Data through close

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

As of close · rank #2615 by open interest · snapshot page

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SBH's nearest-expiration max pain is 15.00 for 2026-10-16, its GEX flip is 19.63, net GEX is -198,238, its put/call open-interest ratio is 4.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
16.24
prev 16.07
Gamma max
22.34
+37.6% from close
Delta neutral
16.74
+3.1% from close
Gamma neutral
19.63
+20.9% from close
Open interest
4,740
+0.1% vs prev
Contracts listed
29
20 calls · 14 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
15.00
-7.6% from close
2026-10-16
GEX flip
19.63
+20.9% from close
Net GEX
-198,238
-4,182,231 per 100k OI
Call wall
17.50
+7.8% from close
Put wall
12.50
-23.0% from close
Put/call OI
4.18
3,825 puts / 915 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
42.5
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-21.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
7 contracts traded
Normalized net delta
-0.019
option-holder convention
Modeled dealer delta
0.019
opposite-side scenario
Vanna / 100k OI
5,464
volatility-sensitive delta
Charm / 100k OI
-15,084
time-decay-sensitive delta
IV surface range
69.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SBH closed 37.6% below its gamma max of 22.34. It is 3.1% below the delta neutral price of 16.74. Total open interest is 4,740, +0.1% 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

← SABS (#2614) CXM (#2616) →

Questions people ask about SBH

Where is SBH's gamma max today?

As of Oct 2, 2026, the gamma max for SBH is 22.34, +37.6% from the 16.24 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 SBH above or below its delta neutral price?

SBH closed below delta neutral: 16.24 against a delta neutral price of 16.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SBH have?

4,740 contracts of open interest across 29 listed contracts on Oct 2, 2026, +0.1% 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.