Data through close

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

As of close · rank #719 by open interest · snapshot page

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SNPS's nearest-expiration max pain is 430.00 for 2026-10-09, its GEX flip is 420.53, net GEX is 3,569,369, its put/call open-interest ratio is 0.91. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
489.90
prev 490.54
Gamma max
502.86
+2.6% from close
Delta neutral
430.26
-12.2% from close
Gamma neutral
420.53
-14.2% from close
Open interest
83,581
-8.3% vs prev
Contracts listed
1,005
626 calls · 555 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
430.00
-12.2% from close
2026-10-09
GEX flip
420.53
-14.2% from close
Net GEX
3,569,369
4,270,551 per 100k OI
Call wall
480.00
-2.0% from close
Put wall
400.00
-18.4% from close
Put/call OI
0.91
39,893 puts / 43,688 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
68.6
within trailing 52-week range
Front / back ATM IV
+48.2% / +45.3%
2.9 pp front premium
Expected move
+6.7%
7 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
27.2 pp
put IV minus call IV
IV butterfly
-1.2 pp
front-window smile convexity
Volume / open interest
0.10
9,772 contracts traded
Normalized net delta
0.213
option-holder convention
Modeled dealer delta
-0.205
opposite-side scenario
Vanna / 100k OI
1,594
volatility-sensitive delta
Charm / 100k OI
-9,167,687
time-decay-sensitive delta
IV surface range
135.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SNPS closed 2.6% below its gamma max of 502.86. It is 12.2% above the delta neutral price of 430.26. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 83,581, -8.3% 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

Neighbours by open interest

← IMPP (#718) PTLO (#720) →

Questions people ask about SNPS

Where is SNPS's gamma max today?

As of Oct 2, 2026, the gamma max for SNPS is 502.86, +2.6% from the 489.90 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 SNPS above or below its delta neutral price?

SNPS closed above delta neutral: 489.90 against a delta neutral price of 430.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SNPS have?

83,581 contracts of open interest across 1,005 listed contracts on Oct 2, 2026, -8.3% 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.