Data through close

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

As of close · rank #1798 by open interest · snapshot page

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VRSN's nearest-expiration max pain is 300.00 for 2026-10-16, its GEX flip is 238.92, net GEX is 2,945,752, its put/call open-interest ratio is 0.14. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
288.32
prev 286.90
Gamma max
307.14
+6.5% from close
Delta neutral
258.27
-10.4% from close
Gamma neutral
238.92
-17.1% from close
Open interest
14,584
0.0% vs prev
Contracts listed
194
121 calls · 100 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
300.00
+4.1% from close
2026-10-16
GEX flip
238.92
-17.1% from close
Net GEX
2,945,752
20,198,516 per 100k OI
Call wall
300.00
+4.1% from close
Put wall
260.00
-9.8% from close
Put/call OI
0.14
1,808 puts / 12,776 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
5.2
within trailing 52-week range
Front / back ATM IV
+26.9% / +32.0%
-5.2 pp front premium
Expected move
+5.3%
14 DTE · one standard deviation
ATM straddle / spot
+5.3%
front-window midpoint premium
25Δ risk reversal
18.9 pp
put IV minus call IV
IV butterfly
2.0 pp
front-window smile convexity
Volume / open interest
0.01
163 contracts traded
Normalized net delta
0.158
option-holder convention
Modeled dealer delta
-0.156
opposite-side scenario
Vanna / 100k OI
2,736
volatility-sensitive delta
Charm / 100k OI
-2,604,642
time-decay-sensitive delta
IV surface range
76.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VRSN closed 6.5% below its gamma max of 307.14. It is 10.4% above the delta neutral price of 258.27. Total open interest is 14,584, 0.0% 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

← BF.B (#1797) GRND (#1799) →

Questions people ask about VRSN

Where is VRSN's gamma max today?

As of Oct 2, 2026, the gamma max for VRSN is 307.14, +6.5% from the 288.32 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 VRSN above or below its delta neutral price?

VRSN closed above delta neutral: 288.32 against a delta neutral price of 258.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VRSN have?

14,584 contracts of open interest across 194 listed contracts on Oct 2, 2026, 0.0% 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.