Simplify Analytics
XLY

XLY

$112.33 unadjusted close, 2026-09-22
as of 2026-09-22
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
19.5%
IV percentile
29.0%
own all (<3y) · n=243
IV rank
24.4%
own all (<1y) · n=243
range
15.5% – 31.9%
own all (<1y) · n=243
low 15.5%243 sessions, all (<1y) · today 19.5%high 31.9%

Term structure · constant maturity

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

21 calendar day out: every tenor of 1d or longer spans it Wed 09-23 09:45 ET · US Flash Services PMI (September) Wed 09-23 09:45 ET · US Flash Manufacturing PMI (September)42 calendar days out: every tenor of 2d or longer spans it Thu 09-24 08:30 ET · Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin Thu 09-24 08:30 ET · Weekly Jobless Claims (September) Thu 09-24 10:00 ET · New Home Sales (August) Thu 09-24 11:00 ET · Kansas City Fed Survey (September)23 calendar days out: every tenor of 3d or longer spans it Fri 09-25 08:30 ET · Durable Goods (August) Fri 09-25 10:00 ET · U. Michigan Final Consumer Survey (September)1d5d7d14d30d60d90d180d365d23.9%16.6%
━ 2026-09-22┅ 2026-08-21 (21 sessions earlier)◆ scheduled release, at the first tenor spanning ittenors in calendar days, log scale
Scheduled after the 2026-09-22 close, from the 2026-09-21 calendar snapshot (forecasts as they stood then). Each is marked with the shortest tenor, in calendar days, that spans it:
  • Wed 09-23 09:45 · 1d US Flash Services PMI (September) · f 55.9 · prev 56.8
  • Wed 09-23 09:45 · 1d US Flash Manufacturing PMI (September) · f 53.5 · prev 53.2
  • Thu 09-24 08:30 · 2d Economic Club of Washington, DC event with Federal Reserve Bank of Richmond President Thomas Barkin
  • Thu 09-24 08:30 · 2d Weekly Jobless Claims (September) · f 204000 · prev 196000
  • Thu 09-24 10:00 · 2d New Home Sales (August) · f 620000 · prev 607000
  • Thu 09-24 11:00 · 2d Kansas City Fed Survey (September) · prev 17
  • Fri 09-25 08:30 · 3d Durable Goods (August) · f -0.3% · prev 1.1%
  • Fri 09-25 10:00 · 3d U. Michigan Final Consumer Survey (September) · f 47.1 · prev 51.7

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
21.1%
own all (<3y) 31.5% · n=243
slope, 30d − 90d
-1.6 pts
own all (<3y) 30.9% · n=243
variance risk premium, 30d
+3.5 pts
own all (<3y) 67.0% · n=238

Skew · risk reversal

25-delta5d old
-5.1 pts
own all (<3y) 1.4% · n=35
10-delta5d old
-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 2026-09-18

7d2026-09-25 · short
2026-09-25: 7 put and 6 call strikes within ±6.1%, IV 14% to 28%strike 112.5: IV 14.4%, beyond the shared scale29%15%−6.1%book spot+6.1%
14d2026-10-02
2026-10-02: 3 put and 3 call strikes within ±8.6%, IV 16% to 21%29%15%−8.6%book spot+8.6%
21d2026-10-09
2026-10-09: 4 put and 3 call strikes within ±11%, IV 17% to 22%29%15%−11%book spot+11%
28d2026-10-16
2026-10-16: 10 put and 12 call strikes within ±12%, IV 16% to 28%29%15%−12%book spot+12%
35d2026-10-23

1 quote within ±14%

63d2026-11-20
2026-11-20: 3 put and 2 call strikes within ±18%, IV 18% to 26%29%15%−18%book spot+18%
91d2026-12-18
2026-12-18: 7 put and 6 call strikes within ±22%, IV 19% to 27%29%15%−22%book spot+22%
119d2027-01-15
2027-01-15: 6 put and 2 call strikes within ±25%, IV 19% to 28%29%15%−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 (15%–29%), set by the expiries past 7 DTE. 1 short-dated point beyond it is pinned to the edge as an open circle.

Expiry window · 55–65 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 · 09-18expected move
2026-11-20 Fri592026-10-2331dno earnings (ETF)no IV at 111—

DTE counts calendar days from 2026-09-22, the page's date and the earliest an entry could be made - not from the 2026-09-18 book the expiries and IVs come from, which would overstate it by 4 days; an expiry first listed after 2026-09-18 is not in the book and not here. A premarket report moves its own session and a postmarket one the next; one with no stated time is placed at the earlier of the two - or at the later, once the earlier is already in the 2026-09-22 close - so an expiry can be called spanning when it might not be, never the reverse. "spans +N": the expiry settles N calendar days after that session, and the line under it says whether the 28-DTE exit comes before it ("inside the exit": that date is already behind 2026-09-22, so it protects nothing); "clear N": it settles N days before it. Thesis = DTE − 28 (the hard exit is 21), cut to the last session before a report that comes first. Every expiry in the band is listed, and one that is not a third Friday is marked weekly — §1 of the trading rules admits no weeklies and no 0DTE, so those rows are context, not candidates; the mark is the calendar test on the date alone, and a monthly pulled back to a Thursday by a holiday carries it too. ATM IV is the vendor's at the 2026-09-18 close, on the out-of-the-money side of the listed strike nearest book spot: a display selection, not a statistic, read at that one strike, so "no IV at X" is about X and not about its neighbours. The expected move is the vendor's, for the report the expiry spans. Every row links to that expiry on the strike axis below.

Chain · one strike axis

Book as of 2026-09-18: 2 sessions behind 2026-09-22: no XLY chain statistics (net_gex) dated after 2026-09-18 are knowable as of 2026-09-22, and no ticker has newer ones. The strikes drawn below are 2026-09-18's rows as stored now; the levels and statistics are the readings dated 2026-09-18, computed from those rows when the readings were derived, and a fetch of 2026-09-18 after that can revise rows. Open interest is what entered 2026-09-18 (OCC's settlement of 2026-09-17), valued at the 2026-09-18 close.

net GEX · carried book
-$50.6m per 1%
own all (<3y) 63.8% · n=65
gamma flip
$122.44
flip within ±25% of book spot
flip distance
+7.08 ATR
own all (<3y) 75.0% · n=50
0DTE share of volume
not listed daily

book spot $111.03 (unadjusted close, 2026-09-18) · call wall $120.00 (+8.08% from book spot) · put wall $107.50 (-3.18% from book spot) · max pain $117.00 (+5.38% 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 $111.03 × (1 + that distance) - the 2026-09-18 unadjusted close, the price the chain was taken at. That is why two prices appear on this page. XLY headlines $112.33, its newest unadjusted close, on 2026-09-22; the book was taken at $111.03 on 2026-09-18, because the book trails the page by the 2 sessions counted above. Both are closes, both are dated, and neither is adjusted. Recomputing a wall on the newer close would put it at a level this book never had, so none of these is: they are the 2026-09-18 book's levels, on the 2026-09-18 close.

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

Tradability of the 2026-10-16 expiry: 24 calendar days from 2026-09-22 (28 from the book date), outside the owner's 35–65 DTE entry window. Spreads are the NBBO stored with the 2026-09-18 chain snapshot - not a live quote, and not DESIGN J's quote at a trade (per-trade quotes are not collected) - as a percent of mid; a zero or missing bid, or a crossed quote, is drawn as × for no two-sided quote. The owner's floors are marked and filter nothing: spread 10% of mid, OI 500, and the strike nearest 0.20 delta on each side - call 116 (Δ 0.19), put 106 (Δ -0.19).

call put OI carried through 2026-09-17 · opened by 2026-09-17's trading · closed by it / net GEX long / short gamma book spot call wall put wall max pain gamma 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 2026-09-17's trading; volume is 2026-09-18's.◀ put OIcall OI ▶entering 2026-09-18◀ put volcall vol ▶traded 2026-09-18◀ putcall ▶spread, % of mid− net GEX+$ per 1% move13513213113012912812712612512412312212112011911811711611511411311211111010910810710610510410310210110099989796959085put strike nearest 0.20 delta: 106call strike nearest 0.20 delta: 1164.5k04.5k28028025%10%10%25%-$3.3m+$3.3mγ flip 122.44call wall 120max pain 117book spot 111.03put wall 107.5strike 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 21.60 × 26.50, spread 20.4% of mid · Δ -1.00 net GEX +$54 per 1% (calls +$54, puts +$0)strike 132 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.60 × 23.50, spread 23.3% 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 × 4.80, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 17.70 × 22.60, spread 24.3% 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 × 0.60, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.60 × 21.60, spread 26.2% of mid · Δ -1.00 net GEX +$7k per 1% (calls +$7k, puts -$115)strike 129 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 15.60 × 20.60, spread 27.6% of mid · Δ -1.00 net GEX +$31 per 1% (calls +$31, puts +$0)strike 128 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.60 × 19.50, spread 28.7% 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 × 4.80, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.60 × 18.60, spread 31.1% of mid · Δ -1.00 net GEX +$2k per 1% (calls +$2k, puts +$0)strike 126 calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.60 × 17.60, spread 33.1% of mid · Δ -0.99 net GEX +$473 per 1% (calls +$473, puts +$0)strike 125 calls: OI 169 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.20, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.90 × 16.80, spread 34.1% of mid · Δ -0.99 net GEX +$15k per 1% (calls +$18k, puts -$2k)strike 124 calls: OI 292 (-2) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.60 × 15.60, spread 38.2% of mid · Δ -0.98 net GEX +$39k per 1% (calls +$39k, puts +$0)strike 123 calls: OI 231 (+30) · vol 50 (at ask 0, at bid 50) · NBBO 0.00 × 1.20, spread no two-sided quote (zero bid) · Δ 0.05 puts: OI 7 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.60 × 14.50, spread 40.7% of mid · Δ -0.98 net GEX +$41k per 1% (calls +$42k, puts -$765)strike 122 calls: OI 110 (+0) · vol 11 (at ask 2, at bid 6, multi-leg 11) · NBBO 0.10 × 5.00, spread 192.2% of mid · Δ 0.06 puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.50 × 13.30, spread 44.0% of mid · Δ -0.97 net GEX +$24k per 1% (calls +$25k, puts -$415)strike 121 calls: OI 968 (-1) · vol 9 (at ask 1, at bid 1, multi-leg 8) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ 0.08 puts: OI 3 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.60 × 12.40, spread 48.0% of mid · Δ -0.97 net GEX +$263k per 1% (calls +$263k, puts -$521)strike 120 calls: OI 162 (+1) · vol 16 (at ask 6, at bid 10, multi-leg 9) · NBBO 0.05 × 0.50, spread 163.6% of mid · Δ 0.10 puts: OI 8 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 6.60 × 11.40, spread 53.3% of mid · Δ -0.96 net GEX +$50k per 1% (calls +$52k, puts -$2k)strike 119 calls: OI 3,155 (+2) · vol 11 (at ask 5, at bid 3, multi-leg 10) · NBBO 0.00 × 2.95, spread no two-sided quote (zero bid) · Δ 0.11 puts: OI 204 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.70 × 10.50, spread 59.3% of mid · Δ -0.95 net GEX +$1.1m per 1% (calls +$1.2m, puts -$55k)strike 118 calls: OI 92 (+0) · vol 8 (at ask 5, at bid 2, multi-leg 3) · 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 4.30 × 9.10, spread 71.6% of mid · Δ -0.94 net GEX -$1.4m per 1% (calls +$40k, puts -$1.4m)strike 117 calls: OI 267 (+1) · vol 4 (at ask 2, at bid 2, multi-leg 4) · NBBO 0.00 × 0.60, spread no two-sided quote (zero bid) · Δ 0.16 puts: OI 4,080 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.70 × 8.50, spread 78.7% of mid · Δ -0.91 net GEX -$1.7m per 1% (calls +$138k, puts -$1.8m)strike 116 calls: OI 1,167 (-35) · vol 16 (at ask 5, at bid 11, multi-leg 1) · NBBO 0.10 × 5.00, spread 192.2% of mid · Δ 0.19 puts: OI 146 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 3.10 × 7.90, spread 87.3% of mid · Δ -0.85 net GEX +$620k per 1% (calls +$710k, puts -$89k)strike 115 calls: OI 75 (+11) · vol 4 (at ask 2, at bid 2, multi-leg 1) · NBBO 0.05 × 5.00, spread 196.0% of mid · Δ 0.25 puts: OI 4,520 (-3) · vol 2 (at ask 1, at bid 0) · NBBO 2.35 × 7.20, spread 101.6% of mid · Δ -0.79 net GEX -$3.3m per 1% (calls +$52k, puts -$3.3m)strike 114 calls: OI 2,372 (+142) · vol 280 (at ask 0, at bid 237, multi-leg 1) · NBBO 0.00 × 2.65, spread no two-sided quote (zero bid) · Δ 0.31 puts: OI 144 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.55 × 6.40, spread 122.0% of mid · Δ -0.73 net GEX +$1.7m per 1% (calls +$1.8m, puts -$122k)strike 113 calls: OI 700 (+2) · vol 52 (at ask 0, at bid 52, multi-leg 1) · NBBO 0.05 × 5.00, spread 196.0% of mid · Δ 0.37 puts: OI 121 (+1) · vol 4 (at ask 0, at bid 4) · NBBO 1.50 × 4.90, spread 106.3% of mid · Δ -0.66 net GEX +$464k per 1% (calls +$581k, puts -$117k)strike 112 calls: OI 130 (+3) · vol 41 (at ask 1, at bid 40, multi-leg 1) · NBBO 0.00 × 3.80, spread no two-sided quote (zero bid) · Δ 0.44 puts: OI 370 (-3) · vol 46 (at ask 0, at bid 46, multi-leg 5) · NBBO 0.65 × 5.50, spread 157.7% of mid · Δ -0.59 net GEX -$298k per 1% (calls +$111k, puts -$409k)strike 111 calls: OI 778 (+251) · vol 40 (at ask 3, at bid 37) · NBBO 0.10 × 4.90, spread 192.0% of mid · Δ 0.51 puts: OI 533 (-6) · vol 62 (at ask 3, at bid 57) · NBBO 0.50 × 4.90, spread 163.0% of mid · Δ -0.50 net GEX -$17k per 1% (calls +$642k, puts -$659k)strike 110 calls: OI 13 (+0) · vol 27 (at ask 0, at bid 27) · NBBO 0.95 × 5.80, spread 143.7% of mid · Δ 0.57 puts: OI 567 (-3) · vol 38 (at ask 1, at bid 36, multi-leg 1) · NBBO 0.70 × 2.50, spread 112.5% of mid · Δ -0.41 net GEX -$578k per 1% (calls +$10k, puts -$588k)strike 109 calls: OI 231 (+210) · vol 0 (at ask 0, at bid 0) · NBBO 1.35 × 6.10, spread 127.5% of mid · Δ 0.63 puts: OI 1,489 (-3) · vol 82 (at ask 0, at bid 82) · NBBO 0.80 × 5.00, spread 144.8% of mid · Δ -0.34 net GEX -$1.1m per 1% (calls +$171k, puts -$1.3m)strike 108 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 1.50 × 6.10, spread 121.1% of mid · Δ 0.69 puts: OI 506 (+129) · vol 4 (at ask 4, at bid 0, multi-leg 1) · NBBO 0.30 × 5.00, spread 177.4% of mid · Δ -0.29 net GEX -$380k per 1% (calls +$1k, puts -$382k)strike 107 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 2.75 × 7.60, spread 93.7% of mid · Δ 0.75 puts: OI 1,015 (-15) · vol 6 (at ask 5, at bid 1, multi-leg 5) · NBBO 0.60 × 5.00, spread 157.1% of mid · Δ -0.24 net GEX -$662k per 1% (calls +$0, puts -$662k)strike 106 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 3.60 × 8.40, spread 80.0% of mid · Δ 0.80 puts: OI 139 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 5.00, spread 196.0% of mid · Δ -0.19 net GEX -$78k per 1% (calls +$0, puts -$78k)strike 105 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 4.70 × 9.50, spread 67.6% of mid · Δ 0.83 puts: OI 954 (+380) · vol 35 (at ask 14, at bid 21) · NBBO 0.35 × 1.80, spread 134.9% of mid · Δ -0.15 net GEX -$454k per 1% (calls +$474, puts -$454k)strike 104 calls: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 5.60 × 10.30, spread 59.1% of mid · Δ 0.87 puts: OI 57 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.11 net GEX -$20k per 1% (calls +$2k, puts -$22k)strike 103 calls: OI 0 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 6.50 × 11.30, spread 53.9% of mid · Δ 0.90 puts: OI 71 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.05 × 5.00, spread 196.0% of mid · Δ -0.09 net GEX -$23k per 1% (calls +$0, puts -$23k)strike 102 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 7.10 × 11.90, spread 50.5% of mid · Δ 0.93 puts: OI 3 (+0) · vol 4 (at ask 4, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.08 net GEX -$816 per 1% (calls +$0, puts -$816)strike 101 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 8.10 × 12.90, spread 45.7% of mid · Δ 0.97 puts: OI 299 (+0) · vol 4 (at ask 4, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.07 net GEX -$70k per 1% (calls +$0, puts -$70k)strike 100 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.10 × 13.90, spread 41.7% of mid · Δ 0.98 puts: OI 376 (+2) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.00 × 1.00, spread no two-sided quote (zero bid) · Δ -0.06 net GEX -$71k per 1% (calls +$0, puts -$71k)strike 99 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 10.20 × 14.90, spread 37.5% of mid · Δ 0.99 puts: OI 4 (+0) · vol 1 (at ask 1, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.04 net GEX -$584 per 1% (calls +$0, puts -$584)strike 98 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.00 × 15.90, spread 36.4% of mid · Δ 0.99 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.03 net GEX -$111 per 1% (calls +$0, puts -$111)strike 97 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 12.10 × 17.00, spread 33.7% of mid · Δ 1.00 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.02 net GEX -$57 per 1% (calls +$25, puts -$82)strike 96 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.20 × 18.10, spread 31.3% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, 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 14.00 × 19.00, spread 30.3% of mid · Δ 1.00 puts: OI 22 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$895 per 1% (calls +$8, puts -$903)strike 90 calls: OI 40 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.60 × 23.60, spread 23.7% of mid · Δ 1.00 puts: OI 340 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$1k per 1% (calls +$6, puts -$1k)strike 85 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 23.80 × 28.60, spread 18.3% of mid · Δ 1.00 puts: OI 242 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 4.80, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$48 per 1% (calls +$0, puts -$48)

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 (-$5.8m per 1% in all); the walls, flip and headline sum every carried expiry. Volume is 2026-09-18's own - whether it opened positions shows in the 2026-09-21 book's change.

Table view · 41 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-1.0020.4%26.5021.601350.000.55no two-sided quote0.000000016+0+$0+$54+$54
+0000000-1.0023.3%23.5018.601320.004.80no two-sided quote0.00000000+0———
+0000000-1.0024.3%22.6017.701310.004.80no two-sided quote0.00000000+0———
+01500000-1.0026.2%21.6016.601300.000.60no two-sided quote0.0000000331+0-$115+$7k+$7k
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