SNDK max pain, gamma exposure (GEX) & options open interest
As of close · rank #116 by open interest · 400 sessions of history since Mar 4, 2025
SNDK's nearest-expiration max pain is 1,675.00 for 2026-10-09, its GEX flip is 1,737.00, net GEX is -1,057,924, its put/call open-interest ratio is 1.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: volume/OI 0.28
SNDK closed 21.7% below its gamma max of 2,094.06. It is 2.5% above the delta neutral price of 1,677.04. Total open interest is 855,671, -8.2% versus the previous session. Its options catalyst-intensity score is 43.5 out of 100, led by volume/OI 0.28. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -43,653 contracts · -10.5% |
| Put OI change, 1 session | -32,813 contracts · -6.4% |
| Call minus put OI growth, 1 session | -4.1 pp |
| Call OI change, 5 sessions | -2,279 contracts · -0.6% |
| Put OI change, 5 sessions | +7,299 contracts · +1.5% |
| Call minus put OI growth, 5 sessions | -2.1 pp |
| Daily call OI change surprise | -1.81σ (252 prior changes) |
| Daily put OI change surprise | -1.06σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.80σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 7 completed Day +10 paths · latest Jan 7, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 7 | +0.4% | -1.3% to +2.1% | 57% | -5.5% to +13.2% | 0.0% |
| Day +2 | 7 | +1.6% | -1.8% to +7.5% | 57% | -3.8% to +14.9% | 0.0% |
| Day +3 | 7 | +1.4% | -1.2% to +10.8% | 57% | -4.0% to +16.5% | 0.0% |
| Day +4 | 7 | +1.8% | +0.8% to +13.2% | 71% | -4.8% to +21.8% | 0.0% |
| Day +5 | 7 | +5.7% | +0.6% to +12.8% | 71% | -2.2% to +24.2% | 0.0% |
| Day +6 | 7 | +5.4% | -2.1% to +13.5% | 57% | -2.6% to +23.9% | 0.0% |
| Day +7 | 7 | +9.4% | -3.4% to +14.2% | 57% | -4.3% to +19.8% | 0.0% |
| Day +8 | 7 | +7.8% | -0.3% to +15.5% | 71% | -2.3% to +28.0% | 0.0% |
| Day +9 | 7 | +8.6% | +1.4% to +13.4% | 71% | -2.3% to +41.7% | 0.0% |
| Day +10 | 7 | +9.2% | +0.4% to +16.0% | 71% | -2.9% to +42.3% | 0.0% |
Crosses above gamma max 10 completed Day +10 paths · latest Jan 6, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 10 | +1.8% | +0.2% to +4.6% | 70% | -0.2% to +5.0% | 0.0% |
| Day +2 | 10 | +2.6% | +0.8% to +6.7% | 90% | +0.2% to +7.9% | +0.2% |
| Day +3 | 10 | +4.1% | +1.8% to +7.4% | 80% | -0.4% to +8.6% | 0.0% |
| Day +4 | 10 | +7.3% | +1.6% to +10.9% | 80% | -4.2% to +11.5% | 0.0% |
| Day +5 | 10 | +10.0% | +3.2% to +18.6% | 80% | -1.6% to +19.9% | 0.0% |
| Day +6 | 10 | +11.9% | +3.1% to +19.9% | 80% | -2.4% to +21.4% | 0.0% |
| Day +7 | 10 | +14.1% | +1.2% to +20.1% | 70% | -2.7% to +22.1% | 0.0% |
| Day +8 | 10 | +14.0% | -0.1% to +18.9% | 70% | -4.0% to +26.2% | 0.0% |
| Day +9 | 10 | +15.9% | +1.9% to +18.8% | 70% | -2.5% to +29.6% | 0.0% |
| Day +10 | 10 | +11.1% | +1.1% to +18.0% | 70% | -2.5% to +43.4% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 20 |
| Prior-year sessions closer to gamma max | 67.5% of 252 |
| Prior-year sessions closer to delta neutral | 13.5% of 252 |
| Open interest percentile (1y) | 82th |
| Daily open interest change versus prior year | -1.40σ (-76,466 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.6% |
| Open interest change, 21 sessions | -10.7% |
| History available | Mar 4, 2025 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 1,614.39 vs 1,564.32 (+3.1%)
- closed below delta neutral at 1,551.99 vs 1,566.70 (-0.9%)
- closed above delta neutral at 1,566.70 vs 1,523.76 (+2.7%)
- closed below delta neutral at 1,484.95 vs 1,493.55 (-0.6%)
- closed above delta neutral at 1,499.37 vs 1,490.18 (+0.6%)
- closed below delta neutral at 1,480.77 vs 1,486.41 (-0.4%)
- closed above delta neutral at 1,344.29 vs 1,327.96 (+1.2%)
- closed below delta neutral at 1,258.58 vs 1,322.07 (-5.0%)
- closed above delta neutral at 1,427.62 vs 1,361.07 (+4.7%)
- closed below delta neutral at 1,436.56 vs 1,516.08 (-5.5%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/SNDK
Questions people ask about SNDK
Where is SNDK's gamma max today?
As of Oct 2, 2026, the gamma max for SNDK is 2,094.06, +21.7% from the 1,719.99 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 SNDK above or below its delta neutral price?
SNDK closed above delta neutral: 1,719.99 against a delta neutral price of 1,677.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNDK have?
855,671 contracts of open interest across 7,560 listed contracts on Oct 2, 2026, -8.2% 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.