Data through close

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

As of close · rank #4307 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

VEGI's nearest-expiration max pain is 46.00 for 2026-10-16, net GEX is 60,677, its put/call open-interest ratio is 0.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
45.67
prev 45.07
Gamma max
47.92
+4.9% from close
Delta neutral
26.67
-41.6% from close
Gamma neutral
45.67
0.0% from close
Open interest
304
0.0% vs prev
Contracts listed
21
19 calls · 4 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
46.00
+0.7% from close
2026-10-16
GEX flip
–
Net GEX
60,677
19,959,585 per 100k OI
Call wall
50.00
+9.5% from close
Put wall
45.00
-1.5% from close
Put/call OI
0.02
5 puts / 299 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
13.2
within trailing 52-week range
Front / back ATM IV
+48.4% / +34.1%
14.2 pp front premium
Expected move
+9.5%
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
0.00
0 contracts traded
Normalized net delta
0.449
option-holder convention
Modeled dealer delta
-0.435
opposite-side scenario
Vanna / 100k OI
2,632
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
23.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VEGI closed 4.9% below its gamma max of 47.92. It is 41.6% above the delta neutral price of 26.67. Total open interest is 304, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

← KURE (#4306) TERG (#4308) →

Questions people ask about VEGI

Where is VEGI's gamma max today?

As of Oct 2, 2026, the gamma max for VEGI is 47.92, +4.9% from the 45.67 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 VEGI above or below its delta neutral price?

VEGI closed above delta neutral: 45.67 against a delta neutral price of 26.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VEGI have?

304 contracts of open interest across 21 listed contracts on Oct 2, 2026, 0.0% 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.