Simplify Analytics
XLY

XLY

$111.03 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
18.4%
IV percentile
16.2%
own all (<3y) · n=241
IV rank
17.7%
own all (<1y) · n=241
range
15.5% – 31.9%
own all (<1y) · n=241
low 15.5%241 sessions, all (<1y) · today 18.4%high 31.9%

Term structure · constant maturity

32 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)1d5d7d14d30d60d90d180d365d23.1%17.3%
━ 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
20.0%
own all (<3y) 9.8% · n=241
slope, 30d − 90d
-1.6 pts
own all (<3y) 30.5% · n=241
variance risk premium, 30d
+4.4 pts
own all (<3y) 72.7% · n=236

Skew · risk reversal

25-delta
-5.1 pts
own all (<3y) 1.4% · n=35
10-delta
-2.6 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

1d2026-09-18 · short
2026-09-18: 3 put and 4 call strikes within ±2.3%, IV 26% to 37%strike 110: IV 29.6%, beyond the shared scalestrike 110.5: IV 36.9%, beyond the shared scale29%16%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 8 put and 6 call strikes within ±6.5%, IV 17% to 28%29%16%−6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 2 put and 3 call strikes within ±8.8%, IV 17% to 21%29%16%−8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 1 put and 3 call strikes within ±11%, IV 18% to 20%29%16%−11%book spot+11%
29d2026-10-16
2026-10-16: 6 put and 12 call strikes within ±12%, IV 17% to 29%29%16%−12%book spot+12%
36d2026-10-23
2026-10-23: 0 put and 2 call strikes within ±14%, IV 19% to 24%29%16%−14%book spot+14%
92d2026-12-18
2026-12-18: 7 put and 4 call strikes within ±22%, IV 19% to 29%29%16%−22%book spot+22%
120d2027-01-15
2027-01-15: 1 put and 5 call strikes within ±25%, IV 19% to 22%29%16%−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 (16%–29%), set by the expiries past 7 DTE. 2 short-dated points beyond it are pinned to the edge as open circles.

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)no IV at 111—
2026-10-30 Friweekly422026-10-0214dno earnings (ETF)no IV at 111.5—
2026-11-20 Fri632026-10-2335dno earnings (ETF)no IV at 111—

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 XLY 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
-$164.5m per 1%
own all (<3y) 2.3% · n=64
gamma flip
$118.18
flip within ±25% of book spot
flip distance
+4.11 ATR
own all (<3y) 54.1% · n=49
0DTE share of volume
not listed daily

book spot $111.39 (unadjusted close, 2026-09-17) · call wall $120.00 (+7.73% from book spot) · put wall $110.00 (-1.25% from book spot) · max pain $117.00 (+5.04% 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 $111.39 × (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. XLY headlines $111.03, its newest unadjusted close, on 2026-09-18; the book was taken at $111.39 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 2026-10-16 expiry: 28 calendar days from 2026-09-18 (29 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 116 (Δ 0.19), put 107 (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% move13513213113012912812712612512412312212112011911811711611511411311211111010910810710610510410310210110099989796959085put strike nearest 0.20 delta: 107call strike nearest 0.20 delta: 1164.5k04.5k58258225%10%10%25%-$3.2m+$3.2mcall wall 120γ flip 118.18max pain 117book spot 111.39put wall 110strike 135 calls: OI 16 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.55, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.50 × 26.30, spread 20.1% of mid · Δ -1.00 net GEX +$208 per 1% (calls +$208, puts +$0)strike 132 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.25, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.50 × 23.30, spread 23.0% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 131 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.25, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 17.50 × 22.30, spread 24.1% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 130 calls: OI 331 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.25, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.50 × 21.20, spread 24.9% of mid · Δ -1.00 net GEX +$17k per 1% (calls +$17k, puts -$0)strike 129 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.65, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 15.50 × 20.30, spread 26.8% of mid · Δ -1.00 net GEX +$67 per 1% (calls +$67, puts +$0)strike 128 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.25, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.50 × 19.20, spread 27.9% of mid · Δ -1.00 no GEX (no side has both gamma and open interest)strike 127 calls: OI 30 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.90, spread no two-sided quote (zero bid) · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.50 × 18.30, spread 30.2% of mid · Δ -1.00 net GEX +$3k per 1% (calls +$3k, puts +$0)strike 126 calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.30, spread no two-sided quote (zero bid) · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.50 × 17.30, spread 32.2% of mid · Δ -1.00 net GEX +$795 per 1% (calls +$795, puts +$0)strike 125 calls: OI 169 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.30, spread no two-sided quote (zero bid) · Δ 0.05 puts: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.50 × 16.30, spread 34.5% of mid · Δ -1.00 net GEX +$27k per 1% (calls +$27k, puts -$56)strike 124 calls: OI 294 (+0) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 0.00 × 0.30, spread no two-sided quote (zero bid) · Δ 0.06 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.50 × 15.30, spread 37.2% of mid · Δ -1.00 net GEX +$58k per 1% (calls +$58k, puts +$0)strike 123 calls: OI 201 (-1) · vol 30 (at ask 0, at bid 30) · NBBO 0.00 × 1.20, spread no two-sided quote (zero bid) · Δ 0.07 puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.50 × 14.30, spread 40.3% of mid · Δ -1.00 net GEX +$44k per 1% (calls +$44k, puts -$30)strike 122 calls: OI 110 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.10 × 5.00, spread 192.2% of mid · Δ 0.07 puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.50 × 13.20, spread 43.3% of mid · Δ -1.00 net GEX +$27k per 1% (calls +$27k, puts -$16)strike 121 calls: OI 969 (-1) · vol 2 (at ask 0, at bid 0, multi-leg 2) · NBBO 0.00 × 0.50, spread no two-sided quote (zero bid) · Δ 0.08 puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.50 × 12.20, spread 47.7% of mid · Δ -1.00 net GEX +$271k per 1% (calls +$271k, puts -$19)strike 120 calls: OI 161 (-7) · vol 1 (at ask 1, at bid 0) · NBBO 0.00 × 0.25, spread no two-sided quote (zero bid) · Δ 0.08 puts: OI 8 (-1) · vol 1 (at ask 1, at bid 0, multi-leg 1) · NBBO 7.00 × 11.50, spread 48.6% of mid · Δ -1.00 net GEX +$52k per 1% (calls +$52k, puts -$67)strike 119 calls: OI 3,153 (+0) · vol 6 (at ask 2, at bid 4, multi-leg 6) · NBBO 0.00 × 0.55, spread no two-sided quote (zero bid) · Δ 0.10 puts: OI 204 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.50 × 10.30, spread 60.8% of mid · Δ -0.99 net GEX +$1.2m per 1% (calls +$1.2m, puts -$24k)strike 118 calls: OI 92 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.05 × 5.00, spread 196.0% of mid · Δ 0.13 puts: OI 4,210 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.60 × 9.40, spread 68.6% of mid · Δ -0.94 net GEX -$1.5m per 1% (calls +$43k, puts -$1.5m)strike 117 calls: OI 266 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 0.20 × 0.85, spread 123.8% of mid · Δ 0.16 puts: OI 4,080 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.90 × 8.30, spread 51.5% of mid · Δ -0.86 net GEX -$2.1m per 1% (calls +$147k, puts -$2.2m)strike 116 calls: OI 1,202 (+79) · vol 44 (at ask 27, at bid 13, multi-leg 6) · NBBO 0.10 × 1.00, spread 163.6% of mid · Δ 0.19 puts: OI 141 (+21) · vol 5 (at ask 0, at bid 5, multi-leg 5) · NBBO 3.60 × 7.50, spread 70.3% of mid · Δ -0.80 net GEX +$699k per 1% (calls +$791k, puts -$92k)strike 115 calls: OI 64 (+28) · vol 11 (at ask 0, at bid 0, multi-leg 1) · NBBO 0.40 × 2.50, spread 144.8% of mid · Δ 0.23 puts: OI 4,523 (-2) · vol 4 (at ask 0, at bid 4, multi-leg 3) · NBBO 2.25 × 6.70, spread 99.4% of mid · Δ -0.73 net GEX -$3.2m per 1% (calls +$50k, puts -$3.3m)strike 114 calls: OI 2,230 (+1,230) · vol 160 (at ask 7, at bid 138, multi-leg 1) · NBBO 0.15 × 1.45, spread 162.5% of mid · Δ 0.29 puts: OI 144 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.20 × 5.80, spread 90.0% of mid · Δ -0.67 net GEX +$1.9m per 1% (calls +$2.0m, puts -$111k)strike 113 calls: OI 698 (+0) · vol 5 (at ask 1, at bid 3, multi-leg 1) · NBBO 0.40 × 2.90, spread 151.5% of mid · Δ 0.39 puts: OI 120 (-9) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 1.50 × 5.50, spread 114.3% of mid · Δ -0.60 net GEX +$516k per 1% (calls +$615k, puts -$98k)strike 112 calls: OI 127 (+0) · vol 11 (at ask 4, at bid 1, multi-leg 1) · NBBO 0.05 × 3.70, spread 194.7% of mid · Δ 0.47 puts: OI 373 (+2) · vol 9 (at ask 7, at bid 2, multi-leg 2) · NBBO 1.40 × 5.00, spread 112.5% of mid · Δ -0.54 net GEX -$221k per 1% (calls +$103k, puts -$325k)strike 111 calls: OI 527 (+3) · vol 285 (at ask 12, at bid 273, multi-leg 11) · NBBO 1.75 × 5.00, spread 96.3% of mid · Δ 0.53 puts: OI 539 (-9) · vol 10 (at ask 3, at bid 7, multi-leg 2) · NBBO 0.85 × 3.50, spread 121.8% of mid · Δ -0.47 net GEX -$104k per 1% (calls +$396k, puts -$500k)strike 110 calls: OI 13 (+1) · vol 1 (at ask 1, at bid 0) · NBBO 2.40 × 5.50, spread 78.5% of mid · Δ 0.59 puts: OI 570 (-2) · vol 7 (at ask 5, at bid 2, multi-leg 6) · NBBO 0.60 × 2.50, spread 122.6% of mid · Δ -0.38 net GEX -$555k per 1% (calls +$9k, puts -$564k)strike 109 calls: OI 21 (-1) · vol 222 (at ask 0, at bid 222) · NBBO 2.50 × 5.90, spread 81.0% of mid · Δ 0.64 puts: OI 1,492 (-4) · vol 98 (at ask 3, at bid 95) · NBBO 0.80 × 1.80, spread 76.9% of mid · Δ -0.31 net GEX -$1.3m per 1% (calls +$14k, puts -$1.3m)strike 108 calls: OI 2 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 2.70 × 7.00, spread 88.7% of mid · Δ 0.69 puts: OI 377 (-2) · vol 199 (at ask 179, at bid 17, multi-leg 2) · NBBO 0.30 × 5.00, spread 177.4% of mid · Δ -0.25 net GEX -$287k per 1% (calls +$1k, puts -$288k)strike 107 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.40 × 8.00, spread 80.7% of mid · Δ 0.73 puts: OI 1,030 (+37) · vol 0 (at ask 0, at bid 0) · NBBO 0.60 × 4.70, spread 154.7% of mid · Δ -0.21 net GEX -$657k per 1% (calls +$0, puts -$657k)strike 106 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.20 × 9.00, spread 72.7% of mid · Δ 0.77 puts: OI 140 (+2) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.20, spread no two-sided quote (zero bid) · Δ -0.17 net GEX -$75k per 1% (calls +$0, puts -$75k)strike 105 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.00 × 9.50, spread 62.1% of mid · Δ 0.80 puts: OI 574 (+1) · vol 582 (at ask 0, at bid 582, multi-leg 1) · NBBO 0.30 × 1.75, spread 141.5% of mid · Δ -0.14 net GEX -$257k per 1% (calls +$430, puts -$257k)strike 104 calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.40 × 10.50, spread 48.5% of mid · Δ 0.83 puts: OI 57 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.85, spread no two-sided quote (zero bid) · Δ -0.11 net GEX -$19k per 1% (calls +$2k, puts -$21k)strike 103 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.70 × 11.50, spread 52.7% of mid · Δ 0.86 puts: OI 72 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.65, spread no two-sided quote (zero bid) · Δ -0.09 net GEX -$22k per 1% (calls +$334, puts -$22k)strike 102 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.50 × 12.30, spread 48.5% of mid · Δ 0.89 puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.35, spread no two-sided quote (zero bid) · Δ -0.06 net GEX -$716 per 1% (calls +$0, puts -$716)strike 101 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.80 × 13.50, spread 42.2% of mid · Δ 0.91 puts: OI 299 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.15, spread no two-sided quote (zero bid) · Δ -0.05 net GEX -$55k per 1% (calls +$0, puts -$55k)strike 100 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.10 × 14.00, spread 32.4% of mid · Δ 0.93 puts: OI 374 (+0) · vol 3 (at ask 2, at bid 1, multi-leg 2) · NBBO 0.00 × 0.55, spread no two-sided quote (zero bid) · Δ -0.03 net GEX -$50k per 1% (calls +$0, puts -$50k)strike 99 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.50 × 15.00, spread 35.3% of mid · Δ 0.95 puts: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.50, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$386 per 1% (calls +$0, puts -$386)strike 98 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.60 × 16.00, spread 31.9% of mid · Δ 0.96 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.45, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$67 per 1% (calls +$0, puts -$67)strike 97 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.60 × 17.00, spread 29.7% of mid · Δ 0.97 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.40, spread no two-sided quote (zero bid) · Δ -0.01 net GEX +$57 per 1% (calls +$102, puts -$45)strike 96 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.90 × 18.00, spread 25.7% of mid · Δ 0.98 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.40, spread no two-sided quote (zero bid) · Δ -0.01 no GEX (no side has both gamma and open interest)strike 95 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.80 × 19.00, spread 24.9% of mid · Δ 0.98 puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.35, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$338 per 1% (calls +$58, puts -$396)strike 90 calls: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 19.20 × 24.00, spread 22.2% of mid · Δ 1.00 puts: OI 340 (-1) · vol 3 (at ask 1, at bid 1, multi-leg 3) · NBBO 0.00 × 0.45, spread no two-sided quote (zero bid) · Δ -0.00 net GEX +$54 per 1% (calls +$374, puts -$320)strike 85 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 24.30 × 29.00, spread 17.6% of mid · Δ 1.00 puts: OI 242 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.20, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$4 per 1% (calls +$0, puts -$4)

2026-10-16 expiry, 41 strikes within ±25% of book spot (the flip search band); 7 hidden (3 above, 4 below), 6 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (-$5.6m 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.

Table view · 41 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.0020.1%26.3021.501350.000.55no two-sided quote0.000000016+0+$0+$208+$208
+0000000-1.0023.0%23.3018.501320.000.25no two-sided quote0.01000000+0———
+0000000-1.0024.1%22.3017.501310.000.25no two-sided quote0.01000000+0———
+01500000-1.0024.9%21.2016.501300.000.25no two-sided quote0.0100000331+0-$0+$17k+$17k
+0000000-1.0026.8%20.3015.501290.002.65no two-sided quote0.02000001+0+$0+$67+$67
+0000000-1.0027.9%19.2014.501280.000.25no two-sided quote0.02000000+0———
+0000000-1.0030.2%18.3013.501270.001.90no two-sided quote0.030000030+0+$0+$3k+$3k
+0000000-1.0032.2%17.3012.501260.000.30no two-sided quote0.04000006+0+$0+$795+$795
+04000000-1.0034.5%16.3011.501250.000.30no two-sided quote0.0500000169-1-$56+$27k+$27k
+0000000-1.0037.2%15.3010.501240.000.30no two-sided quote0.0620002294+0+$0+$58k+$58k
+0700000-1.0040.3%14.309.501230.001.20no two-sided quote0.073003000201-1-$30+$44k+$44k
+0300000-1.0043.3%13.208.501220.105.00192.2%0.0700000110+0-$16+$27k+$27k
+0300000-1.0047.7%12.207.501210.000.50no two-sided quote0.0820002969-1-$19+$271k+$271k
-1810011-1.0048.6%11.507.001200.000.25no two-sided quote0.0811000161-7-$67+$52k+$52k
+020400000-0.9960.8%10.305.501190.000.55no two-sided quote0.10624063,153+0-$24k+$1.2m+$1.2m
+04,21000000-0.9468.6%9.404.601180.055.00196.0%0.131010192+0-$1.5m+$43k-$1.5m
+04,08000000-0.8651.5%8.304.901170.200.85123.8%0.1610100266+0-$2.2m+$147k-$2.1m
+2114150505-0.8070.3%7.503.601160.101.00163.6%0.19442713061,202+79-$92k+$791k+$699k
-24,52330404-0.7399.4%6.702.251150.402.50144.8%0.2311000164+28-$3.3m+$50k-$3.2m
+014400000-0.6790.0%5.802.201140.151.45162.5%0.291607138012,230+1,230-$111k+$2.0m+$1.9m
-912020123-0.60114.3%5.501.501130.402.90151.5%0.3951301698+0-$98k+$615k+$516k
+237320279-0.54112.5%5.001.401120.053.70194.7%0.47114101127+0-$325k+$103k-$221k
-9539207310-0.47121.8%3.500.851111.755.0096.3%0.5328512273011527+3-$500k+$396k-$104k
-257060257-0.38122.6%2.500.601102.405.5078.5%0.591100013+1-$564k+$9k-$555k
-41,4920095398-0.3176.9%1.800.801092.505.9081.0%0.6422202220021-1-$1.3m+$14k-$1.3m
-23772017179199-0.25177.4%5.000.301082.707.0088.7%0.69000002+2-$288k+$1k-$287k
+371,03000000-0.21154.7%4.700.601073.408.0080.7%0.73000000+0-$657k+$0-$657k
+214000000-0.17no two-sided quote1.200.001064.209.0072.7%0.77000000+0-$75k+$0-$75k
+1574105820582-0.14141.5%1.750.301055.009.5062.1%0.80000001+0-$257k+$430-$257k
+05700000-0.11no two-sided quote0.850.001046.4010.5048.5%0.83000006+0-$21k+$2k-$19k
+07200000-0.09no two-sided quote0.650.001036.7011.5052.7%0.86000001+0-$22k+$334-$22k
+0300000-0.06no two-sided quote2.350.001027.5012.3048.5%0.89000000+0-$716+$0-$716
+029900000-0.05no two-sided quote2.150.001018.8013.5042.2%0.91000000+0-$55k+$0-$55k
+037420123-0.03no two-sided quote0.550.0010010.1014.0032.4%0.93000000+0-$50k+$0-$50k
+0400000-0.02no two-sided quote0.500.009910.5015.0035.3%0.95000000+0-$386+$0-$386
+0100000-0.01no two-sided quote0.450.009811.6016.0031.9%0.96000000+0-$67+$0-$67
+0100000-0.01no two-sided quote0.400.009712.6017.0029.7%0.97000001+0-$45+$102+$57
+0000000-0.01no two-sided quote0.400.009613.9018.0025.7%0.98000000+0———
+02200000-0.00no two-sided quote0.350.009514.8019.0024.9%0.98000001+0-$396+$58-$338
-134030113-0.00no two-sided quote0.450.009019.2024.0022.2%1.000000040+0-$320+$374+$54
+024200000-0.00no two-sided quote0.200.008524.3029.0017.6%1.00000000+0-$4+$0-$4