.797.3%6.355.90700.260.5063.2%0.179413306198+4-$4k+$20k+$16k
+0000000-0.7713.1%6.105.3569.50.300.7484.6%0.201010132+0+$0+$7k+$7k
+82300202-0.759.5%5.505.00690.560.8035.3%0.222110146+4-$5k+$11k+$6k
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