Data through close

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

As of close · rank #1067 by open interest · snapshot page

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SHOE's nearest-expiration max pain is 10.00 for 2026-10-16, its GEX flip is 42.66, net GEX is -2,990,569, its put/call open-interest ratio is 0.80. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.58
prev 12.69
Gamma max
3.65
-71.0% from close
Delta neutral
18.59
+47.7% from close
Gamma neutral
42.66
+239.1% from close
Open interest
43,344
-2.1% vs prev
Contracts listed
34
28 calls · 18 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
-20.5% from close
2026-10-16
GEX flip
42.66
+239.1% from close
Net GEX
-2,990,569
-6,899,615 per 100k OI
Call wall
15.00
+19.2% from close
Put wall
12.50
-0.6% from close
Put/call OI
0.80
19,204 puts / 24,140 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
65.7
within trailing 52-week range
Front / back ATM IV
+63.5% / +65.0%
-1.5 pp front premium
Expected move
+12.4%
14 DTE · one standard deviation
ATM straddle / spot
+9.5%
front-window midpoint premium
25Δ risk reversal
-74.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
1,017 contracts traded
Normalized net delta
-0.526
option-holder convention
Modeled dealer delta
0.285
opposite-side scenario
Vanna / 100k OI
-335
volatility-sensitive delta
Charm / 100k OI
1,661,842
time-decay-sensitive delta
IV surface range
32.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SHOE closed 71.0% above its gamma max of 3.65. It is 47.7% below the delta neutral price of 18.59. Total open interest is 43,344, -2.1% 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

← SPG (#1066) RZLT (#1068) →

Questions people ask about SHOE

Where is SHOE's gamma max today?

As of Oct 2, 2026, the gamma max for SHOE is 3.65, -71.0% from the 12.58 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 SHOE above or below its delta neutral price?

SHOE closed below delta neutral: 12.58 against a delta neutral price of 18.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SHOE have?

43,344 contracts of open interest across 34 listed contracts on Oct 2, 2026, -2.1% 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.