Data through close

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

As of close · rank #3315 by open interest · snapshot page

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VEU's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 27.01, net GEX is 151,791, its put/call open-interest ratio is 0.40. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
83.45
prev 82.48
Gamma max
87.13
+4.4% from close
Delta neutral
74.41
-10.8% from close
Gamma neutral
27.01
-67.6% from close
Open interest
1,754
+0.5% vs prev
Contracts listed
67
40 calls · 28 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
85.00
+1.9% from close
2026-10-16
GEX flip
27.01
-67.6% from close
Net GEX
151,791
8,653,990 per 100k OI
Call wall
81.00
-2.9% from close
Put wall
84.00
+0.7% from close
Put/call OI
0.40
503 puts / 1,251 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
3.2
within trailing 52-week range
Front / back ATM IV
+22.8% / +20.4%
2.4 pp front premium
Expected move
+4.5%
14 DTE · one standard deviation
ATM straddle / spot
+7.1%
front-window midpoint premium
25Δ risk reversal
3.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.334
option-holder convention
Modeled dealer delta
-0.334
opposite-side scenario
Vanna / 100k OI
-912
volatility-sensitive delta
Charm / 100k OI
-33,010
time-decay-sensitive delta
IV surface range
15.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VEU closed 4.4% below its gamma max of 87.13. It is 10.8% above the delta neutral price of 74.41. Total open interest is 1,754, +0.5% 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

← ZH (#3314) ASHS (#3316) →

Questions people ask about VEU

Where is VEU's gamma max today?

As of Oct 2, 2026, the gamma max for VEU is 87.13, +4.4% from the 83.45 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 VEU above or below its delta neutral price?

VEU closed above delta neutral: 83.45 against a delta neutral price of 74.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VEU have?

1,754 contracts of open interest across 67 listed contracts on Oct 2, 2026, +0.5% 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.