Data through close

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

As of close · rank #2323 by open interest · snapshot page

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SAM's nearest-expiration max pain is 160.00 for 2026-10-16, its GEX flip is 55.70, net GEX is 694,553, its put/call open-interest ratio is 0.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
167.50
prev 165.89
Gamma max
134.73
-19.6% from close
Delta neutral
105.31
-37.1% from close
Gamma neutral
55.70
-66.7% from close
Open interest
7,240
+0.2% vs prev
Contracts listed
135
83 calls · 58 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
160.00
-4.5% from close
2026-10-16
GEX flip
55.70
-66.7% from close
Net GEX
694,553
9,593,271 per 100k OI
Call wall
155.00
-7.5% from close
Put wall
160.00
-4.5% from close
Put/call OI
0.12
791 puts / 6,449 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
13.4
within trailing 52-week range
Front / back ATM IV
+35.6% / +42.2%
-6.7 pp front premium
Expected move
+7.0%
14 DTE · one standard deviation
ATM straddle / spot
+5.6%
front-window midpoint premium
25Δ risk reversal
1.2 pp
put IV minus call IV
IV butterfly
0.9 pp
front-window smile convexity
Volume / open interest
0.01
64 contracts traded
Normalized net delta
0.503
option-holder convention
Modeled dealer delta
-0.503
opposite-side scenario
Vanna / 100k OI
-6,119
volatility-sensitive delta
Charm / 100k OI
-64,475
time-decay-sensitive delta
IV surface range
52.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SAM closed 19.6% above its gamma max of 134.73. It is 37.1% above the delta neutral price of 105.31. Total open interest is 7,240, +0.2% 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

← AVIR (#2322) QNST (#2324) →

Questions people ask about SAM

Where is SAM's gamma max today?

As of Oct 2, 2026, the gamma max for SAM is 134.73, -19.6% from the 167.50 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 SAM above or below its delta neutral price?

SAM closed above delta neutral: 167.50 against a delta neutral price of 105.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SAM have?

7,240 contracts of open interest across 135 listed contracts on Oct 2, 2026, +0.2% 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.