Data through close

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

As of close · rank #1253 by open interest · snapshot page

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SEZL's nearest-expiration max pain is 110.00 for 2026-10-16, its GEX flip is 102.12, net GEX is 204,233, its put/call open-interest ratio is 0.79. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
107.41
prev 109.71
Gamma max
135.98
+26.6% from close
Delta neutral
100.95
-6.0% from close
Gamma neutral
102.12
-4.9% from close
Open interest
31,667
+0.3% vs prev
Contracts listed
502
348 calls · 236 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
110.00
+2.4% from close
2026-10-16
GEX flip
102.12
-4.9% from close
Net GEX
204,233
644,940 per 100k OI
Call wall
120.00
+11.7% from close
Put wall
100.00
-6.9% from close
Put/call OI
0.79
13,973 puts / 17,694 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
38.5
within trailing 52-week range
Front / back ATM IV
+60.1% / +78.0%
-17.9 pp front premium
Expected move
+11.8%
14 DTE · one standard deviation
ATM straddle / spot
+9.4%
front-window midpoint premium
25Δ risk reversal
-1.8 pp
put IV minus call IV
IV butterfly
-7.6 pp
front-window smile convexity
Volume / open interest
0.01
432 contracts traded
Normalized net delta
0.083
option-holder convention
Modeled dealer delta
-0.083
opposite-side scenario
Vanna / 100k OI
2,495
volatility-sensitive delta
Charm / 100k OI
159,668
time-decay-sensitive delta
IV surface range
22.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SEZL closed 26.6% below its gamma max of 135.98. It is 6.0% above the delta neutral price of 100.95. Total open interest is 31,667, +0.3% 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

← XYL (#1252) WRAP (#1254) →

Questions people ask about SEZL

Where is SEZL's gamma max today?

As of Oct 2, 2026, the gamma max for SEZL is 135.98, +26.6% from the 107.41 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 SEZL above or below its delta neutral price?

SEZL closed above delta neutral: 107.41 against a delta neutral price of 100.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SEZL have?

31,667 contracts of open interest across 502 listed contracts on Oct 2, 2026, +0.3% 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.