Data through close

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

As of close · rank #1097 by open interest · snapshot page

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SGI's nearest-expiration max pain is 67.50 for 2026-10-16, net GEX is 4,159,426, its put/call open-interest ratio is 0.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
61.97
prev 62.77
Gamma max
71.24
+15.0% from close
Delta neutral
55.02
-11.2% from close
Gamma neutral
61.97
0.0% from close
Open interest
41,410
+0.2% vs prev
Contracts listed
175
109 calls · 76 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
67.50
+8.9% from close
2026-10-16
GEX flip
–
Net GEX
4,159,426
10,044,496 per 100k OI
Call wall
75.00
+21.0% from close
Put wall
60.00
-3.2% from close
Put/call OI
0.12
4,530 puts / 36,880 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
22.2
within trailing 52-week range
Front / back ATM IV
+45.1% / +52.0%
-6.8 pp front premium
Expected move
+8.8%
14 DTE · one standard deviation
ATM straddle / spot
+6.6%
front-window midpoint premium
25Δ risk reversal
-14.5 pp
put IV minus call IV
IV butterfly
-2.1 pp
front-window smile convexity
Volume / open interest
0.01
256 contracts traded
Normalized net delta
0.118
option-holder convention
Modeled dealer delta
-0.118
opposite-side scenario
Vanna / 100k OI
5,052
volatility-sensitive delta
Charm / 100k OI
-287,520
time-decay-sensitive delta
IV surface range
123.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SGI closed 15.0% below its gamma max of 71.24. It is 11.2% above the delta neutral price of 55.02. Total open interest is 41,410, +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

← UPWK (#1096) DHI (#1098) →

Questions people ask about SGI

Where is SGI's gamma max today?

As of Oct 2, 2026, the gamma max for SGI is 71.24, +15.0% from the 61.97 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 SGI above or below its delta neutral price?

SGI closed above delta neutral: 61.97 against a delta neutral price of 55.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SGI have?

41,410 contracts of open interest across 175 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.