Data through close

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

As of close · rank #1150 by open interest · snapshot page

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VITL's nearest-expiration max pain is 10.00 for 2026-10-16, its GEX flip is 8.42, net GEX is 31,846, its put/call open-interest ratio is 0.53. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
9.06
prev 8.92
Gamma max
12.85
+41.8% from close
Delta neutral
9.53
+5.2% from close
Gamma neutral
8.42
-7.1% from close
Open interest
38,125
-1.2% vs prev
Contracts listed
79
63 calls · 33 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
10.00
+10.4% from close
2026-10-16
GEX flip
8.42
-7.1% from close
Net GEX
31,846
83,530 per 100k OI
Call wall
10.00
+10.4% from close
Put wall
10.00
+10.4% from close
Put/call OI
0.53
13,167 puts / 24,958 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
44.2
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
73.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
627 contracts traded
Normalized net delta
0.069
option-holder convention
Modeled dealer delta
-0.068
opposite-side scenario
Vanna / 100k OI
2,581
volatility-sensitive delta
Charm / 100k OI
-44,986
time-decay-sensitive delta
IV surface range
67.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VITL closed 41.8% below its gamma max of 12.85. It is 5.2% below the delta neutral price of 9.53. Total open interest is 38,125, -1.2% 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

Neighbours by open interest

← ERII (#1149) RPD (#1151) →

Questions people ask about VITL

Where is VITL's gamma max today?

As of Oct 2, 2026, the gamma max for VITL is 12.85, +41.8% from the 9.06 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 VITL above or below its delta neutral price?

VITL closed below delta neutral: 9.06 against a delta neutral price of 9.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VITL have?

38,125 contracts of open interest across 79 listed contracts on Oct 2, 2026, -1.2% 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.