Data through close

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

As of close · rank #4357 by open interest · snapshot page

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VDC's nearest-expiration max pain is 225.00 for 2026-10-16, its GEX flip is 208.24, net GEX is 9,146, its put/call open-interest ratio is 0.73. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
218.48
prev 217.71
Gamma max
235.75
+7.9% from close
Delta neutral
221.92
+1.6% from close
Gamma neutral
208.24
-4.7% from close
Open interest
272
+0.7% 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
225.00
+3.0% from close
2026-10-16
GEX flip
208.24
-4.7% from close
Net GEX
9,146
3,362,537 per 100k OI
Call wall
230.00
+5.3% from close
Put wall
230.00
+5.3% from close
Put/call OI
0.73
115 puts / 157 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
14.5
within trailing 52-week range
Front / back ATM IV
+17.6% / +16.4%
1.2 pp front premium
Expected move
+3.5%
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
0.01
2 contracts traded
Normalized net delta
-0.038
option-holder convention
Modeled dealer delta
0.038
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
48.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VDC closed 7.9% below its gamma max of 235.75. It is 1.6% below the delta neutral price of 221.92. Total open interest is 272, +0.7% 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

← USCI (#4356) IRMD (#4358) →

Questions people ask about VDC

Where is VDC's gamma max today?

As of Oct 2, 2026, the gamma max for VDC is 235.75, +7.9% from the 218.48 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 VDC above or below its delta neutral price?

VDC closed below delta neutral: 218.48 against a delta neutral price of 221.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VDC have?

272 contracts of open interest across 41 listed contracts on Oct 2, 2026, +0.7% 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.