Data through close

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

As of close · rank #2643 by open interest · snapshot page

SLDE's nearest-expiration max pain is 22.50 for 2026-10-16, its GEX flip is 18.66, net GEX is 169,541, its put/call open-interest ratio is 0.96. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
23.61
prev 23.63
Gamma max
23.40
-0.9% from close
Delta neutral
22.65
-4.1% from close
Gamma neutral
18.66
-20.9% from close
Open interest
4,484
+0.6% vs prev
Contracts listed
40
27 calls · 21 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
22.50
-4.7% from close
2026-10-16
GEX flip
18.66
-20.9% from close
Net GEX
169,541
3,781,018 per 100k OI
Call wall
25.00
+5.9% from close
Put wall
25.00
+5.9% from close
Put/call OI
0.96
2,202 puts / 2,282 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
41.4
within trailing 52-week range
Front / back ATM IV
+46.9% / +44.6%
2.3 pp front premium
Expected move
+9.2%
14 DTE · one standard deviation
ATM straddle / spot
+7.9%
front-window midpoint premium
25Δ risk reversal
161.4 pp
put IV minus call IV
IV butterfly
7.6 pp
front-window smile convexity
Volume / open interest
0.00
20 contracts traded
Normalized net delta
0.116
option-holder convention
Modeled dealer delta
-0.116
opposite-side scenario
Vanna / 100k OI
1,472
volatility-sensitive delta
Charm / 100k OI
838,091
time-decay-sensitive delta
IV surface range
144.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SLDE closed 0.9% above its gamma max of 23.40. It is 4.1% above the delta neutral price of 22.65. Total open interest is 4,484, +0.6% 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

Questions people ask about SLDE

Where is SLDE's gamma max today?

As of Oct 2, 2026, the gamma max for SLDE is 23.40, -0.9% from the 23.61 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 SLDE above or below its delta neutral price?

SLDE closed above delta neutral: 23.61 against a delta neutral price of 22.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SLDE have?

4,484 contracts of open interest across 40 listed contracts on Oct 2, 2026, +0.6% 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.