Data through close

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

As of close · rank #5008 by open interest · snapshot page

VMBS's nearest-expiration max pain is 44.00 for 2026-10-16, net GEX is -18,870, its put/call open-interest ratio is 13.67. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
44.24
prev 44.38
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
44
-8.3% vs prev
Contracts listed
10
3 calls · 7 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
44.00
-0.5% from close
2026-10-16
GEX flip
–
Net GEX
-18,870
-42,885,305 per 100k OI
Call wall
47.00
+6.2% from close
Put wall
45.00
+1.7% from close
Put/call OI
13.67
41 puts / 3 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
60.7
within trailing 52-week range
Front / back ATM IV
+21.6% / +13.9%
7.7 pp front premium
Expected move
+4.2%
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
0.00
0 contracts traded
Normalized net delta
-0.395
option-holder convention
Modeled dealer delta
0.396
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
0.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 44, -8.3% 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

Questions people ask about VMBS

Where is VMBS's gamma max today?

No gamma max could be computed for VMBS on Oct 2, 2026. 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 VMBS above or below its delta neutral price?

No delta neutral price was available for VMBS on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VMBS have?

44 contracts of open interest across 10 listed contracts on Oct 2, 2026, -8.3% 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.