Data through close

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

As of close · rank #3003 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SPB's nearest-expiration max pain is 80.00 for 2026-10-16, net GEX is 75,121, its put/call open-interest ratio is 0.75. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
78.32
prev 79.45
Gamma max
89.11
+13.8% from close
Delta neutral
78.35
+0.0% from close
Gamma neutral
78.32
0.0% from close
Open interest
2,690
+0.2% vs prev
Contracts listed
52
41 calls · 16 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
80.00
+2.1% from close
2026-10-16
GEX flip
–
Net GEX
75,121
2,792,613 per 100k OI
Call wall
90.00
+14.9% from close
Put wall
70.00
-10.6% from close
Put/call OI
0.75
1,150 puts / 1,540 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
28.5
within trailing 52-week range
Front / back ATM IV
+37.6% / +40.4%
-2.8 pp front premium
Expected move
+7.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-21.7 pp
put IV minus call IV
IV butterfly
-1.6 pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.024
option-holder convention
Modeled dealer delta
-0.024
opposite-side scenario
Vanna / 100k OI
4,944
volatility-sensitive delta
Charm / 100k OI
-538,662
time-decay-sensitive delta
IV surface range
93.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPB closed 13.8% below its gamma max of 89.11. It is right at the delta neutral price of 78.35. Total open interest is 2,690, +0.2% 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

Neighbours by open interest

← NMG (#3002) VDE (#3004) →

Questions people ask about SPB

Where is SPB's gamma max today?

As of Oct 2, 2026, the gamma max for SPB is 89.11, +13.8% from the 78.32 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 SPB above or below its delta neutral price?

SPB closed below delta neutral: 78.32 against a delta neutral price of 78.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPB have?

2,690 contracts of open interest across 52 listed contracts on Oct 2, 2026, +0.2% 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.