Data through close

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

As of close · rank #3504 by open interest · snapshot page

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SNDR's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 20.53, net GEX is 230,604, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
32.89
prev 32.31
Gamma max
34.84
+5.9% from close
Delta neutral
28.78
-12.5% from close
Gamma neutral
20.53
-37.6% from close
Open interest
1,317
-0.1% vs prev
Contracts listed
22
14 calls · 10 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
-8.8% from close
2026-10-16
GEX flip
20.53
-37.6% from close
Net GEX
230,604
17,509,777 per 100k OI
Call wall
35.00
+6.4% from close
Put wall
30.00
-8.8% from close
Put/call OI
0.10
116 puts / 1,201 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
15.9
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
4 contracts traded
Normalized net delta
0.171
option-holder convention
Modeled dealer delta
-0.170
opposite-side scenario
Vanna / 100k OI
4,860
volatility-sensitive delta
Charm / 100k OI
-491,192
time-decay-sensitive delta
IV surface range
61.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SNDR closed 5.9% below its gamma max of 34.84. It is 12.5% above the delta neutral price of 28.78. Total open interest is 1,317, -0.1% 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

← AIPI (#3503) TSLG (#3505) →

Questions people ask about SNDR

Where is SNDR's gamma max today?

As of Oct 2, 2026, the gamma max for SNDR is 34.84, +5.9% from the 32.89 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 SNDR above or below its delta neutral price?

SNDR closed above delta neutral: 32.89 against a delta neutral price of 28.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SNDR have?

1,317 contracts of open interest across 22 listed contracts on Oct 2, 2026, -0.1% 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.