SIRI max pain, gamma exposure (GEX) & options open interest
As of close · rank #372 by open interest · 1,392 sessions of history since Dec 1, 2020
SIRI's nearest-expiration max pain is 25.50 for 2026-10-09, its GEX flip is 21.04, net GEX is 14,732,487, its put/call open-interest ratio is 0.52. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: volume/OI 0.27 · front IV premium -0.3 pp · IV rank 87
SIRI closed 7.9% below its gamma max of 27.74. It is 6.1% above the delta neutral price of 24.15. Total open interest is 227,135, -16.4% versus the previous session. Its options catalyst-intensity score is 62.6 out of 100, led by volume/OI 0.27, front IV premium -0.3 pp, IV rank 87. 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.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -43,094 contracts · -22.4% |
| Put OI change, 1 session | -1,318 contracts · -1.7% |
| Call minus put OI growth, 1 session | -20.8 pp |
| Call OI change, 5 sessions | -28,954 contracts · -16.3% |
| Put OI change, 5 sessions | +10,685 contracts · +15.9% |
| Call minus put OI growth, 5 sessions | -32.1 pp |
| Daily call OI change surprise | -1.59σ (252 prior changes) |
| Daily put OI change surprise | -0.28σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.96σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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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 above gamma max 28 completed Day +10 paths · latest Sep 2, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 28 | -0.2% | -1.3% to +0.8% | 39% | -0.3% to +0.3% | 0.0% |
| Day +2 | 28 | -0.7% | -2.2% to +1.2% | 36% | -1.5% to +0.6% | 0.0% |
| Day +3 | 28 | -0.9% | -3.2% to +1.3% | 39% | -2.6% to +0.7% | 0.0% |
| Day +4 | 28 | -1.3% | -3.4% to +2.3% | 32% | -3.1% to -0.1% | -0.1% |
| Day +5 | 28 | -1.6% | -3.9% to +1.2% | 32% | -2.8% to -0.2% | -0.2% |
| Day +6 | 28 | -1.7% | -4.4% to +0.3% | 29% | -3.5% to -0.7% | -0.7% |
| Day +7 | 28 | -1.3% | -4.5% to +0.3% | 29% | -3.0% to -0.3% | -0.3% |
| Day +8 | 28 | -1.3% | -4.6% to +1.2% | 32% | -4.2% to -0.6% | -0.6% |
| Day +9 | 28 | -2.7% | -5.5% to 0.0% | 21% | -4.1% to -0.6% | -0.6% |
| Day +10 | 28 | -2.8% | -6.7% to -0.0% | 25% | -5.2% to -1.2% | -1.2% |
Crosses below gamma max 23 completed Day +10 paths · latest Jul 30, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 23 | -0.5% | -1.9% to +0.1% | 26% | -1.6% to -0.0% | -0.0% |
| Day +2 | 23 | -0.7% | -2.1% to +0.4% | 35% | -1.6% to +0.1% | 0.0% |
| Day +3 | 23 | -0.3% | -2.4% to +1.3% | 43% | -1.8% to +1.0% | 0.0% |
| Day +4 | 23 | -0.5% | -3.7% to +0.2% | 30% | -1.7% to 0.0% | 0.0% |
| Day +5 | 23 | -0.8% | -5.2% to +0.2% | 30% | -3.5% to -0.2% | -0.2% |
| Day +6 | 23 | -1.0% | -5.4% to +0.2% | 26% | -3.4% to -0.5% | -0.5% |
| Day +7 | 23 | -2.7% | -5.7% to -0.1% | 26% | -5.4% to -0.7% | -0.7% |
| Day +8 | 23 | -3.0% | -5.5% to +0.4% | 30% | -5.1% to -0.5% | -0.5% |
| Day +9 | 23 | -2.3% | -5.1% to -0.0% | 26% | -4.9% to -0.5% | -0.5% |
| Day +10 | 23 | -1.7% | -4.9% to +0.4% | 39% | -3.3% to +0.2% | 0.0% |
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
| Sessions closed above gamma max | 10% |
| Gamma max crosses | 22 |
| Delta neutral crosses | 8 |
| Prior-year sessions closer to gamma max | 79.0% of 252 |
| Prior-year sessions closer to delta neutral | 38.5% of 252 |
| Open interest percentile (1y) | 15th |
| Daily open interest change versus prior year | -1.47σ (-44,412 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -7.4% |
| Open interest change, 21 sessions | -37.7% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 28.99 vs 32.16 (-10.9%)
- closed above gamma max at 29.70 vs 29.44 (+0.9%)
- closed below gamma max at 30.97 vs 31.28 (-1.0%)
- closed above gamma max at 31.22 vs 30.98 (+0.8%)
- closed below gamma max at 30.67 vs 31.14 (-1.5%)
- closed above gamma max at 30.69 vs 30.58 (+0.4%)
- closed below gamma max at 30.26 vs 30.60 (-1.1%)
- closed above gamma max at 30.74 vs 30.63 (+0.3%)
- closed below gamma max at 30.51 vs 30.85 (-1.1%)
- closed above gamma max at 29.24 vs 29.03 (+0.7%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/SIRI
Questions people ask about SIRI
Where is SIRI's gamma max today?
As of Oct 2, 2026, the gamma max for SIRI is 27.74, +7.9% from the 25.72 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: 25.72 against a delta neutral price of 24.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SIRI have?
227,135 contracts of open interest across 340 listed contracts on Oct 2, 2026, -16.4% 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.