Data through close

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

As of close · rank #2981 by open interest · snapshot page

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SRTY's nearest-expiration max pain is 23.00 for 2026-10-16, net GEX is 202,770, its put/call open-interest ratio is 0.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
25.80
prev 26.45
Gamma max
25.40
-1.5% from close
Delta neutral
23.59
-8.6% from close
Gamma neutral
25.80
0.0% from close
Open interest
2,772
-0.1% vs prev
Contracts listed
67
49 calls · 31 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
23.00
-10.9% from close
2026-10-16
GEX flip
–
Net GEX
202,770
7,314,934 per 100k OI
Call wall
25.00
-3.1% from close
Put wall
30.00
+16.3% from close
Put/call OI
0.46
877 puts / 1,895 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
1.6
within trailing 52-week range
Front / back ATM IV
+53.4% / +57.2%
-3.8 pp front premium
Expected move
+10.5%
14 DTE · one standard deviation
ATM straddle / spot
+8.1%
front-window midpoint premium
25Δ risk reversal
20.7 pp
put IV minus call IV
IV butterfly
3.9 pp
front-window smile convexity
Volume / open interest
0.03
83 contracts traded
Normalized net delta
0.114
option-holder convention
Modeled dealer delta
-0.101
opposite-side scenario
Vanna / 100k OI
-433
volatility-sensitive delta
Charm / 100k OI
-595,491
time-decay-sensitive delta
IV surface range
28.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SRTY closed 1.5% above its gamma max of 25.40. It is 8.6% above the delta neutral price of 23.59. Total open interest is 2,772, -0.1% 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

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Neighbours by open interest

← BKE (#2980) SMCL (#2982) →

Questions people ask about SRTY

Where is SRTY's gamma max today?

As of Oct 2, 2026, the gamma max for SRTY is 25.40, -1.5% from the 25.80 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 SRTY above or below its delta neutral price?

SRTY closed above delta neutral: 25.80 against a delta neutral price of 23.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SRTY have?

2,772 contracts of open interest across 67 listed contracts on Oct 2, 2026, -0.1% 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.