Data through close

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

As of close · rank #1788 by open interest · snapshot page

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SUN's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 48.06, net GEX is 1,922,120, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
74.73
prev 74.54
Gamma max
77.62
+3.9% from close
Delta neutral
64.33
-13.9% from close
Gamma neutral
48.06
-35.7% from close
Open interest
14,773
+0.3% vs prev
Contracts listed
91
48 calls · 50 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
75.00
+0.4% from close
2026-10-16
GEX flip
48.06
-35.7% from close
Net GEX
1,922,120
13,011,036 per 100k OI
Call wall
77.50
+3.7% from close
Put wall
72.50
-3.0% from close
Put/call OI
0.27
3,119 puts / 11,654 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
2.3
within trailing 52-week range
Front / back ATM IV
+28.3% / +27.8%
0.6 pp front premium
Expected move
+5.5%
14 DTE · one standard deviation
ATM straddle / spot
+4.3%
front-window midpoint premium
25Δ risk reversal
-0.9 pp
put IV minus call IV
IV butterfly
-0.3 pp
front-window smile convexity
Volume / open interest
0.03
371 contracts traded
Normalized net delta
0.285
option-holder convention
Modeled dealer delta
-0.271
opposite-side scenario
Vanna / 100k OI
1,029
volatility-sensitive delta
Charm / 100k OI
-139,125
time-decay-sensitive delta
IV surface range
60.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SUN closed 3.9% below its gamma max of 77.62. It is 13.9% above the delta neutral price of 64.33. Total open interest is 14,773, +0.3% 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

← ALLO (#1787) TOON (#1789) →

Questions people ask about SUN

Where is SUN's gamma max today?

As of Oct 2, 2026, the gamma max for SUN is 77.62, +3.9% from the 74.73 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 SUN above or below its delta neutral price?

SUN closed above delta neutral: 74.73 against a delta neutral price of 64.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SUN have?

14,773 contracts of open interest across 91 listed contracts on Oct 2, 2026, +0.3% 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.