Data through close

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

As of close · rank #3059 by open interest · snapshot page

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SVOL's nearest-expiration max pain is 16.00 for 2026-10-16, its GEX flip is 15.61, net GEX is 299,779, its put/call open-interest ratio is 0.87. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
16.42
prev 16.37
Gamma max
16.69
+1.7% from close
Delta neutral
16.09
-2.0% from close
Gamma neutral
15.61
-4.9% from close
Open interest
2,482
+0.4% vs prev
Contracts listed
33
16 calls · 24 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
16.00
-2.6% from close
2026-10-16
GEX flip
15.61
-4.9% from close
Net GEX
299,779
12,078,107 per 100k OI
Call wall
17.00
+3.5% from close
Put wall
16.00
-2.6% from close
Put/call OI
0.87
1,156 puts / 1,326 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
36.0
within trailing 52-week range
Front / back ATM IV
+98.6% / +41.4%
57.2 pp front premium
Expected move
+19.3%
14 DTE · one standard deviation
ATM straddle / spot
+11.3%
front-window midpoint premium
25Δ risk reversal
206.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
41 contracts traded
Normalized net delta
0.077
option-holder convention
Modeled dealer delta
-0.077
opposite-side scenario
Vanna / 100k OI
1,813
volatility-sensitive delta
Charm / 100k OI
1,330,097
time-decay-sensitive delta
IV surface range
167.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SVOL closed 1.7% below its gamma max of 16.69. It is 2.0% above the delta neutral price of 16.09. Total open interest is 2,482, +0.4% 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

← VCTR (#3058) LNN (#3060) →

Questions people ask about SVOL

Where is SVOL's gamma max today?

As of Oct 2, 2026, the gamma max for SVOL is 16.69, +1.7% from the 16.42 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 SVOL above or below its delta neutral price?

SVOL closed above delta neutral: 16.42 against a delta neutral price of 16.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SVOL have?

2,482 contracts of open interest across 33 listed contracts on Oct 2, 2026, +0.4% 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.