Data through close

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

As of close · rank #3453 by open interest · snapshot page

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VOT's nearest-expiration max pain is 285.00 for 2026-10-16, its GEX flip is 158.34, net GEX is 337,556, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
297.59
prev 294.94
Gamma max
305.25
+2.6% from close
Delta neutral
278.31
-6.5% from close
Gamma neutral
158.34
-46.8% from close
Open interest
1,414
+0.6% vs prev
Contracts listed
57
37 calls · 20 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
285.00
-4.2% from close
2026-10-16
GEX flip
158.34
-46.8% from close
Net GEX
337,556
23,872,453 per 100k OI
Call wall
300.00
+0.8% from close
Put wall
285.00
-4.2% from close
Put/call OI
0.49
464 puts / 950 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
2.6
within trailing 52-week range
Front / back ATM IV
+18.9% / +16.5%
2.4 pp front premium
Expected move
+3.7%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
5.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
4 contracts traded
Normalized net delta
0.279
option-holder convention
Modeled dealer delta
-0.279
opposite-side scenario
Vanna / 100k OI
-1,132
volatility-sensitive delta
Charm / 100k OI
-1,881,259
time-decay-sensitive delta
IV surface range
12.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VOT closed 2.6% below its gamma max of 305.25. It is 6.5% above the delta neutral price of 278.31. Total open interest is 1,414, +0.6% 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

← HGTY (#3452) NSP (#3454) →

Questions people ask about VOT

Where is VOT's gamma max today?

As of Oct 2, 2026, the gamma max for VOT is 305.25, +2.6% from the 297.59 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 VOT above or below its delta neutral price?

VOT closed above delta neutral: 297.59 against a delta neutral price of 278.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VOT have?

1,414 contracts of open interest across 57 listed contracts on Oct 2, 2026, +0.6% 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.