Data through close

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

As of close · rank #1662 by open interest · snapshot page

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VEL's nearest-expiration max pain is 17.50 for 2026-10-16, its GEX flip is 44.11, net GEX is -1,161,456, its put/call open-interest ratio is 2.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.59
prev 14.61
Gamma max
30.00
+105.6% from close
Delta neutral
19.23
+31.8% from close
Gamma neutral
44.11
+202.3% from close
Open interest
17,796
-2.2% vs prev
Contracts listed
30
23 calls · 10 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
17.50
+19.9% from close
2026-10-16
GEX flip
44.11
+202.3% from close
Net GEX
-1,161,456
-6,526,503 per 100k OI
Call wall
17.50
+19.9% from close
Put wall
15.00
+2.8% from close
Put/call OI
2.29
12,390 puts / 5,406 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
72.8
within trailing 52-week range
Front / back ATM IV
+54.8% / +54.8%
0.0 pp front premium
Expected move
+20.1%
49 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
0.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
4 contracts traded
Normalized net delta
-0.414
option-holder convention
Modeled dealer delta
0.414
opposite-side scenario
Vanna / 100k OI
-28
volatility-sensitive delta
Charm / 100k OI
536,829
time-decay-sensitive delta
IV surface range
31.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VEL closed 105.6% below its gamma max of 30.00. It is 31.8% below the delta neutral price of 19.23. Total open interest is 17,796, -2.2% 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

← VOYA (#1661) GOTU (#1663) →

Questions people ask about VEL

Where is VEL's gamma max today?

As of Oct 2, 2026, the gamma max for VEL is 30.00, +105.6% from the 14.59 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 VEL above or below its delta neutral price?

VEL closed below delta neutral: 14.59 against a delta neutral price of 19.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VEL have?

17,796 contracts of open interest across 30 listed contracts on Oct 2, 2026, -2.2% 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.