Data through close

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

As of close · rank #3289 by open interest · snapshot page

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SAIC's nearest-expiration max pain is 130.00 for 2026-10-16, its GEX flip is 158.75, net GEX is -172,152, its put/call open-interest ratio is 1.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
125.26
prev 126.30
Gamma max
174.49
+39.3% from close
Delta neutral
134.49
+7.4% from close
Gamma neutral
158.75
+26.7% from close
Open interest
1,804
+0.4% vs prev
Contracts listed
113
78 calls · 48 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
130.00
+3.8% from close
2026-10-16
GEX flip
158.75
+26.7% from close
Net GEX
-172,152
-9,542,787 per 100k OI
Call wall
130.00
+3.8% from close
Put wall
135.00
+7.8% from close
Put/call OI
1.41
1,054 puts / 750 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
28.0
within trailing 52-week range
Front / back ATM IV
+35.4% / +32.8%
2.7 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
-4.7 pp
put IV minus call IV
IV butterfly
0.2 pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
-0.134
option-holder convention
Modeled dealer delta
0.134
opposite-side scenario
Vanna / 100k OI
-1,275
volatility-sensitive delta
Charm / 100k OI
2,287,694
time-decay-sensitive delta
IV surface range
44.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SAIC closed 39.3% below its gamma max of 174.49. It is 7.4% below the delta neutral price of 134.49. Total open interest is 1,804, +0.4% 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

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In today's screens

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Neighbours by open interest

← STE (#3288) SOGP (#3290) →

Questions people ask about SAIC

Where is SAIC's gamma max today?

As of Oct 2, 2026, the gamma max for SAIC is 174.49, +39.3% from the 125.26 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 SAIC above or below its delta neutral price?

SAIC closed below delta neutral: 125.26 against a delta neutral price of 134.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SAIC have?

1,804 contracts of open interest across 113 listed contracts on Oct 2, 2026, +0.4% 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.