Data through close

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

As of close · rank #2902 by open interest · snapshot page

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SBRA's nearest-expiration max pain is 20.00 for 2026-10-16, net GEX is 330,587, its put/call open-interest ratio is 0.59. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.16
prev 19.20
Gamma max
20.02
+4.5% from close
Delta neutral
18.83
-1.7% from close
Gamma neutral
19.16
0.0% from close
Open interest
3,095
+0.6% vs prev
Contracts listed
28
17 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
20.00
+4.4% from close
2026-10-16
GEX flip
–
Net GEX
330,587
10,681,321 per 100k OI
Call wall
20.00
+4.4% from close
Put wall
20.00
+4.4% from close
Put/call OI
0.59
1,148 puts / 1,947 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
47.7
within trailing 52-week range
Front / back ATM IV
+26.7% / +27.6%
-1.0 pp front premium
Expected move
+5.2%
14 DTE · one standard deviation
ATM straddle / spot
+9.7%
front-window midpoint premium
25Δ risk reversal
-63.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
82 contracts traded
Normalized net delta
0.065
option-holder convention
Modeled dealer delta
-0.065
opposite-side scenario
Vanna / 100k OI
3,069
volatility-sensitive delta
Charm / 100k OI
-1,120,840
time-decay-sensitive delta
IV surface range
114.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SBRA closed 4.5% below its gamma max of 20.02. It is 1.7% above the delta neutral price of 18.83. Total open interest is 3,095, +0.6% 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

← LFUS (#2901) ZEPP (#2903) →

Questions people ask about SBRA

Where is SBRA's gamma max today?

As of Oct 2, 2026, the gamma max for SBRA is 20.02, +4.5% from the 19.16 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 SBRA above or below its delta neutral price?

SBRA closed above delta neutral: 19.16 against a delta neutral price of 18.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SBRA have?

3,095 contracts of open interest across 28 listed contracts on Oct 2, 2026, +0.6% 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.