Data through close

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

As of close · rank #835 by open interest · snapshot page

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SFM's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 80.59, net GEX is -1,228,956, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
64.47
prev 64.48
Gamma max
85.00
+31.9% from close
Delta neutral
66.56
+3.2% from close
Gamma neutral
80.59
+25.0% from close
Open interest
67,285
+0.2% vs prev
Contracts listed
216
150 calls · 86 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
+16.3% from close
2026-10-16
GEX flip
80.59
+25.0% from close
Net GEX
-1,228,956
-1,826,494 per 100k OI
Call wall
80.00
+24.1% from close
Put wall
65.00
+0.8% from close
Put/call OI
0.55
23,867 puts / 43,418 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
51.7
within trailing 52-week range
Front / back ATM IV
+38.6% / +53.1%
-14.5 pp front premium
Expected move
+7.6%
14 DTE · one standard deviation
ATM straddle / spot
+5.9%
front-window midpoint premium
25Δ risk reversal
2.8 pp
put IV minus call IV
IV butterfly
-13.8 pp
front-window smile convexity
Volume / open interest
0.02
1,169 contracts traded
Normalized net delta
-0.021
option-holder convention
Modeled dealer delta
0.021
opposite-side scenario
Vanna / 100k OI
3,331
volatility-sensitive delta
Charm / 100k OI
219,209
time-decay-sensitive delta
IV surface range
91.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SFM closed 31.9% below its gamma max of 85.00. It is 3.2% below the delta neutral price of 66.56. Total open interest is 67,285, +0.2% 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

← DUOL (#834) DFDV (#836) →

Questions people ask about SFM

Where is SFM's gamma max today?

As of Oct 2, 2026, the gamma max for SFM is 85.00, +31.9% from the 64.47 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 SFM above or below its delta neutral price?

SFM closed below delta neutral: 64.47 against a delta neutral price of 66.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SFM have?

67,285 contracts of open interest across 216 listed contracts on Oct 2, 2026, +0.2% 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.