Data through close

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

As of close · rank #2466 by open interest · snapshot page

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VCYT's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 43.70, net GEX is 63,755, its put/call open-interest ratio is 0.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
45.81
prev 44.19
Gamma max
55.99
+22.2% from close
Delta neutral
41.89
-8.5% from close
Gamma neutral
43.70
-4.6% from close
Open interest
5,939
+3.7% vs prev
Contracts listed
56
40 calls · 26 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
45.00
-1.8% from close
2026-10-16
GEX flip
43.70
-4.6% from close
Net GEX
63,755
1,073,501 per 100k OI
Call wall
50.00
+9.1% from close
Put wall
40.00
-12.7% from close
Put/call OI
0.70
2,448 puts / 3,491 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
11.7
within trailing 52-week range
Front / back ATM IV
+81.0% / +76.3%
4.7 pp front premium
Expected move
+15.9%
14 DTE · one standard deviation
ATM straddle / spot
+12.2%
front-window midpoint premium
25Δ risk reversal
-10.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
139 contracts traded
Normalized net delta
0.129
option-holder convention
Modeled dealer delta
-0.129
opposite-side scenario
Vanna / 100k OI
2,425
volatility-sensitive delta
Charm / 100k OI
1,033,777
time-decay-sensitive delta
IV surface range
43.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VCYT closed 22.2% below its gamma max of 55.99. It is 8.5% above the delta neutral price of 41.89. Total open interest is 5,939, +3.7% 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

← ADAM (#2465) KLIC (#2467) →

Questions people ask about VCYT

Where is VCYT's gamma max today?

As of Oct 2, 2026, the gamma max for VCYT is 55.99, +22.2% from the 45.81 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 VCYT above or below its delta neutral price?

VCYT closed above delta neutral: 45.81 against a delta neutral price of 41.89. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VCYT have?

5,939 contracts of open interest across 56 listed contracts on Oct 2, 2026, +3.7% 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.