Data through close

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

As of close · rank #1880 by open interest · snapshot page

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SGOV's nearest-expiration max pain is 100.00 for 2026-10-16, net GEX is 4,655,734, its put/call open-interest ratio is 0.57. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
100.44
prev 100.41
Gamma max
100.90
+0.5% from close
Delta neutral
100.09
-0.4% from close
Gamma neutral
100.44
0.0% from close
Open interest
12,959
-2.2% vs prev
Contracts listed
136
81 calls · 71 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
100.00
-0.4% from close
2026-10-16
GEX flip
–
Net GEX
4,655,734
35,926,642 per 100k OI
Call wall
101.00
+0.6% from close
Put wall
100.00
-0.4% from close
Put/call OI
0.57
4,708 puts / 8,251 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
15.1
within trailing 52-week range
Front / back ATM IV
+20.6% / +15.6%
5.0 pp front premium
Expected move
+4.0%
14 DTE · one standard deviation
ATM straddle / spot
+0.9%
front-window midpoint premium
25Δ risk reversal
101.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
271 contracts traded
Normalized net delta
-0.148
option-holder convention
Modeled dealer delta
0.070
opposite-side scenario
Vanna / 100k OI
2,670
volatility-sensitive delta
Charm / 100k OI
419,222
time-decay-sensitive delta
IV surface range
54.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SGOV closed 0.5% below its gamma max of 100.90. It is 0.4% above the delta neutral price of 100.09. Total open interest is 12,959, -2.2% 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

Neighbours by open interest

← AEIS (#1879) AVGX (#1881) →

Questions people ask about SGOV

Where is SGOV's gamma max today?

As of Oct 2, 2026, the gamma max for SGOV is 100.90, +0.5% from the 100.44 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 SGOV above or below its delta neutral price?

SGOV closed above delta neutral: 100.44 against a delta neutral price of 100.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SGOV have?

12,959 contracts of open interest across 136 listed contracts on Oct 2, 2026, -2.2% 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.