Data through close

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

As of close · rank #4298 by open interest · snapshot page

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VCSH's nearest-expiration max pain is 77.00 for 2026-10-16, its GEX flip is 77.21, net GEX is -32,151, its put/call open-interest ratio is 1.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
77.02
prev 77.13
Gamma max
78.13
+1.4% from close
Delta neutral
77.55
+0.7% from close
Gamma neutral
77.21
+0.2% from close
Open interest
308
-32.0% vs prev
Contracts listed
20
9 calls · 11 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
77.00
-0.0% from close
2026-10-16
GEX flip
77.21
+0.2% from close
Net GEX
-32,151
-10,438,570 per 100k OI
Call wall
78.00
+1.3% from close
Put wall
77.00
-0.0% from close
Put/call OI
1.12
163 puts / 145 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
34.3
within trailing 52-week range
Front / back ATM IV
+4.2% / +16.2%
-11.9 pp front premium
Expected move
+0.8%
14 DTE · one standard deviation
ATM straddle / spot
+1.5%
front-window midpoint premium
25Δ risk reversal
3.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
2 contracts traded
Normalized net delta
-0.007
option-holder convention
Modeled dealer delta
0.007
opposite-side scenario
Vanna / 100k OI
1,948
volatility-sensitive delta
Charm / 100k OI
24,026
time-decay-sensitive delta
IV surface range
23.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VCSH closed 1.4% below its gamma max of 78.13. It is 0.7% below the delta neutral price of 77.55. Total open interest is 308, -32.0% 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

Neighbours by open interest

← OLP (#4297) EZBC (#4299) →

Questions people ask about VCSH

Where is VCSH's gamma max today?

As of Oct 2, 2026, the gamma max for VCSH is 78.13, +1.4% from the 77.02 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 VCSH above or below its delta neutral price?

VCSH closed below delta neutral: 77.02 against a delta neutral price of 77.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VCSH have?

308 contracts of open interest across 20 listed contracts on Oct 2, 2026, -32.0% 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.