WhaleQuant.io

NET Options Chain – 2027-09-17

Detailed NET options chain for 2027-09-17 – real-time call and put contracts with last price, bid/ask, volume, open interest, implied volatility, and in-the-money status.

Tip: Use this page together with the price chart, short-term prediction, and multi-expiry options overview to build a complete view of positioning and risk for NET.

NET Call Options — 2027-09-17 Expiration

This page focuses on a single options expiration date for NET – 2027-09-17 – and lists every available call and put contract in a clean chain view. Each row shows the contract symbol, last trade, bid/ask quotes, daily change, percentage change, trading volume, open interest, implied volatility (IV), and whether the option is currently in-the-money (ITM).

Traders often use a specific expiry’s options chain to identify key strike levels, unusual activity, and risk hedging behavior. High open interest around certain strikes or sudden spikes in volume can reveal where large traders and market makers are concentrating their positions for NET into 2027-09-17.

This NET 2027-09-17 options chain provides a complete strike-by-strike breakdown of pricing, liquidity and volatility. By comparing changes in volume, open interest distribution and IV across calls and puts, traders can understand where the market is positioning ahead of this specific expiration date.

NET Call Options — 2027-09-17 Expiration

The table below shows all call options on NET expiring on 2027-09-17. You can quickly compare strikes, pricing, liquidity (volume and open interest), and implied volatility to spot popular strike zones and potential directional bets.

Contract Strike Last Bid Ask Volume Open Int. Implied Vol ITM
NET 270917C00330000 330.00 99.4 111.7 115.35 3 547 70.55% YES
NET 270917C00300000 300.00 122 126.55 130.4 1 334 71.91% YES
NET 270917C00450000 450.00 64.95 67 70.35 8 217 67.06%
NET 270917C00430000 430.00 47.95 73.1 76.35 2 196 67.51%
NET 270917C00350000 350.00 95.17 102.55 106.15 1 185 69.70% YES
NET 270917C00440000 440.00 45.2 70.05 73.3 25 184 67.31%
NET 270917C00420000 420.00 63.51 76.5 79.45 24 115 67.78%
NET 270917C00370000 370.00 92 94.5 97.55 7 98 69.06%
NET 270917C00410000 410.00 54.9 79.7 82.3 19 98 67.80%
NET 270917C00400000 400.00 72.58 83 86.85 19 92 68.37%
NET 270917C00320000 320.00 92.85 116.5 119.9 42 87 70.88% YES
NET 270917C00310000 310.00 113.15 121.5 125.35 4 55 71.53% YES
NET 270917C00340000 340.00 99.8 107 110.6 2 48 70.08% YES
NET 270917C00290000 290.00 122.5 132 135.85 1 43 72.50% YES
NET 270917C00230000 230.00 82.84 96.5 100 30 38 0.00% YES
NET 270917C00105000 105.00 245.2 267.55 271.8 1 32 102.35% YES
NET 270917C00390000 390.00 88.07 86.7 89.8 3 24 68.43%
NET 270917C00380000 380.00 88.74 90.5 93.95 2 23 68.85%
NET 270917C00260000 260.00 89.03 149.5 153.3 1 21 74.51% YES
NET 270917C00250000 250.00 84.3 155.5 159.8 2 19 75.32% YES
NET 270917C00280000 280.00 109.75 138 141.1 2 18 73.12% YES
NET 270917C00490000 490.00 54.52 57 60.3 1 17 66.71%
NET 270917C00200000 200.00 116 189.75 193.9 2 17 80.42% YES
NET 270917C00240000 240.00 140.1 162 165.9 1 14 76.03% YES
NET 270917C00220000 220.00 101 175.25 179.5 1 11 77.89% YES
NET 270917C00480000 480.00 53.39 59.35 62.3 0 10 66.67%
NET 270917C00270000 270.00 135.76 143.5 147.4 1 10 73.86% YES
NET 270917C00165000 165.00 176.09 216.7 220.8 1 9 85.93% YES
NET 270917C00160000 160.00 142 139.2 143.5 1 8 0.00% YES
NET 270917C00120000 120.00 220.73 254.3 258.5 1 6 96.86% YES
NET 270917C00175000 175.00 125 126.5 130.8 1 6 0.00% YES
NET 270917C00360000 360.00 97.05 98.5 101.75 30 5 69.39%
NET 270917C00470000 470.00 55.71 61.9 65 0 5 66.88%
NET 270917C00180000 180.00 161.9 204.5 208.9 1 4 82.96% YES
NET 270917C00190000 190.00 165.2 197.1 201.5 1 3 81.82% YES
NET 270917C00095000 95.00 163 191 195 1 2 0.00% YES
NET 270917C00140000 140.00 159 154.5 158.5 1 2 0.00% YES
NET 270917C00100000 100.00 133.75 159.5 163.5 2 2 0.00% YES
NET 270917C00085000 85.00 243.5 285.6 289.95 1 2 111.81% YES
NET 270917C00150000 150.00 92.37 85 89.5 1 1 0.00% YES
NET 270917C00155000 155.00 88.96 0 0 1 0 0.00% YES
NET 270917C00210000 210.00 119.25 0 0 2 0 0.00% YES
NET 270917C00145000 145.00 152.5 0 0 5 0 0.00% YES
NET 270917C00115000 115.00 116.18 105.5 110.5 0 0 0.00% YES
NET 270917C00195000 195.00 69.92 0 0 1 0 0.00% YES
NET 270917C00130000 130.00 167.52 0 0 1 0 0.00% YES
NET 270917C00135000 135.00 191 0 0 0 0 0.00% YES
NET 270917C00185000 185.00 152 0 0 4 0 0.00% YES
NET 270917C00170000 170.00 160 0 0 1 0 0.00% YES
NET 270917C00125000 125.00 166 0 0 1 0 0.00% YES

NET Put Options Chain – 2027-09-17

The table below lists all put options on NET expiring on 2027-09-17. Use it to track downside protection demand, hedge activity, and deep out-of-the-money puts that may indicate tail-risk hedging or speculation.

Contract Strike Last Bid Ask Volume Open Int. Implied Vol ITM
NET 270917P00135000 135.00 18.75 11.15 14.6 1 233 91.16%
NET 270917P00160000 160.00 9 6.4 8.3 1 127 65.50%
NET 270917P00155000 155.00 8.55 6.75 9 1 99 68.98%
NET 270917P00085000 85.00 1.56 0.15 1.52 1 78 71.07%
NET 270917P00370000 370.00 119 82.2 85.95 25 74 56.85% YES
NET 270917P00200000 200.00 14.65 14.05 15.25 200 70 63.03%
NET 270917P00290000 290.00 46.99 42.85 45.95 1 63 59.86%
NET 270917P00110000 110.00 3.09 1.68 3.25 11 59 71.13%
NET 270917P00120000 120.00 5.2 2.39 3.9 3 55 69.69%
NET 270917P00140000 140.00 7.56 4.25 6 25 49 68.01%
NET 270917P00210000 210.00 21.32 15.5 19.25 2 47 63.06%
NET 270917P00220000 220.00 24.52 18 21.9 1 42 62.55%
NET 270917P00250000 250.00 30.5 27.35 30.95 2 42 61.35%
NET 270917P00430000 430.00 126.7 119.65 123.25 8 40 54.88% YES
NET 270917P00230000 230.00 30.53 20.75 24.7 6 38 62.04%
NET 270917P00090000 90.00 2.3 0.96 1.73 4 33 73.80%
NET 270917P00300000 300.00 62.85 47.1 50.45 12 32 59.54%
NET 270917P00350000 350.00 84.55 71.5 74.8 1 27 57.66%
NET 270917P00165000 165.00 11.89 7.1 9.55 1 24 65.69%
NET 270917P00310000 310.00 62.5 51.5 54.8 1 24 59.07%
NET 270917P00440000 440.00 127.7 127 130 106 23 54.75% YES
NET 270917P00145000 145.00 16.1 8.6 11.15 1 21 78.61%
NET 270917P00170000 170.00 10.58 8.4 9.85 1 14 65.35%
NET 270917P00175000 175.00 17 9.15 11.3 1 14 65.52%
NET 270917P00330000 330.00 72.4 61.1 64.35 1 14 58.32%
NET 270917P00410000 410.00 117.2 106.75 110 7 13 55.54% YES
NET 270917P00190000 190.00 15.45 11.5 14.9 2 12 64.75%
NET 270917P00150000 150.00 9.5 5 8.05 5 12 67.70%
NET 270917P00320000 320.00 62.96 56.35 59.5 1 12 58.76%
NET 270917P00260000 260.00 34.2 31.25 34.3 2 10 61.09%
NET 270917P00340000 340.00 101.35 98 101.3 0 8 82.38%
NET 270917P00420000 420.00 123.7 113.2 116.65 0 7 55.27% YES
NET 270917P00270000 270.00 58.87 34.5 38 1 7 60.49%
NET 270917P00130000 130.00 5.21 2.77 5.65 1 6 69.40%
NET 270917P00380000 380.00 129.2 88.2 91.7 1 5 56.56% YES
NET 270917P00125000 125.00 4.61 2.35 5.75 1 3 71.17%
NET 270917P00105000 105.00 8.46 0 0 10 0 25.00%
NET 270917P00390000 390.00 111.25 0 0 0 0 0.00% YES
NET 270917P00195000 195.00 22.65 0 0 1 0 12.50%
NET 270917P00115000 115.00 4 0 0 50 0 25.00%
NET 270917P00240000 240.00 36.65 0 0 4 0 6.25%
NET 270917P00400000 400.00 124.85 0 0 0 0 0.00% YES
NET 270917P00180000 180.00 16.2 0 0 2 0 12.50%
NET 270917P00360000 360.00 109.55 0 0 25 0 0.39% YES
NET 270917P00280000 280.00 59.01 0 0 5 0 6.25%
NET 270917P00185000 185.00 17 0 0 1 0 12.50%
NET 270917P00450000 450.00 179.2 0 0 0 0 0.00% YES
NET 270917P00100000 100.00 3.25 0 0 50 0 25.00%

NET 2027-09-17 Options Chain FAQ

1. What does this NET options chain for 2027-09-17 show?

This page displays the full NET options chain for contracts expiring on 2027-09-17. Both call and put tables include contract symbols, last trade price, bid/ask quotes, daily change and percentage change, trading volume, open interest, implied volatility, and an in-the-money (ITM) flag. It is designed to give you a complete snapshot of how the market is pricing risk and direction for this specific expiry.

2. How can I use this NET options chain around key events?

Around earnings, macro data releases, or company-specific news, traders often focus on a single expiration such as 2027-09-17. By monitoring changes in implied volatility, volume, and open interest for each strike, you can see where traders are concentrating their bets and hedges. Large shifts in activity on out-of-the-money calls or puts can be early signs of expected volatility or directional moves in NET.

3. What is the difference between in-the-money and out-of-the-money options here?

The ITM column highlights whether a contract is currently in-the-money for NET: call options are ITM when their strike is below the current stock price, while put options are ITM when their strike is above the current stock price. ITM contracts have intrinsic value, while out-of-the-money options are purely time and volatility value. This distinction helps you quickly identify which strikes are already “in the money” for this expiry.

4. How should I read implied volatility (IV) in this NET options table?

Implied volatility reflects how much movement the market expects for NET between now and 2027-09-17. Higher IV typically means options are more expensive and the market is pricing in larger potential moves. You can compare IV across strikes and between calls and puts to identify skew – for example, expensive downside puts may indicate demand for crash protection, while rich upside calls can signal speculative interest.

5. Can this single-expiry chain replace a full multi-expiry options overview?

No. This 2027-09-17 options chain gives a granular view for one maturity only. For a complete picture of positioning in NET, you should also review the multi-expiry options overview where you can compare put/call ratios, total open interest and volume across different expiration dates. Combining both perspectives helps you understand whether traders are focused on very short-term moves or longer-dated themes.

6. How often is this NET options chain for 2027-09-17 updated?

The NET options data on this page is refreshed regularly during market hours to reflect the latest trades, mid-market quotes, and open interest updates. Intraday changes in volume, open interest, and implied volatility can provide important signals about how sentiment and risk pricing are evolving as 2027-09-17 approaches.