VRT max pain, gamma exposure (GEX) & options open interest
As of close · rank #227 by open interest · 1,394 sessions of history since Dec 1, 2020
VRT's nearest-expiration max pain is 250.00 for 2026-10-09, its GEX flip is 252.13, net GEX is 30,861, its put/call open-interest ratio is 1.06. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: volume/OI 0.07
VRT closed 19.0% below its gamma max of 300.14. It is 4.5% above the delta neutral price of 240.80. Total open interest is 444,569, -6.1% versus the previous session. Its options catalyst-intensity score is 39.9 out of 100, led by volume/OI 0.07. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -9,366 contracts · -4.2% |
| Put OI change, 1 session | -19,408 contracts · -7.8% |
| Call minus put OI growth, 1 session | +3.6 pp |
| Call OI change, 5 sessions | +2,297 contracts · +1.1% |
| Put OI change, 5 sessions | +6,461 contracts · +2.9% |
| Call minus put OI growth, 5 sessions | -1.8 pp |
| Daily call OI change surprise | -0.57σ (252 prior changes) |
| Daily put OI change surprise | -1.18σ (252 prior changes) |
| Daily call-minus-put growth surprise | +1.07σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 57 completed Day +10 paths · latest May 14, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 57 | 0.0% | -2.1% to +2.0% | 49% | -1.1% to +0.6% | 0.0% |
| Day +2 | 57 | -0.0% | -2.0% to +1.9% | 49% | -1.4% to +1.0% | 0.0% |
| Day +3 | 57 | -0.7% | -3.0% to +2.6% | 40% | -1.8% to +0.5% | 0.0% |
| Day +4 | 57 | -0.6% | -3.4% to +3.6% | 47% | -1.6% to +2.2% | 0.0% |
| Day +5 | 57 | -0.2% | -4.2% to +4.3% | 47% | -1.1% to +2.0% | 0.0% |
| Day +6 | 57 | +0.8% | -5.7% to +5.5% | 54% | -2.1% to +2.7% | 0.0% |
| Day +7 | 57 | +2.6% | -5.7% to +5.9% | 61% | -0.8% to +4.6% | 0.0% |
| Day +8 | 57 | +2.6% | -5.5% to +7.1% | 60% | -2.2% to +5.7% | 0.0% |
| Day +9 | 57 | +3.4% | -5.6% to +8.1% | 61% | -0.3% to +6.3% | 0.0% |
| Day +10 | 57 | +2.6% | -5.4% to +9.0% | 58% | -1.4% to +6.4% | 0.0% |
Crosses above gamma max 59 completed Day +10 paths · latest May 13, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 59 | +0.2% | -1.9% to +1.6% | 53% | -0.5% to +0.5% | 0.0% |
| Day +2 | 59 | -0.1% | -2.6% to +1.6% | 47% | -1.9% to +0.7% | 0.0% |
| Day +3 | 59 | -0.7% | -3.0% to +2.6% | 42% | -1.2% to +0.7% | 0.0% |
| Day +4 | 59 | +0.2% | -4.6% to +2.4% | 51% | -1.7% to +1.3% | 0.0% |
| Day +5 | 59 | +0.4% | -5.2% to +4.0% | 53% | -1.8% to +1.9% | 0.0% |
| Day +6 | 59 | -0.3% | -7.0% to +4.2% | 47% | -2.3% to +2.0% | 0.0% |
| Day +7 | 59 | +0.9% | -8.1% to +4.8% | 54% | -2.1% to +3.4% | 0.0% |
| Day +8 | 59 | +2.0% | -9.0% to +6.3% | 58% | -1.4% to +4.0% | 0.0% |
| Day +9 | 59 | +2.4% | -6.6% to +7.3% | 58% | -1.6% to +5.2% | 0.0% |
| Day +10 | 59 | +3.4% | -8.0% to +7.1% | 63% | +0.3% to +5.6% | +0.3% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 3% |
| Gamma max crosses | 15 |
| Delta neutral crosses | 6 |
| Prior-year sessions closer to gamma max | 81.3% of 252 |
| Prior-year sessions closer to delta neutral | 10.3% of 252 |
| Open interest percentile (1y) | 38th |
| Daily open interest change versus prior year | -0.92σ (-28,774 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.0% |
| Open interest change, 21 sessions | -1.0% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 249.39 vs 239.43 (+4.0%)
- closed below delta neutral at 237.39 vs 242.88 (-2.3%)
- closed above delta neutral at 257.06 vs 246.28 (+4.2%)
- closed below delta neutral at 248.13 vs 248.36 (-0.1%)
- closed above delta neutral at 263.05 vs 245.10 (+6.8%)
- closed below delta neutral at 223.04 vs 249.06 (-11.7%)
- closed below gamma max at 376.23 vs 380.90 (-1.2%)
- closed above gamma max at 369.99 vs 365.78 (+1.1%)
- closed below gamma max at 367.13 vs 367.20 (-0.0%)
- closed above gamma max at 367.52 vs 364.82 (+0.7%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/VRT
Questions people ask about VRT
Where is VRT's gamma max today?
As of Oct 2, 2026, the gamma max for VRT is 300.14, +19.0% from the 252.18 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 VRT above or below its delta neutral price?
VRT closed above delta neutral: 252.18 against a delta neutral price of 240.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VRT have?
444,569 contracts of open interest across 1,088 listed contracts on Oct 2, 2026, -6.1% 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.