Data through close

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

As of close · rank #4034 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SKF's nearest-expiration max pain is 25.00 for 2026-10-16, net GEX is 104,163, its put/call open-interest ratio is 0.09. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
26.15
prev 26.10
Gamma max
25.71
-1.7% from close
Delta neutral
15.08
-42.3% from close
Gamma neutral
26.15
0.0% from close
Open interest
528
+0.2% vs prev
Contracts listed
53
51 calls · 14 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
25.00
-4.4% from close
2026-10-16
GEX flip
–
Net GEX
104,163
19,727,810 per 100k OI
Call wall
26.00
-0.6% from close
Put wall
26.00
-0.6% from close
Put/call OI
0.09
44 puts / 484 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
93.5
within trailing 52-week range
Front / back ATM IV
+33.3% / +33.4%
-0.1 pp front premium
Expected move
+6.5%
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
0.08
44 contracts traded
Normalized net delta
0.427
option-holder convention
Modeled dealer delta
-0.421
opposite-side scenario
Vanna / 100k OI
-189
volatility-sensitive delta
Charm / 100k OI
-850,379
time-decay-sensitive delta
IV surface range
53.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SKF closed 1.7% above its gamma max of 25.71. It is 42.3% above the delta neutral price of 15.08. Total open interest is 528, +0.2% 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

← HCKT (#4033) MD (#4035) →

Questions people ask about SKF

Where is SKF's gamma max today?

As of Oct 2, 2026, the gamma max for SKF is 25.71, -1.7% from the 26.15 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 SKF above or below its delta neutral price?

SKF closed above delta neutral: 26.15 against a delta neutral price of 15.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SKF have?

528 contracts of open interest across 53 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.