Data through close

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

As of close · rank #1400 by open interest · snapshot page

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VERA's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 38.03, net GEX is -472,863, its put/call open-interest ratio is 0.94. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
30.42
prev 30.99
Gamma max
7.91
-74.0% from close
Delta neutral
33.21
+9.2% from close
Gamma neutral
38.03
+25.0% from close
Open interest
25,229
-0.0% vs prev
Contracts listed
108
72 calls · 53 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
35.00
+15.1% from close
2026-10-16
GEX flip
38.03
+25.0% from close
Net GEX
-472,863
-1,874,283 per 100k OI
Call wall
35.00
+15.1% from close
Put wall
35.00
+15.1% from close
Put/call OI
0.94
12,196 puts / 13,033 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
34.2
within trailing 52-week range
Front / back ATM IV
+62.8% / +69.1%
-6.4 pp front premium
Expected move
+12.3%
14 DTE · one standard deviation
ATM straddle / spot
+9.4%
front-window midpoint premium
25Δ risk reversal
10.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
322 contracts traded
Normalized net delta
-0.088
option-holder convention
Modeled dealer delta
0.088
opposite-side scenario
Vanna / 100k OI
-1,629
volatility-sensitive delta
Charm / 100k OI
-288,382
time-decay-sensitive delta
IV surface range
26.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VERA closed 74.0% above its gamma max of 7.91. It is 9.2% below the delta neutral price of 33.21. Total open interest is 25,229, -0.0% 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

← TOYO (#1399) CRBG (#1401) →

Questions people ask about VERA

Where is VERA's gamma max today?

As of Oct 2, 2026, the gamma max for VERA is 7.91, -74.0% from the 30.42 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 VERA above or below its delta neutral price?

VERA closed below delta neutral: 30.42 against a delta neutral price of 33.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VERA have?

25,229 contracts of open interest across 108 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.