Data through close

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

As of close · rank #1127 by open interest · snapshot page

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SCCO's nearest-expiration max pain is 195.00 for 2026-10-09, its GEX flip is 195.75, net GEX is 862,604, its put/call open-interest ratio is 1.01. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
205.54
prev 199.22
Gamma max
223.79
+8.9% from close
Delta neutral
192.17
-6.5% from close
Gamma neutral
195.75
-4.8% from close
Open interest
39,451
-14.6% vs prev
Contracts listed
508
294 calls · 291 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
195.00
-5.1% from close
2026-10-09
GEX flip
195.75
-4.8% from close
Net GEX
862,604
2,186,521 per 100k OI
Call wall
220.00
+7.0% from close
Put wall
200.00
-2.7% from close
Put/call OI
1.01
19,815 puts / 19,636 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
69.4
within trailing 52-week range
Front / back ATM IV
+45.0% / +48.7%
-3.7 pp front premium
Expected move
+6.2%
7 DTE · one standard deviation
ATM straddle / spot
+5.1%
front-window midpoint premium
25Δ risk reversal
6.3 pp
put IV minus call IV
IV butterfly
12.3 pp
front-window smile convexity
Volume / open interest
0.20
9,395 contracts traded
Normalized net delta
0.113
option-holder convention
Modeled dealer delta
-0.109
opposite-side scenario
Vanna / 100k OI
1,805
volatility-sensitive delta
Charm / 100k OI
-1,476,139
time-decay-sensitive delta
IV surface range
67.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SCCO closed 8.9% below its gamma max of 223.79. It is 6.5% above the delta neutral price of 192.17. Total open interest is 39,451, -14.6% 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

← RMBS (#1126) ADP (#1128) →

Questions people ask about SCCO

Where is SCCO's gamma max today?

As of Oct 2, 2026, the gamma max for SCCO is 223.79, +8.9% from the 205.54 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 SCCO above or below its delta neutral price?

SCCO closed above delta neutral: 205.54 against a delta neutral price of 192.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SCCO have?

39,451 contracts of open interest across 508 listed contracts on Oct 2, 2026, -14.6% 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.