Data through close

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

As of close · rank #1972 by open interest · snapshot page

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SANM's nearest-expiration max pain is 220.00 for 2026-10-16, net GEX is 318,687, its put/call open-interest ratio is 0.76. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
229.04
prev 221.96
Gamma max
250.74
+9.5% from close
Delta neutral
216.23
-5.6% from close
Gamma neutral
229.04
0.0% from close
Open interest
11,648
+1.2% vs prev
Contracts listed
258
196 calls · 141 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
220.00
-3.9% from close
2026-10-16
GEX flip
–
Net GEX
318,687
2,735,984 per 100k OI
Call wall
240.00
+4.8% from close
Put wall
220.00
-3.9% from close
Put/call OI
0.76
5,028 puts / 6,620 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
5.1
within trailing 52-week range
Front / back ATM IV
+60.5% / +72.5%
-12.1 pp front premium
Expected move
+11.8%
14 DTE · one standard deviation
ATM straddle / spot
+9.0%
front-window midpoint premium
25Δ risk reversal
-1.1 pp
put IV minus call IV
IV butterfly
1.7 pp
front-window smile convexity
Volume / open interest
0.09
1,072 contracts traded
Normalized net delta
0.145
option-holder convention
Modeled dealer delta
-0.135
opposite-side scenario
Vanna / 100k OI
515
volatility-sensitive delta
Charm / 100k OI
-5,163,522
time-decay-sensitive delta
IV surface range
53.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SANM closed 9.5% below its gamma max of 250.74. It is 5.6% above the delta neutral price of 216.23. Total open interest is 11,648, +1.2% 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

← HDV (#1971) GUSH (#1973) →

Questions people ask about SANM

Where is SANM's gamma max today?

As of Oct 2, 2026, the gamma max for SANM is 250.74, +9.5% from the 229.04 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 SANM above or below its delta neutral price?

SANM closed above delta neutral: 229.04 against a delta neutral price of 216.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SANM have?

11,648 contracts of open interest across 258 listed contracts on Oct 2, 2026, +1.2% 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.