Data through close

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

As of close

SIRI max pain · nearest expiration

31.50 for

1.1% below the 31.85 close

All-expiration max pain 27.00

Net GEX 17.40M (positive 463 sessions) GEX flip 25.09 (21.2% below) Put/call OI 0.69

SIRI close vs max pain · last 60 sessions
31.85 31.50 MP net GEX Aug 21 Nov 13 31.85 31.50 MP net GEX Aug 21 Nov 13

Over the last 60 sessions to Nov 13, 2026, SIRI closed between 25.64 and 33.40; nearest-expiration max pain ranged from 25.50 to 32.00. Latest max pain 31.50 for the Fri, Nov 20, 2026 expiration. 2 of 13 expirations in view closed nearer the prior-session max pain than the prior close.

  • Close
  • Max pain (nearest expiration)
  • All-expiration max pain
  • Expiry close nearer max pain
  • nearer prior close

Markers sit on expiration sessions and compare that close with the prior session's max pain and close. Bars show net GEX, calls positive and puts negative. Descriptive history, not a forecast.

Over the past 252 sessions, SIRI's expiration-day close was nearer the prior session's max pain than the prior close on 10 of 53 expirations (19%). Expiration record

SIRI's nearest-expiration max pain is 31.50 for the Fri, Nov 20, 2026 expiration, 1.1% below the 31.85 close; all-expiration max pain is 27.00; the GEX flip is 25.09; net GEX is 17.40M (modeled dollar-delta change per $1 move); the put/call open-interest ratio is 0.69. These are whole-chain derived aggregates as of Nov 13, 2026 close.

SIRI max pain and GEX snapshot

End-of-day snapshot for . Nearest-expiration max pain uses the expiry shown on its card; GEX uses the whole chain. Missing values are unavailable, not zero.

Nearest-expiration max pain
31.50
-1.1% from close
Expiry: Fri, Nov 20, 2026
All-expiration max pain: 27.00
GEX flip (gamma neutral)
25.09
-21.2% from close
Net GEX
17,400,113
8,595,110 per 100k OI
Call wall
30.00
-5.8% from close
Put wall
27.00
-15.2% from close
Put/call OI
0.69
82,718 puts / 119,724 calls

Prices are in US dollars per share. Net GEX is modeled dollar-delta change per $1 underlying move. Max pain minimizes aggregate intrinsic payout for that expiration; it is not a closing-price forecast. Signed GEX uses calls positive and puts negative, a model convention rather than observed dealer inventory. The flip is a confirmed zero crossing; walls locate side-specific concentrations, not guaranteed support or resistance.

Learn how to read the max pain payout example, GEX chart, gamma flip and walls, and open interest versus trading volume.

Does SIRI close at max pain? Expiration record

Over the past 252 sessions, SIRI's expiration-day close was nearer the prior session's max pain than the prior close on 10 of 53 expirations (19%). The median distance from the expiration close was 3.66% for max pain and 1.49% for an unchanged prior close; 9 of 53 closes finished within 1% of max pain. 1 tied.

SIRI recent expirations versus prior-session max pain
Expiration Max pain (session before) Prior close Expiration close Close vs max pain Nearer
32.00 31.74 31.85 -0.47% Prior close
28.50 33.22 32.40 +11.74% Prior close
26.50 28.67 29.01 +8.75% Prior close
26.50 27.54 27.63 +4.10% Prior close
26.00 27.15 26.97 +3.57% Prior close
25.50 26.33 26.51 +3.84% Prior close
26.00 25.64 25.72 -1.09% Prior close
27.00 26.63 25.85 -4.30% Prior close
27.00 27.74 27.31 +1.12% Max pain
29.00 28.88 29.15 +0.52% Max pain

Each expiration compares the last session before it, when it was the nearest expiration, with the close of the expiration session. Distances are percentages of that prior close. Underlying closes are not official option settlement values. The archive was reconstructed in September 2026, so it does not show what was published at the time. This is descriptive history, not a forecast. The site-wide 2025 max-pain study uses the same comparison on Thursday snapshots.

Close
31.85
prev 31.74
Gamma max
33.07
+3.8% from close
Delta neutral
26.97
-15.3% from close
Gamma neutral (GEX flip)
25.09
-21.2% from close
Open interest
202,442
-15.4% vs prev
Contracts listed
345
205 calls · 181 puts

Advanced options analysis

Public aggregate 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
75.4
cross-sectional score / 100
Directional score
25.0
relatively bullish positioning
IV rank
100.0
within trailing 52-week range
Front IV premium
6.1 pp
front minus back volatility difference
25Δ risk reversal
-55.8 pp
put IV minus call IV
IV butterfly
-18.3 pp
front-window smile convexity
Volume / open interest
0.31
73,733 contracts traded
Normalized net delta
0.205
option-holder convention
Modeled dealer delta
-0.194
opposite-side scenario
Vanna / 100k OI
1,263
volatility-sensitive delta
Charm / 100k OI
155,889
time-decay-sensitive delta
IV surface range
188.9 pp
aggregate volatility dispersion

Strongest relative signals: IV rank 100 · volume/OI 0.31 · smile convexity -18.3 pp

Download the dated aggregate analysis JSON .

SIRI closed 3.8% below its gamma max of 33.07. It is 15.3% above the delta neutral price of 26.97. Total open interest is 202,442, -15.4% versus the previous session. Its options catalyst-intensity score is 75.4 out of 100, led by IV rank 100, volume/OI 0.31, smile convexity -18.3 pp. What gamma max means · What delta neutral means

Call versus put open interest changes

Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.

SIRI call and put open interest changes
Measure Value
Call OI change, 1 session -35,316 contracts · -22.8%
Put OI change, 1 session -1,408 contracts · -1.7%
Call minus put OI growth, 1 session -21.1 pp
Call OI change, 5 sessions -32,021 contracts · -21.1%
Put OI change, 5 sessions +2,172 contracts · +2.7%
Call minus put OI growth, 5 sessions -23.8 pp
Daily call OI change surprise -1.59σ (252 prior changes)
Daily put OI change surprise -0.30σ (252 prior changes)
Daily call-minus-put growth surprise -2.13σ (252 prior changes)

History

2025-11 2026-11
close delta neutral gamma max
Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Daily ticker aggregates through 2026-11-13. This analysis view omits individual contract fields.

To see all-expiration max pain over time, open the History chart and select “All-expiration max pain” under More series.

Aggregate IV history

Chart loads when this section is in view.

Swipe chart sideways to see the full range.

What followed prior gamma-max crosses?

Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.

Crosses below gamma max 24 completed Day +10 paths · latest Nov 6, 2026
SIRI returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -10.0% -5.0% 0% +5.0% +10.0% Cross on Jan 28, 2021 Cross on Mar 11, 2021 Cross on Jun 11, 2021 Cross on Jul 22, 2021 Cross on Jul 28, 2021 Cross on Aug 6, 2021 Cross on Oct 8, 2021 Cross on Oct 22, 2021 Cross on Nov 16, 2021 Cross on Nov 18, 2021 Cross on Feb 4, 2022 Cross on Mar 31, 2022 Cross on Oct 15, 2024 Cross on Jan 7, 2026 Cross on Jan 9, 2026 Cross on Feb 6, 2026 Cross on Mar 27, 2026 Cross on Apr 24, 2026 Cross on May 29, 2026 Cross on Jul 2, 2026 Cross on Jul 8, 2026 Cross on Jul 13, 2026 Cross on Jul 30, 2026 Cross on Oct 7, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
SIRI historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 25 -0.5% -1.7% to +0.2% 32% -1.6% to +0.1% 0.0%
Day +2 25 -0.5% -1.9% to +0.5% 36% -1.6% to +0.3% 0.0%
Day +3 25 -0.3% -2.1% to +1.4% 44% -1.8% to +1.2% 0.0%
Day +4 25 -0.5% -3.4% to +0.4% 32% -2.0% to +0.1% 0.0%
Day +5 25 -0.8% -4.4% to +0.3% 32% -3.5% to +0.2% 0.0%
Day +6 24 -1.0% -5.0% to +0.5% 29% -3.4% to -0.2% -0.2%
Day +7 24 -2.4% -5.6% to +0.2% 29% -5.4% to -0.4% -0.4%
Day +8 24 -2.8% -5.5% to +0.6% 33% -5.1% to +0.2% 0.0%
Day +9 24 -1.8% -5.1% to +0.2% 29% -4.9% to -0.2% -0.2%
Day +10 24 -1.7% -4.7% to +0.8% 42% -3.3% to +0.3% 0.0%
Crosses above gamma max 29 completed Day +10 paths · latest Nov 3, 2026
SIRI returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -10.0% -5.0% 0% +5.0% +10.0% Cross on Mar 10, 2021 Cross on Apr 15, 2021 Cross on Jun 8, 2021 Cross on Jul 20, 2021 Cross on Jul 27, 2021 Cross on Aug 5, 2021 Cross on Sep 7, 2021 Cross on Oct 7, 2021 Cross on Oct 12, 2021 Cross on Oct 28, 2021 Cross on Nov 15, 2021 Cross on Nov 17, 2021 Cross on Jan 18, 2022 Cross on Feb 3, 2022 Cross on Mar 30, 2022 Cross on Oct 14, 2024 Cross on Aug 13, 2025 Cross on Jan 6, 2026 Cross on Jan 8, 2026 Cross on Feb 5, 2026 Cross on Mar 25, 2026 Cross on Apr 20, 2026 Cross on May 21, 2026 Cross on Jun 29, 2026 Cross on Jul 6, 2026 Cross on Jul 9, 2026 Cross on Jul 27, 2026 Cross on Sep 2, 2026 Cross on Oct 6, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
SIRI historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 30 -0.2% -1.4% to +0.9% 40% -0.3% to +0.3% 0.0%
Day +2 30 -0.4% -2.0% to +1.5% 37% -1.1% to +0.6% 0.0%
Day +3 30 -0.6% -3.0% to +1.7% 43% -1.6% to +0.7% 0.0%
Day +4 30 -0.9% -3.2% to +2.4% 37% -2.3% to +0.4% 0.0%
Day +5 30 -1.0% -3.8% to +1.6% 37% -2.7% to +0.8% 0.0%
Day +6 30 -1.4% -4.3% to +0.6% 33% -2.4% to -0.3% -0.3%
Day +7 30 -1.0% -3.9% to +1.0% 33% -2.1% to -0.3% -0.3%
Day +8 30 -1.3% -4.3% to +1.5% 37% -3.1% to +0.5% 0.0%
Day +9 29 -2.6% -5.4% to 0.0% 24% -4.1% to -0.5% -0.5%
Day +10 29 -2.7% -6.6% to +0.5% 28% -5.2% to -0.5% -0.5%

Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.

Last 252 sessions

SIRI trailing historical statistics
Sessions closed above gamma max 12%
Gamma max crosses 26
Delta neutral crosses 8
Prior-year sessions closer to gamma max 45.2% of 252
Prior-year sessions closer to delta neutral 77.8% of 252
Open interest percentile (1y) 7th
Daily open interest change versus prior year -1.45σ (-36,724 contracts; 252 prior changes)
Open interest change, 5 sessions -12.8%
Open interest change, 21 sessions -24.1%
History available Dec 1, 2020 → Nov 13, 2026

Recent crosses

  1. closed below gamma max at 32.40 vs 32.61 (-0.7%)
  2. closed above gamma max at 30.80 vs 29.87 (+3.0%)
  3. closed below gamma max at 25.95 vs 26.34 (-1.5%)
  4. closed above gamma max at 26.36 vs 26.25 (+0.4%)
  5. closed below gamma max at 28.99 vs 32.16 (-10.9%)
  6. closed above gamma max at 29.70 vs 29.44 (+0.9%)
  7. closed below gamma max at 30.97 vs 31.28 (-1.0%)
  8. closed above gamma max at 31.22 vs 30.98 (+0.8%)
  9. closed below gamma max at 30.67 vs 31.14 (-1.5%)
  10. closed above gamma max at 30.69 vs 30.58 (+0.4%)

In today's screens

Neighbours by open interest

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Questions people ask about SIRI

What is SIRI's max pain for the nearest expiration?

As of Nov 13, 2026 close, nearest-expiration max pain is 31.50 for the Fri, Nov 20, 2026 expiration. It is a payout-minimizing strike for one expiration. An all-expiration pooled value is a different comparison, and neither establishes where the underlying will close. Max pain definition and worked payout example.

Our 2025 max-pain study compares historical Thursday levels with Friday underlying closes and an unchanged-price baseline. Its scope and results are separate from this current ticker snapshot.

Is SIRI max pain a reliable closing-price forecast?

Over the past 252 sessions, SIRI's expiration-day close was nearer the prior session's max pain than the prior close on 10 of 53 expirations (19%). The median distance from the expiration close was 3.66% for max pain and 1.49% for an unchanged prior close. Past expirations do not predict the next one. See the expiration record.

What do SIRI's gamma exposure and gamma flip show?

Signed net GEX is 17,400,113 as of Nov 13, 2026 close. The confirmed GEX flip is 25.09. Net GEX has been positive for the last 463 sessions and negative on 0 of the past 252. These aggregate model outputs use calls positive and puts negative. Their sign does not identify dealers' actual positions or predict the next move. How to interpret GEX, gamma flip and walls.

Where is SIRI's gamma max today?

As of Nov 13, 2026, the gamma max for SIRI is 33.07, +3.8% from the 31.85 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 SIRI above or below its delta neutral price?

SIRI closed above delta neutral: 31.85 against a delta neutral price of 26.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SIRI have?

202,442 contracts of open interest across 345 listed contracts on Nov 13, 2026, -15.4% 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.