Data through close

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

As of close · rank #1565 by open interest · snapshot page

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SNDU's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 18.88, net GEX is 404,856, its put/call open-interest ratio is 0.53. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
25.17
prev 27.15
Gamma max
29.17
+15.9% from close
Delta neutral
21.99
-12.6% from close
Gamma neutral
18.88
-25.0% from close
Open interest
20,275
+0.8% vs prev
Contracts listed
251
171 calls · 141 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
25.00
-0.7% from close
2026-10-16
GEX flip
18.88
-25.0% from close
Net GEX
404,856
1,996,825 per 100k OI
Call wall
30.00
+19.2% from close
Put wall
40.00
+58.9% from close
Put/call OI
0.53
7,017 puts / 13,258 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
0.0
within trailing 52-week range
Front / back ATM IV
+118.6% / +129.5%
-10.9 pp front premium
Expected move
+23.2%
14 DTE · one standard deviation
ATM straddle / spot
+17.2%
front-window midpoint premium
25Δ risk reversal
-2.5 pp
put IV minus call IV
IV butterfly
29.8 pp
front-window smile convexity
Volume / open interest
0.06
1,209 contracts traded
Normalized net delta
0.168
option-holder convention
Modeled dealer delta
-0.167
opposite-side scenario
Vanna / 100k OI
15
volatility-sensitive delta
Charm / 100k OI
-553,820
time-decay-sensitive delta
IV surface range
26.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SNDU closed 15.9% below its gamma max of 29.17. It is 12.6% above the delta neutral price of 21.99. Total open interest is 20,275, +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

← SJM (#1564) PCAR (#1566) →

Questions people ask about SNDU

Where is SNDU's gamma max today?

As of Oct 2, 2026, the gamma max for SNDU is 29.17, +15.9% from the 25.17 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 SNDU above or below its delta neutral price?

SNDU closed above delta neutral: 25.17 against a delta neutral price of 21.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SNDU have?

20,275 contracts of open interest across 251 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.