SEDG max pain, gamma exposure (GEX) & options open interest
As of close · rank #342 by open interest · 1,394 sessions of history since Dec 1, 2020
SEDG's nearest-expiration max pain is 33.50 for 2026-10-09, its GEX flip is 30.02, net GEX is 3,302,365, its put/call open-interest ratio is 0.53. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100 · 7d expected move +10.5%
SEDG closed 29.6% below its gamma max of 42.87. It is 6.1% above the delta neutral price of 31.07. Total open interest is 252,816, -3.9% versus the previous session. Its options catalyst-intensity score is 46.2 out of 100, led by IV rank 100, 7d expected move +10.5%. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -3,647 contracts · -2.2% |
| Put OI change, 1 session | -6,555 contracts · -7.0% |
| Call minus put OI growth, 1 session | +4.8 pp |
| Call OI change, 5 sessions | +1,415 contracts · +0.9% |
| Put OI change, 5 sessions | -3,273 contracts · -3.6% |
| Call minus put OI growth, 5 sessions | +4.5 pp |
| Daily call OI change surprise | -0.45σ (252 prior changes) |
| Daily put OI change surprise | -0.90σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.45σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 9 completed Day +10 paths · latest Jun 3, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 9 | -1.3% | -3.1% to -1.1% | 22% | -3.4% to +2.0% | 0.0% |
| Day +2 | 9 | -3.8% | -8.5% to +2.5% | 44% | -14.8% to +9.7% | 0.0% |
| Day +3 | 9 | -5.4% | -9.6% to +7.6% | 44% | -9.7% to +14.1% | 0.0% |
| Day +4 | 9 | -3.1% | -8.4% to +10.8% | 44% | -10.9% to +12.2% | 0.0% |
| Day +5 | 9 | +1.0% | -8.4% to +11.0% | 56% | -10.6% to +22.4% | 0.0% |
| Day +6 | 9 | +3.6% | -17.0% to +9.2% | 56% | -21.0% to +26.9% | 0.0% |
| Day +7 | 9 | +0.9% | -17.9% to +11.0% | 56% | -19.4% to +19.5% | 0.0% |
| Day +8 | 9 | 0.0% | -18.5% to +4.3% | 44% | -18.7% to +18.1% | 0.0% |
| Day +9 | 9 | -3.5% | -13.3% to +1.8% | 44% | -22.8% to +2.7% | 0.0% |
| Day +10 | 9 | -6.1% | -15.0% to +3.8% | 44% | -15.8% to +9.1% | 0.0% |
Crosses above gamma max 8 completed Day +10 paths · latest May 26, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 8 | -2.8% | -8.7% to -0.2% | 25% | -9.6% to +3.5% | 0.0% |
| Day +2 | 8 | -5.6% | -8.7% to +2.6% | 38% | -11.3% to +3.4% | 0.0% |
| Day +3 | 8 | -1.2% | -10.3% to +2.8% | 38% | -14.4% to +7.9% | 0.0% |
| Day +4 | 8 | -0.2% | -4.8% to +3.3% | 50% | -10.9% to +7.1% | 0.0% |
| Day +5 | 8 | -1.8% | -8.3% to +3.0% | 50% | -12.2% to +11.1% | 0.0% |
| Day +6 | 8 | -3.4% | -9.2% to +7.1% | 38% | -11.9% to +14.6% | 0.0% |
| Day +7 | 8 | -0.9% | -11.2% to +7.2% | 38% | -18.2% to +18.6% | 0.0% |
| Day +8 | 8 | -8.5% | -12.0% to +4.6% | 38% | -15.2% to +17.5% | 0.0% |
| Day +9 | 8 | -7.0% | -10.9% to +0.4% | 25% | -14.6% to +16.1% | 0.0% |
| Day +10 | 8 | -7.4% | -11.8% to -2.5% | 25% | -12.8% to +0.1% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 4% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 12 |
| Prior-year sessions closer to gamma max | 68.7% of 252 |
| Prior-year sessions closer to delta neutral | 20.2% of 252 |
| Open interest percentile (1y) | 65th |
| Daily open interest change versus prior year | -0.68σ (-10,202 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -0.7% |
| Open interest change, 21 sessions | -8.0% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 33.09 vs 31.07 (+6.1%)
- closed below delta neutral at 30.87 vs 30.96 (-0.3%)
- closed above delta neutral at 33.08 vs 30.43 (+8.0%)
- closed below delta neutral at 29.88 vs 30.36 (-1.6%)
- closed above delta neutral at 30.83 vs 30.18 (+2.1%)
- closed below delta neutral at 33.90 vs 38.36 (-13.1%)
- closed below gamma max at 74.02 vs 75.02 (-1.3%)
- closed above gamma max at 70.75 vs 68.69 (+2.9%)
- closed below gamma max at 61.95 vs 62.13 (-0.3%)
- closed above gamma max at 63.00 vs 61.25 (+2.8%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/SEDG
Questions people ask about SEDG
Where is SEDG's gamma max today?
As of Oct 2, 2026, the gamma max for SEDG is 42.87, +29.6% from the 33.09 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 SEDG above or below its delta neutral price?
SEDG closed above delta neutral: 33.09 against a delta neutral price of 31.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SEDG have?
252,816 contracts of open interest across 573 listed contracts on Oct 2, 2026, -3.9% 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.