Data through close

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

As of close · rank #3872 by open interest · snapshot page

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SSD's nearest-expiration max pain is 175.00 for 2026-10-16, its GEX flip is 151.65, net GEX is 46,779, its put/call open-interest ratio is 0.32. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
173.56
prev 172.59
Gamma max
198.68
+14.5% from close
Delta neutral
162.89
-6.1% from close
Gamma neutral
151.65
-12.6% from close
Open interest
703
-2.8% vs prev
Contracts listed
64
33 calls · 32 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
175.00
+0.8% from close
2026-10-16
GEX flip
151.65
-12.6% from close
Net GEX
46,779
6,654,185 per 100k OI
Call wall
200.00
+15.2% from close
Put wall
175.00
+0.8% from close
Put/call OI
0.32
169 puts / 534 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
4.7
within trailing 52-week range
Front / back ATM IV
+30.4% / +30.9%
-0.6 pp front premium
Expected move
+6.0%
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
0.05
38 contracts traded
Normalized net delta
0.096
option-holder convention
Modeled dealer delta
-0.096
opposite-side scenario
Vanna / 100k OI
1,849
volatility-sensitive delta
Charm / 100k OI
-54,623
time-decay-sensitive delta
IV surface range
24.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SSD closed 14.5% below its gamma max of 198.68. It is 6.1% above the delta neutral price of 162.89. Total open interest is 703, -2.8% 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

← IIIV (#3871) NATL (#3873) →

Questions people ask about SSD

Where is SSD's gamma max today?

As of Oct 2, 2026, the gamma max for SSD is 198.68, +14.5% from the 173.56 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 SSD above or below its delta neutral price?

SSD closed above delta neutral: 173.56 against a delta neutral price of 162.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SSD have?

703 contracts of open interest across 64 listed contracts on Oct 2, 2026, -2.8% 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.