Data through close

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

As of close · rank #4384 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SGDM's nearest-expiration max pain is 70.00 for 2026-10-16, net GEX is 32,501, its put/call open-interest ratio is 0.21. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
73.80
prev 73.06
Gamma max
77.32
+4.8% from close
Delta neutral
67.06
-9.1% from close
Gamma neutral
73.80
0.0% from close
Open interest
258
-0.8% vs prev
Contracts listed
42
30 calls · 12 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
70.00
-5.1% from close
2026-10-16
GEX flip
–
Net GEX
32,501
12,597,433 per 100k OI
Call wall
75.00
+1.6% from close
Put wall
75.00
+1.6% from close
Put/call OI
0.21
44 puts / 214 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
43.2
within trailing 52-week range
Front / back ATM IV
+41.2% / +42.6%
-1.4 pp front premium
Expected move
+8.1%
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
0.182
option-holder convention
Modeled dealer delta
-0.182
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
10.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SGDM closed 4.8% below its gamma max of 77.32. It is 9.1% above the delta neutral price of 67.06. Total open interest is 258, -0.8% 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

← OSBC (#4383) STN (#4385) →

Questions people ask about SGDM

Where is SGDM's gamma max today?

As of Oct 2, 2026, the gamma max for SGDM is 77.32, +4.8% from the 73.80 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 SGDM above or below its delta neutral price?

SGDM closed above delta neutral: 73.80 against a delta neutral price of 67.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SGDM have?

258 contracts of open interest across 42 listed contracts on Oct 2, 2026, -0.8% 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.