Data through close

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

As of close · rank #2667 by open interest · snapshot page

SLVP's nearest-expiration max pain is 37.00 for 2026-10-16, its GEX flip is 44.57, net GEX is -63,418, its put/call open-interest ratio is 1.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
35.13
prev 34.85
Gamma max
49.01
+39.5% from close
Delta neutral
38.30
+9.0% from close
Gamma neutral
44.57
+26.9% from close
Open interest
4,326
+0.0% vs prev
Contracts listed
110
65 calls · 54 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
37.00
+5.3% from close
2026-10-16
GEX flip
44.57
+26.9% from close
Net GEX
-63,418
-1,465,984 per 100k OI
Call wall
44.00
+25.2% from close
Put wall
36.00
+2.5% from close
Put/call OI
1.02
2,188 puts / 2,138 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
24.8
within trailing 52-week range
Front / back ATM IV
+57.7% / +45.2%
12.5 pp front premium
Expected move
+11.3%
14 DTE · one standard deviation
ATM straddle / spot
+12.9%
front-window midpoint premium
25Δ risk reversal
41.0 pp
put IV minus call IV
IV butterfly
3.8 pp
front-window smile convexity
Volume / open interest
0.00
18 contracts traded
Normalized net delta
-0.012
option-holder convention
Modeled dealer delta
0.011
opposite-side scenario
Vanna / 100k OI
231
volatility-sensitive delta
Charm / 100k OI
125,243
time-decay-sensitive delta
IV surface range
136.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SLVP closed 39.5% below its gamma max of 49.01. It is 9.0% below the delta neutral price of 38.30. Total open interest is 4,326, +0.0% 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 SLVP

Where is SLVP's gamma max today?

As of Oct 2, 2026, the gamma max for SLVP is 49.01, +39.5% from the 35.13 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 SLVP above or below its delta neutral price?

SLVP closed below delta neutral: 35.13 against a delta neutral price of 38.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SLVP have?

4,326 contracts of open interest across 110 listed contracts on Oct 2, 2026, +0.0% 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.