Data through close

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

As of close · rank #2400 by open interest · snapshot page

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SON's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 39.43, net GEX is 509,701, its put/call open-interest ratio is 0.31. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
48.74
prev 48.50
Gamma max
55.14
+13.1% from close
Delta neutral
47.65
-2.2% from close
Gamma neutral
39.43
-19.1% from close
Open interest
6,457
-0.4% vs prev
Contracts listed
43
22 calls · 21 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
50.00
+2.6% from close
2026-10-16
GEX flip
39.43
-19.1% from close
Net GEX
509,701
7,893,767 per 100k OI
Call wall
55.00
+12.8% from close
Put wall
50.00
+2.6% from close
Put/call OI
0.31
1,515 puts / 4,942 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
23.6
within trailing 52-week range
Front / back ATM IV
+29.3% / +31.0%
-1.7 pp front premium
Expected move
+5.7%
14 DTE · one standard deviation
ATM straddle / spot
+4.9%
front-window midpoint premium
25Δ risk reversal
-116.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
65 contracts traded
Normalized net delta
0.046
option-holder convention
Modeled dealer delta
-0.046
opposite-side scenario
Vanna / 100k OI
5,018
volatility-sensitive delta
Charm / 100k OI
73,858
time-decay-sensitive delta
IV surface range
109.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SON closed 13.1% below its gamma max of 55.14. It is 2.2% above the delta neutral price of 47.65. Total open interest is 6,457, -0.4% 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

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In today's screens

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Neighbours by open interest

← OTEX (#2399) VTV (#2401) →

Questions people ask about SON

Where is SON's gamma max today?

As of Oct 2, 2026, the gamma max for SON is 55.14, +13.1% from the 48.74 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 SON above or below its delta neutral price?

SON closed above delta neutral: 48.74 against a delta neutral price of 47.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SON have?

6,457 contracts of open interest across 43 listed contracts on Oct 2, 2026, -0.4% 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.