Data through close

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

As of close · rank #1102 by open interest · snapshot page

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SYY's nearest-expiration max pain is 80.00 for 2026-10-16, its GEX flip is 70.63, net GEX is 3,552,166, its put/call open-interest ratio is 0.40. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
77.49
prev 77.77
Gamma max
82.48
+6.4% from close
Delta neutral
74.43
-4.0% from close
Gamma neutral
70.63
-8.8% from close
Open interest
41,145
+0.1% vs prev
Contracts listed
285
161 calls · 137 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
80.00
+3.2% from close
2026-10-16
GEX flip
70.63
-8.8% from close
Net GEX
3,552,166
8,633,288 per 100k OI
Call wall
80.00
+3.2% from close
Put wall
77.50
+0.0% from close
Put/call OI
0.40
11,806 puts / 29,339 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
38.5
within trailing 52-week range
Front / back ATM IV
+21.2% / +24.3%
-3.0 pp front premium
Expected move
+4.2%
14 DTE · one standard deviation
ATM straddle / spot
+3.0%
front-window midpoint premium
25Δ risk reversal
0.5 pp
put IV minus call IV
IV butterfly
5.6 pp
front-window smile convexity
Volume / open interest
0.01
310 contracts traded
Normalized net delta
0.088
option-holder convention
Modeled dealer delta
-0.088
opposite-side scenario
Vanna / 100k OI
5,840
volatility-sensitive delta
Charm / 100k OI
-1,100,462
time-decay-sensitive delta
IV surface range
106.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

SYY closed 6.4% below its gamma max of 82.48. It is 4.0% above the delta neutral price of 74.43. Total open interest is 41,145, +0.1% 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

← ULTA (#1101) FUBO (#1103) →

Questions people ask about SYY

Where is SYY's gamma max today?

As of Oct 2, 2026, the gamma max for SYY is 82.48, +6.4% from the 77.49 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 SYY above or below its delta neutral price?

SYY closed above delta neutral: 77.49 against a delta neutral price of 74.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does SYY have?

41,145 contracts of open interest across 285 listed contracts on Oct 2, 2026, +0.1% 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.