Data through close

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

As of close · rank #2924 by open interest · snapshot page

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SNA's nearest-expiration max pain is 370.00 for 2026-10-16, its GEX flip is 296.23, net GEX is 1,081,091, its put/call open-interest ratio is 0.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
368.90
prev 367.72
Gamma max
369.83
+0.3% from close
Delta neutral
346.41
-6.1% from close
Gamma neutral
296.23
-19.7% from close
Open interest
2,972
+1.0% vs prev
Contracts listed
92
51 calls · 43 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
370.00
+0.3% from close
2026-10-16
GEX flip
296.23
-19.7% from close
Net GEX
1,081,091
36,375,864 per 100k OI
Call wall
370.00
+0.3% from close
Put wall
370.00
+0.3% from close
Put/call OI
0.25
587 puts / 2,385 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
0.9
within trailing 52-week range
Front / back ATM IV
+21.0% / +24.2%
-3.2 pp front premium
Expected move
+4.1%
14 DTE · one standard deviation
ATM straddle / spot
+3.0%
front-window midpoint premium
25Δ risk reversal
3.7 pp
put IV minus call IV
IV butterfly
-0.9 pp
front-window smile convexity
Volume / open interest
0.01
27 contracts traded
Normalized net delta
0.283
option-holder convention
Modeled dealer delta
-0.282
opposite-side scenario
Vanna / 100k OI
303
volatility-sensitive delta
Charm / 100k OI
-7,671,030
time-decay-sensitive delta
IV surface range
32.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SNA closed 0.3% below its gamma max of 369.83. It is 6.1% above the delta neutral price of 346.41. Total open interest is 2,972, +1.0% 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

Neighbours by open interest

← SHIP (#2923) ARX (#2925) →

Questions people ask about SNA

Where is SNA's gamma max today?

As of Oct 2, 2026, the gamma max for SNA is 369.83, +0.3% from the 368.90 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 SNA above or below its delta neutral price?

SNA closed above delta neutral: 368.90 against a delta neutral price of 346.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SNA have?

2,972 contracts of open interest across 92 listed contracts on Oct 2, 2026, +1.0% 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.