SNXX max pain, gamma exposure (GEX) & options open interest
As of close · rank #356 by open interest · 170 sessions of history since Jan 30, 2026
SNXX's nearest-expiration max pain is 16.50 for 2026-10-09, its GEX flip is 12.53, net GEX is 3,039,164, its put/call open-interest ratio is 0.57. 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: 7d expected move +15.8% · IV rank 100 · volume/OI 0.15
SNXX closed 22.0% below its gamma max of 19.92. It is 19.8% above the delta neutral price of 13.10. Total open interest is 239,267, -13.0% versus the previous session. Its options catalyst-intensity score is 56.8 out of 100, led by 7d expected move +15.8%, IV rank 100, volume/OI 0.15. 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 | -19,153 contracts · -11.2% |
| Put OI change, 1 session | -16,486 contracts · -15.9% |
| Call minus put OI growth, 1 session | +4.7 pp |
| Call OI change, 5 sessions | -612 contracts · -0.4% |
| Put OI change, 5 sessions | +518 contracts · +0.6% |
| Call minus put OI growth, 5 sessions | -1.0 pp |
| Daily call OI change surprise | — (168 prior changes) |
| Daily put OI change surprise | — (168 prior changes) |
| Daily call-minus-put growth surprise | — (164 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 1 completed Day +10 paths · latest Sep 23, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 3 | -2.8% | -4.8% to +5.1% | 33% | – | – |
| Day +2 | 3 | +4.8% | +0.2% to +11.8% | 67% | – | – |
| Day +3 | 3 | -2.3% | -6.8% to +13.1% | 33% | – | – |
| Day +4 | 3 | -6.2% | -8.0% to -3.0% | 33% | – | – |
| Day +5 | 3 | -9.2% | -10.4% to -8.1% | 0% | – | – |
| Day +6 | 3 | -3.8% | -4.6% to +11.6% | 33% | – | – |
| Day +7 | 3 | -4.8% | -8.0% to -2.1% | 33% | – | – |
| Day +8 | 2 | -1.3% | -2.3% to -0.2% | 50% | – | – |
| Day +9 | 2 | +5.0% | -0.9% to +10.9% | 50% | – | – |
| Day +10 | 1 | -7.2% | -7.2% to -7.2% | 0% | – | – |
Crosses above gamma max 4 completed Day +10 paths · latest Sep 22, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 5 | +1.7% | -7.2% to +13.4% | 60% | -12.4% to +14.9% | 0.0% |
| Day +2 | 5 | -12.9% | -13.5% to +0.8% | 40% | -20.0% to +35.3% | 0.0% |
| Day +3 | 5 | -11.3% | -20.7% to -2.0% | 20% | -37.6% to +11.1% | 0.0% |
| Day +4 | 5 | -17.7% | -17.8% to +3.5% | 40% | -55.4% to +19.8% | 0.0% |
| Day +5 | 5 | -16.3% | -26.6% to +7.5% | 40% | -61.7% to +29.6% | 0.0% |
| Day +6 | 5 | -15.8% | -21.3% to -5.4% | 20% | -41.8% to +6.5% | 0.0% |
| Day +7 | 5 | -10.8% | -20.4% to -10.7% | 0% | -48.2% to -7.4% | -7.4% |
| Day +8 | 5 | -8.6% | -17.5% to -3.2% | 20% | -42.1% to +28.1% | 0.0% |
| Day +9 | 4 | -8.8% | -15.4% to -4.7% | 25% | – | – |
| Day +10 | 4 | -5.6% | -15.7% to -1.5% | 25% | – | – |
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 170 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 17 |
| Delta neutral crosses | 8 |
| Prior-year sessions closer to gamma max | 40.8% of 169 |
| Prior-year sessions closer to delta neutral | 36.7% of 169 |
| Open interest percentile (1y) | 52th |
| Daily open interest change versus prior year | – (-35,639 contracts; 168 prior changes) |
| Open interest change, 5 sessions | -0.0% |
| Open interest change, 21 sessions | -24.1% |
| History available | Jan 30, 2026 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 18.37 vs 19.20 (-4.5%)
- closed above gamma max at 19.80 vs 18.95 (+4.3%)
- closed below gamma max at 17.53 vs 17.72 (-1.1%)
- closed above gamma max at 17.94 vs 17.43 (+2.9%)
- closed below gamma max at 16.19 vs 18.29 (-13.0%)
- closed above gamma max at 14.09 vs 13.28 (+5.7%)
- closed below gamma max at 14.42 vs 19.91 (-38.1%)
- closed above gamma max at 18.02 vs 17.95 (+0.4%)
- closed below gamma max at 36.01 vs 36.80 (-2.2%)
- closed above gamma max at 35.72 vs 35.37 (+1.0%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/SNXX
Questions people ask about SNXX
Where is SNXX's gamma max today?
As of Oct 2, 2026, the gamma max for SNXX is 19.92, +22.0% from the 16.33 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 SNXX above or below its delta neutral price?
SNXX closed above delta neutral: 16.33 against a delta neutral price of 13.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SNXX have?
239,267 contracts of open interest across 813 listed contracts on Oct 2, 2026, -13.0% 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.