Data through close

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

As of close · rank #1274 by open interest · snapshot page

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STT's nearest-expiration max pain is 180.00 for 2026-10-16, its GEX flip is 154.40, net GEX is 871,219, its put/call open-interest ratio is 0.94. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
175.96
prev 174.60
Gamma max
197.12
+12.0% from close
Delta neutral
170.86
-2.9% from close
Gamma neutral
154.40
-12.3% from close
Open interest
30,516
+1.1% vs prev
Contracts listed
344
206 calls · 199 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
180.00
+2.3% from close
2026-10-16
GEX flip
154.40
-12.3% from close
Net GEX
871,219
2,854,957 per 100k OI
Call wall
175.00
-0.5% from close
Put wall
185.00
+5.1% from close
Put/call OI
0.94
14,799 puts / 15,717 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
35.6
within trailing 52-week range
Front / back ATM IV
+39.9% / +33.1%
6.8 pp front premium
Expected move
+7.8%
14 DTE · one standard deviation
ATM straddle / spot
+6.0%
front-window midpoint premium
25Δ risk reversal
0.1 pp
put IV minus call IV
IV butterfly
1.2 pp
front-window smile convexity
Volume / open interest
0.05
1,496 contracts traded
Normalized net delta
0.103
option-holder convention
Modeled dealer delta
-0.103
opposite-side scenario
Vanna / 100k OI
2,284
volatility-sensitive delta
Charm / 100k OI
-10,234
time-decay-sensitive delta
IV surface range
37.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

STT closed 12.0% below its gamma max of 197.12. It is 2.9% above the delta neutral price of 170.86. Total open interest is 30,516, +1.1% 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

← ARR (#1273) CRH (#1275) →

Questions people ask about STT

Where is STT's gamma max today?

As of Oct 2, 2026, the gamma max for STT is 197.12, +12.0% from the 175.96 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 STT above or below its delta neutral price?

STT closed above delta neutral: 175.96 against a delta neutral price of 170.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does STT have?

30,516 contracts of open interest across 344 listed contracts on Oct 2, 2026, +1.1% 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.