Data through close

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

As of close · rank #2665 by open interest · snapshot page

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VRSK's nearest-expiration max pain is 180.00 for 2026-10-16, its GEX flip is 167.72, net GEX is -205,425, its put/call open-interest ratio is 0.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
163.88
prev 168.38
Gamma max
187.04
+14.1% from close
Delta neutral
167.64
+2.3% from close
Gamma neutral
167.72
+2.3% from close
Open interest
4,345
-1.9% vs prev
Contracts listed
120
65 calls · 58 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
180.00
+9.8% from close
2026-10-16
GEX flip
167.72
+2.3% from close
Net GEX
-205,425
-4,727,852 per 100k OI
Call wall
185.00
+12.9% from close
Put wall
155.00
-5.4% from close
Put/call OI
0.70
1,794 puts / 2,551 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
6.7
within trailing 52-week range
Front / back ATM IV
+32.9% / +38.2%
-5.3 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
+6.0%
front-window midpoint premium
25Δ risk reversal
-55.9 pp
put IV minus call IV
IV butterfly
1.7 pp
front-window smile convexity
Volume / open interest
0.01
61 contracts traded
Normalized net delta
-0.046
option-holder convention
Modeled dealer delta
0.046
opposite-side scenario
Vanna / 100k OI
2,693
volatility-sensitive delta
Charm / 100k OI
226,697
time-decay-sensitive delta
IV surface range
66.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VRSK closed 14.1% below its gamma max of 187.04. It is 2.3% below the delta neutral price of 167.64. Total open interest is 4,345, -1.9% 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

← BVN (#2664) VECO (#2666) →

Questions people ask about VRSK

Where is VRSK's gamma max today?

As of Oct 2, 2026, the gamma max for VRSK is 187.04, +14.1% from the 163.88 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 VRSK above or below its delta neutral price?

VRSK closed below delta neutral: 163.88 against a delta neutral price of 167.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VRSK have?

4,345 contracts of open interest across 120 listed contracts on Oct 2, 2026, -1.9% 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.