Data through close

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

As of close · rank #702 by open interest · snapshot page

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SPCH's nearest-expiration max pain is 10.00 for 2026-10-09, its GEX flip is 7.66, net GEX is 3,585,714, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.08
prev 9.67
Gamma max
11.12
+0.4% from close
Delta neutral
8.48
-23.5% from close
Gamma neutral
7.66
-30.8% from close
Open interest
86,362
-13.0% vs prev
Contracts listed
332
218 calls · 182 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
10.00
-9.7% from close
2026-10-09
GEX flip
7.66
-30.8% from close
Net GEX
3,585,714
4,151,958 per 100k OI
Call wall
20.00
+80.5% from close
Put wall
9.00
-18.8% from close
Put/call OI
0.36
22,831 puts / 63,531 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
80.0
within trailing 52-week range
Front / back ATM IV
+89.5% / +97.8%
-8.2 pp front premium
Expected move
+12.4%
7 DTE · one standard deviation
ATM straddle / spot
+9.3%
front-window midpoint premium
25Δ risk reversal
-2.5 pp
put IV minus call IV
IV butterfly
-5.5 pp
front-window smile convexity
Volume / open interest
0.27
27,857 contracts traded
Normalized net delta
0.257
option-holder convention
Modeled dealer delta
-0.252
opposite-side scenario
Vanna / 100k OI
2,059
volatility-sensitive delta
Charm / 100k OI
-991,324
time-decay-sensitive delta
IV surface range
53.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPCH closed 0.4% below its gamma max of 11.12. It is 23.5% above the delta neutral price of 8.48. Total open interest is 86,362, -13.0% 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

Neighbours by open interest

← ADM (#701) RF (#703) →

Questions people ask about SPCH

Where is SPCH's gamma max today?

As of Oct 2, 2026, the gamma max for SPCH is 11.12, +0.4% from the 11.08 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 SPCH above or below its delta neutral price?

SPCH closed above delta neutral: 11.08 against a delta neutral price of 8.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPCH have?

86,362 contracts of open interest across 332 listed contracts on Oct 2, 2026, -13.0% 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.