Data through close

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

As of close · rank #4385 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

STN's nearest-expiration max pain is 70.00 for 2026-10-16, net GEX is 30,262, its put/call open-interest ratio is 0.11. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
67.45
prev 67.14
Gamma max
63.24
-6.2% from close
Delta neutral
52.78
-21.8% from close
Gamma neutral
67.45
0.0% from close
Open interest
258
+2.0% vs prev
Contracts listed
26
20 calls · 7 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
+3.8% from close
2026-10-16
GEX flip
–
Net GEX
30,262
11,729,402 per 100k OI
Call wall
70.00
+3.8% from close
Put wall
65.00
-3.6% from close
Put/call OI
0.11
25 puts / 233 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
33.5
within trailing 52-week range
Front / back ATM IV
+62.7% / +43.0%
19.6 pp front premium
Expected move
+12.3%
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
0.01
3 contracts traded
Normalized net delta
0.337
option-holder convention
Modeled dealer delta
-0.337
opposite-side scenario
Vanna / 100k OI
-0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
91.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

STN closed 6.2% above its gamma max of 63.24. It is 21.8% above the delta neutral price of 52.78. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 258, +2.0% 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

Neighbours by open interest

← SGDM (#4384) WOOD (#4386) →

Questions people ask about STN

Where is STN's gamma max today?

As of Oct 2, 2026, the gamma max for STN is 63.24, -6.2% from the 67.45 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 STN above or below its delta neutral price?

STN closed above delta neutral: 67.45 against a delta neutral price of 52.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does STN have?

258 contracts of open interest across 26 listed contracts on Oct 2, 2026, +2.0% 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.