Data through close

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

As of close · rank #2086 by open interest · snapshot page

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VERU's nearest-expiration max pain is 2.50 for 2026-10-09, net GEX is 110,918, its put/call open-interest ratio is 0.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
2.51
prev 2.54
Gamma max
1.37
-45.5% from close
Delta neutral
0.99
-60.5% from close
Gamma neutral
2.51
0.0% from close
Open interest
9,939
-1.8% vs prev
Contracts listed
25
35 calls · 13 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
2.50
-0.4% from close
2026-10-09
GEX flip
–
Net GEX
110,918
1,115,985 per 100k OI
Call wall
3.00
+19.5% from close
Put wall
2.50
-0.4% from close
Put/call OI
0.07
665 puts / 9,274 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
53.3
within trailing 52-week range
Front / back ATM IV
+141.4% / +89.0%
52.4 pp front premium
Expected move
+19.6%
7 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-99.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
65 contracts traded
Normalized net delta
0.516
option-holder convention
Modeled dealer delta
-0.516
opposite-side scenario
Vanna / 100k OI
-484
volatility-sensitive delta
Charm / 100k OI
-2,912,911
time-decay-sensitive delta
IV surface range
87.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VERU closed 45.5% above its gamma max of 1.37. It is 60.5% above the delta neutral price of 0.99. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 9,939, -1.8% 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

Neighbours by open interest

← TKO (#2085) MAS (#2087) →

Questions people ask about VERU

Where is VERU's gamma max today?

As of Oct 2, 2026, the gamma max for VERU is 1.37, -45.5% from the 2.51 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 VERU above or below its delta neutral price?

VERU closed above delta neutral: 2.51 against a delta neutral price of 0.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VERU have?

9,939 contracts of open interest across 25 listed contracts on Oct 2, 2026, -1.8% 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.