Data through close

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

As of close · rank #4854 by open interest · snapshot page

SPMD's nearest-expiration max pain is 63.00 for 2026-10-16, net GEX is 25,923, its put/call open-interest ratio is 0.01. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
64.30
prev 63.68
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
74
+2.8% vs prev
Contracts listed
11
10 calls · 1 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
63.00
-2.0% from close
2026-10-16
GEX flip
–
Net GEX
25,923
35,030,652 per 100k OI
Call wall
63.00
-2.0% from close
Put wall
63.00
-2.0% from close
Put/call OI
0.01
1 puts / 73 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
9.5
within trailing 52-week range
Front / back ATM IV
+27.3% / +17.5%
9.7 pp front premium
Expected move
+5.3%
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
0.572
option-holder convention
Modeled dealer delta
-0.572
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
9.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 74, +2.8% 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

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Neighbours by open interest

Questions people ask about SPMD

Where is SPMD's gamma max today?

No gamma max could be computed for SPMD on Oct 2, 2026. 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 SPMD above or below its delta neutral price?

No delta neutral price was available for SPMD on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPMD have?

74 contracts of open interest across 11 listed contracts on Oct 2, 2026, +2.8% 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.