Data through close

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

As of close · rank #1981 by open interest · snapshot page

SOYB's nearest-expiration max pain is 28.00 for 2026-10-16, net GEX is 2,193,527, its put/call open-interest ratio is 0.45. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
27.22
prev 27.20
Gamma max
28.28
+3.9% from close
Delta neutral
26.11
-4.1% from close
Gamma neutral
27.22
0.0% from close
Open interest
11,435
+0.7% vs prev
Contracts listed
70
51 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
28.00
+2.9% from close
2026-10-16
GEX flip
–
Net GEX
2,193,527
19,182,567 per 100k OI
Call wall
28.00
+2.9% from close
Put wall
27.00
-0.8% from close
Put/call OI
0.45
3,557 puts / 7,878 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
0.0
within trailing 52-week range
Front / back ATM IV
+27.8% / +22.0%
5.8 pp front premium
Expected move
+5.4%
14 DTE · one standard deviation
ATM straddle / spot
+2.9%
front-window midpoint premium
25Δ risk reversal
72.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
106 contracts traded
Normalized net delta
0.130
option-holder convention
Modeled dealer delta
-0.123
opposite-side scenario
Vanna / 100k OI
2,422
volatility-sensitive delta
Charm / 100k OI
8,089
time-decay-sensitive delta
IV surface range
108.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SOYB closed 3.9% below its gamma max of 28.28. It is 4.1% above the delta neutral price of 26.11. Total open interest is 11,435, +0.7% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about SOYB

Where is SOYB's gamma max today?

As of Oct 2, 2026, the gamma max for SOYB is 28.28, +3.9% from the 27.22 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 SOYB above or below its delta neutral price?

SOYB closed above delta neutral: 27.22 against a delta neutral price of 26.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SOYB have?

11,435 contracts of open interest across 70 listed contracts on Oct 2, 2026, +0.7% 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.