Data through close

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

As of close · rank #1607 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SPESG's nearest-expiration max pain is 665.00 for 2026-10-16, net GEX is -3,392,912. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
683.78
prev 679.69
Gamma max
470.00
-31.3% from close
Delta neutral
3,760.79
+450.0% from close
Gamma neutral
683.78
0.0% from close
Open interest
19,142
+0.5% vs prev
Contracts listed
33
0 calls · 33 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
665.00
-2.7% from close
2026-10-16
GEX flip
–
Net GEX
-3,392,912
-17,724,961 per 100k OI
Call wall
–
Put wall
655.00
-4.2% from close
Put/call OI
–
19,142 puts / 0 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
7.6
within trailing 52-week range
Front / back ATM IV
+16.3% / +17.4%
-1.1 pp front premium
Expected move
+3.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.078
option-holder convention
Modeled dealer delta
0.078
opposite-side scenario
Vanna / 100k OI
3,265
volatility-sensitive delta
Charm / 100k OI
431,454
time-decay-sensitive delta
IV surface range
46.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPESG closed 31.3% above its gamma max of 470.00. It is 450.0% below the delta neutral price of 3,760.79. Total open interest is 19,142, +0.5% 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

Not in any screen today. See all screens.

Neighbours by open interest

← VWO (#1606) OR (#1608) →

Questions people ask about SPESG

Where is SPESG's gamma max today?

As of Oct 2, 2026, the gamma max for SPESG is 470.00, -31.3% from the 683.78 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 SPESG above or below its delta neutral price?

SPESG closed below delta neutral: 683.78 against a delta neutral price of 3,760.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPESG have?

19,142 contracts of open interest across 33 listed contracts on Oct 2, 2026, +0.5% 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.