Data through close

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

As of close · rank #4381 by open interest · snapshot page

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SNDA's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 28.16, net GEX is 41,456, its put/call open-interest ratio is 0.17. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.70
prev 37.77
Gamma max
40.33
+7.0% from close
Delta neutral
33.83
-10.3% from close
Gamma neutral
28.16
-25.3% from close
Open interest
259
-0.8% vs prev
Contracts listed
21
15 calls · 9 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
30.00
-20.4% from close
2026-10-16
GEX flip
28.16
-25.3% from close
Net GEX
41,456
16,006,239 per 100k OI
Call wall
40.00
+6.1% from close
Put wall
40.00
+6.1% from close
Put/call OI
0.17
37 puts / 222 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
13.9
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– 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
0.00
0 contracts traded
Normalized net delta
0.212
option-holder convention
Modeled dealer delta
-0.212
opposite-side scenario
Vanna / 100k OI
1,158
volatility-sensitive delta
Charm / 100k OI
-1,038,610
time-decay-sensitive delta
IV surface range
22.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SNDA closed 7.0% below its gamma max of 40.33. It is 10.3% above the delta neutral price of 33.83. Total open interest is 259, -0.8% 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

← IBEX (#4380) NWE (#4382) →

Questions people ask about SNDA

Where is SNDA's gamma max today?

As of Oct 2, 2026, the gamma max for SNDA is 40.33, +7.0% from the 37.70 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 SNDA above or below its delta neutral price?

SNDA closed above delta neutral: 37.70 against a delta neutral price of 33.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SNDA have?

259 contracts of open interest across 21 listed contracts on Oct 2, 2026, -0.8% 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.