Data through close

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

As of close · rank #3780 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

VC's nearest-expiration max pain is 95.00 for 2026-10-16, net GEX is 117,073, its put/call open-interest ratio is 0.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
88.77
prev 88.36
Gamma max
94.62
+6.6% from close
Delta neutral
85.52
-3.7% from close
Gamma neutral
88.77
0.0% from close
Open interest
841
+54.0% vs prev
Contracts listed
41
25 calls · 16 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
95.00
+7.0% from close
2026-10-16
GEX flip
–
Net GEX
117,073
13,920,666 per 100k OI
Call wall
95.00
+7.0% from close
Put wall
90.00
+1.4% from close
Put/call OI
0.08
59 puts / 782 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
16.4
within trailing 52-week range
Front / back ATM IV
+47.5% / +42.6%
4.9 pp front premium
Expected move
+9.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
28 contracts traded
Normalized net delta
0.051
option-holder convention
Modeled dealer delta
-0.051
opposite-side scenario
Vanna / 100k OI
2,854
volatility-sensitive delta
Charm / 100k OI
-591,914
time-decay-sensitive delta
IV surface range
15.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VC closed 6.6% below its gamma max of 94.62. It is 3.7% above the delta neutral price of 85.52. Total open interest is 841, +54.0% 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

← VBR (#3779) HVT (#3781) →

Questions people ask about VC

Where is VC's gamma max today?

As of Oct 2, 2026, the gamma max for VC is 94.62, +6.6% from the 88.77 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 VC above or below its delta neutral price?

VC closed above delta neutral: 88.77 against a delta neutral price of 85.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VC have?

841 contracts of open interest across 41 listed contracts on Oct 2, 2026, +54.0% 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.