Data through close

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

As of close · rank #2179 by open interest · snapshot page

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SGOL's nearest-expiration max pain is 40.00 for 2026-10-16, net GEX is 36,497, its put/call open-interest ratio is 0.33. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
39.46
prev 39.74
Gamma max
44.02
+11.6% from close
Delta neutral
38.18
-3.2% from close
Gamma neutral
39.46
0.0% from close
Open interest
8,789
+0.4% vs prev
Contracts listed
104
66 calls · 39 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
40.00
+1.4% from close
2026-10-16
GEX flip
–
Net GEX
36,497
415,260 per 100k OI
Call wall
40.00
+1.4% from close
Put wall
40.00
+1.4% from close
Put/call OI
0.33
2,168 puts / 6,621 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
17.0
within trailing 52-week range
Front / back ATM IV
+23.3% / +20.6%
2.7 pp front premium
Expected move
+4.6%
14 DTE · one standard deviation
ATM straddle / spot
+3.2%
front-window midpoint premium
25Δ risk reversal
-3.1 pp
put IV minus call IV
IV butterfly
-2.2 pp
front-window smile convexity
Volume / open interest
0.01
101 contracts traded
Normalized net delta
0.085
option-holder convention
Modeled dealer delta
-0.085
opposite-side scenario
Vanna / 100k OI
3,732
volatility-sensitive delta
Charm / 100k OI
349,334
time-decay-sensitive delta
IV surface range
98.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SGOL closed 11.6% below its gamma max of 44.02. It is 3.2% above the delta neutral price of 38.18. Total open interest is 8,789, +0.4% 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

← CNDT (#2178) DOV (#2180) →

Questions people ask about SGOL

Where is SGOL's gamma max today?

As of Oct 2, 2026, the gamma max for SGOL is 44.02, +11.6% from the 39.46 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 SGOL above or below its delta neutral price?

SGOL closed above delta neutral: 39.46 against a delta neutral price of 38.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SGOL have?

8,789 contracts of open interest across 104 listed contracts on Oct 2, 2026, +0.4% 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.