Data through close

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

As of close · rank #2403 by open interest · snapshot page

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SBIT's nearest-expiration max pain is 30.00 for 2026-10-16, net GEX is 307,958, its put/call open-interest ratio is 0.13. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
29.87
prev 29.62
Gamma max
31.67
+6.0% from close
Delta neutral
22.66
-24.1% from close
Gamma neutral
29.87
0.0% from close
Open interest
6,454
+3.0% vs prev
Contracts listed
146
92 calls · 62 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
30.00
+0.4% from close
2026-10-16
GEX flip
–
Net GEX
307,958
4,771,582 per 100k OI
Call wall
30.00
+0.4% from close
Put wall
30.00
+0.4% from close
Put/call OI
0.13
728 puts / 5,726 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
52.3
within trailing 52-week range
Front / back ATM IV
+71.8% / +75.5%
-3.7 pp front premium
Expected move
+14.1%
14 DTE · one standard deviation
ATM straddle / spot
+11.0%
front-window midpoint premium
25Δ risk reversal
40.9 pp
put IV minus call IV
IV butterfly
-8.3 pp
front-window smile convexity
Volume / open interest
0.05
329 contracts traded
Normalized net delta
0.134
option-holder convention
Modeled dealer delta
-0.125
opposite-side scenario
Vanna / 100k OI
2,990
volatility-sensitive delta
Charm / 100k OI
-883,390
time-decay-sensitive delta
IV surface range
67.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SBIT closed 6.0% below its gamma max of 31.67. It is 24.1% above the delta neutral price of 22.66. Total open interest is 6,454, +3.0% 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

← UTZ (#2402) USFD (#2404) →

Questions people ask about SBIT

Where is SBIT's gamma max today?

As of Oct 2, 2026, the gamma max for SBIT is 31.67, +6.0% from the 29.87 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 SBIT above or below its delta neutral price?

SBIT closed above delta neutral: 29.87 against a delta neutral price of 22.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SBIT have?

6,454 contracts of open interest across 146 listed contracts on Oct 2, 2026, +3.0% 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.