Data through close

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

As of close · rank #2489 by open interest · snapshot page

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SPT's nearest-expiration max pain is 7.50 for 2026-10-16, its GEX flip is 6.73, net GEX is 331,935, its put/call open-interest ratio is 0.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
10.09
prev 10.38
Gamma max
10.04
-0.5% from close
Delta neutral
8.03
-20.4% from close
Gamma neutral
6.73
-33.3% from close
Open interest
5,693
+0.2% vs prev
Contracts listed
41
34 calls · 18 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
7.50
-25.7% from close
2026-10-16
GEX flip
6.73
-33.3% from close
Net GEX
331,935
5,830,585 per 100k OI
Call wall
10.00
-0.9% from close
Put wall
10.00
-0.9% from close
Put/call OI
0.25
1,156 puts / 4,537 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
52.7
within trailing 52-week range
Front / back ATM IV
+61.0% / +67.3%
-6.4 pp front premium
Expected move
+11.9%
14 DTE · one standard deviation
ATM straddle / spot
+9.2%
front-window midpoint premium
25Δ risk reversal
-52.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
118 contracts traded
Normalized net delta
0.298
option-holder convention
Modeled dealer delta
-0.287
opposite-side scenario
Vanna / 100k OI
1,265
volatility-sensitive delta
Charm / 100k OI
-352,363
time-decay-sensitive delta
IV surface range
82.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPT closed 0.5% above its gamma max of 10.04. It is 20.4% above the delta neutral price of 8.03. Total open interest is 5,693, +0.2% 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

← BRZU (#2488) LFCR (#2490) →

Questions people ask about SPT

Where is SPT's gamma max today?

As of Oct 2, 2026, the gamma max for SPT is 10.04, -0.5% from the 10.09 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 SPT above or below its delta neutral price?

SPT closed above delta neutral: 10.09 against a delta neutral price of 8.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPT have?

5,693 contracts of open interest across 41 listed contracts on Oct 2, 2026, +0.2% 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.