Data through close

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

As of close · rank #1544 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SNDX's nearest-expiration max pain is 19.00 for 2026-10-16, its GEX flip is 3.46, net GEX is 1,325,684, its put/call open-interest ratio is 0.13. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.60
prev 18.22
Gamma max
19.84
+12.7% from close
Delta neutral
12.49
-29.0% from close
Gamma neutral
3.46
-80.4% from close
Open interest
20,581
+1.4% vs prev
Contracts listed
136
90 calls · 60 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
19.00
+8.0% from close
2026-10-16
GEX flip
3.46
-80.4% from close
Net GEX
1,325,684
6,441,301 per 100k OI
Call wall
25.00
+42.0% from close
Put wall
20.00
+13.6% from close
Put/call OI
0.13
2,446 puts / 18,135 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
100.0
within trailing 52-week range
Front / back ATM IV
+103.3% / +104.0%
-0.7 pp front premium
Expected move
+20.2%
14 DTE · one standard deviation
ATM straddle / spot
+14.1%
front-window midpoint premium
25Δ risk reversal
-3.9 pp
put IV minus call IV
IV butterfly
38.0 pp
front-window smile convexity
Volume / open interest
0.57
11,639 contracts traded
Normalized net delta
0.217
option-holder convention
Modeled dealer delta
-0.217
opposite-side scenario
Vanna / 100k OI
4,023
volatility-sensitive delta
Charm / 100k OI
-658,054
time-decay-sensitive delta
IV surface range
60.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SNDX closed 12.7% below its gamma max of 19.84. It is 29.0% above the delta neutral price of 12.49. Total open interest is 20,581, +1.4% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← NBIX (#1543) RAMP (#1545) →

Questions people ask about SNDX

Where is SNDX's gamma max today?

As of Oct 2, 2026, the gamma max for SNDX is 19.84, +12.7% from the 17.60 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 SNDX above or below its delta neutral price?

SNDX closed above delta neutral: 17.60 against a delta neutral price of 12.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SNDX have?

20,581 contracts of open interest across 136 listed contracts on Oct 2, 2026, +1.4% 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.