Data through close

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

As of close · rank #3208 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SPTL's nearest-expiration max pain is 24.00 for 2026-10-16, net GEX is 380,446, its put/call open-interest ratio is 0.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
23.75
prev 23.82
Gamma max
22.33
-6.0% from close
Delta neutral
18.05
-24.0% from close
Gamma neutral
23.75
0.0% from close
Open interest
1,987
-0.3% vs prev
Contracts listed
31
20 calls · 11 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
24.00
+1.1% from close
2026-10-16
GEX flip
–
Net GEX
380,446
19,146,740 per 100k OI
Call wall
23.00
-3.2% from close
Put wall
25.00
+5.3% from close
Put/call OI
0.08
148 puts / 1,839 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
26.4
within trailing 52-week range
Front / back ATM IV
+31.3% / +28.7%
2.6 pp front premium
Expected move
+6.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-5.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
0.581
option-holder convention
Modeled dealer delta
-0.581
opposite-side scenario
Vanna / 100k OI
-6,291
volatility-sensitive delta
Charm / 100k OI
-1,100,654
time-decay-sensitive delta
IV surface range
88.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPTL closed 6.0% above its gamma max of 22.33. It is 24.0% above the delta neutral price of 18.05. Total open interest is 1,987, -0.3% 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

← OIS (#3207) AYI (#3209) →

Questions people ask about SPTL

Where is SPTL's gamma max today?

As of Oct 2, 2026, the gamma max for SPTL is 22.33, -6.0% from the 23.75 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 SPTL above or below its delta neutral price?

SPTL closed above delta neutral: 23.75 against a delta neutral price of 18.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPTL have?

1,987 contracts of open interest across 31 listed contracts on Oct 2, 2026, -0.3% 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.