Simplify Analytics
XOM

XOM

$163.54 unadjusted close, 2026-09-18
as of 2026-09-18
AAPLAMDAMZNAVGOCATCRSRCRWDDEDELLDIAGOOGINTCIWMLMTMETAMRVLMSFTMUNVDAORCLPANWPLTRQQQSMHSNDKSOXXSPCXSPYSTXWDCXLEXLFXLIXLKXLPXLUXLVXLYXOM

Implied volatility · 30-day constant maturity

level
28.0%
IV percentile
46.9%
own all (<3y) · n=241
IV rank
54.8%
own all (<1y) · n=241
range
17.8% – 36.4%
own all (<1y) · n=241
low 17.8%241 sessions, all (<1y) · today 28.0%high 36.4%

Term structure · constant maturity

17 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)E 10-30 time?Earnings 2026-10-30, time unknown - date stated by the vendor's estimate First session it can move: 2026-10-30, 42 calendar days from the 2026-09-18 curve - every tenor of 42d or longer spans it No expected move served for this date1d5d7d14d30d60d90d180d365d29.6%26.6%
━ 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 53.2
  • 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: 2026-10-30 time unknown, stated by the vendor's estimate, first moves the 2026-10-30 session (42d 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
29.5%
own all (<3y) 64.7% · n=241
slope, 30d − 90d
-1.5 pts
own all (<3y) 12.7% · n=241
variance risk premium, 30d
+2.0 pts
own all (<3y) 46.8% · n=236

Skew · risk reversal

25-delta
+4.0 pts
own all (<3y) 98.6% · n=35
10-delta
+2.9 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 1 call strikes within ±2.3%, IV 31% to 37%strike 160: IV 36.8%, beyond the shared scale35%27%−2.3%book spot+2.3%
8d2026-09-25
2026-09-25: 4 put and 4 call strikes within ±6.5%, IV 28% to 31%35%27%−6.5%book spot+6.5%
15d2026-10-02
2026-10-02: 6 put and 6 call strikes within ±8.8%, IV 28% to 31%35%27%−8.8%book spot+8.8%
22d2026-10-09
2026-10-09: 8 put and 7 call strikes within ±11%, IV 28% to 32%35%27%−11%book spot+11%
29d2026-10-16
2026-10-16: 4 put and 4 call strikes within ±12%, IV 28% to 32%35%27%−12%book spot+12%
64d2026-11-20
2026-11-20: 6 put and 6 call strikes within ±18%, IV 29% to 34%35%27%−18%book spot+18%
92d2026-12-18
2026-12-18: 7 put and 7 call strikes within ±22%, IV 28% to 34%35%27%−22%book spot+22%
120d2027-01-15
2027-01-15: 8 put and 8 call strikes within ±25%, IV 28% to 34%35%27%−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 (27%–35%), set by the expiries past 7 DTE. 1 short-dated point beyond it is pinned to the edge as an open circle.

Expiry window · 35–65 DTE

Next earnings: 2026-10-30 time unknown, stated by the vendor's estimate, first moves the 2026-10-30 session, no expected move served. As the vendor's calendar stood on 2026-09-21, not on the page's date.

expiryDTE28-DTE exitthesisearnings 10-30 time?
the vendor's estimate
ATM IV · 09-17expected move
2026-10-23 Friweekly352026-09-257dclear · 7d29.4% p 162.5—
2026-10-30 Friweekly422026-10-0214dspans · +0d
exit 28d before
29.3% c 162.5none served
2026-11-20 Fri632026-10-2335dspans · +21d
exit 7d before
28.6% c 165none 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 XOM 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
+$114.2m per 1%
own all (<3y) 82.0% · n=64
gamma flip
$151.48
flip within ±25% of book spot
flip distance
-3.04 ATR
own all (<3y) 55.6% · n=62
0DTE share of volume
not listed daily

book spot $163.27 (unadjusted close, 2026-09-17) · call wall $165.00 (+1.06% from book spot) · put wall $160.00 (-2.00% from book spot) · max pain $155.00 (-5.07% 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 $163.27 × (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. XOM headlines $163.54, its newest unadjusted close, on 2026-09-18; the book was taken at $163.27 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 2026-09-25 expiry: 7 calendar days from 2026-09-18 (8 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 170 (Δ 0.18), put 157.5 (Δ -0.20).

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% move200197.5195192.5190187.5185182.5180177.5175172.5170167.5165162.5160157.5155152.5150149148147146145144143142141140139135130125put strike nearest 0.20 delta: 157.5call strike nearest 0.20 delta: 1702.2k02.2k2.5k2.5k25%10%10%25%-$2.0m+$2.0mcall wall 165book spot 163.27put wall 160γ flip 151.48strike 200 calls: OI 114 (+5) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.06, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 35.75 × 38.20, spread 6.6% of mid · Δ -0.99 net GEX +$539 per 1% (calls +$539, puts +$0)strike 197.5 calls: OI 71 (+4) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.07, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 33.80 × 36.25, spread 7.0% of mid · Δ -0.99 net GEX +$648 per 1% (calls +$648, puts +$0)strike 195 calls: OI 1,170 (+10) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.05, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 30.70 × 33.00, spread 7.2% of mid · Δ -0.98 net GEX +$20k per 1% (calls +$20k, puts +$0)strike 192.5 calls: OI 21 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.10, spread no two-sided quote (zero bid) · Δ 0.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 28.50 × 30.50, spread 6.8% of mid · Δ -0.97 net GEX +$641 per 1% (calls +$641, puts +$0)strike 190 calls: OI 77 (+28) · vol 1 (at ask 1, at bid 0) · NBBO 0.00 × 0.49, spread no two-sided quote (zero bid) · Δ 0.01 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 26.35 × 28.00, spread 6.1% of mid · Δ -0.96 net GEX +$4k per 1% (calls +$4k, puts +$0)strike 187.5 calls: OI 63 (+12) · 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 23.70 × 26.25, spread 10.2% of mid · Δ -0.95 net GEX +$6k per 1% (calls +$6k, puts +$0)strike 185 calls: OI 866 (-4) · vol 3 (at ask 0, at bid 3) · NBBO 0.00 × 0.14, spread no two-sided quote (zero bid) · Δ 0.02 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.05 × 23.75, spread 12.1% of mid · Δ -0.93 net GEX +$121k per 1% (calls +$121k, puts +$0)strike 182.5 calls: OI 182 (+14) · vol 52 (at ask 1, at bid 45, sweep 3) · NBBO 0.00 × 0.13, spread no two-sided quote (zero bid) · Δ 0.03 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.70 × 20.50, spread 9.2% of mid · Δ -0.92 net GEX +$32k per 1% (calls +$32k, puts +$0)strike 180 calls: OI 842 (+79) · vol 243 (at ask 14, at bid 216, multi-leg 11) · NBBO 0.03 × 0.16, spread 136.8% of mid · Δ 0.03 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.10 × 18.55, spread 14.1% of mid · Δ -0.91 net GEX +$184k per 1% (calls +$184k, puts -$375)strike 177.5 calls: OI 793 (+65) · vol 58 (at ask 23, at bid 31, multi-leg 8) · NBBO 0.00 × 0.14, spread no two-sided quote (zero bid) · Δ 0.04 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.55 × 15.50, spread 13.4% of mid · Δ -0.90 net GEX +$232k per 1% (calls +$232k, puts +$0)strike 175 calls: OI 1,854 (+165) · vol 182 (at ask 89, at bid 90, multi-leg 15) · NBBO 0.15 × 0.20, spread 28.6% of mid · Δ 0.06 puts: OI 6 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 11.30 × 13.05, spread 14.4% of mid · Δ -0.88 net GEX +$814k per 1% (calls +$818k, puts -$3k)strike 172.5 calls: OI 711 (+89) · vol 980 (at ask 70, at bid 248, sweep 6, multi-leg 796) · NBBO 0.29 × 0.37, spread 24.2% of mid · Δ 0.10 puts: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 9.05 × 10.20, spread 11.9% of mid · Δ -0.86 net GEX +$486k per 1% (calls +$486k, puts -$733)strike 170 calls: OI 2,171 (+1,288) · vol 2,532 (at ask 1,237, at bid 1,156, sweep 40, multi-leg 682) · NBBO 0.64 × 0.67, spread 4.6% of mid · Δ 0.18 puts: OI 180 (-24) · vol 2 (at ask 2, at bid 0) · NBBO 6.95 × 8.10, spread 15.3% of mid · Δ -0.80 net GEX +$2.0m per 1% (calls +$2.2m, puts -$178k)strike 167.5 calls: OI 410 (+49) · vol 1,243 (at ask 171, at bid 1,017, sweep 1, multi-leg 708) · NBBO 1.13 × 1.21, spread 6.8% of mid · Δ 0.28 puts: OI 47 (+0) · vol 1 (at ask 0, at bid 1) · NBBO 5.05 × 5.90, spread 15.5% of mid · Δ -0.71 net GEX +$478k per 1% (calls +$538k, puts -$60k)strike 165 calls: OI 1,286 (+102) · vol 1,223 (at ask 259, at bid 918, sweep 6, multi-leg 667) · NBBO 1.98 × 2.06, spread 4.0% of mid · Δ 0.41 puts: OI 308 (-31) · vol 78 (at ask 13, at bid 63, multi-leg 20) · NBBO 3.40 × 3.80, spread 11.1% of mid · Δ -0.59 net GEX +$1.4m per 1% (calls +$1.9m, puts -$480k)strike 162.5 calls: OI 573 (+48) · vol 284 (at ask 96, at bid 180, sweep 5, multi-leg 19) · NBBO 3.00 × 3.35, spread 11.0% of mid · Δ 0.56 puts: OI 588 (+227) · vol 202 (at ask 80, at bid 121, sweep 1, multi-leg 15) · NBBO 2.05 × 2.35, spread 13.6% of mid · Δ -0.44 net GEX -$86k per 1% (calls +$898k, puts -$984k)strike 160 calls: OI 399 (+10) · vol 34 (at ask 6, at bid 28, multi-leg 12) · NBBO 4.50 × 5.75, spread 24.4% of mid · Δ 0.69 puts: OI 996 (+102) · vol 349 (at ask 127, at bid 201, sweep 9, multi-leg 29) · NBBO 1.33 × 1.44, spread 7.9% of mid · Δ -0.31 net GEX -$826k per 1% (calls +$533k, puts -$1.4m)strike 157.5 calls: OI 169 (+2) · vol 3 (at ask 1, at bid 2, multi-leg 3) · NBBO 6.00 × 7.00, spread 15.4% of mid · Δ 0.80 puts: OI 861 (+215) · vol 520 (at ask 57, at bid 456, multi-leg 49) · NBBO 0.68 × 0.89, spread 26.8% of mid · Δ -0.20 net GEX -$722k per 1% (calls +$176k, puts -$897k)strike 155 calls: OI 476 (+15) · vol 51 (at ask 41, at bid 0) · NBBO 8.15 × 9.70, spread 17.4% of mid · Δ 0.87 puts: OI 1,243 (-430) · vol 269 (at ask 168, at bid 71, multi-leg 28) · NBBO 0.31 × 0.53, spread 52.4% of mid · Δ -0.11 net GEX -$542k per 1% (calls +$348k, puts -$890k)strike 152.5 calls: OI 43 (+11) · vol 4 (at ask 0, at bid 2, multi-leg 1) · NBBO 10.55 × 12.40, spread 16.1% of mid · Δ 0.92 puts: OI 489 (+216) · vol 432 (at ask 86, at bid 324, multi-leg 43) · NBBO 0.10 × 0.30, spread 100.0% of mid · Δ -0.07 net GEX -$202k per 1% (calls +$21k, puts -$223k)strike 150 calls: OI 22 (+0) · vol 12 (at ask 0, at bid 12, multi-leg 12) · NBBO 12.30 × 13.90, spread 12.2% of mid · Δ 0.97 puts: OI 248 (+46) · vol 45 (at ask 23, at bid 5, multi-leg 26) · NBBO 0.08 × 0.38, spread 130.4% of mid · Δ -0.04 net GEX -$66k per 1% (calls +$5k, puts -$71k)strike 149 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 13.00 × 14.85, spread 13.3% of mid · Δ 0.99 puts: OI 65 (+17) · vol 11 (at ask 4, at bid 1, multi-leg 2) · NBBO 0.06 × 0.20, spread 107.7% of mid · Δ -0.03 net GEX -$15k per 1% (calls +$176, puts -$15k)strike 148 calls: OI 50 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.00 × 15.90, spread 12.7% of mid · Δ 1.00 puts: OI 121 (+30) · vol 7 (at ask 1, at bid 6, multi-leg 5) · NBBO 0.05 × 0.35, spread 150.0% of mid · Δ -0.02 net GEX -$21k per 1% (calls +$468, puts -$22k)strike 147 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 14.60 × 17.40, spread 17.5% of mid · Δ 1.00 puts: OI 91 (+2) · vol 10 (at ask 3, at bid 4) · NBBO 0.02 × 0.09, spread 127.3% of mid · Δ -0.02 net GEX -$12k per 1% (calls +$8, puts -$12k)strike 146 calls: OI 11 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 15.40 × 18.25, spread 16.9% of mid · Δ 1.00 puts: OI 121 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.75, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$13k per 1% (calls +$78, puts -$14k)strike 145 calls: OI 55 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 16.45 × 18.85, spread 13.6% of mid · Δ 1.00 puts: OI 167 (-1) · vol 2 (at ask 1, at bid 1, multi-leg 1) · NBBO 0.00 × 0.13, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$16k per 1% (calls +$344, puts -$17k)strike 144 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 17.40 × 20.00, spread 13.9% of mid · Δ 1.00 puts: OI 89 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.75, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$7k per 1% (calls +$0, puts -$7k)strike 143 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 18.40 × 21.00, spread 13.2% of mid · Δ 1.00 puts: OI 30 (-1) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.75, spread no two-sided quote (zero bid) · Δ -0.01 net GEX -$2k per 1% (calls +$0, puts -$2k)strike 142 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 19.40 × 21.85, spread 11.9% of mid · Δ 1.00 puts: OI 106 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.11, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$4k per 1% (calls +$0, puts -$4k)strike 141 calls: OI 2 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 20.35 × 23.00, spread 12.2% of mid · Δ 1.00 puts: OI 29 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.93, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$790 per 1% (calls +$1, puts -$791)strike 140 calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 21.40 × 23.95, spread 11.2% of mid · Δ 1.00 puts: OI 46 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.61, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$863 per 1% (calls +$1, puts -$864)strike 139 calls: OI 4 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 22.40 × 24.85, spread 10.4% of mid · Δ 1.00 puts: OI 15 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 0.93, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$190 per 1% (calls +$0, puts -$190)strike 135 calls: OI 1 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 26.40 × 28.75, spread 8.5% of mid · Δ 1.00 puts: OI 120 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 1.39, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$255 per 1% (calls +$0, puts -$255)strike 130 calls: OI 51 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 31.40 × 33.70, spread 7.1% of mid · Δ 1.00 puts: OI 17 (+0) · vol 1 (at ask 0, at bid 1, multi-leg 1) · NBBO 0.00 × 0.83, spread no two-sided quote (zero bid) · Δ -0.00 net GEX -$2 per 1% (calls +$0, puts -$2)strike 125 calls: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 36.35 × 38.85, spread 6.6% of mid · Δ 1.00 puts: OI 0 (+0) · vol 0 (at ask 0, at bid 0) · NBBO 0.00 × 2.13, spread no two-sided quote (zero bid) · Δ -0.00 no GEX (no side has both gamma and open interest)

2026-09-25 expiry, 35 strikes within ±25% of book spot (the flip search band); 11 hidden (2 above, 9 below), 7 of them with open interest. One row per listed strike: rows are evenly spaced, prices are not. Net GEX is this expiry's alone (+$3.3m 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 $155.00 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 · 35 strikes
putsstrikecallsGEX, $ per 1%
ΔOIOImulti-legsweep@bid@askvolΔspraskbidbidasksprΔvol@ask@bidsweepmulti-legOIΔOIputcallnet
+0000000-0.996.6%38.2035.752000.000.06no two-sided quote0.0000000114+5+$0+$539+$539
+0000000-0.997.0%36.2533.80197.50.000.07no two-sided quote0.000000071+4+$0+$648+$648
+0000000-0.987.2%33.0030.701950.000.05no two-sided quote0.00000001,170+10+$0+$20k+$20k
+0000000-0.976.8%30.5028.50192.50.000.10no two-sided quote0.000000021+0+$0+$641+$641
+0000000-0.966.1%28.0026.351900.000.49no two-sided quote0.011100077+28+$0+$4k+$4k
+0000000-0.9510.2%26.2523.70187.50.000.25no two-sided quote0.010000063+12+$0+$6k+$6k
+0000000-0.9312.1%23.7521.051850.000.14no two-sided quote0.0230300866-4+$0+$121k+$121k
+0000000-0.929.2%20.5018.70182.50.000.13no two-sided quote0.035214530182+14+$0+$32k+$32k
+0100000-0.9114.1%18.5516.101800.030.16136.8%0.0324314216011842+79-$375+$184k+$184k
+0000000-0.9013.4%15.5013.55177.50.000.14no two-sided quote0.0458233108793+65+$0+$232k+$232k
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