Data through close

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

As of close · rank #1159 by open interest · snapshot page

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VAL's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 48.77, net GEX is 2,631,838, its put/call open-interest ratio is 0.33. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
78.39
prev 79.56
Gamma max
79.38
+1.3% from close
Delta neutral
60.73
-22.5% from close
Gamma neutral
48.77
-37.8% from close
Open interest
37,679
+0.0% vs prev
Contracts listed
281
196 calls · 157 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
85.00
+8.4% from close
2026-10-16
GEX flip
48.77
-37.8% from close
Net GEX
2,631,838
6,984,895 per 100k OI
Call wall
85.00
+8.4% from close
Put wall
75.00
-4.3% from close
Put/call OI
0.33
9,411 puts / 28,268 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
30.1
within trailing 52-week range
Front / back ATM IV
+45.9% / +50.1%
-4.3 pp front premium
Expected move
+9.0%
14 DTE · one standard deviation
ATM straddle / spot
+18.2%
front-window midpoint premium
25Δ risk reversal
-1.4 pp
put IV minus call IV
IV butterfly
-0.8 pp
front-window smile convexity
Volume / open interest
0.00
26 contracts traded
Normalized net delta
0.281
option-holder convention
Modeled dealer delta
-0.267
opposite-side scenario
Vanna / 100k OI
1,810
volatility-sensitive delta
Charm / 100k OI
-101,975
time-decay-sensitive delta
IV surface range
31.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VAL closed 1.3% below its gamma max of 79.38. It is 22.5% above the delta neutral price of 60.73. Total open interest is 37,679, +0.0% 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

← MAR (#1158) BLK (#1160) →

Questions people ask about VAL

Where is VAL's gamma max today?

As of Oct 2, 2026, the gamma max for VAL is 79.38, +1.3% from the 78.39 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 VAL above or below its delta neutral price?

VAL closed above delta neutral: 78.39 against a delta neutral price of 60.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VAL have?

37,679 contracts of open interest across 281 listed contracts on Oct 2, 2026, +0.0% 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.