Data through close

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

As of close · rank #1672 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

VNOM's nearest-expiration max pain is 42.00 for 2026-10-16, net GEX is 1,270,459, its put/call open-interest ratio is 0.31. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.64
prev 40.69
Gamma max
43.97
+8.2% from close
Delta neutral
39.79
-2.1% from close
Gamma neutral
40.64
0.0% from close
Open interest
17,663
-0.3% vs prev
Contracts listed
145
80 calls · 68 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
42.00
+3.3% from close
2026-10-16
GEX flip
–
Net GEX
1,270,459
7,192,771 per 100k OI
Call wall
42.00
+3.3% from close
Put wall
40.00
-1.6% from close
Put/call OI
0.31
4,211 puts / 13,452 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
21.4
within trailing 52-week range
Front / back ATM IV
+28.2% / +34.2%
-6.0 pp front premium
Expected move
+5.5%
14 DTE · one standard deviation
ATM straddle / spot
+4.0%
front-window midpoint premium
25Δ risk reversal
9.3 pp
put IV minus call IV
IV butterfly
0.7 pp
front-window smile convexity
Volume / open interest
0.04
627 contracts traded
Normalized net delta
0.065
option-holder convention
Modeled dealer delta
-0.065
opposite-side scenario
Vanna / 100k OI
4,139
volatility-sensitive delta
Charm / 100k OI
14,103
time-decay-sensitive delta
IV surface range
89.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VNOM closed 8.2% below its gamma max of 43.97. It is 2.1% above the delta neutral price of 39.79. Total open interest is 17,663, -0.3% 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

← REMX (#1671) WGMI (#1673) →

Questions people ask about VNOM

Where is VNOM's gamma max today?

As of Oct 2, 2026, the gamma max for VNOM is 43.97, +8.2% from the 40.64 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 VNOM above or below its delta neutral price?

VNOM closed above delta neutral: 40.64 against a delta neutral price of 39.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VNOM have?

17,663 contracts of open interest across 145 listed contracts on Oct 2, 2026, -0.3% 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.