Data through close

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

As of close · rank #3898 by open interest · snapshot page

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VLUE's nearest-expiration max pain is 195.00 for 2026-10-16, its GEX flip is 187.95, net GEX is 67,376, its put/call open-interest ratio is 1.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
200.20
prev 200.36
Gamma max
202.61
+1.2% from close
Delta neutral
190.43
-4.9% from close
Gamma neutral
187.95
-6.1% from close
Open interest
666
-0.4% vs prev
Contracts listed
44
32 calls · 16 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
195.00
-2.6% from close
2026-10-16
GEX flip
187.95
-6.1% from close
Net GEX
67,376
10,116,482 per 100k OI
Call wall
205.00
+2.4% from close
Put wall
200.00
-0.1% from close
Put/call OI
1.02
336 puts / 330 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
23.1
within trailing 52-week range
Front / back ATM IV
+27.0% / +25.2%
1.8 pp front premium
Expected move
+5.3%
14 DTE · one standard deviation
ATM straddle / spot
+7.6%
front-window midpoint premium
25Δ risk reversal
1.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
17 contracts traded
Normalized net delta
0.202
option-holder convention
Modeled dealer delta
-0.202
opposite-side scenario
Vanna / 100k OI
1,502
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
33.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VLUE closed 1.2% below its gamma max of 202.61. It is 4.9% above the delta neutral price of 190.43. Total open interest is 666, -0.4% versus the previous session. What gamma max means · What delta neutral means

History

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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

← HOOX (#3897) GTY (#3899) →

Questions people ask about VLUE

Where is VLUE's gamma max today?

As of Oct 2, 2026, the gamma max for VLUE is 202.61, +1.2% from the 200.20 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 VLUE above or below its delta neutral price?

VLUE closed above delta neutral: 200.20 against a delta neutral price of 190.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VLUE have?

666 contracts of open interest across 44 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.