Data through close

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

As of close · rank #3876 by open interest · snapshot page

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SLON's nearest-expiration max pain is 32.00 for 2026-10-16, its GEX flip is 8.38, net GEX is 22,843, its put/call open-interest ratio is 0.13. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
41.70
prev 41.74
Gamma max
45.87
+10.0% from close
Delta neutral
30.78
-26.2% from close
Gamma neutral
8.38
-79.9% from close
Open interest
697
+5.1% vs prev
Contracts listed
45
44 calls · 20 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
32.00
-23.3% from close
2026-10-16
GEX flip
8.38
-79.9% from close
Net GEX
22,843
3,277,294 per 100k OI
Call wall
50.00
+19.9% from close
Put wall
40.00
-4.1% from close
Put/call OI
0.13
82 puts / 615 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
48.6
within trailing 52-week range
Front / back ATM IV
+118.1% / +120.9%
-2.9 pp front premium
Expected move
+23.1%
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
0.01
4 contracts traded
Normalized net delta
0.383
option-holder convention
Modeled dealer delta
-0.231
opposite-side scenario
Vanna / 100k OI
430
volatility-sensitive delta
Charm / 100k OI
-1,019,225
time-decay-sensitive delta
IV surface range
48.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SLON closed 10.0% below its gamma max of 45.87. It is 26.2% above the delta neutral price of 30.78. Total open interest is 697, +5.1% 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

← PLTW (#3875) IHF (#3877) →

Questions people ask about SLON

Where is SLON's gamma max today?

As of Oct 2, 2026, the gamma max for SLON is 45.87, +10.0% from the 41.70 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 SLON above or below its delta neutral price?

SLON closed above delta neutral: 41.70 against a delta neutral price of 30.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SLON have?

697 contracts of open interest across 45 listed contracts on Oct 2, 2026, +5.1% 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.