Data through close

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

As of close · rank #3692 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SPYV's nearest-expiration max pain is 61.00 for 2026-10-16, net GEX is 155,021, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
61.48
prev 61.24
Gamma max
61.46
-0.0% from close
Delta neutral
45.66
-25.7% from close
Gamma neutral
61.48
0.0% from close
Open interest
999
+7.1% vs prev
Contracts listed
46
33 calls · 15 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
61.00
-0.8% from close
2026-10-16
GEX flip
–
Net GEX
155,021
15,517,635 per 100k OI
Call wall
61.00
-0.8% from close
Put wall
60.00
-2.4% from close
Put/call OI
0.27
215 puts / 784 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
6.6
within trailing 52-week range
Front / back ATM IV
+13.6% / +14.7%
-1.1 pp front premium
Expected move
+2.7%
14 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
2.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
0.240
option-holder convention
Modeled dealer delta
-0.152
opposite-side scenario
Vanna / 100k OI
1,001
volatility-sensitive delta
Charm / 100k OI
-247,948
time-decay-sensitive delta
IV surface range
75.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SPYV closed right at its gamma max of 61.46. It is 25.7% above the delta neutral price of 45.66. Total open interest is 999, +7.1% 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

← PKOH (#3691) CDRE (#3693) →

Questions people ask about SPYV

Where is SPYV's gamma max today?

As of Oct 2, 2026, the gamma max for SPYV is 61.46, -0.0% from the 61.48 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 SPYV above or below its delta neutral price?

SPYV closed above delta neutral: 61.48 against a delta neutral price of 45.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SPYV have?

999 contracts of open interest across 46 listed contracts on Oct 2, 2026, +7.1% 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.