Data through close

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

As of close · rank #1458 by open interest · snapshot page

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SSO's nearest-expiration max pain is 70.00 for 2026-10-09, its GEX flip is 68.63, net GEX is 639,709, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
70.58
prev 69.59
Gamma max
73.54
+4.2% from close
Delta neutral
66.09
-6.4% from close
Gamma neutral
68.63
-2.8% from close
Open interest
23,490
-4.0% vs prev
Contracts listed
413
253 calls · 241 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
70.00
-0.8% from close
2026-10-09
GEX flip
68.63
-2.8% from close
Net GEX
639,709
2,723,327 per 100k OI
Call wall
70.00
-0.8% from close
Put wall
68.00
-3.7% from close
Put/call OI
0.55
8,292 puts / 15,198 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
68.5
within trailing 52-week range
Front / back ATM IV
+23.1% / +25.5%
-2.4 pp front premium
Expected move
+3.2%
7 DTE · one standard deviation
ATM straddle / spot
+2.5%
front-window midpoint premium
25Δ risk reversal
-9.8 pp
put IV minus call IV
IV butterfly
14.3 pp
front-window smile convexity
Volume / open interest
0.06
1,594 contracts traded
Normalized net delta
0.304
option-holder convention
Modeled dealer delta
-0.255
opposite-side scenario
Vanna / 100k OI
-791
volatility-sensitive delta
Charm / 100k OI
-128,678
time-decay-sensitive delta
IV surface range
82.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SSO closed 4.2% below its gamma max of 73.54. It is 6.4% above the delta neutral price of 66.09. Total open interest is 23,490, -4.0% 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

← CBRE (#1457) HLIT (#1459) →

Questions people ask about SSO

Where is SSO's gamma max today?

As of Oct 2, 2026, the gamma max for SSO is 73.54, +4.2% from the 70.58 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 SSO above or below its delta neutral price?

SSO closed above delta neutral: 70.58 against a delta neutral price of 66.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SSO have?

23,490 contracts of open interest across 413 listed contracts on Oct 2, 2026, -4.0% 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.