STNE max pain, gamma exposure (GEX) & options open interest
As of close · rank #525 by open interest · 1,394 sessions of history since Dec 1, 2020
STNE's nearest-expiration max pain is 9.47 for 2026-10-16, its GEX flip is 7.04, net GEX is 4,935,054, its put/call open-interest ratio is 0.48. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: OI change 0.54σ · 14d expected move +14.3% · front IV premium 5.8 pp
STNE closed 1.4% below its gamma max of 9.69. It is 2.7% above the delta neutral price of 9.29. Total open interest is 134,721, +9.1% versus the previous session. Its options catalyst-intensity score is 81.5 out of 100, led by OI change 0.54σ, 14d expected move +14.3%, front IV premium 5.8 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | +11,138 contracts · +13.9% |
| Put OI change, 1 session | +85 contracts · +0.2% |
| Call minus put OI growth, 1 session | +13.7 pp |
| Call OI change, 5 sessions | +10,674 contracts · +13.3% |
| Put OI change, 5 sessions | +552 contracts · +1.3% |
| Call minus put OI growth, 5 sessions | +12.0 pp |
| Daily call OI change surprise | +1.02σ (252 prior changes) |
| Daily put OI change surprise | +0.00σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.19σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 31 completed Day +10 paths · latest Oct 28, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 31 | +0.5% | -1.1% to +2.3% | 55% | -0.8% to +1.3% | 0.0% |
| Day +2 | 31 | +0.3% | -2.7% to +3.8% | 58% | -1.7% to +1.9% | 0.0% |
| Day +3 | 31 | -0.1% | -4.2% to +6.2% | 48% | -2.8% to +3.0% | 0.0% |
| Day +4 | 31 | +1.1% | -3.5% to +5.6% | 61% | -1.2% to +4.0% | 0.0% |
| Day +5 | 31 | +0.7% | -3.8% to +4.7% | 52% | -2.3% to +3.0% | 0.0% |
| Day +6 | 31 | -0.4% | -2.6% to +2.8% | 42% | -1.8% to +1.7% | 0.0% |
| Day +7 | 31 | +0.9% | -3.1% to +5.9% | 55% | -1.4% to +4.6% | 0.0% |
| Day +8 | 31 | -0.6% | -5.4% to +6.8% | 48% | -4.4% to +4.4% | 0.0% |
| Day +9 | 31 | -0.3% | -8.9% to +7.5% | 48% | -3.6% to +5.3% | 0.0% |
| Day +10 | 31 | -0.2% | -7.7% to +5.6% | 45% | -3.7% to +3.6% | 0.0% |
Crosses above gamma max 32 completed Day +10 paths · latest Oct 23, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 32 | +0.9% | -1.0% to +2.7% | 63% | -0.8% to +2.2% | 0.0% |
| Day +2 | 32 | +2.5% | -0.0% to +4.1% | 75% | +1.5% to +3.4% | +1.5% |
| Day +3 | 32 | +1.8% | -1.2% to +4.4% | 66% | -0.5% to +3.9% | 0.0% |
| Day +4 | 32 | +3.4% | +0.1% to +6.1% | 75% | +0.7% to +5.1% | +0.7% |
| Day +5 | 32 | +1.9% | -1.3% to +6.6% | 63% | -0.7% to +5.5% | 0.0% |
| Day +6 | 32 | +3.3% | -1.9% to +7.1% | 72% | +0.6% to +6.6% | +0.6% |
| Day +7 | 32 | +2.2% | -2.7% to +7.9% | 63% | -0.6% to +7.5% | 0.0% |
| Day +8 | 32 | +3.2% | -0.1% to +7.2% | 72% | +0.4% to +6.1% | +0.4% |
| Day +9 | 32 | +0.8% | -1.8% to +5.2% | 63% | -0.6% to +3.6% | 0.0% |
| Day +10 | 32 | +1.3% | -4.4% to +6.6% | 53% | -1.8% to +5.4% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 16 |
| Prior-year sessions closer to gamma max | 4.0% of 252 |
| Prior-year sessions closer to delta neutral | 11.5% of 252 |
| Open interest percentile (1y) | 50th |
| Daily open interest change versus prior year | +0.54σ (11,223 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +9.1% |
| Open interest change, 21 sessions | +18.5% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 9.55 vs 9.29 (+2.7%)
- closed below delta neutral at 10.02 vs 10.35 (-3.3%)
- closed above delta neutral at 10.11 vs 10.08 (+0.3%)
- closed below delta neutral at 10.32 vs 10.42 (-1.0%)
- closed above delta neutral at 10.37 vs 10.22 (+1.5%)
- closed below delta neutral at 9.55 vs 10.38 (-8.7%)
- closed above delta neutral at 10.23 vs 9.47 (+7.5%)
- closed below delta neutral at 10.37 vs 10.74 (-3.5%)
- closed above delta neutral at 11.38 vs 11.06 (+2.8%)
- closed below delta neutral at 10.96 vs 10.98 (-0.2%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/STNE
Questions people ask about STNE
Where is STNE's gamma max today?
As of Oct 2, 2026, the gamma max for STNE is 9.69, +1.4% from the 9.55 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 STNE above or below its delta neutral price?
STNE closed above delta neutral: 9.55 against a delta neutral price of 9.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does STNE have?
134,721 contracts of open interest across 113 listed contracts on Oct 2, 2026, +9.1% 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.