Data through close

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

As of close · rank #3139 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SPCM's nearest-expiration max pain is 17.00 for 2026-10-16, its GEX flip is 12.42, net GEX is 96,382, its put/call open-interest ratio is 0.30. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.22
prev 16.74
Gamma max
18.65
-3.0% from close
Delta neutral
15.02
-21.8% from close
Gamma neutral
12.42
-35.4% from close
Open interest
2,232
+0.0% vs prev
Contracts listed
107
72 calls · 57 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
-11.6% from close
2026-10-16
GEX flip
12.42
-35.4% from close
Net GEX
96,382
4,318,185 per 100k OI
Call wall
17.00
-11.6% from close
Put wall
17.00
-11.6% from close
Put/call OI
0.30
509 puts / 1,723 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
+82.0% / +91.3%
-9.3 pp front premium
Expected move
+16.1%
14 DTE · one standard deviation
ATM straddle / spot
+34.6%
front-window midpoint premium
25Δ risk reversal
21.9 pp
put IV minus call IV
IV butterfly
12.2 pp
front-window smile convexity
Volume / open interest
0.07
156 contracts traded
Normalized net delta
0.242
option-holder convention
Modeled dealer delta
-0.239
opposite-side scenario
Vanna / 100k OI
2,016
volatility-sensitive delta
Charm / 100k OI
-1,485,170
time-decay-sensitive delta
IV surface range
48.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPCM closed 3.0% above its gamma max of 18.65. It is 21.8% above the delta neutral price of 15.02. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 2,232, +0.0% 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

Chart loads when this section is in view.

In today's screens

Neighbours by open interest

← SKHU (#3138) CNXN (#3140) →

Questions people ask about SPCM

Where is SPCM's gamma max today?

As of Oct 2, 2026, the gamma max for SPCM is 18.65, -3.0% from the 19.22 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 SPCM above or below its delta neutral price?

SPCM closed above delta neutral: 19.22 against a delta neutral price of 15.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPCM have?

2,232 contracts of open interest across 107 listed contracts on Oct 2, 2026, +0.0% 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.