VRNS max pain, gamma exposure (GEX) & options open interest
As of close · updated after each US trading day's close · rank #1153 by open interest · snapshot page
VRNS's nearest-expiration max pain is 45.00 for the Fri, Nov 20, 2026 expiration, 8.1% below the 48.94 close; all-expiration max pain is 45.00; the GEX flip is 31.35; net GEX is 24.01M (modeled dollar-delta change per $1 move); the put/call open-interest ratio is 0.35. These are whole-chain derived aggregates as of Nov 13, 2026 close.
VRNS max pain and GEX snapshot
End-of-day snapshot for . Nearest-expiration max pain uses the expiry shown on its card; GEX uses the whole chain. Missing values are unavailable, not zero.
Prices are in US dollars per share. Net GEX is modeled dollar-delta change per $1 underlying move. Max pain minimizes aggregate intrinsic payout for that expiration; it is not a closing-price forecast. Signed GEX uses calls positive and puts negative, a model convention rather than observed dealer inventory. The flip is a confirmed zero crossing; walls locate side-specific concentrations, not guaranteed support or resistance.
Learn how to read the max pain payout example, GEX chart, gamma flip and walls, and open interest versus trading volume.
Advanced options analysis
Public aggregate 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.
VRNS closed 0.6% below its gamma max of 49.24. It is 12.7% above the delta neutral price of 42.75. Total open interest is 43,376, +0.1% versus the previous session. What gamma max means · What delta neutral means
History
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Analysis visualizations
Daily ticker aggregates through 2026-11-13. This analysis view omits individual contract fields.
To see all-expiration max pain over time, open the History chart and select “All-expiration max pain” under More series.
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Canonical source: https://halfonadouble.com/stock/VRNS
Questions people ask about VRNS
What is VRNS's max pain for the nearest expiration?
As of Nov 13, 2026 close, nearest-expiration max pain is 45.00 for the Fri, Nov 20, 2026 expiration. It is a payout-minimizing strike for one expiration. An all-expiration pooled value is a different comparison, and neither establishes where the underlying will close. Max pain definition and worked payout example.
Our 2025 max-pain study compares historical Thursday levels with Friday underlying closes and an unchanged-price baseline. Its scope and results are separate from this current ticker snapshot.
What do VRNS's gamma exposure and gamma flip show?
Signed net GEX is 24,006,363 as of Nov 13, 2026 close. The confirmed GEX flip is 31.35. These aggregate model outputs use calls positive and puts negative. Their sign does not identify dealers' actual positions or predict the next move. How to interpret GEX, gamma flip and walls.
Where is VRNS's gamma max today?
As of Nov 13, 2026, the gamma max for VRNS is 49.24, +0.6% from the 48.94 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 VRNS above or below its delta neutral price?
VRNS closed above delta neutral: 48.94 against a delta neutral price of 42.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VRNS have?
43,376 contracts of open interest across 96 listed contracts on Nov 13, 2026, +0.1% 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.