Data through close

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

As of close · rank #3602 by open interest · snapshot page

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SXI's nearest-expiration max pain is 270.00 for 2026-10-16, its GEX flip is 294.96, net GEX is -7,437, its put/call open-interest ratio is 0.74. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
288.59
prev 285.12
Gamma max
386.10
+33.8% from close
Delta neutral
276.38
-4.2% from close
Gamma neutral
294.96
+2.2% from close
Open interest
1,141
0.0% vs prev
Contracts listed
61
44 calls · 27 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
270.00
-6.4% from close
2026-10-16
GEX flip
294.96
+2.2% from close
Net GEX
-7,437
-651,826 per 100k OI
Call wall
270.00
-6.4% from close
Put wall
270.00
-6.4% from close
Put/call OI
0.74
484 puts / 657 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
35.1
within trailing 52-week range
Front / back ATM IV
+36.7% / +40.0%
-3.2 pp front premium
Expected move
+7.2%
14 DTE · one standard deviation
ATM straddle / spot
+11.8%
front-window midpoint premium
25Δ risk reversal
-26.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.090
option-holder convention
Modeled dealer delta
-0.090
opposite-side scenario
Vanna / 100k OI
1,052
volatility-sensitive delta
Charm / 100k OI
-911,919
time-decay-sensitive delta
IV surface range
46.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SXI closed 33.8% below its gamma max of 386.10. It is 4.2% above the delta neutral price of 276.38. Total open interest is 1,141, 0.0% 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

← SDRL (#3601) FTCI (#3603) →

Questions people ask about SXI

Where is SXI's gamma max today?

As of Oct 2, 2026, the gamma max for SXI is 386.10, +33.8% from the 288.59 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 SXI above or below its delta neutral price?

SXI closed above delta neutral: 288.59 against a delta neutral price of 276.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SXI have?

1,141 contracts of open interest across 61 listed contracts on Oct 2, 2026, 0.0% 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.