Data through close

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

As of close · rank #3947 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SPTM's nearest-expiration max pain is 93.00 for 2026-10-16, its GEX flip is 69.48, net GEX is 254,358, its put/call open-interest ratio is 0.09. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
93.02
prev 92.29
Gamma max
90.84
-2.3% from close
Delta neutral
78.05
-16.1% from close
Gamma neutral
69.48
-25.3% from close
Open interest
607
+0.2% vs prev
Contracts listed
38
29 calls · 9 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
93.00
-0.0% from close
2026-10-16
GEX flip
69.48
-25.3% from close
Net GEX
254,358
41,904,106 per 100k OI
Call wall
91.00
-2.2% from close
Put wall
82.00
-11.8% from close
Put/call OI
0.09
49 puts / 558 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
2.9
within trailing 52-week range
Front / back ATM IV
+15.5% / +13.7%
1.8 pp front premium
Expected move
+3.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
2.7 pp
front-window smile convexity
Volume / open interest
1.29
782 contracts traded
Normalized net delta
0.545
option-holder convention
Modeled dealer delta
-0.545
opposite-side scenario
Vanna / 100k OI
-2,471
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
11.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPTM closed 2.3% above its gamma max of 90.84. It is 16.1% above the delta neutral price of 78.05. Total open interest is 607, +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

Chart loads when this section is in view.

In today's screens

Neighbours by open interest

← AMDG (#3946) VMD (#3948) →

Questions people ask about SPTM

Where is SPTM's gamma max today?

As of Oct 2, 2026, the gamma max for SPTM is 90.84, -2.3% from the 93.02 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 SPTM above or below its delta neutral price?

SPTM closed above delta neutral: 93.02 against a delta neutral price of 78.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPTM have?

607 contracts of open interest across 38 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.