Data through close

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

As of close · rank #710 by open interest · snapshot page

SOLS's nearest-expiration max pain is 60.00 for 2026-10-16, its GEX flip is 58.59, net GEX is -780,155, its put/call open-interest ratio is 0.85. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
57.70
prev 56.98
Gamma max
67.90
+17.7% from close
Delta neutral
55.97
-3.0% from close
Gamma neutral
58.59
+1.5% from close
Open interest
85,326
+11.0% vs prev
Contracts listed
146
104 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
60.00
+4.0% from close
2026-10-16
GEX flip
58.59
+1.5% from close
Net GEX
-780,155
-914,322 per 100k OI
Call wall
65.00
+12.7% from close
Put wall
55.00
-4.7% from close
Put/call OI
0.85
39,248 puts / 46,078 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
7.6
within trailing 52-week range
Front / back ATM IV
+41.1% / +51.3%
-10.3 pp front premium
Expected move
+8.0%
14 DTE · one standard deviation
ATM straddle / spot
+7.5%
front-window midpoint premium
25Δ risk reversal
-146.3 pp
put IV minus call IV
IV butterfly
1.1 pp
front-window smile convexity
Volume / open interest
0.01
600 contracts traded
Normalized net delta
0.054
option-holder convention
Modeled dealer delta
-0.054
opposite-side scenario
Vanna / 100k OI
2,720
volatility-sensitive delta
Charm / 100k OI
303,945
time-decay-sensitive delta
IV surface range
63.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SOLS closed 17.7% below its gamma max of 67.90. It is 3.0% above the delta neutral price of 55.97. Total open interest is 85,326, +11.0% 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

Questions people ask about SOLS

Where is SOLS's gamma max today?

As of Oct 2, 2026, the gamma max for SOLS is 67.90, +17.7% from the 57.70 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 SOLS above or below its delta neutral price?

SOLS closed above delta neutral: 57.70 against a delta neutral price of 55.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SOLS have?

85,326 contracts of open interest across 146 listed contracts on Oct 2, 2026, +11.0% 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.