Data through close

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

As of close · rank #4563 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SCHH's nearest-expiration max pain is 23.00 for 2026-10-16, net GEX is 14,643, its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
21.95
prev 21.86
Gamma max
23.47
+6.9% from close
Delta neutral
19.79
-9.8% from close
Gamma neutral
21.95
0.0% from close
Open interest
169
+1.8% vs prev
Contracts listed
25
20 calls · 9 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
23.00
+4.8% from close
2026-10-16
GEX flip
–
Net GEX
14,643
8,664,783 per 100k OI
Call wall
23.00
+4.8% from close
Put wall
21.00
-4.3% from close
Put/call OI
0.22
30 puts / 139 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
18.7
within trailing 52-week range
Front / back ATM IV
+32.8% / +27.0%
5.8 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
1 contracts traded
Normalized net delta
0.188
option-holder convention
Modeled dealer delta
-0.181
opposite-side scenario
Vanna / 100k OI
-0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
60.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SCHH closed 6.9% below its gamma max of 23.47. It is 9.8% above the delta neutral price of 19.79. Total open interest is 169, +1.8% 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

← UFPT (#4562) STXU (#4564) →

Questions people ask about SCHH

Where is SCHH's gamma max today?

As of Oct 2, 2026, the gamma max for SCHH is 23.47, +6.9% from the 21.95 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 SCHH above or below its delta neutral price?

SCHH closed above delta neutral: 21.95 against a delta neutral price of 19.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SCHH have?

169 contracts of open interest across 25 listed contracts on Oct 2, 2026, +1.8% 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.