Data through close

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

As of close · rank #2817 by open interest · snapshot page

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SPLV's nearest-expiration max pain is 71.00 for 2026-10-16, its GEX flip is 77.81, net GEX is -1,074,618, its put/call open-interest ratio is 2.64. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
70.89
prev 70.62
Gamma max
83.04
+17.1% from close
Delta neutral
73.63
+3.9% from close
Gamma neutral
77.81
+9.8% from close
Open interest
3,452
0.0% vs prev
Contracts listed
60
32 calls · 29 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
71.00
+0.2% from close
2026-10-16
GEX flip
77.81
+9.8% from close
Net GEX
-1,074,618
-31,130,295 per 100k OI
Call wall
80.00
+12.9% from close
Put wall
70.00
-1.3% from close
Put/call OI
2.64
2,504 puts / 948 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
11.8
within trailing 52-week range
Front / back ATM IV
+19.9% / +12.4%
7.5 pp front premium
Expected move
+3.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-11.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
4 contracts traded
Normalized net delta
-0.174
option-holder convention
Modeled dealer delta
0.171
opposite-side scenario
Vanna / 100k OI
5,070
volatility-sensitive delta
Charm / 100k OI
13,847
time-decay-sensitive delta
IV surface range
40.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPLV closed 17.1% below its gamma max of 83.04. It is 3.9% below the delta neutral price of 73.63. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 3,452, 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

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In today's screens

Neighbours by open interest

← VANI (#2816) VLTO (#2818) →

Questions people ask about SPLV

Where is SPLV's gamma max today?

As of Oct 2, 2026, the gamma max for SPLV is 83.04, +17.1% from the 70.89 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 SPLV above or below its delta neutral price?

SPLV closed below delta neutral: 70.89 against a delta neutral price of 73.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPLV have?

3,452 contracts of open interest across 60 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.