Data through close

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

As of close · rank #2088 by open interest · snapshot page

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SOLT's nearest-expiration max pain is 60.00 for 2026-10-16, its GEX flip is 64.65, net GEX is 76,761, its put/call open-interest ratio is 0.83. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
75.08
prev 75.26
Gamma max
86.59
+15.3% from close
Delta neutral
52.54
-30.0% from close
Gamma neutral
64.65
-13.9% from close
Open interest
9,931
-1.7% vs prev
Contracts listed
246
233 calls · 149 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
-20.1% from close
2026-10-16
GEX flip
64.65
-13.9% from close
Net GEX
76,761
772,947 per 100k OI
Call wall
80.00
+6.6% from close
Put wall
38.00
-49.4% from close
Put/call OI
0.83
4,517 puts / 5,414 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
17.9
within trailing 52-week range
Front / back ATM IV
+120.0% / +121.3%
-1.3 pp front premium
Expected move
+23.5%
14 DTE · one standard deviation
ATM straddle / spot
+101.9%
front-window midpoint premium
25Δ risk reversal
-17.0 pp
put IV minus call IV
IV butterfly
-8.6 pp
front-window smile convexity
Volume / open interest
0.02
244 contracts traded
Normalized net delta
0.361
option-holder convention
Modeled dealer delta
-0.359
opposite-side scenario
Vanna / 100k OI
-1,551
volatility-sensitive delta
Charm / 100k OI
-1,949,451
time-decay-sensitive delta
IV surface range
23.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SOLT closed 15.3% below its gamma max of 86.59. It is 30.0% above the delta neutral price of 52.54. Total open interest is 9,931, -1.7% 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

← MAS (#2087) SARO (#2089) →

Questions people ask about SOLT

Where is SOLT's gamma max today?

As of Oct 2, 2026, the gamma max for SOLT is 86.59, +15.3% from the 75.08 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 SOLT above or below its delta neutral price?

SOLT closed above delta neutral: 75.08 against a delta neutral price of 52.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SOLT have?

9,931 contracts of open interest across 246 listed contracts on Oct 2, 2026, -1.7% 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.