Data through close

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

As of close · rank #3802 by open interest · snapshot page

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SITE's nearest-expiration max pain is 95.00 for 2026-10-16, its GEX flip is 190.31, net GEX is -6,541, its put/call open-interest ratio is 0.98. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
89.56
prev 89.47
Gamma max
102.96
+15.0% from close
Delta neutral
100.39
+12.1% from close
Gamma neutral
190.31
+112.5% from close
Open interest
795
+2.2% vs prev
Contracts listed
81
52 calls · 32 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
95.00
+6.1% from close
2026-10-16
GEX flip
190.31
+112.5% from close
Net GEX
-6,541
-822,766 per 100k OI
Call wall
95.00
+6.1% from close
Put wall
85.00
-5.1% from close
Put/call OI
0.98
393 puts / 402 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
78.0
within trailing 52-week range
Front / back ATM IV
+37.0% / +41.4%
-4.4 pp front premium
Expected move
+7.2%
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
0.00
0 contracts traded
Normalized net delta
-0.163
option-holder convention
Modeled dealer delta
0.163
opposite-side scenario
Vanna / 100k OI
-1,635
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
77.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SITE closed 15.0% below its gamma max of 102.96. It is 12.1% below the delta neutral price of 100.39. Total open interest is 795, +2.2% versus the previous session. What gamma max means · What delta neutral means

History

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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

← ETHB (#3801) KWR (#3803) →

Questions people ask about SITE

Where is SITE's gamma max today?

As of Oct 2, 2026, the gamma max for SITE is 102.96, +15.0% from the 89.56 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 SITE above or below its delta neutral price?

SITE closed below delta neutral: 89.56 against a delta neutral price of 100.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SITE have?

795 contracts of open interest across 81 listed contracts on Oct 2, 2026, +2.2% 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.