Data through close

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

As of close · rank #2062 by open interest · snapshot page

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SCHG's nearest-expiration max pain is 33.00 for 2026-10-16, its GEX flip is 26.73, net GEX is 4,422,611, its put/call open-interest ratio is 0.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
36.34
prev 36.00
Gamma max
36.54
+0.6% from close
Delta neutral
32.61
-10.3% from close
Gamma neutral
26.73
-26.5% from close
Open interest
10,295
+0.7% vs prev
Contracts listed
96
64 calls · 50 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
33.00
-9.2% from close
2026-10-16
GEX flip
26.73
-26.5% from close
Net GEX
4,422,611
42,958,824 per 100k OI
Call wall
37.00
+1.8% from close
Put wall
36.00
-0.9% from close
Put/call OI
0.29
2,333 puts / 7,962 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
64.2
within trailing 52-week range
Front / back ATM IV
+15.1% / +15.7%
-0.6 pp front premium
Expected move
+3.0%
14 DTE · one standard deviation
ATM straddle / spot
+2.2%
front-window midpoint premium
25Δ risk reversal
-0.2 pp
put IV minus call IV
IV butterfly
-6.3 pp
front-window smile convexity
Volume / open interest
0.03
326 contracts traded
Normalized net delta
0.391
option-holder convention
Modeled dealer delta
-0.388
opposite-side scenario
Vanna / 100k OI
466
volatility-sensitive delta
Charm / 100k OI
-749,082
time-decay-sensitive delta
IV surface range
115.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SCHG closed 0.6% below its gamma max of 36.54. It is 10.3% above the delta neutral price of 32.61. Total open interest is 10,295, +0.7% 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

Neighbours by open interest

← CPS (#2061) FBL (#2063) →

Questions people ask about SCHG

Where is SCHG's gamma max today?

As of Oct 2, 2026, the gamma max for SCHG is 36.54, +0.6% from the 36.34 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 SCHG above or below its delta neutral price?

SCHG closed above delta neutral: 36.34 against a delta neutral price of 32.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SCHG have?

10,295 contracts of open interest across 96 listed contracts on Oct 2, 2026, +0.7% 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.