Data through close

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

As of close · rank #2833 by open interest · snapshot page

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SSL's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 4.30, net GEX is 268,763, its put/call open-interest ratio is 0.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
13.94
prev 13.96
Gamma max
14.22
+2.0% from close
Delta neutral
9.18
-34.2% from close
Gamma neutral
4.30
-69.2% from close
Open interest
3,381
-0.0% vs prev
Contracts listed
27
22 calls · 14 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
12.50
-10.3% from close
2026-10-16
GEX flip
4.30
-69.2% from close
Net GEX
268,763
7,949,221 per 100k OI
Call wall
15.00
+7.6% from close
Put wall
12.50
-10.3% from close
Put/call OI
0.12
355 puts / 3,026 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
25.9
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
7.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
4 contracts traded
Normalized net delta
0.412
option-holder convention
Modeled dealer delta
-0.377
opposite-side scenario
Vanna / 100k OI
828
volatility-sensitive delta
Charm / 100k OI
1,361
time-decay-sensitive delta
IV surface range
74.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SSL closed 2.0% below its gamma max of 14.22. It is 34.2% above the delta neutral price of 9.18. Total open interest is 3,381, -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

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Neighbours by open interest

← ARW (#2832) DOJE (#2834) →

Questions people ask about SSL

Where is SSL's gamma max today?

As of Oct 2, 2026, the gamma max for SSL is 14.22, +2.0% from the 13.94 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 SSL above or below its delta neutral price?

SSL closed above delta neutral: 13.94 against a delta neutral price of 9.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SSL have?

3,381 contracts of open interest across 27 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.