Data through close

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

As of close · rank #2553 by open interest · snapshot page

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SII's nearest-expiration max pain is 130.00 for 2026-10-16, its GEX flip is 92.60, net GEX is 135,452, its put/call open-interest ratio is 0.47. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
116.31
prev 115.67
Gamma max
143.33
+23.2% from close
Delta neutral
114.51
-1.5% from close
Gamma neutral
92.60
-20.4% from close
Open interest
5,169
+0.4% vs prev
Contracts listed
198
121 calls · 85 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
130.00
+11.8% from close
2026-10-16
GEX flip
92.60
-20.4% from close
Net GEX
135,452
2,620,465 per 100k OI
Call wall
150.00
+29.0% from close
Put wall
125.00
+7.5% from close
Put/call OI
0.47
1,647 puts / 3,522 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
56.6
within trailing 52-week range
Front / back ATM IV
+41.3% / +44.8%
-3.6 pp front premium
Expected move
+8.1%
14 DTE · one standard deviation
ATM straddle / spot
+12.7%
front-window midpoint premium
25Δ risk reversal
6.1 pp
put IV minus call IV
IV butterfly
0.9 pp
front-window smile convexity
Volume / open interest
0.01
52 contracts traded
Normalized net delta
0.034
option-holder convention
Modeled dealer delta
-0.034
opposite-side scenario
Vanna / 100k OI
5,030
volatility-sensitive delta
Charm / 100k OI
-15,283
time-decay-sensitive delta
IV surface range
40.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SII closed 23.2% below its gamma max of 143.33. It is 1.5% above the delta neutral price of 114.51. Total open interest is 5,169, +0.4% 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

← ACTG (#2552) CHD (#2554) →

Questions people ask about SII

Where is SII's gamma max today?

As of Oct 2, 2026, the gamma max for SII is 143.33, +23.2% from the 116.31 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 SII above or below its delta neutral price?

SII closed above delta neutral: 116.31 against a delta neutral price of 114.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SII have?

5,169 contracts of open interest across 198 listed contracts on Oct 2, 2026, +0.4% 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.