Data through close

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

As of close · rank #1358 by open interest · snapshot page

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SPGI's nearest-expiration max pain is 420.00 for 2026-10-09, its GEX flip is 426.38, net GEX is -3,784,074, its put/call open-interest ratio is 1.45. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
386.27
prev 388.16
Gamma max
471.70
+22.1% from close
Delta neutral
412.66
+6.8% from close
Gamma neutral
426.38
+10.4% from close
Open interest
27,032
-7.1% vs prev
Contracts listed
736
399 calls · 361 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
420.00
+8.7% from close
2026-10-09
GEX flip
426.38
+10.4% from close
Net GEX
-3,784,074
-13,998,498 per 100k OI
Call wall
410.00
+6.1% from close
Put wall
390.00
+1.0% from close
Put/call OI
1.45
16,014 puts / 11,018 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
87.6
within trailing 52-week range
Front / back ATM IV
+27.9% / +29.6%
-1.7 pp front premium
Expected move
+3.9%
7 DTE · one standard deviation
ATM straddle / spot
+4.2%
front-window midpoint premium
25Δ risk reversal
-49.0 pp
put IV minus call IV
IV butterfly
-1.7 pp
front-window smile convexity
Volume / open interest
0.09
2,584 contracts traded
Normalized net delta
-0.172
option-holder convention
Modeled dealer delta
0.172
opposite-side scenario
Vanna / 100k OI
1,370
volatility-sensitive delta
Charm / 100k OI
4,758,530
time-decay-sensitive delta
IV surface range
107.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPGI closed 22.1% below its gamma max of 471.70. It is 6.8% below the delta neutral price of 412.66. Total open interest is 27,032, -7.1% 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

← DNA (#1357) CIM (#1359) →

Questions people ask about SPGI

Where is SPGI's gamma max today?

As of Oct 2, 2026, the gamma max for SPGI is 471.70, +22.1% from the 386.27 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 SPGI above or below its delta neutral price?

SPGI closed below delta neutral: 386.27 against a delta neutral price of 412.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPGI have?

27,032 contracts of open interest across 736 listed contracts on Oct 2, 2026, -7.1% 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.