Data through close

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

As of close · rank #2949 by open interest · snapshot page

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SCHL's nearest-expiration max pain is 35.00 for 2026-10-16, net GEX is 314,821, its put/call open-interest ratio is 0.53. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
36.20
prev 35.85
Gamma max
39.38
+8.8% from close
Delta neutral
35.17
-2.8% from close
Gamma neutral
36.20
0.0% from close
Open interest
2,887
-4.1% vs prev
Contracts listed
45
28 calls · 20 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
35.00
-3.3% from close
2026-10-16
GEX flip
–
Net GEX
314,821
10,904,769 per 100k OI
Call wall
40.00
+10.5% from close
Put wall
35.00
-3.3% from close
Put/call OI
0.53
1,006 puts / 1,881 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
5.0
within trailing 52-week range
Front / back ATM IV
+45.0% / +36.4%
8.7 pp front premium
Expected move
+8.8%
14 DTE · one standard deviation
ATM straddle / spot
+7.3%
front-window midpoint premium
25Δ risk reversal
47.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.13
372 contracts traded
Normalized net delta
0.044
option-holder convention
Modeled dealer delta
-0.044
opposite-side scenario
Vanna / 100k OI
693
volatility-sensitive delta
Charm / 100k OI
-1,103,983
time-decay-sensitive delta
IV surface range
51.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SCHL closed 8.8% below its gamma max of 39.38. It is 2.8% above the delta neutral price of 35.17. Total open interest is 2,887, -4.1% 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

← MTH (#2948) WWD (#2950) →

Questions people ask about SCHL

Where is SCHL's gamma max today?

As of Oct 2, 2026, the gamma max for SCHL is 39.38, +8.8% from the 36.20 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 SCHL above or below its delta neutral price?

SCHL closed above delta neutral: 36.20 against a delta neutral price of 35.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SCHL have?

2,887 contracts of open interest across 45 listed contracts on Oct 2, 2026, -4.1% 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.