Data through close

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

As of close · rank #1015 by open interest · snapshot page

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SLG's nearest-expiration max pain is 55.00 for 2026-10-16, its GEX flip is 52.51, net GEX is -849,336, its put/call open-interest ratio is 0.89. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
48.81
prev 48.77
Gamma max
63.28
+29.7% from close
Delta neutral
49.49
+1.4% from close
Gamma neutral
52.51
+7.6% from close
Open interest
47,517
-10.6% vs prev
Contracts listed
213
122 calls · 111 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
55.00
+12.7% from close
2026-10-16
GEX flip
52.51
+7.6% from close
Net GEX
-849,336
-1,787,435 per 100k OI
Call wall
50.00
+2.4% from close
Put wall
47.50
-2.7% from close
Put/call OI
0.89
22,356 puts / 25,161 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
81.6
within trailing 52-week range
Front / back ATM IV
+41.6% / +43.5%
-1.9 pp front premium
Expected move
+8.1%
14 DTE · one standard deviation
ATM straddle / spot
+5.8%
front-window midpoint premium
25Δ risk reversal
-119.1 pp
put IV minus call IV
IV butterfly
8.3 pp
front-window smile convexity
Volume / open interest
0.00
22 contracts traded
Normalized net delta
0.006
option-holder convention
Modeled dealer delta
-0.006
opposite-side scenario
Vanna / 100k OI
4,127
volatility-sensitive delta
Charm / 100k OI
600,692
time-decay-sensitive delta
IV surface range
144.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SLG closed 29.7% below its gamma max of 63.28. It is 1.4% below the delta neutral price of 49.49. Total open interest is 47,517, -10.6% 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

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Questions people ask about SLG

Where is SLG's gamma max today?

As of Oct 2, 2026, the gamma max for SLG is 63.28, +29.7% from the 48.81 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 SLG above or below its delta neutral price?

SLG closed below delta neutral: 48.81 against a delta neutral price of 49.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SLG have?

47,517 contracts of open interest across 213 listed contracts on Oct 2, 2026, -10.6% 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.