Data through close

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

As of close · rank #3498 by open interest · snapshot page

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STRZ's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 10.32, net GEX is 51,958, its put/call open-interest ratio is 0.23. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
23.25
prev 22.85
Gamma max
24.58
+5.7% from close
Delta neutral
16.11
-30.7% from close
Gamma neutral
10.32
-55.6% from close
Open interest
1,326
+0.1% vs prev
Contracts listed
55
43 calls · 21 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
25.00
+7.5% from close
2026-10-16
GEX flip
10.32
-55.6% from close
Net GEX
51,958
3,918,405 per 100k OI
Call wall
30.00
+29.0% from close
Put wall
25.00
+7.5% from close
Put/call OI
0.23
246 puts / 1,080 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
18.9
within trailing 52-week range
Front / back ATM IV
+100.1% / +88.3%
11.7 pp front premium
Expected move
+19.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
56.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
0.386
option-holder convention
Modeled dealer delta
-0.386
opposite-side scenario
Vanna / 100k OI
226
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
32.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

STRZ closed 5.7% below its gamma max of 24.58. It is 30.7% above the delta neutral price of 16.11. Total open interest is 1,326, +0.1% 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

← AEYE (#3497) R (#3499) →

Questions people ask about STRZ

Where is STRZ's gamma max today?

As of Oct 2, 2026, the gamma max for STRZ is 24.58, +5.7% from the 23.25 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 STRZ above or below its delta neutral price?

STRZ closed above delta neutral: 23.25 against a delta neutral price of 16.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does STRZ have?

1,326 contracts of open interest across 55 listed contracts on Oct 2, 2026, +0.1% 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.