Data through close

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

As of close · rank #2738 by open interest · snapshot page

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VO's nearest-expiration max pain is 77.50 for 2026-10-16, its GEX flip is 60.72, net GEX is 401,090, its put/call open-interest ratio is 0.48. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
79.59
prev 79.14
Gamma max
84.07
+5.6% from close
Delta neutral
75.28
-5.4% from close
Gamma neutral
60.72
-23.7% from close
Open interest
3,855
+1.4% vs prev
Contracts listed
83
57 calls · 27 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
77.50
-2.6% from close
2026-10-16
GEX flip
60.72
-23.7% from close
Net GEX
401,090
10,404,408 per 100k OI
Call wall
78.75
-1.1% from close
Put wall
80.00
+0.5% from close
Put/call OI
0.48
1,250 puts / 2,605 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
24.5
within trailing 52-week range
Front / back ATM IV
+21.3% / +16.5%
4.8 pp front premium
Expected move
+4.2%
14 DTE · one standard deviation
ATM straddle / spot
+2.1%
front-window midpoint premium
25Δ risk reversal
11.2 pp
put IV minus call IV
IV butterfly
0.6 pp
front-window smile convexity
Volume / open interest
0.02
91 contracts traded
Normalized net delta
0.210
option-holder convention
Modeled dealer delta
-0.210
opposite-side scenario
Vanna / 100k OI
1,297
volatility-sensitive delta
Charm / 100k OI
-1,021,556
time-decay-sensitive delta
IV surface range
73.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VO closed 5.6% below its gamma max of 84.07. It is 5.4% above the delta neutral price of 75.28. Total open interest is 3,855, +1.4% 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

← LGIH (#2737) TASK (#2739) →

Questions people ask about VO

Where is VO's gamma max today?

As of Oct 2, 2026, the gamma max for VO is 84.07, +5.6% from the 79.59 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 VO above or below its delta neutral price?

VO closed above delta neutral: 79.59 against a delta neutral price of 75.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VO have?

3,855 contracts of open interest across 83 listed contracts on Oct 2, 2026, +1.4% 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.