Data through close

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

As of close · rank #4351 by open interest · snapshot page

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VIS's nearest-expiration max pain is 330.00 for 2026-10-16, its GEX flip is 325.84, net GEX is 673, its put/call open-interest ratio is 0.82. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
326.50
prev 323.84
Gamma max
355.93
+9.0% from close
Delta neutral
322.31
-1.3% from close
Gamma neutral
325.84
-0.2% from close
Open interest
275
+0.4% vs prev
Contracts listed
54
35 calls · 22 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
330.00
+1.1% from close
2026-10-16
GEX flip
325.84
-0.2% from close
Net GEX
673
244,629 per 100k OI
Call wall
345.00
+5.7% from close
Put wall
330.00
+1.1% from close
Put/call OI
0.82
124 puts / 151 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
5.3
within trailing 52-week range
Front / back ATM IV
+20.7% / +21.0%
-0.3 pp front premium
Expected move
+4.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
2 contracts traded
Normalized net delta
0.062
option-holder convention
Modeled dealer delta
-0.062
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
5.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VIS closed 9.0% below its gamma max of 355.93. It is 1.3% above the delta neutral price of 322.31. Total open interest is 275, +0.4% 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

← TRDA (#4350) FRI (#4352) →

Questions people ask about VIS

Where is VIS's gamma max today?

As of Oct 2, 2026, the gamma max for VIS is 355.93, +9.0% from the 326.50 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 VIS above or below its delta neutral price?

VIS closed above delta neutral: 326.50 against a delta neutral price of 322.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VIS have?

275 contracts of open interest across 54 listed contracts on Oct 2, 2026, +0.4% 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.