Data through close

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

As of close · rank #3529 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

SSG's nearest-expiration max pain is 11.00 for 2026-10-16, net GEX is 50,408, its put/call open-interest ratio is 0.06. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
9.94
prev 10.26
Gamma max
12.60
+26.7% from close
Delta neutral
5.79
-41.8% from close
Gamma neutral
9.94
0.0% from close
Open interest
1,267
+1.4% vs prev
Contracts listed
41
29 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
11.00
+10.7% from close
2026-10-16
GEX flip
–
Net GEX
50,408
3,978,517 per 100k OI
Call wall
20.00
+101.2% from close
Put wall
10.00
+0.6% from close
Put/call OI
0.06
72 puts / 1,195 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
100.0
within trailing 52-week range
Front / back ATM IV
+65.0% / +79.0%
-14.0 pp front premium
Expected move
+12.7%
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
62 contracts traded
Normalized net delta
0.164
option-holder convention
Modeled dealer delta
-0.164
opposite-side scenario
Vanna / 100k OI
3,710
volatility-sensitive delta
Charm / 100k OI
-400,789
time-decay-sensitive delta
IV surface range
36.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SSG closed 26.7% below its gamma max of 12.60. It is 41.8% above the delta neutral price of 5.79. Total open interest is 1,267, +1.4% versus the previous session. What gamma max means · What delta neutral means

History

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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

← CDXS (#3528) AVD (#3530) →

Questions people ask about SSG

Where is SSG's gamma max today?

As of Oct 2, 2026, the gamma max for SSG is 12.60, +26.7% from the 9.94 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 SSG above or below its delta neutral price?

SSG closed above delta neutral: 9.94 against a delta neutral price of 5.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SSG have?

1,267 contracts of open interest across 41 listed contracts on Oct 2, 2026, +1.4% 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.