Data through close

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

As of close · rank #1180 by open interest · snapshot page

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VEEV's nearest-expiration max pain is 260.00 for 2026-10-16, its GEX flip is 164.85, net GEX is 1,766,972, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
273.33
prev 282.10
Gamma max
288.09
+5.4% from close
Delta neutral
206.70
-24.4% from close
Gamma neutral
164.85
-39.7% from close
Open interest
35,796
+0.3% vs prev
Contracts listed
417
310 calls · 241 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
260.00
-4.9% from close
2026-10-16
GEX flip
164.85
-39.7% from close
Net GEX
1,766,972
4,936,228 per 100k OI
Call wall
270.00
-1.2% from close
Put wall
260.00
-4.9% from close
Put/call OI
0.41
10,327 puts / 25,469 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
31.4
within trailing 52-week range
Front / back ATM IV
+37.2% / +42.2%
-5.0 pp front premium
Expected move
+7.3%
14 DTE · one standard deviation
ATM straddle / spot
+5.6%
front-window midpoint premium
25Δ risk reversal
1.3 pp
put IV minus call IV
IV butterfly
-3.5 pp
front-window smile convexity
Volume / open interest
0.03
960 contracts traded
Normalized net delta
0.403
option-holder convention
Modeled dealer delta
-0.402
opposite-side scenario
Vanna / 100k OI
-1,478
volatility-sensitive delta
Charm / 100k OI
-831,699
time-decay-sensitive delta
IV surface range
67.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VEEV closed 5.4% below its gamma max of 288.09. It is 24.4% above the delta neutral price of 206.70. Total open interest is 35,796, +0.3% 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

← BMRN (#1179) BSP (#1181) →

Questions people ask about VEEV

Where is VEEV's gamma max today?

As of Oct 2, 2026, the gamma max for VEEV is 288.09, +5.4% from the 273.33 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 VEEV above or below its delta neutral price?

VEEV closed above delta neutral: 273.33 against a delta neutral price of 206.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VEEV have?

35,796 contracts of open interest across 417 listed contracts on Oct 2, 2026, +0.3% 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.