Data through close

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

As of close · rank #2412 by open interest · snapshot page

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UVV's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 48.10, net GEX is -315,158, its put/call open-interest ratio is 1.15. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
42.20
prev 41.68
Gamma max
53.33
+26.4% from close
Delta neutral
43.14
+2.2% from close
Gamma neutral
48.10
+14.0% from close
Open interest
6,370
+0.1% vs prev
Contracts listed
45
25 calls · 22 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
45.00
+6.6% from close
2026-10-16
GEX flip
48.10
+14.0% from close
Net GEX
-315,158
-4,947,533 per 100k OI
Call wall
45.00
+6.6% from close
Put wall
45.00
+6.6% from close
Put/call OI
1.15
3,402 puts / 2,968 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
100.0
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
11.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.08
530 contracts traded
Normalized net delta
-0.033
option-holder convention
Modeled dealer delta
0.032
opposite-side scenario
Vanna / 100k OI
4,851
volatility-sensitive delta
Charm / 100k OI
-1,197,849
time-decay-sensitive delta
IV surface range
229.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

UVV closed 26.4% below its gamma max of 53.33. It is 2.2% below the delta neutral price of 43.14. Total open interest is 6,370, +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

← AIP (#2411) GLBS (#2413) →

Questions people ask about UVV

Where is UVV's gamma max today?

As of Oct 2, 2026, the gamma max for UVV is 53.33, +26.4% from the 42.20 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 UVV above or below its delta neutral price?

UVV closed below delta neutral: 42.20 against a delta neutral price of 43.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UVV have?

6,370 contracts of open interest across 45 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.