VFC max pain, gamma exposure (GEX) & options open interest
As of close · rank #167 by open interest · 1,394 sessions of history since Dec 1, 2020
VFC's nearest-expiration max pain is 14.00 for 2026-10-09, net GEX is 7,420,315, its put/call open-interest ratio is 1.05. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
VFC closed 47.2% below its gamma max of 21.09. It is right at the delta neutral price of 14.33. Total open interest is 620,126, -2.2% versus the previous session. Its options catalyst-intensity score is 42.2 out of 100. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -13,020 contracts · -4.1% |
| Put OI change, 1 session | -804 contracts · -0.3% |
| Call minus put OI growth, 1 session | -3.9 pp |
| Call OI change, 5 sessions | +23,540 contracts · +8.4% |
| Put OI change, 5 sessions | +806 contracts · +0.3% |
| Call minus put OI growth, 5 sessions | +8.2 pp |
| Daily call OI change surprise | -1.21σ (252 prior changes) |
| Daily put OI change surprise | -0.13σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.71σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses above gamma max 23 completed Day +10 paths · latest Jan 23, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 23 | -0.2% | -1.5% to +0.8% | 43% | -0.8% to +0.2% | 0.0% |
| Day +2 | 23 | +0.2% | -3.2% to +1.8% | 52% | -2.4% to +1.4% | 0.0% |
| Day +3 | 23 | -1.6% | -4.5% to +0.8% | 35% | -3.4% to +0.5% | 0.0% |
| Day +4 | 23 | -0.8% | -4.9% to +2.1% | 39% | -4.6% to +0.1% | 0.0% |
| Day +5 | 23 | -2.9% | -4.5% to +1.9% | 30% | -3.9% to -0.1% | -0.1% |
| Day +6 | 23 | -2.4% | -7.0% to +2.2% | 43% | -5.6% to +1.3% | 0.0% |
| Day +7 | 23 | -2.9% | -7.3% to +2.8% | 39% | -6.0% to +1.3% | 0.0% |
| Day +8 | 23 | -2.7% | -7.0% to +3.2% | 39% | -6.3% to +2.8% | 0.0% |
| Day +9 | 23 | -3.9% | -6.2% to +1.9% | 35% | -5.2% to +1.8% | 0.0% |
| Day +10 | 23 | -3.8% | -7.3% to +2.1% | 30% | -5.0% to -0.7% | -0.7% |
Crosses below gamma max 17 completed Day +10 paths · latest Jan 12, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 17 | +0.3% | -0.9% to +2.0% | 53% | -0.9% to +2.0% | 0.0% |
| Day +2 | 17 | +1.0% | -1.7% to +1.6% | 59% | -1.7% to +1.6% | 0.0% |
| Day +3 | 17 | -1.8% | -2.7% to +2.7% | 41% | -2.7% to +2.7% | 0.0% |
| Day +4 | 17 | +1.7% | -1.9% to +2.8% | 53% | -1.9% to +2.8% | 0.0% |
| Day +5 | 17 | -0.3% | -2.6% to +2.7% | 47% | -2.6% to +2.7% | 0.0% |
| Day +6 | 17 | -1.0% | -4.3% to +2.0% | 35% | -4.3% to +2.0% | 0.0% |
| Day +7 | 17 | -2.6% | -3.7% to +3.8% | 47% | -3.7% to +3.8% | 0.0% |
| Day +8 | 17 | -2.1% | -4.5% to +1.8% | 47% | -4.5% to +1.8% | 0.0% |
| Day +9 | 17 | -2.3% | -4.5% to +3.3% | 41% | -4.5% to +3.3% | 0.0% |
| Day +10 | 17 | -2.5% | -4.4% to +3.8% | 41% | -4.4% to +3.8% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 18 |
| Prior-year sessions closer to gamma max | 70.2% of 252 |
| Prior-year sessions closer to delta neutral | 0.0% of 252 |
| Open interest percentile (1y) | 95th |
| Daily open interest change versus prior year | -0.70σ (-13,824 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +4.1% |
| Open interest change, 21 sessions | -0.9% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 14.33 vs 14.33 (+0.0%)
- closed below delta neutral at 15.08 vs 17.27 (-14.6%)
- closed above delta neutral at 17.12 vs 17.08 (+0.3%)
- closed below delta neutral at 16.98 vs 17.37 (-2.3%)
- closed above delta neutral at 17.48 vs 17.41 (+0.4%)
- closed below delta neutral at 16.75 vs 17.36 (-3.6%)
- closed above delta neutral at 17.47 vs 17.37 (+0.6%)
- closed below delta neutral at 17.15 vs 17.29 (-0.8%)
- closed above delta neutral at 17.45 vs 17.43 (+0.1%)
- closed below delta neutral at 17.59 vs 17.91 (-1.8%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/VFC
Questions people ask about VFC
Where is VFC's gamma max today?
As of Oct 2, 2026, the gamma max for VFC is 21.09, +47.2% from the 14.33 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 VFC above or below its delta neutral price?
VFC closed above delta neutral: 14.33 against a delta neutral price of 14.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VFC have?
620,126 contracts of open interest across 294 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.