Data through close

IVV max pain, gamma exposure (GEX) & options open interest

As of close · rank #1885 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

IVV's nearest-expiration max pain is 767.00 for 2026-10-09, its GEX flip is 707.65, net GEX is 2,375,726, its put/call open-interest ratio is 0.63. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
773.10
prev 767.38
Gamma max
786.97
+1.8% from close
Delta neutral
719.21
-7.0% from close
Gamma neutral
707.65
-8.5% from close
Open interest
12,924
-1.4% vs prev
Contracts listed
786
493 calls · 371 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
767.00
-0.8% from close
2026-10-09
GEX flip
707.65
-8.5% from close
Net GEX
2,375,726
18,382,281 per 100k OI
Call wall
785.00
+1.5% from close
Put wall
769.00
-0.5% from close
Put/call OI
0.63
4,971 puts / 7,953 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
49.0
within trailing 52-week range
Front / back ATM IV
+18.0% / +14.1%
3.8 pp front premium
Expected move
+2.5%
7 DTE · one standard deviation
ATM straddle / spot
+4.2%
front-window midpoint premium
25Δ risk reversal
6.1 pp
put IV minus call IV
IV butterfly
1.7 pp
front-window smile convexity
Volume / open interest
0.01
165 contracts traded
Normalized net delta
0.261
option-holder convention
Modeled dealer delta
-0.254
opposite-side scenario
Vanna / 100k OI
1,796
volatility-sensitive delta
Charm / 100k OI
-768,840
time-decay-sensitive delta
IV surface range
51.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IVV closed 1.8% below its gamma max of 786.97. It is 7.0% above the delta neutral price of 719.21. Total open interest is 12,924, -1.4% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← PRQR (#1884) HNI (#1886) →

Questions people ask about IVV

Where is IVV's gamma max today?

As of Oct 2, 2026, the gamma max for IVV is 786.97, +1.8% from the 773.10 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is IVV above or below its delta neutral price?

IVV closed above delta neutral: 773.10 against a delta neutral price of 719.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IVV have?

12,924 contracts of open interest across 786 listed contracts on Oct 2, 2026, -1.4% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.