Data through close

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

As of close · rank #734 by open interest · snapshot page

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SVIX's nearest-expiration max pain is 30.00 for 2026-10-09, its GEX flip is 20.37, net GEX is 3,616,147, its put/call open-interest ratio is 0.62. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
28.98
prev 28.33
Gamma max
29.54
+1.9% from close
Delta neutral
25.35
-12.5% from close
Gamma neutral
20.37
-29.7% from close
Open interest
81,485
-12.0% vs prev
Contracts listed
512
316 calls · 322 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
30.00
+3.5% from close
2026-10-09
GEX flip
20.37
-29.7% from close
Net GEX
3,616,147
4,437,807 per 100k OI
Call wall
28.00
-3.4% from close
Put wall
30.00
+3.5% from close
Put/call OI
0.62
31,126 puts / 50,359 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
77.6
within trailing 52-week range
Front / back ATM IV
+38.7% / +57.5%
-18.7 pp front premium
Expected move
+5.4%
7 DTE · one standard deviation
ATM straddle / spot
+4.1%
front-window midpoint premium
25Δ risk reversal
1.3 pp
put IV minus call IV
IV butterfly
25.5 pp
front-window smile convexity
Volume / open interest
0.15
14,823 contracts traded
Normalized net delta
0.221
option-holder convention
Modeled dealer delta
-0.199
opposite-side scenario
Vanna / 100k OI
7
volatility-sensitive delta
Charm / 100k OI
-116,203
time-decay-sensitive delta
IV surface range
176.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SVIX closed 1.9% below its gamma max of 29.54. It is 12.5% above the delta neutral price of 25.35. Total open interest is 81,485, -12.0% 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

← INVZ (#733) LMT (#735) →

Questions people ask about SVIX

Where is SVIX's gamma max today?

As of Oct 2, 2026, the gamma max for SVIX is 29.54, +1.9% from the 28.98 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 SVIX above or below its delta neutral price?

SVIX closed above delta neutral: 28.98 against a delta neutral price of 25.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SVIX have?

81,485 contracts of open interest across 512 listed contracts on Oct 2, 2026, -12.0% 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.