Data through close

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

As of close · rank #1023 by open interest · snapshot page

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SYF's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 63.84, net GEX is 5,187,966, its put/call open-interest ratio is 0.61. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
71.77
prev 71.51
Gamma max
73.63
+2.6% from close
Delta neutral
69.59
-3.0% from close
Gamma neutral
63.84
-11.1% from close
Open interest
46,940
+6.4% vs prev
Contracts listed
256
160 calls · 134 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
-2.5% from close
2026-10-16
GEX flip
63.84
-11.1% from close
Net GEX
5,187,966
11,052,335 per 100k OI
Call wall
70.00
-2.5% from close
Put wall
75.00
+4.5% from close
Put/call OI
0.61
17,754 puts / 29,186 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
34.3
within trailing 52-week range
Front / back ATM IV
+32.8% / +35.0%
-2.2 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
+5.2%
front-window midpoint premium
25Δ risk reversal
-0.5 pp
put IV minus call IV
IV butterfly
3.2 pp
front-window smile convexity
Volume / open interest
0.17
8,090 contracts traded
Normalized net delta
0.099
option-holder convention
Modeled dealer delta
-0.099
opposite-side scenario
Vanna / 100k OI
3,298
volatility-sensitive delta
Charm / 100k OI
-1,662,490
time-decay-sensitive delta
IV surface range
75.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SYF closed 2.6% below its gamma max of 73.63. It is 3.0% above the delta neutral price of 69.59. Total open interest is 46,940, +6.4% 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

← FAS (#1022) AM (#1024) →

Questions people ask about SYF

Where is SYF's gamma max today?

As of Oct 2, 2026, the gamma max for SYF is 73.63, +2.6% from the 71.77 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 SYF above or below its delta neutral price?

SYF closed above delta neutral: 71.77 against a delta neutral price of 69.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SYF have?

46,940 contracts of open interest across 256 listed contracts on Oct 2, 2026, +6.4% 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.