Data through close

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

As of close · rank #3814 by open interest · snapshot page

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VBK's nearest-expiration max pain is 330.00 for 2026-10-16, its GEX flip is 184.46, net GEX is 190,234, its put/call open-interest ratio is 0.28. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
343.72
prev 340.36
Gamma max
346.39
+0.8% from close
Delta neutral
311.96
-9.2% from close
Gamma neutral
184.46
-46.3% from close
Open interest
773
+1.7% vs prev
Contracts listed
73
56 calls · 20 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
330.00
-4.0% from close
2026-10-16
GEX flip
184.46
-46.3% from close
Net GEX
190,234
24,609,881 per 100k OI
Call wall
340.00
-1.1% from close
Put wall
330.00
-4.0% from close
Put/call OI
0.28
169 puts / 604 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
3.7
within trailing 52-week range
Front / back ATM IV
+21.0% / +18.9%
2.1 pp front premium
Expected move
+4.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
2.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
14 contracts traded
Normalized net delta
0.385
option-holder convention
Modeled dealer delta
-0.382
opposite-side scenario
Vanna / 100k OI
-517
volatility-sensitive delta
Charm / 100k OI
-4,897,283
time-decay-sensitive delta
IV surface range
9.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VBK closed 0.8% below its gamma max of 346.39. It is 9.2% above the delta neutral price of 311.96. Total open interest is 773, +1.7% versus the previous session. What gamma max means · What delta neutral means

History

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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

← SLSR (#3813) ORN (#3815) →

Questions people ask about VBK

Where is VBK's gamma max today?

As of Oct 2, 2026, the gamma max for VBK is 346.39, +0.8% from the 343.72 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 VBK above or below its delta neutral price?

VBK closed above delta neutral: 343.72 against a delta neutral price of 311.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VBK have?

773 contracts of open interest across 73 listed contracts on Oct 2, 2026, +1.7% 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.