Data through close

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

As of close · rank #3450 by open interest · snapshot page

SXT's nearest-expiration max pain is 100.00 for 2026-10-16, its GEX flip is 88.06, net GEX is 197,494, its put/call open-interest ratio is 0.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
128.59
prev 128.42
Gamma max
142.38
+10.7% from close
Delta neutral
105.74
-17.8% from close
Gamma neutral
88.06
-31.5% from close
Open interest
1,428
-0.6% vs prev
Contracts listed
52
38 calls · 21 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
100.00
-22.2% from close
2026-10-16
GEX flip
88.06
-31.5% from close
Net GEX
197,494
13,830,081 per 100k OI
Call wall
130.00
+1.1% from close
Put wall
130.00
+1.1% from close
Put/call OI
0.07
88 puts / 1,340 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
18.6
within trailing 52-week range
Front / back ATM IV
+32.1% / +40.7%
-8.6 pp front premium
Expected move
+6.3%
14 DTE · one standard deviation
ATM straddle / spot
+4.8%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
19 contracts traded
Normalized net delta
0.404
option-holder convention
Modeled dealer delta
-0.402
opposite-side scenario
Vanna / 100k OI
-1,190
volatility-sensitive delta
Charm / 100k OI
-3,712,325
time-decay-sensitive delta
IV surface range
56.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SXT closed 10.7% below its gamma max of 142.38. It is 17.8% above the delta neutral price of 105.74. Total open interest is 1,428, -0.6% 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

Questions people ask about SXT

Where is SXT's gamma max today?

As of Oct 2, 2026, the gamma max for SXT is 142.38, +10.7% from the 128.59 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 SXT above or below its delta neutral price?

SXT closed above delta neutral: 128.59 against a delta neutral price of 105.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SXT have?

1,428 contracts of open interest across 52 listed contracts on Oct 2, 2026, -0.6% 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.