Data through close

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

As of close · rank #1226 by open interest · snapshot page

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VET's nearest-expiration max pain is 12.50 for 2026-10-16, net GEX is 1,794,539, its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.68
prev 11.60
Gamma max
11.00
-5.8% from close
Delta neutral
9.87
-15.5% from close
Gamma neutral
11.68
0.0% from close
Open interest
33,404
+0.1% vs prev
Contracts listed
42
29 calls · 21 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
12.50
+7.0% from close
2026-10-16
GEX flip
–
Net GEX
1,794,539
5,372,227 per 100k OI
Call wall
12.50
+7.0% from close
Put wall
12.50
+7.0% from close
Put/call OI
0.22
6,026 puts / 27,378 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
57.6
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
35.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
45 contracts traded
Normalized net delta
0.181
option-holder convention
Modeled dealer delta
-0.179
opposite-side scenario
Vanna / 100k OI
3,613
volatility-sensitive delta
Charm / 100k OI
18,680
time-decay-sensitive delta
IV surface range
218.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VET closed 5.8% above its gamma max of 11.00. It is 15.5% above the delta neutral price of 9.87. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 33,404, +0.1% 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

← EVC (#1225) FWONK (#1227) →

Questions people ask about VET

Where is VET's gamma max today?

As of Oct 2, 2026, the gamma max for VET is 11.00, -5.8% from the 11.68 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 VET above or below its delta neutral price?

VET closed above delta neutral: 11.68 against a delta neutral price of 9.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VET have?

33,404 contracts of open interest across 42 listed contracts on Oct 2, 2026, +0.1% 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.