Data through close

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

As of close · rank #2698 by open interest · snapshot page

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SF's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 28.16, net GEX is 225,810, its put/call open-interest ratio is 0.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
70.28
prev 70.34
Gamma max
85.95
+22.3% from close
Delta neutral
57.83
-17.7% from close
Gamma neutral
28.16
-59.9% from close
Open interest
4,116
+0.1% vs prev
Contracts listed
54
35 calls · 22 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
75.00
+6.7% from close
2026-10-16
GEX flip
28.16
-59.9% from close
Net GEX
225,810
5,486,140 per 100k OI
Call wall
90.00
+28.1% from close
Put wall
55.00
-21.7% from close
Put/call OI
0.20
677 puts / 3,439 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
83.6
within trailing 52-week range
Front / back ATM IV
+24.2% / +32.8%
-8.6 pp front premium
Expected move
+4.7%
14 DTE · one standard deviation
ATM straddle / spot
+13.1%
front-window midpoint premium
25Δ risk reversal
64.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
35 contracts traded
Normalized net delta
0.138
option-holder convention
Modeled dealer delta
-0.138
opposite-side scenario
Vanna / 100k OI
3,523
volatility-sensitive delta
Charm / 100k OI
-720,578
time-decay-sensitive delta
IV surface range
270.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SF closed 22.3% below its gamma max of 85.95. It is 17.7% above the delta neutral price of 57.83. Total open interest is 4,116, +0.1% 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

← CLAR (#2697) BTCZ (#2699) →

Questions people ask about SF

Where is SF's gamma max today?

As of Oct 2, 2026, the gamma max for SF is 85.95, +22.3% from the 70.28 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 SF above or below its delta neutral price?

SF closed above delta neutral: 70.28 against a delta neutral price of 57.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SF have?

4,116 contracts of open interest across 54 listed contracts on Oct 2, 2026, +0.1% 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.