Data through close

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

As of close · rank #4730 by open interest · snapshot page

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SIGI's nearest-expiration max pain is 90.00 for 2026-10-16, its GEX flip is 42.23, net GEX is 11,691, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
85.59
prev 84.90
Gamma max
91.40
+6.8% from close
Delta neutral
75.84
-11.4% from close
Gamma neutral
42.23
-50.7% from close
Open interest
105
0.0% vs prev
Contracts listed
22
16 calls · 7 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
90.00
+5.2% from close
2026-10-16
GEX flip
42.23
-50.7% from close
Net GEX
11,691
11,133,977 per 100k OI
Call wall
100.00
+16.8% from close
Put wall
85.00
-0.7% from close
Put/call OI
0.19
17 puts / 88 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
5.1
within trailing 52-week range
Front / back ATM IV
+33.1% / +28.4%
4.7 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
4 contracts traded
Normalized net delta
0.189
option-holder convention
Modeled dealer delta
-0.187
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
15.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SIGI closed 6.8% below its gamma max of 91.40. It is 11.4% above the delta neutral price of 75.84. Total open interest is 105, 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

← CNOB (#4729) AMZP (#4731) →

Questions people ask about SIGI

Where is SIGI's gamma max today?

As of Oct 2, 2026, the gamma max for SIGI is 91.40, +6.8% from the 85.59 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 SIGI above or below its delta neutral price?

SIGI closed above delta neutral: 85.59 against a delta neutral price of 75.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SIGI have?

105 contracts of open interest across 22 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.