Data through close

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

As of close · rank #2096 by open interest · snapshot page

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SITM's nearest-expiration max pain is 610.00 for 2026-10-16, its GEX flip is 623.42, net GEX is 171,419, its put/call open-interest ratio is 1.03. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
709.44
prev 678.87
Gamma max
787.00
+10.9% from close
Delta neutral
623.27
-12.1% from close
Gamma neutral
623.42
-12.1% from close
Open interest
9,842
+1.9% vs prev
Contracts listed
465
305 calls · 250 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
610.00
-14.0% from close
2026-10-16
GEX flip
623.42
-12.1% from close
Net GEX
171,419
1,741,713 per 100k OI
Call wall
700.00
-1.3% from close
Put wall
720.00
+1.5% from close
Put/call OI
1.03
4,994 puts / 4,848 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
27.5
within trailing 52-week range
Front / back ATM IV
+72.8% / +83.3%
-10.5 pp front premium
Expected move
+14.3%
14 DTE · one standard deviation
ATM straddle / spot
+11.3%
front-window midpoint premium
25Δ risk reversal
-5.3 pp
put IV minus call IV
IV butterfly
-3.8 pp
front-window smile convexity
Volume / open interest
0.07
673 contracts traded
Normalized net delta
0.149
option-holder convention
Modeled dealer delta
-0.149
opposite-side scenario
Vanna / 100k OI
1,991
volatility-sensitive delta
Charm / 100k OI
-9,421,571
time-decay-sensitive delta
IV surface range
79.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SITM closed 10.9% below its gamma max of 787.00. It is 12.1% above the delta neutral price of 623.27. Total open interest is 9,842, +1.9% 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

← JKS (#2095) IJR (#2097) →

Questions people ask about SITM

Where is SITM's gamma max today?

As of Oct 2, 2026, the gamma max for SITM is 787.00, +10.9% from the 709.44 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 SITM above or below its delta neutral price?

SITM closed above delta neutral: 709.44 against a delta neutral price of 623.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SITM have?

9,842 contracts of open interest across 465 listed contracts on Oct 2, 2026, +1.9% 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.