Data through close

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

As of close · rank #4311 by open interest · snapshot page

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SPRX's nearest-expiration max pain is 46.00 for 2026-10-16, its GEX flip is 37.15, net GEX is 25,896, its put/call open-interest ratio is 0.35. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
51.08
prev 49.63
Gamma max
50.80
-0.6% from close
Delta neutral
42.53
-16.7% from close
Gamma neutral
37.15
-27.3% from close
Open interest
302
-2.9% vs prev
Contracts listed
49
33 calls · 22 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
46.00
-9.9% from close
2026-10-16
GEX flip
37.15
-27.3% from close
Net GEX
25,896
8,574,860 per 100k OI
Call wall
50.00
-2.1% from close
Put wall
45.00
-11.9% from close
Put/call OI
0.35
79 puts / 223 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
3.9
within trailing 52-week range
Front / back ATM IV
+55.5% / +57.9%
-2.4 pp front premium
Expected move
+10.9%
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
0.13
38 contracts traded
Normalized net delta
0.344
option-holder convention
Modeled dealer delta
-0.344
opposite-side scenario
Vanna / 100k OI
1,325
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
14.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPRX closed 0.6% above its gamma max of 50.80. It is 16.7% above the delta neutral price of 42.53. Total open interest is 302, -2.9% 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

← SHBI (#4310) HIBL (#4312) →

Questions people ask about SPRX

Where is SPRX's gamma max today?

As of Oct 2, 2026, the gamma max for SPRX is 50.80, -0.6% from the 51.08 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 SPRX above or below its delta neutral price?

SPRX closed above delta neutral: 51.08 against a delta neutral price of 42.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPRX have?

302 contracts of open interest across 49 listed contracts on Oct 2, 2026, -2.9% 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.