Data through close

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

As of close · rank #900 by open interest · snapshot page

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SGML's nearest-expiration max pain is 10.00 for 2026-10-16, its GEX flip is 8.61, net GEX is 388,122, its put/call open-interest ratio is 0.63. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
9.09
prev 8.34
Gamma max
11.35
+24.8% from close
Delta neutral
9.09
-0.0% from close
Gamma neutral
8.61
-5.3% from close
Open interest
58,727
+5.8% vs prev
Contracts listed
149
105 calls · 79 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
10.00
+10.0% from close
2026-10-16
GEX flip
8.61
-5.3% from close
Net GEX
388,122
660,892 per 100k OI
Call wall
10.00
+10.0% from close
Put wall
9.00
-1.0% from close
Put/call OI
0.63
22,793 puts / 35,934 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
57.8
within trailing 52-week range
Front / back ATM IV
+97.3% / +94.2%
3.1 pp front premium
Expected move
+19.1%
14 DTE · one standard deviation
ATM straddle / spot
+14.6%
front-window midpoint premium
25Δ risk reversal
-154.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.08
4,729 contracts traded
Normalized net delta
0.043
option-holder convention
Modeled dealer delta
-0.043
opposite-side scenario
Vanna / 100k OI
1,897
volatility-sensitive delta
Charm / 100k OI
-1,072,791
time-decay-sensitive delta
IV surface range
20.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SGML closed 24.8% below its gamma max of 11.35. It is right at the delta neutral price of 9.09. Total open interest is 58,727, +5.8% 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

Neighbours by open interest

← LPTH (#899) NKTR (#901) →

Questions people ask about SGML

Where is SGML's gamma max today?

As of Oct 2, 2026, the gamma max for SGML is 11.35, +24.8% from the 9.09 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 SGML above or below its delta neutral price?

SGML closed above delta neutral: 9.09 against a delta neutral price of 9.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SGML have?

58,727 contracts of open interest across 149 listed contracts on Oct 2, 2026, +5.8% 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.