SONY max pain, gamma exposure (GEX) & options open interest
As of close · rank #485 by open interest · 1,309 sessions of history since Apr 1, 2021
SONY's nearest-expiration max pain is 23.50 for 2026-10-09, its GEX flip is 13.70, net GEX is 19,318,054, its put/call open-interest ratio is 0.20. 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: IV rank 100 · smile convexity 9.9 pp
SONY closed 5.4% below its gamma max of 25.11. It is 14.4% above the delta neutral price of 20.39. Total open interest is 155,398, -2.1% versus the previous session. Its options catalyst-intensity score is 38.1 out of 100, led by IV rank 100, smile convexity 9.9 pp. 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 | -1,895 contracts · -1.4% |
| Put OI change, 1 session | -1,415 contracts · -5.2% |
| Call minus put OI growth, 1 session | +3.8 pp |
| Call OI change, 5 sessions | -1,694 contracts · -1.3% |
| Put OI change, 5 sessions | -298 contracts · -1.1% |
| Call minus put OI growth, 5 sessions | -0.1 pp |
| Daily call OI change surprise | -0.31σ (252 prior changes) |
| Daily put OI change surprise | -0.80σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.35σ (252 prior changes) |
History
Hover for valuesDrag to panScroll to zoomClick a series to hide it ← → step a session+ − zoomTouch: swipe to pan, pinch to zoom, hold for the crosshair
Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
No matching visualizations.
Gamma walls
Chart loads when this section is in view.
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 46 completed Day +10 paths · latest Aug 17, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 46 | -0.3% | -1.3% to +0.6% | 43% | -0.9% to +0.2% | 0.0% |
| Day +2 | 46 | -0.0% | -1.4% to +0.9% | 48% | -1.0% to +0.2% | 0.0% |
| Day +3 | 46 | -0.0% | -1.7% to +1.8% | 48% | -0.5% to +0.7% | 0.0% |
| Day +4 | 46 | +0.4% | -2.5% to +2.7% | 57% | -0.7% to +1.8% | 0.0% |
| Day +5 | 46 | +0.1% | -2.2% to +2.2% | 50% | -1.4% to +1.3% | 0.0% |
| Day +6 | 46 | -0.2% | -2.5% to +2.4% | 48% | -1.9% to +1.5% | 0.0% |
| Day +7 | 46 | -0.7% | -2.7% to +2.0% | 41% | -2.1% to +1.4% | 0.0% |
| Day +8 | 46 | +0.1% | -2.9% to +1.5% | 50% | -2.4% to +1.1% | 0.0% |
| Day +9 | 46 | -0.0% | -2.5% to +2.9% | 48% | -1.2% to +1.5% | 0.0% |
| Day +10 | 46 | +0.4% | -2.7% to +2.2% | 52% | -1.6% to +1.9% | 0.0% |
Crosses above gamma max 46 completed Day +10 paths · latest Aug 14, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 46 | -0.2% | -1.4% to +1.0% | 48% | -0.9% to +0.7% | 0.0% |
| Day +2 | 46 | +0.3% | -1.4% to +1.6% | 57% | -0.5% to +0.9% | 0.0% |
| Day +3 | 46 | +0.2% | -1.3% to +1.5% | 52% | -1.0% to +1.2% | 0.0% |
| Day +4 | 46 | +0.6% | -2.6% to +1.6% | 59% | -0.4% to +1.2% | 0.0% |
| Day +5 | 46 | +0.4% | -2.3% to +2.0% | 54% | -1.1% to +1.3% | 0.0% |
| Day +6 | 46 | -0.2% | -2.1% to +1.8% | 46% | -1.2% to +0.8% | 0.0% |
| Day +7 | 46 | -0.1% | -3.6% to +2.2% | 46% | -1.3% to +0.8% | 0.0% |
| Day +8 | 46 | -0.2% | -3.0% to +2.8% | 48% | -1.6% to +1.7% | 0.0% |
| Day +9 | 46 | -0.4% | -3.8% to +1.7% | 46% | -2.5% to +0.8% | 0.0% |
| Day +10 | 46 | -0.5% | -3.6% to +2.3% | 48% | -1.4% to +1.2% | 0.0% |
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 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 10 |
| Delta neutral crosses | 20 |
| Prior-year sessions closer to gamma max | 32.5% of 252 |
| Prior-year sessions closer to delta neutral | 69.8% of 252 |
| Open interest percentile (1y) | 75th |
| Daily open interest change versus prior year | -0.44σ (-3,310 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -1.3% |
| Open interest change, 21 sessions | -12.3% |
| History available | Apr 1, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 23.70 vs 24.13 (-1.8%)
- closed above gamma max at 24.29 vs 23.26 (+4.3%)
- closed below gamma max at 23.61 vs 23.78 (-0.7%)
- closed above gamma max at 23.46 vs 22.86 (+2.6%)
- closed below gamma max at 22.63 vs 23.15 (-2.3%)
- closed above gamma max at 23.27 vs 22.79 (+2.0%)
- closed above delta neutral at 20.95 vs 20.95 (+0.0%)
- closed below delta neutral at 21.05 vs 21.06 (-0.0%)
- closed above delta neutral at 20.88 vs 20.80 (+0.4%)
- closed below delta neutral at 21.14 vs 21.20 (-0.3%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/SONY
Questions people ask about SONY
Where is SONY's gamma max today?
As of Oct 2, 2026, the gamma max for SONY is 25.11, +5.4% from the 23.82 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 SONY above or below its delta neutral price?
SONY closed above delta neutral: 23.82 against a delta neutral price of 20.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SONY have?
155,398 contracts of open interest across 217 listed contracts on Oct 2, 2026, -2.1% 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.