Data through close

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

As of close · rank #4557 by open interest · snapshot page

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SR's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 61.19, net GEX is 3,723, its put/call open-interest ratio is 0.78. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
77.54
prev 76.44
Gamma max
90.15
+16.3% from close
Delta neutral
76.96
-0.7% from close
Gamma neutral
61.19
-21.1% from close
Open interest
171
0.0% vs prev
Contracts listed
26
15 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
85.00
+9.6% from close
2026-10-16
GEX flip
61.19
-21.1% from close
Net GEX
3,723
2,177,439 per 100k OI
Call wall
85.00
+9.6% from close
Put wall
80.00
+3.2% from close
Put/call OI
0.78
75 puts / 96 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
5.0
within trailing 52-week range
Front / back ATM IV
+24.3% / +23.2%
1.1 pp front premium
Expected move
+4.8%
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
0.01
1 contracts traded
Normalized net delta
0.017
option-holder convention
Modeled dealer delta
-0.017
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
71.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SR closed 16.3% below its gamma max of 90.15. It is 0.7% above the delta neutral price of 76.96. Total open interest is 171, 0.0% 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

← LNZA (#4556) UTES (#4558) →

Questions people ask about SR

Where is SR's gamma max today?

As of Oct 2, 2026, the gamma max for SR is 90.15, +16.3% from the 77.54 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 SR above or below its delta neutral price?

SR closed above delta neutral: 77.54 against a delta neutral price of 76.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SR have?

171 contracts of open interest across 26 listed contracts on Oct 2, 2026, 0.0% 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.