Data through close

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

As of close · rank #3392 by open interest · snapshot page

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SPCG's nearest-expiration max pain is 16.00 for 2026-10-16, its GEX flip is 16.73, net GEX is -65,067, its put/call open-interest ratio is 1.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
13.38
prev 15.64
Gamma max
21.47
+60.4% from close
Delta neutral
15.78
+17.9% from close
Gamma neutral
16.73
+25.0% from close
Open interest
1,569
+1.0% vs prev
Contracts listed
83
56 calls · 35 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
16.00
+19.6% from close
2026-10-16
GEX flip
16.73
+25.0% from close
Net GEX
-65,067
-4,147,026 per 100k OI
Call wall
16.00
+19.6% from close
Put wall
15.00
+12.1% from close
Put/call OI
1.08
815 puts / 754 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
10.1
within trailing 52-week range
Front / back ATM IV
+89.4% / +98.1%
-8.7 pp front premium
Expected move
+17.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-14.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.27
429 contracts traded
Normalized net delta
-0.170
option-holder convention
Modeled dealer delta
0.163
opposite-side scenario
Vanna / 100k OI
-637
volatility-sensitive delta
Charm / 100k OI
1,396,877
time-decay-sensitive delta
IV surface range
29.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPCG closed 60.4% below its gamma max of 21.47. It is 17.9% below the delta neutral price of 15.78. Total open interest is 1,569, +1.0% 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

← CVLG (#3391) ASUR (#3393) →

Questions people ask about SPCG

Where is SPCG's gamma max today?

As of Oct 2, 2026, the gamma max for SPCG is 21.47, +60.4% from the 13.38 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 SPCG above or below its delta neutral price?

SPCG closed below delta neutral: 13.38 against a delta neutral price of 15.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPCG have?

1,569 contracts of open interest across 83 listed contracts on Oct 2, 2026, +1.0% 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.