Data through close

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

As of close · rank #1660 by open interest · snapshot page

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SONO's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 10.80, net GEX is 3,945,980, its put/call open-interest ratio is 0.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.70
prev 17.75
Gamma max
17.41
-1.7% from close
Delta neutral
13.50
-23.7% from close
Gamma neutral
10.80
-39.0% from close
Open interest
17,806
+0.1% vs prev
Contracts listed
51
40 calls · 24 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
12.50
-29.4% from close
2026-10-16
GEX flip
10.80
-39.0% from close
Net GEX
3,945,980
22,160,959 per 100k OI
Call wall
17.50
-1.1% from close
Put wall
15.00
-15.3% from close
Put/call OI
0.12
1,909 puts / 15,897 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
77.0
within trailing 52-week range
Front / back ATM IV
+45.7% / +50.6%
-4.8 pp front premium
Expected move
+9.0%
14 DTE · one standard deviation
ATM straddle / spot
+6.9%
front-window midpoint premium
25Δ risk reversal
245.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
199 contracts traded
Normalized net delta
0.421
option-holder convention
Modeled dealer delta
-0.421
opposite-side scenario
Vanna / 100k OI
1,163
volatility-sensitive delta
Charm / 100k OI
-1,306,582
time-decay-sensitive delta
IV surface range
150.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SONO closed 1.7% above its gamma max of 17.41. It is 23.7% above the delta neutral price of 13.50. Total open interest is 17,806, +0.1% 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

← CLW (#1659) VOYA (#1661) →

Questions people ask about SONO

Where is SONO's gamma max today?

As of Oct 2, 2026, the gamma max for SONO is 17.41, -1.7% from the 17.70 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 SONO above or below its delta neutral price?

SONO closed above delta neutral: 17.70 against a delta neutral price of 13.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SONO have?

17,806 contracts of open interest across 51 listed contracts on Oct 2, 2026, +0.1% 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.