Data through close

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

As of close · rank #2212 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

STAA's nearest-expiration max pain is 22.50 for 2026-10-16, its GEX flip is 15.04, net GEX is 511,595, its put/call open-interest ratio is 0.42. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
22.47
prev 22.38
Gamma max
22.92
+2.0% from close
Delta neutral
19.19
-14.6% from close
Gamma neutral
15.04
-33.1% from close
Open interest
8,396
+0.3% vs prev
Contracts listed
54
39 calls · 25 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
22.50
+0.1% from close
2026-10-16
GEX flip
15.04
-33.1% from close
Net GEX
511,595
6,093,313 per 100k OI
Call wall
22.50
+0.1% from close
Put wall
22.50
+0.1% from close
Put/call OI
0.42
2,477 puts / 5,919 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
16.2
within trailing 52-week range
Front / back ATM IV
+51.0% / +61.4%
-10.4 pp front premium
Expected move
+10.0%
14 DTE · one standard deviation
ATM straddle / spot
+7.7%
front-window midpoint premium
25Δ risk reversal
3.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
131 contracts traded
Normalized net delta
0.167
option-holder convention
Modeled dealer delta
-0.167
opposite-side scenario
Vanna / 100k OI
2,596
volatility-sensitive delta
Charm / 100k OI
-227,561
time-decay-sensitive delta
IV surface range
29.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

STAA closed 2.0% below its gamma max of 22.92. It is 14.6% above the delta neutral price of 19.19. Total open interest is 8,396, +0.3% 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

Chart loads when this section is in view.

In today's screens

Neighbours by open interest

← OII (#2211) TRI (#2213) →

Questions people ask about STAA

Where is STAA's gamma max today?

As of Oct 2, 2026, the gamma max for STAA is 22.92, +2.0% from the 22.47 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 STAA above or below its delta neutral price?

STAA closed above delta neutral: 22.47 against a delta neutral price of 19.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does STAA have?

8,396 contracts of open interest across 54 listed contracts on Oct 2, 2026, +0.3% 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.