Data through close

SPRU options analysis & open interest

As of close

the put/call open-interest ratio is 0.02. These are whole-chain derived aggregates as of Nov 13, 2026 close.

The dated options analysis covers this chain. Core gamma max, delta neutral and historical levels are unavailable for this ticker.

Close
1.42
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
1,891
Contracts listed
–

Advanced options analysis

Public aggregate 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
100.0
within trailing 52-week range
Front IV premium
– pp
front minus back volatility difference
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.919
option-holder convention
Modeled dealer delta
-0.919
opposite-side scenario
Vanna / 100k OI
106
volatility-sensitive delta
Charm / 100k OI
-68,588
time-decay-sensitive delta
IV surface range
– pp
aggregate volatility dispersion

Download the dated aggregate analysis JSON .

Analysis visualizations

Daily ticker aggregates through 2026-11-13. This analysis view omits individual contract fields.

Aggregate IV history

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In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about SPRU

What is SPRU's max pain for the nearest expiration?

Nearest-expiration max pain is unavailable for SPRU as of Nov 13, 2026. It is a payout-minimizing strike for one expiration. An all-expiration pooled value is a different comparison, and neither establishes where the underlying will close. Max pain definition and worked payout example.

What do SPRU's gamma exposure and gamma flip show?

Signed net GEX is unavailable for SPRU as of Nov 13, 2026. No confirmed GEX flip is available; this does not imply a zero exposure level. These aggregate model outputs use calls positive and puts negative. Their sign does not identify dealers' actual positions or predict the next move. How to interpret GEX, gamma flip and walls.

Where is SPRU's gamma max today?

No gamma max could be computed for SPRU on Nov 13, 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 SPRU above or below its delta neutral price?

No delta neutral price was available for SPRU on Nov 13, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPRU have?

1,891 contracts of open interest across – listed contracts on Nov 13, 2026. 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.