Data through close

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

As of close · rank #497 by open interest · 1,394 sessions of history since Dec 1, 2020

SU's nearest-expiration max pain is 66.00 for 2026-10-09, its GEX flip is 59.14, net GEX is 11,152,642, its put/call open-interest ratio is 0.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
69.56
prev 69.10
Gamma max
74.76
+7.5% from close
Delta neutral
64.34
-7.5% from close
Gamma neutral
59.14
-15.0% from close
Open interest
147,292
-0.9% vs prev
Contracts listed
284
183 calls · 152 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
66.00
-5.1% from close
2026-10-09
GEX flip
59.14
-15.0% from close
Net GEX
11,152,642
7,571,791 per 100k OI
Call wall
75.00
+7.8% from close
Put wall
70.00
+0.6% from close
Put/call OI
0.46
46,239 puts / 101,053 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
49.4
cross-sectional score / 100
Directional score
-3.5
mixed positioning
IV rank
76.7
within trailing 52-week range
Front / back ATM IV
+34.0% / +34.6%
-0.5 pp front premium
Expected move
+4.7%
7 DTE · one standard deviation
ATM straddle / spot
+3.9%
front-window midpoint premium
25Δ risk reversal
4.1 pp
put IV minus call IV
IV butterfly
3.1 pp
front-window smile convexity
Volume / open interest
0.02
2,766 contracts traded
Normalized net delta
0.164
option-holder convention
Modeled dealer delta
-0.150
opposite-side scenario
Vanna / 100k OI
2,691
volatility-sensitive delta
Charm / 100k OI
-259,697
time-decay-sensitive delta
IV surface range
157.3 pp
published contour maximum minus minimum

Strongest relative signals: front IV premium -0.5 pp

Download the complete dated analysis JSON .

SU closed 7.5% below its gamma max of 74.76. It is 7.5% above the delta neutral price of 64.34. Total open interest is 147,292, -0.9% versus the previous session. Its options catalyst-intensity score is 49.4 out of 100, led by front IV premium -0.5 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.

SU call and put open interest changes
Measure Value
Call OI change, 1 session -903 contracts · -0.9%
Put OI change, 1 session -500 contracts · -1.1%
Call minus put OI growth, 1 session +0.2 pp
Call OI change, 5 sessions +1,653 contracts · +1.7%
Put OI change, 5 sessions +1,503 contracts · +3.4%
Call minus put OI growth, 5 sessions -1.7 pp
Daily call OI change surprise -0.25σ (252 prior changes)
Daily put OI change surprise -0.09σ (252 prior changes)
Daily call-minus-put growth surprise +0.00σ (252 prior changes)

History

2025-10 2026-10
close delta neutral gamma max
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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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 51 completed Day +10 paths · latest Aug 19, 2026
SU returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -12.0% -6.0% 0% +6.0% +12.0% Cross on Dec 11, 2020 Cross on Feb 25, 2021 Cross on Mar 16, 2021 Cross on Mar 19, 2021 Cross on Apr 30, 2021 Cross on May 21, 2021 Cross on Jun 3, 2021 Cross on Jun 17, 2021 Cross on Sep 28, 2021 Cross on Oct 6, 2021 Cross on Oct 12, 2021 Cross on Oct 18, 2021 Cross on Nov 2, 2021 Cross on Nov 8, 2021 Cross on Nov 26, 2021 Cross on Jan 12, 2022 Cross on Jan 28, 2022 Cross on Feb 3, 2022 Cross on Feb 14, 2022 Cross on Mar 2, 2022 Cross on Mar 9, 2022 Cross on Mar 14, 2022 Cross on Mar 18, 2022 Cross on Mar 28, 2022 Cross on May 9, 2022 Cross on May 18, 2022 Cross on Jun 9, 2022 Cross on Oct 7, 2022 Cross on Oct 24, 2022 Cross on Oct 27, 2022 Cross on Nov 2, 2022 Cross on Nov 9, 2022 Cross on Nov 16, 2022 Cross on Nov 23, 2022 Cross on Nov 28, 2022 Cross on Aug 22, 2023 Cross on Aug 31, 2023 Cross on Sep 21, 2023 Cross on Sep 29, 2023 Cross on Oct 16, 2023 Cross on Apr 12, 2024 Cross on Nov 15, 2024 Cross on Jun 17, 2025 Cross on Nov 12, 2025 Cross on Jan 13, 2026 Cross on Jan 15, 2026 Cross on Jan 26, 2026 Cross on Feb 2, 2026 Cross on Mar 20, 2026 Cross on Jul 24, 2026 Cross on Aug 19, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
SU historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 51 -0.0% -1.4% to +1.2% 49% -0.9% to +0.7% 0.0%
Day +2 51 +0.6% -1.9% to +1.6% 61% -0.0% to +0.9% 0.0%
Day +3 51 +0.5% -2.4% to +3.0% 59% -0.1% to +1.1% 0.0%
Day +4 51 +1.0% -1.9% to +2.5% 61% 0.0% to +1.8% 0.0%
Day +5 51 +1.5% -2.3% to +3.9% 59% -0.2% to +2.6% 0.0%
Day +6 51 +1.0% -1.9% to +4.7% 61% -0.2% to +3.2% 0.0%
Day +7 51 +0.6% -3.1% to +5.2% 55% -1.3% to +2.9% 0.0%
Day +8 51 +0.3% -2.3% to +6.3% 59% -0.9% to +3.7% 0.0%
Day +9 51 +1.9% -2.6% to +6.0% 63% +0.2% to +3.6% +0.2%
Day +10 51 +1.8% -4.0% to +6.7% 63% +0.5% to +4.6% +0.5%
Crosses above gamma max 52 completed Day +10 paths · latest Aug 18, 2026
SU returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -10.0% -5.0% 0% +5.0% +10.0% Cross on Dec 10, 2020 Cross on Feb 22, 2021 Cross on Mar 5, 2021 Cross on Mar 18, 2021 Cross on Apr 28, 2021 Cross on May 3, 2021 Cross on Jun 1, 2021 Cross on Jun 4, 2021 Cross on Sep 27, 2021 Cross on Oct 5, 2021 Cross on Oct 7, 2021 Cross on Oct 15, 2021 Cross on Oct 28, 2021 Cross on Nov 5, 2021 Cross on Nov 24, 2021 Cross on Jan 4, 2022 Cross on Jan 26, 2022 Cross on Feb 1, 2022 Cross on Feb 11, 2022 Cross on Mar 1, 2022 Cross on Mar 4, 2022 Cross on Mar 11, 2022 Cross on Mar 17, 2022 Cross on Mar 25, 2022 Cross on Apr 28, 2022 Cross on May 13, 2022 Cross on Jun 7, 2022 Cross on Oct 6, 2022 Cross on Oct 21, 2022 Cross on Oct 26, 2022 Cross on Oct 31, 2022 Cross on Nov 4, 2022 Cross on Nov 11, 2022 Cross on Nov 18, 2022 Cross on Nov 25, 2022 Cross on Dec 15, 2022 Cross on Aug 18, 2023 Cross on Aug 28, 2023 Cross on Sep 15, 2023 Cross on Sep 27, 2023 Cross on Oct 13, 2023 Cross on Apr 3, 2024 Cross on Nov 14, 2024 Cross on Jun 13, 2025 Cross on Nov 11, 2025 Cross on Jan 9, 2026 Cross on Jan 14, 2026 Cross on Jan 23, 2026 Cross on Jan 27, 2026 Cross on Mar 18, 2026 Cross on Jul 23, 2026 Cross on Aug 18, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
SU historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 52 -0.1% -1.1% to +1.5% 48% -0.5% to +0.3% 0.0%
Day +2 52 -0.1% -1.5% to +2.0% 50% -0.8% to +0.7% 0.0%
Day +3 52 +0.4% -1.9% to +2.1% 52% -1.2% to +1.1% 0.0%
Day +4 52 +0.4% -2.3% to +3.0% 52% -1.3% to +1.4% 0.0%
Day +5 52 +0.3% -3.1% to +4.2% 54% -1.4% to +1.8% 0.0%
Day +6 52 +1.5% -2.4% to +3.9% 60% -0.4% to +2.5% 0.0%
Day +7 52 +1.2% -3.3% to +3.6% 60% -1.8% to +2.5% 0.0%
Day +8 52 +1.0% -3.5% to +4.0% 58% -2.7% to +3.4% 0.0%
Day +9 52 +0.4% -3.5% to +5.5% 52% -1.2% to +3.0% 0.0%
Day +10 52 +0.8% -3.7% to +5.0% 54% -1.6% to +3.9% 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

SU trailing historical statistics
Sessions closed above gamma max 5%
Gamma max crosses 16
Delta neutral crosses 4
Prior-year sessions closer to gamma max 61.1% of 252
Prior-year sessions closer to delta neutral 37.7% of 252
Open interest percentile (1y) 41th
Daily open interest change versus prior year -0.18σ (-1,403 contracts; 252 prior changes)
Open interest change, 5 sessions +2.2%
Open interest change, 21 sessions -8.2%
History available Dec 1, 2020 → Oct 2, 2026

Recent crosses

  1. closed below gamma max at 67.47 vs 67.86 (-0.6%)
  2. closed above gamma max at 67.68 vs 67.60 (+0.1%)
  3. closed below gamma max at 65.81 vs 68.92 (-4.7%)
  4. closed above gamma max at 66.41 vs 65.87 (+0.8%)
  5. closed above delta neutral at 56.08 vs 54.13 (+3.5%)
  6. closed below delta neutral at 55.26 vs 55.40 (-0.3%)
  7. closed below gamma max at 63.71 vs 65.23 (-2.4%)
  8. closed above gamma max at 61.98 vs 61.48 (+0.8%)
  9. closed below gamma max at 52.66 vs 54.37 (-3.3%)
  10. closed above gamma max at 52.03 vs 51.61 (+0.8%)

In today's screens

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Neighbours by open interest

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Canonical source: https://halfonadouble.com/stock/SU

Questions people ask about SU

Where is SU's gamma max today?

As of Oct 2, 2026, the gamma max for SU is 74.76, +7.5% from the 69.56 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 SU above or below its delta neutral price?

SU closed above delta neutral: 69.56 against a delta neutral price of 64.34. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SU have?

147,292 contracts of open interest across 284 listed contracts on Oct 2, 2026, -0.9% 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.