Data through close

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

As of close · rank #3907 by open interest · snapshot page

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SCHP's nearest-expiration max pain is 26.00 for 2026-10-16, its GEX flip is 31.38, net GEX is -1,473, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
25.10
prev 25.15
Gamma max
27.82
+10.9% from close
Delta neutral
24.93
-0.7% from close
Gamma neutral
31.38
+25.0% from close
Open interest
658
-13.2% vs prev
Contracts listed
22
14 calls · 8 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
26.00
+3.6% from close
2026-10-16
GEX flip
31.38
+25.0% from close
Net GEX
-1,473
-223,895 per 100k OI
Call wall
26.00
+3.6% from close
Put wall
26.00
+3.6% from close
Put/call OI
0.49
217 puts / 441 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
25.1
within trailing 52-week range
Front / back ATM IV
+51.3% / +6.7%
44.5 pp front premium
Expected move
+10.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-23.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
8 contracts traded
Normalized net delta
0.029
option-holder convention
Modeled dealer delta
-0.029
opposite-side scenario
Vanna / 100k OI
760
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
28.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SCHP closed 10.9% below its gamma max of 27.82. It is 0.7% above the delta neutral price of 24.93. Total open interest is 658, -13.2% 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

← DOLE (#3906) AIRG (#3908) →

Questions people ask about SCHP

Where is SCHP's gamma max today?

As of Oct 2, 2026, the gamma max for SCHP is 27.82, +10.9% from the 25.10 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 SCHP above or below its delta neutral price?

SCHP closed above delta neutral: 25.10 against a delta neutral price of 24.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SCHP have?

658 contracts of open interest across 22 listed contracts on Oct 2, 2026, -13.2% 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.