Data through close

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

As of close · rank #3058 by open interest · snapshot page

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VCTR's nearest-expiration max pain is 100.00 for 2026-10-16, its GEX flip is 83.75, net GEX is 297,405, its put/call open-interest ratio is 0.42. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
113.23
prev 111.74
Gamma max
102.34
-9.6% from close
Delta neutral
89.67
-20.8% from close
Gamma neutral
83.75
-26.0% from close
Open interest
2,483
+0.4% vs prev
Contracts listed
75
45 calls · 36 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
100.00
-11.7% from close
2026-10-16
GEX flip
83.75
-26.0% from close
Net GEX
297,405
11,977,634 per 100k OI
Call wall
105.00
-7.3% from close
Put wall
85.00
-24.9% from close
Put/call OI
0.42
729 puts / 1,754 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
45.8
within trailing 52-week range
Front / back ATM IV
+38.2% / +38.6%
-0.3 pp front premium
Expected move
+7.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
50.7 pp
put IV minus call IV
IV butterfly
27.2 pp
front-window smile convexity
Volume / open interest
0.01
35 contracts traded
Normalized net delta
0.471
option-holder convention
Modeled dealer delta
-0.471
opposite-side scenario
Vanna / 100k OI
-2,094
volatility-sensitive delta
Charm / 100k OI
-5,065,606
time-decay-sensitive delta
IV surface range
154.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VCTR closed 9.6% above its gamma max of 102.34. It is 20.8% above the delta neutral price of 89.67. Total open interest is 2,483, +0.4% 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

← ACNT (#3057) SVOL (#3059) →

Questions people ask about VCTR

Where is VCTR's gamma max today?

As of Oct 2, 2026, the gamma max for VCTR is 102.34, -9.6% from the 113.23 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 VCTR above or below its delta neutral price?

VCTR closed above delta neutral: 113.23 against a delta neutral price of 89.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VCTR have?

2,483 contracts of open interest across 75 listed contracts on Oct 2, 2026, +0.4% 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.