Data through close

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

As of close · rank #2436 by open interest · snapshot page

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SPCU's nearest-expiration max pain is 13.00 for 2026-10-16, its GEX flip is 4.67, net GEX is 207,000, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.71
prev 12.87
Gamma max
14.76
+0.4% from close
Delta neutral
11.00
-25.2% from close
Gamma neutral
4.67
-68.3% from close
Open interest
6,131
+0.8% vs prev
Contracts listed
180
111 calls · 95 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
13.00
-11.6% from close
2026-10-16
GEX flip
4.67
-68.3% from close
Net GEX
207,000
3,376,290 per 100k OI
Call wall
16.00
+8.8% from close
Put wall
14.00
-4.8% from close
Put/call OI
0.36
1,607 puts / 4,524 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
24.7
within trailing 52-week range
Front / back ATM IV
+84.9% / +96.2%
-11.3 pp front premium
Expected move
+16.6%
14 DTE · one standard deviation
ATM straddle / spot
+12.4%
front-window midpoint premium
25Δ risk reversal
-4.8 pp
put IV minus call IV
IV butterfly
25.1 pp
front-window smile convexity
Volume / open interest
0.08
472 contracts traded
Normalized net delta
0.233
option-holder convention
Modeled dealer delta
-0.230
opposite-side scenario
Vanna / 100k OI
3,034
volatility-sensitive delta
Charm / 100k OI
-909,819
time-decay-sensitive delta
IV surface range
67.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPCU closed 0.4% below its gamma max of 14.76. It is 25.2% above the delta neutral price of 11.00. Total open interest is 6,131, +0.8% 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

← WD (#2435) BEEM (#2437) →

Questions people ask about SPCU

Where is SPCU's gamma max today?

As of Oct 2, 2026, the gamma max for SPCU is 14.76, +0.4% from the 14.71 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 SPCU above or below its delta neutral price?

SPCU closed above delta neutral: 14.71 against a delta neutral price of 11.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPCU have?

6,131 contracts of open interest across 180 listed contracts on Oct 2, 2026, +0.8% 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.