Data through close

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

As of close · rank #4475 by open interest · snapshot page

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SEA's nearest-expiration max pain is 17.00 for 2026-10-16, its GEX flip is 16.56, net GEX is 17,228, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
20.72
prev 20.51
Gamma max
21.81
+5.3% from close
Delta neutral
17.38
-16.1% from close
Gamma neutral
16.56
-20.1% from close
Open interest
208
-1.0% vs prev
Contracts listed
21
19 calls · 3 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
17.00
-18.0% from close
2026-10-16
GEX flip
16.56
-20.1% from close
Net GEX
17,228
8,282,502 per 100k OI
Call wall
22.00
+6.2% from close
Put wall
17.00
-18.0% from close
Put/call OI
0.36
55 puts / 153 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
1.0
within trailing 52-week range
Front / back ATM IV
+48.4% / +17.0%
31.3 pp front premium
Expected move
+9.5%
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
2 contracts traded
Normalized net delta
0.165
option-holder convention
Modeled dealer delta
-0.104
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
79.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SEA closed 5.3% below its gamma max of 21.81. It is 16.1% above the delta neutral price of 17.38. Total open interest is 208, -1.0% 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

← TTGT (#4474) UFOX (#4476) →

Questions people ask about SEA

Where is SEA's gamma max today?

As of Oct 2, 2026, the gamma max for SEA is 21.81, +5.3% from the 20.72 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 SEA above or below its delta neutral price?

SEA closed above delta neutral: 20.72 against a delta neutral price of 17.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SEA have?

208 contracts of open interest across 21 listed contracts on Oct 2, 2026, -1.0% 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.