Data through close

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

As of close · rank #3477 by open interest · snapshot page

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SIBN's nearest-expiration max pain is 15.00 for 2026-10-16, its GEX flip is 10.67, net GEX is 105,757, its put/call open-interest ratio is 0.21. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.08
prev 18.41
Gamma max
20.23
+11.9% from close
Delta neutral
14.98
-17.2% from close
Gamma neutral
10.67
-41.0% from close
Open interest
1,369
0.0% vs prev
Contracts listed
27
20 calls · 12 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
15.00
-17.0% from close
2026-10-16
GEX flip
10.67
-41.0% from close
Net GEX
105,757
7,725,126 per 100k OI
Call wall
22.50
+24.4% from close
Put wall
17.50
-3.2% from close
Put/call OI
0.21
240 puts / 1,129 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
70.4
within trailing 52-week range
Front / back ATM IV
+85.9% / +61.1%
24.7 pp front premium
Expected move
+16.8%
14 DTE · one standard deviation
ATM straddle / spot
+22.4%
front-window midpoint premium
25Δ risk reversal
1.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
0.202
option-holder convention
Modeled dealer delta
-0.202
opposite-side scenario
Vanna / 100k OI
3,214
volatility-sensitive delta
Charm / 100k OI
-1,842,148
time-decay-sensitive delta
IV surface range
83.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SIBN closed 11.9% below its gamma max of 20.23. It is 17.2% above the delta neutral price of 14.98. Total open interest is 1,369, 0.0% 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

← GNLX (#3476) FMS (#3478) →

Questions people ask about SIBN

Where is SIBN's gamma max today?

As of Oct 2, 2026, the gamma max for SIBN is 20.23, +11.9% from the 18.08 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 SIBN above or below its delta neutral price?

SIBN closed above delta neutral: 18.08 against a delta neutral price of 14.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SIBN have?

1,369 contracts of open interest across 27 listed contracts on Oct 2, 2026, 0.0% 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.