Data through close

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

As of close · rank #1934 by open interest · snapshot page

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STRL's nearest-expiration max pain is 520.00 for 2026-10-16, its GEX flip is 526.13, net GEX is 47,910, its put/call open-interest ratio is 1.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
533.42
prev 505.12
Gamma max
609.91
+14.3% from close
Delta neutral
508.47
-4.7% from close
Gamma neutral
526.13
-1.4% from close
Open interest
12,278
+2.5% vs prev
Contracts listed
459
319 calls · 218 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
520.00
-2.5% from close
2026-10-16
GEX flip
526.13
-1.4% from close
Net GEX
47,910
390,211 per 100k OI
Call wall
580.00
+8.7% from close
Put wall
530.00
-0.6% from close
Put/call OI
1.12
6,495 puts / 5,783 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
10.6
within trailing 52-week range
Front / back ATM IV
+58.4% / +72.4%
-14.0 pp front premium
Expected move
+11.4%
14 DTE · one standard deviation
ATM straddle / spot
+8.7%
front-window midpoint premium
25Δ risk reversal
5.9 pp
put IV minus call IV
IV butterfly
-2.5 pp
front-window smile convexity
Volume / open interest
0.09
1,141 contracts traded
Normalized net delta
0.107
option-holder convention
Modeled dealer delta
-0.107
opposite-side scenario
Vanna / 100k OI
1,271
volatility-sensitive delta
Charm / 100k OI
1,365,833
time-decay-sensitive delta
IV surface range
31.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

STRL closed 14.3% below its gamma max of 609.91. It is 4.7% above the delta neutral price of 508.47. Total open interest is 12,278, +2.5% 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

Neighbours by open interest

← ACM (#1933) PEN (#1935) →

Questions people ask about STRL

Where is STRL's gamma max today?

As of Oct 2, 2026, the gamma max for STRL is 609.91, +14.3% from the 533.42 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 STRL above or below its delta neutral price?

STRL closed above delta neutral: 533.42 against a delta neutral price of 508.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does STRL have?

12,278 contracts of open interest across 459 listed contracts on Oct 2, 2026, +2.5% 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.