Data through close

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

As of close · rank #1747 by open interest · snapshot page

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SN's nearest-expiration max pain is 185.00 for 2026-10-16, its GEX flip is 184.63, net GEX is -100,926, its put/call open-interest ratio is 1.04. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
182.57
prev 179.78
Gamma max
206.31
+13.0% from close
Delta neutral
176.31
-3.4% from close
Gamma neutral
184.63
+1.1% from close
Open interest
15,660
+0.7% vs prev
Contracts listed
232
160 calls · 133 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
185.00
+1.3% from close
2026-10-16
GEX flip
184.63
+1.1% from close
Net GEX
-100,926
-644,484 per 100k OI
Call wall
195.00
+6.8% from close
Put wall
185.00
+1.3% from close
Put/call OI
1.04
7,998 puts / 7,662 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
15.8
within trailing 52-week range
Front / back ATM IV
+42.6% / +52.9%
-10.2 pp front premium
Expected move
+8.3%
14 DTE · one standard deviation
ATM straddle / spot
+6.5%
front-window midpoint premium
25Δ risk reversal
3.4 pp
put IV minus call IV
IV butterfly
-2.3 pp
front-window smile convexity
Volume / open interest
0.05
792 contracts traded
Normalized net delta
0.141
option-holder convention
Modeled dealer delta
-0.140
opposite-side scenario
Vanna / 100k OI
1,309
volatility-sensitive delta
Charm / 100k OI
329,923
time-decay-sensitive delta
IV surface range
54.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SN closed 13.0% below its gamma max of 206.31. It is 3.4% above the delta neutral price of 176.31. Total open interest is 15,660, +0.7% 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

← ITRI (#1746) NKLR (#1748) →

Questions people ask about SN

Where is SN's gamma max today?

As of Oct 2, 2026, the gamma max for SN is 206.31, +13.0% from the 182.57 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 SN above or below its delta neutral price?

SN closed above delta neutral: 182.57 against a delta neutral price of 176.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SN have?

15,660 contracts of open interest across 232 listed contracts on Oct 2, 2026, +0.7% 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.