Data through close

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

As of close · rank #3412 by open interest · snapshot page

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SCHX's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 15.81, net GEX is 384,420, its put/call open-interest ratio is 0.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
30.31
prev 30.09
Gamma max
30.85
+1.8% from close
Delta neutral
26.00
-14.2% from close
Gamma neutral
15.81
-47.9% from close
Open interest
1,518
+0.5% vs prev
Contracts listed
51
29 calls · 26 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
30.00
-1.0% from close
2026-10-16
GEX flip
15.81
-47.9% from close
Net GEX
384,420
25,324,093 per 100k OI
Call wall
31.00
+2.3% from close
Put wall
28.00
-7.6% from close
Put/call OI
0.26
311 puts / 1,207 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
26.3
within trailing 52-week range
Front / back ATM IV
+30.2% / +24.3%
5.9 pp front premium
Expected move
+5.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
3.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
2 contracts traded
Normalized net delta
0.381
option-holder convention
Modeled dealer delta
-0.371
opposite-side scenario
Vanna / 100k OI
198
volatility-sensitive delta
Charm / 100k OI
-345,982
time-decay-sensitive delta
IV surface range
103.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SCHX closed 1.8% below its gamma max of 30.85. It is 14.2% above the delta neutral price of 26.00. Total open interest is 1,518, +0.5% versus the previous session. What gamma max means · What delta neutral means

History

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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

← DPC (#3411) TFSL (#3413) →

Questions people ask about SCHX

Where is SCHX's gamma max today?

As of Oct 2, 2026, the gamma max for SCHX is 30.85, +1.8% from the 30.31 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 SCHX above or below its delta neutral price?

SCHX closed above delta neutral: 30.31 against a delta neutral price of 26.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SCHX have?

1,518 contracts of open interest across 51 listed contracts on Oct 2, 2026, +0.5% 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.