Data through close

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

As of close · rank #1362 by open interest · snapshot page

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STRC's nearest-expiration max pain is 95.00 for 2026-10-16, its GEX flip is 97.16, net GEX is 9,950,640, its put/call open-interest ratio is 0.95. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
99.41
prev 99.50
Gamma max
100.30
+0.9% from close
Delta neutral
99.01
-0.4% from close
Gamma neutral
97.16
-2.3% from close
Open interest
26,731
+0.5% vs prev
Contracts listed
95
44 calls · 54 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
95.00
-4.4% from close
2026-10-16
GEX flip
97.16
-2.3% from close
Net GEX
9,950,640
37,225,094 per 100k OI
Call wall
100.00
+0.6% from close
Put wall
100.00
+0.6% from close
Put/call OI
0.95
13,013 puts / 13,718 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
8.1
within trailing 52-week range
Front / back ATM IV
+11.9% / +10.5%
1.5 pp front premium
Expected move
+2.3%
14 DTE · one standard deviation
ATM straddle / spot
+1.2%
front-window midpoint premium
25Δ risk reversal
15.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.06
1,640 contracts traded
Normalized net delta
-0.063
option-holder convention
Modeled dealer delta
0.046
opposite-side scenario
Vanna / 100k OI
3,169
volatility-sensitive delta
Charm / 100k OI
-180
time-decay-sensitive delta
IV surface range
95.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

STRC closed 0.9% below its gamma max of 100.30. It is 0.4% above the delta neutral price of 99.01. Total open interest is 26,731, +0.5% 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

← GD (#1361) GH (#1363) →

Questions people ask about STRC

Where is STRC's gamma max today?

As of Oct 2, 2026, the gamma max for STRC is 100.30, +0.9% from the 99.41 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 STRC above or below its delta neutral price?

STRC closed above delta neutral: 99.41 against a delta neutral price of 99.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does STRC have?

26,731 contracts of open interest across 95 listed contracts on Oct 2, 2026, +0.5% 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.