Data through close

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

As of close · rank #1953 by open interest · snapshot page

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VEA's nearest-expiration max pain is 72.00 for 2026-10-16, its GEX flip is 52.16, net GEX is 2,419,881, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
71.13
prev 70.21
Gamma max
73.75
+3.7% from close
Delta neutral
67.63
-4.9% from close
Gamma neutral
52.16
-26.7% from close
Open interest
11,971
+0.4% vs prev
Contracts listed
115
69 calls · 51 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
72.00
+1.2% from close
2026-10-16
GEX flip
52.16
-26.7% from close
Net GEX
2,419,881
20,214,525 per 100k OI
Call wall
72.00
+1.2% from close
Put wall
70.00
-1.6% from close
Put/call OI
0.41
3,479 puts / 8,492 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
10.4
within trailing 52-week range
Front / back ATM IV
+21.6% / +20.4%
1.2 pp front premium
Expected move
+4.2%
14 DTE · one standard deviation
ATM straddle / spot
+2.9%
front-window midpoint premium
25Δ risk reversal
7.9 pp
put IV minus call IV
IV butterfly
0.3 pp
front-window smile convexity
Volume / open interest
0.04
515 contracts traded
Normalized net delta
0.193
option-holder convention
Modeled dealer delta
-0.192
opposite-side scenario
Vanna / 100k OI
1,646
volatility-sensitive delta
Charm / 100k OI
-196,057
time-decay-sensitive delta
IV surface range
138.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VEA closed 3.7% below its gamma max of 73.75. It is 4.9% above the delta neutral price of 67.63. Total open interest is 11,971, +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

← GCTS (#1952) ARLO (#1954) →

Questions people ask about VEA

Where is VEA's gamma max today?

As of Oct 2, 2026, the gamma max for VEA is 73.75, +3.7% from the 71.13 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 VEA above or below its delta neutral price?

VEA closed above delta neutral: 71.13 against a delta neutral price of 67.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VEA have?

11,971 contracts of open interest across 115 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.