Data through close

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

As of close · rank #1564 by open interest · snapshot page

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SJM's nearest-expiration max pain is 120.00 for 2026-10-16, its GEX flip is 88.48, net GEX is 466,076, its put/call open-interest ratio is 1.09. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
117.19
prev 115.95
Gamma max
123.61
+5.5% from close
Delta neutral
121.07
+3.3% from close
Gamma neutral
88.48
-24.5% from close
Open interest
20,279
+0.2% vs prev
Contracts listed
152
88 calls · 80 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
120.00
+2.4% from close
2026-10-16
GEX flip
88.48
-24.5% from close
Net GEX
466,076
2,298,320 per 100k OI
Call wall
120.00
+2.4% from close
Put wall
130.00
+10.9% from close
Put/call OI
1.09
10,569 puts / 9,710 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
36.4
within trailing 52-week range
Front / back ATM IV
+25.6% / +26.9%
-1.3 pp front premium
Expected move
+5.0%
14 DTE · one standard deviation
ATM straddle / spot
+4.0%
front-window midpoint premium
25Δ risk reversal
1.3 pp
put IV minus call IV
IV butterfly
3.3 pp
front-window smile convexity
Volume / open interest
0.02
499 contracts traded
Normalized net delta
-0.073
option-holder convention
Modeled dealer delta
0.068
opposite-side scenario
Vanna / 100k OI
981
volatility-sensitive delta
Charm / 100k OI
-984,176
time-decay-sensitive delta
IV surface range
238.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SJM closed 5.5% below its gamma max of 123.61. It is 3.3% below the delta neutral price of 121.07. Total open interest is 20,279, +0.2% 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

← COSM (#1563) SNDU (#1565) →

Questions people ask about SJM

Where is SJM's gamma max today?

As of Oct 2, 2026, the gamma max for SJM is 123.61, +5.5% from the 117.19 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 SJM above or below its delta neutral price?

SJM closed below delta neutral: 117.19 against a delta neutral price of 121.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SJM have?

20,279 contracts of open interest across 152 listed contracts on Oct 2, 2026, +0.2% 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.