Data through close

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

As of close · rank #4181 by open interest · snapshot page

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VOX's nearest-expiration max pain is 150.00 for 2026-10-16, its GEX flip is 113.72, net GEX is 62,015, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
190.18
prev 188.93
Gamma max
194.24
+2.1% from close
Delta neutral
163.09
-14.2% from close
Gamma neutral
113.72
-40.2% from close
Open interest
401
+2.3% vs prev
Contracts listed
53
38 calls · 19 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
150.00
-21.1% from close
2026-10-16
GEX flip
113.72
-40.2% from close
Net GEX
62,015
15,465,185 per 100k OI
Call wall
195.00
+2.5% from close
Put wall
205.00
+7.8% from close
Put/call OI
0.18
60 puts / 341 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
12.7
within trailing 52-week range
Front / back ATM IV
+21.9% / +19.7%
2.2 pp front premium
Expected move
+4.3%
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
2 contracts traded
Normalized net delta
0.427
option-holder convention
Modeled dealer delta
-0.360
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
40.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VOX closed 2.1% below its gamma max of 194.24. It is 14.2% above the delta neutral price of 163.09. Total open interest is 401, +2.3% 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

← TIMB (#4180) BCML (#4182) →

Questions people ask about VOX

Where is VOX's gamma max today?

As of Oct 2, 2026, the gamma max for VOX is 194.24, +2.1% from the 190.18 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 VOX above or below its delta neutral price?

VOX closed above delta neutral: 190.18 against a delta neutral price of 163.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VOX have?

401 contracts of open interest across 53 listed contracts on Oct 2, 2026, +2.3% 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.