Delayed derived options structure
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Not a scanner · Not max pain from volume
tape 2026-09-18 · published 2026-09-20T14:49:11.657872-04:00
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Expected move
Volume walls
Gamma exposure
IV
History
Max pain (missing)
TSLA session volume magnets for 2026-09-21. These are not open-interest walls and not max pain.
Put volume ← strike → call volume
put volume
call volume
0
30,072
355
0
30,598
360
18,547
27,323
362.5
45,108
30,614
365
26,507
13,243
367.5
38,815
0
370
28,906
0
375
call session volume
365.0
45108
370.0
38815
375.0
28906
367.5
26507
362.5
18547
strike
session volume
365.0
45108
370.0
38815
375.0
28906
367.5
26507
362.5
18547
put session volume
365.0
30614
360.0
30598
355.0
30072
362.5
27323
367.5
13243
strike
session volume
365.0
30614
360.0
30598
355.0
30072
362.5
27323
367.5
13243