Data through close

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

As of close · rank #2767 by open interest · snapshot page

SUNB's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 56.31, net GEX is 407,578, its put/call open-interest ratio is 0.33. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
77.10
prev 75.61
Gamma max
76.97
-0.2% from close
Delta neutral
65.95
-14.5% from close
Gamma neutral
56.31
-27.0% from close
Open interest
3,688
+0.1% vs prev
Contracts listed
65
38 calls · 38 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
70.00
-9.2% from close
2026-10-16
GEX flip
56.31
-27.0% from close
Net GEX
407,578
11,051,475 per 100k OI
Call wall
80.00
+3.8% from close
Put wall
80.00
+3.8% from close
Put/call OI
0.33
916 puts / 2,772 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
0.2
within trailing 52-week range
Front / back ATM IV
+46.0% / +46.3%
-0.3 pp front premium
Expected move
+9.0%
14 DTE · one standard deviation
ATM straddle / spot
+7.7%
front-window midpoint premium
25Δ risk reversal
22.1 pp
put IV minus call IV
IV butterfly
1.6 pp
front-window smile convexity
Volume / open interest
0.01
20 contracts traded
Normalized net delta
0.242
option-holder convention
Modeled dealer delta
-0.211
opposite-side scenario
Vanna / 100k OI
1,383
volatility-sensitive delta
Charm / 100k OI
-1,263,666
time-decay-sensitive delta
IV surface range
76.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SUNB closed 0.2% above its gamma max of 76.97. It is 14.5% above the delta neutral price of 65.95. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 3,688, +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

Chart loads when this section is in view.

In today's screens

Neighbours by open interest

Questions people ask about SUNB

Where is SUNB's gamma max today?

As of Oct 2, 2026, the gamma max for SUNB is 76.97, -0.2% from the 77.10 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 SUNB above or below its delta neutral price?

SUNB closed above delta neutral: 77.10 against a delta neutral price of 65.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SUNB have?

3,688 contracts of open interest across 65 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.