Data through close

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

As of close · rank #1384 by open interest · snapshot page

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VICR's nearest-expiration max pain is 240.00 for 2026-10-16, its GEX flip is 264.10, net GEX is 567,926, its put/call open-interest ratio is 1.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
308.90
prev 308.59
Gamma max
342.49
+10.9% from close
Delta neutral
252.98
-18.1% from close
Gamma neutral
264.10
-14.5% from close
Open interest
25,917
+5.2% vs prev
Contracts listed
339
262 calls · 200 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
240.00
-22.3% from close
2026-10-16
GEX flip
264.10
-14.5% from close
Net GEX
567,926
2,191,328 per 100k OI
Call wall
300.00
-2.9% from close
Put wall
310.00
+0.4% from close
Put/call OI
1.02
13,081 puts / 12,836 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
92.8
within trailing 52-week range
Front / back ATM IV
+82.8% / +95.0%
-12.2 pp front premium
Expected move
+16.2%
14 DTE · one standard deviation
ATM straddle / spot
+12.3%
front-window midpoint premium
25Δ risk reversal
2.5 pp
put IV minus call IV
IV butterfly
-1.7 pp
front-window smile convexity
Volume / open interest
0.05
1,297 contracts traded
Normalized net delta
0.248
option-holder convention
Modeled dealer delta
-0.248
opposite-side scenario
Vanna / 100k OI
394
volatility-sensitive delta
Charm / 100k OI
-12,141,664
time-decay-sensitive delta
IV surface range
32.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VICR closed 10.9% below its gamma max of 342.49. It is 18.1% above the delta neutral price of 252.98. Total open interest is 25,917, +5.2% 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

← DGRO (#1383) SMCX (#1385) →

Questions people ask about VICR

Where is VICR's gamma max today?

As of Oct 2, 2026, the gamma max for VICR is 342.49, +10.9% from the 308.90 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 VICR above or below its delta neutral price?

VICR closed above delta neutral: 308.90 against a delta neutral price of 252.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VICR have?

25,917 contracts of open interest across 339 listed contracts on Oct 2, 2026, +5.2% 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.