V max pain, gamma exposure (GEX) & options open interest
As of close · rank #263 by open interest · 1,394 sessions of history since Dec 1, 2020
V's nearest-expiration max pain is 365.00 for 2026-10-09, its GEX flip is 349.70, net GEX is 12,574,969, its put/call open-interest ratio is 0.89. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100
V closed 7.2% below its gamma max of 386.56. It is 2.8% above the delta neutral price of 350.71. Total open interest is 370,712, -4.8% versus the previous session. Its options catalyst-intensity score is 44.1 out of 100, led by IV rank 100. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -9,723 contracts · -4.7% |
| Put OI change, 1 session | -9,006 contracts · -4.9% |
| Call minus put OI growth, 1 session | +0.2 pp |
| Call OI change, 5 sessions | +3,311 contracts · +1.7% |
| Put OI change, 5 sessions | +4,290 contracts · +2.5% |
| Call minus put OI growth, 5 sessions | -0.8 pp |
| Daily call OI change surprise | -0.80σ (252 prior changes) |
| Daily put OI change surprise | -0.96σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.08σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 14 completed Day +10 paths · latest Aug 25, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 14 | -0.3% | -0.6% to +0.1% | 29% | -0.6% to +0.2% | 0.0% |
| Day +2 | 14 | -0.6% | -1.8% to +0.3% | 29% | -1.9% to +0.4% | 0.0% |
| Day +3 | 14 | -0.4% | -1.5% to +0.7% | 43% | -1.5% to +0.7% | 0.0% |
| Day +4 | 14 | -0.8% | -1.6% to +0.5% | 36% | -1.6% to +0.5% | 0.0% |
| Day +5 | 14 | -0.1% | -1.1% to +0.4% | 43% | -1.1% to +0.4% | 0.0% |
| Day +6 | 14 | -0.2% | -0.8% to +0.8% | 43% | -0.8% to +0.9% | 0.0% |
| Day +7 | 14 | +0.1% | -1.2% to +1.9% | 57% | -1.2% to +2.1% | 0.0% |
| Day +8 | 14 | +0.3% | -0.4% to +2.2% | 64% | -0.5% to +2.2% | 0.0% |
| Day +9 | 14 | +0.6% | -0.7% to +2.1% | 64% | -0.8% to +2.2% | 0.0% |
| Day +10 | 14 | +0.8% | -0.7% to +2.2% | 64% | -0.7% to +2.3% | 0.0% |
Crosses above gamma max 14 completed Day +10 paths · latest Aug 24, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 14 | -0.2% | -0.5% to +0.4% | 43% | -0.5% to +0.5% | 0.0% |
| Day +2 | 14 | -0.0% | -1.1% to +0.4% | 50% | -1.3% to +0.4% | 0.0% |
| Day +3 | 14 | -1.0% | -1.7% to +0.2% | 29% | -1.7% to +0.3% | 0.0% |
| Day +4 | 14 | -1.0% | -1.6% to +0.2% | 36% | -1.7% to +0.2% | 0.0% |
| Day +5 | 14 | -0.9% | -2.0% to +0.3% | 29% | -2.0% to +0.6% | 0.0% |
| Day +6 | 14 | -0.9% | -1.7% to -0.3% | 21% | -1.7% to -0.2% | -0.2% |
| Day +7 | 14 | -0.9% | -1.2% to +1.1% | 36% | -1.2% to +1.2% | 0.0% |
| Day +8 | 14 | +0.1% | -1.4% to +1.5% | 50% | -1.4% to +1.5% | 0.0% |
| Day +9 | 14 | +0.5% | -1.0% to +1.4% | 64% | -1.2% to +1.4% | 0.0% |
| Day +10 | 14 | +0.3% | -1.1% to +1.6% | 57% | -1.3% to +1.7% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 8 |
| Delta neutral crosses | 28 |
| Prior-year sessions closer to gamma max | 63.9% of 252 |
| Prior-year sessions closer to delta neutral | 48.4% of 252 |
| Open interest percentile (1y) | 36th |
| Daily open interest change versus prior year | -0.90σ (-18,729 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.1% |
| Open interest change, 21 sessions | -19.3% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 384.14 vs 388.12 (-1.0%)
- closed above gamma max at 382.41 vs 382.05 (+0.1%)
- closed below gamma max at 358.56 vs 369.36 (-3.0%)
- closed above gamma max at 365.14 vs 360.79 (+1.2%)
- closed below gamma max at 356.02 vs 356.73 (-0.2%)
- closed above gamma max at 357.75 vs 355.85 (+0.5%)
- closed below gamma max at 357.25 vs 360.44 (-0.9%)
- closed above gamma max at 351.08 vs 350.38 (+0.2%)
- closed above delta neutral at 323.82 vs 322.35 (+0.5%)
- closed below delta neutral at 319.05 vs 321.29 (-0.7%)
In today's screens
Neighbours by open interest
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Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/V
Questions people ask about V
Where is V's gamma max today?
As of Oct 2, 2026, the gamma max for V is 386.56, +7.2% from the 360.66 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 V above or below its delta neutral price?
V closed above delta neutral: 360.66 against a delta neutral price of 350.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does V have?
370,712 contracts of open interest across 1,216 listed contracts on Oct 2, 2026, -4.8% 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.