Data through close

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

As of close · rank #1985 by open interest · snapshot page

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SPCF's nearest-expiration max pain is 17.00 for 2026-10-16, its GEX flip is 11.68, net GEX is 663,847, its put/call open-interest ratio is 0.52. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.40
prev 16.08
Gamma max
17.15
-6.8% from close
Delta neutral
14.51
-21.1% from close
Gamma neutral
11.68
-36.5% from close
Open interest
11,406
+1.3% vs prev
Contracts listed
165
104 calls · 81 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
17.00
-7.6% from close
2026-10-16
GEX flip
11.68
-36.5% from close
Net GEX
663,847
5,820,157 per 100k OI
Call wall
17.00
-7.6% from close
Put wall
15.00
-18.5% from close
Put/call OI
0.52
3,917 puts / 7,489 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
13.7
within trailing 52-week range
Front / back ATM IV
+88.5% / +96.1%
-7.6 pp front premium
Expected move
+17.3%
14 DTE · one standard deviation
ATM straddle / spot
+13.4%
front-window midpoint premium
25Δ risk reversal
7.8 pp
put IV minus call IV
IV butterfly
-2.9 pp
front-window smile convexity
Volume / open interest
0.13
1,503 contracts traded
Normalized net delta
0.285
option-holder convention
Modeled dealer delta
-0.284
opposite-side scenario
Vanna / 100k OI
359
volatility-sensitive delta
Charm / 100k OI
-1,755,594
time-decay-sensitive delta
IV surface range
25.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPCF closed 6.8% above its gamma max of 17.15. It is 21.1% above the delta neutral price of 14.51. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 11,406, +1.3% 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

← KBR (#1984) ECH (#1986) →

Questions people ask about SPCF

Where is SPCF's gamma max today?

As of Oct 2, 2026, the gamma max for SPCF is 17.15, -6.8% from the 18.40 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 SPCF above or below its delta neutral price?

SPCF closed above delta neutral: 18.40 against a delta neutral price of 14.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPCF have?

11,406 contracts of open interest across 165 listed contracts on Oct 2, 2026, +1.3% 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.