Data through close

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

As of close · rank #819 by open interest · snapshot page

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SHAZ's nearest-expiration max pain is 60.00 for 2026-10-16, net GEX is 3,046,484, its put/call open-interest ratio is 0.21. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
50.81
prev 49.85
Gamma max
61.39
+20.8% from close
Delta neutral
41.65
-18.0% from close
Gamma neutral
50.81
0.0% from close
Open interest
69,032
+0.6% vs prev
Contracts listed
292
189 calls · 132 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
60.00
+18.1% from close
2026-10-16
GEX flip
–
Net GEX
3,046,484
4,413,148 per 100k OI
Call wall
60.00
+18.1% from close
Put wall
40.00
-21.3% from close
Put/call OI
0.21
12,097 puts / 56,935 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
41.8
within trailing 52-week range
Front / back ATM IV
+105.9% / +112.7%
-6.8 pp front premium
Expected move
+20.7%
14 DTE · one standard deviation
ATM straddle / spot
+15.8%
front-window midpoint premium
25Δ risk reversal
-6.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
292 contracts traded
Normalized net delta
0.118
option-holder convention
Modeled dealer delta
-0.118
opposite-side scenario
Vanna / 100k OI
3,391
volatility-sensitive delta
Charm / 100k OI
-1,172,258
time-decay-sensitive delta
IV surface range
13.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SHAZ closed 20.8% below its gamma max of 61.39. It is 18.0% above the delta neutral price of 41.65. Total open interest is 69,032, +0.6% 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

← CHKP (#818) HON (#820) →

Questions people ask about SHAZ

Where is SHAZ's gamma max today?

As of Oct 2, 2026, the gamma max for SHAZ is 61.39, +20.8% from the 50.81 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 SHAZ above or below its delta neutral price?

SHAZ closed above delta neutral: 50.81 against a delta neutral price of 41.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SHAZ have?

69,032 contracts of open interest across 292 listed contracts on Oct 2, 2026, +0.6% 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.