SRPT max pain, gamma exposure (GEX) & options open interest
As of close · rank #567 by open interest · 1,393 sessions of history since Dec 1, 2020
SRPT's nearest-expiration max pain is 19.50 for 2026-10-09, its GEX flip is 11.81, net GEX is 1,666,571, its put/call open-interest ratio is 0.59. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: 25Δ risk reversal -83.8 pp · 7d expected move +9.0%
SRPT closed 22.1% below its gamma max of 21.37. It is 15.9% above the delta neutral price of 14.71. Total open interest is 124,549, -2.7% versus the previous session. Its options catalyst-intensity score is 47.0 out of 100, led by 25Δ risk reversal -83.8 pp, 7d expected move +9.0%. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -2,352 contracts · -2.9% |
| Put OI change, 1 session | -1,044 contracts · -2.2% |
| Call minus put OI growth, 1 session | -0.7 pp |
| Call OI change, 5 sessions | -1,605 contracts · -2.0% |
| Put OI change, 5 sessions | +3,129 contracts · +7.3% |
| Call minus put OI growth, 5 sessions | -9.3 pp |
| Daily call OI change surprise | -0.41σ (252 prior changes) |
| Daily put OI change surprise | -0.30σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.21σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 37 completed Day +10 paths · latest Aug 28, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 37 | -0.4% | -1.7% to +0.8% | 35% | -0.9% to -0.1% | -0.1% |
| Day +2 | 37 | -0.8% | -1.9% to +2.0% | 43% | -1.3% to +1.1% | 0.0% |
| Day +3 | 37 | -0.0% | -2.7% to +2.2% | 46% | -1.8% to +0.7% | 0.0% |
| Day +4 | 37 | -0.8% | -3.6% to +2.3% | 43% | -2.4% to +1.2% | 0.0% |
| Day +5 | 37 | -1.4% | -3.0% to +4.2% | 43% | -2.0% to +2.3% | 0.0% |
| Day +6 | 37 | +0.4% | -5.2% to +3.7% | 54% | -3.0% to +2.4% | 0.0% |
| Day +7 | 37 | +0.6% | -5.6% to +4.9% | 51% | -4.3% to +2.3% | 0.0% |
| Day +8 | 37 | +0.8% | -5.5% to +3.0% | 51% | -2.2% to +2.8% | 0.0% |
| Day +9 | 37 | +0.9% | -4.9% to +5.1% | 54% | -3.5% to +3.1% | 0.0% |
| Day +10 | 37 | +0.3% | -4.9% to +4.8% | 54% | -2.1% to +3.0% | 0.0% |
Crosses above gamma max 37 completed Day +10 paths · latest Aug 27, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 37 | +0.2% | -1.4% to +1.5% | 57% | -0.5% to +1.0% | 0.0% |
| Day +2 | 37 | +0.0% | -2.3% to +2.9% | 51% | -1.9% to +1.4% | 0.0% |
| Day +3 | 37 | +0.2% | -2.8% to +3.3% | 54% | -1.9% to +2.3% | 0.0% |
| Day +4 | 37 | +0.1% | -2.2% to +3.5% | 51% | -1.6% to +1.9% | 0.0% |
| Day +5 | 37 | +0.5% | -3.2% to +5.0% | 54% | -1.7% to +2.7% | 0.0% |
| Day +6 | 37 | -1.1% | -3.0% to +4.2% | 41% | -2.2% to +1.3% | 0.0% |
| Day +7 | 37 | -0.8% | -3.6% to +4.5% | 46% | -1.7% to +3.0% | 0.0% |
| Day +8 | 37 | +1.2% | -4.4% to +5.8% | 54% | -2.1% to +2.4% | 0.0% |
| Day +9 | 37 | +0.9% | -5.0% to +4.8% | 57% | -0.9% to +2.8% | 0.0% |
| Day +10 | 37 | +2.8% | -4.6% to +6.9% | 57% | -0.9% to +4.4% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 7% |
| Gamma max crosses | 23 |
| Delta neutral crosses | 16 |
| Prior-year sessions closer to gamma max | 79.4% of 252 |
| Prior-year sessions closer to delta neutral | 63.9% of 252 |
| Open interest percentile (1y) | 69th |
| Daily open interest change versus prior year | -0.38σ (-3,396 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +1.2% |
| Open interest change, 21 sessions | +15.1% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 20.86 vs 22.39 (-7.3%)
- closed above gamma max at 21.59 vs 20.29 (+6.0%)
- closed below gamma max at 18.42 vs 18.44 (-0.1%)
- closed above gamma max at 18.38 vs 17.54 (+4.6%)
- closed below gamma max at 16.78 vs 17.07 (-1.7%)
- closed above gamma max at 16.78 vs 16.52 (+1.6%)
- closed above delta neutral at 16.39 vs 15.38 (+6.2%)
- closed below delta neutral at 15.88 vs 16.16 (-1.8%)
- closed above delta neutral at 15.43 vs 15.29 (+0.9%)
- closed below delta neutral at 15.89 vs 16.30 (-2.5%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/SRPT
Questions people ask about SRPT
Where is SRPT's gamma max today?
As of Oct 2, 2026, the gamma max for SRPT is 21.37, +22.1% from the 17.50 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 SRPT above or below its delta neutral price?
SRPT closed above delta neutral: 17.50 against a delta neutral price of 14.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does SRPT have?
124,549 contracts of open interest across 290 listed contracts on Oct 2, 2026, -2.7% 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.