Data through close

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

As of close · rank #2960 by open interest · snapshot page

VRTL's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 24.78, net GEX is 1,924, its put/call open-interest ratio is 0.88. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
24.89
prev 23.70
Gamma max
31.58
+26.9% from close
Delta neutral
24.71
-0.7% from close
Gamma neutral
24.78
-0.4% from close
Open interest
2,846
+2.9% vs prev
Contracts listed
148
86 calls · 69 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
25.00
+0.4% from close
2026-10-16
GEX flip
24.78
-0.4% from close
Net GEX
1,924
67,618 per 100k OI
Call wall
30.00
+20.5% from close
Put wall
25.00
+0.4% from close
Put/call OI
0.88
1,330 puts / 1,516 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
0.0
within trailing 52-week range
Front / back ATM IV
+104.8% / +126.7%
-21.9 pp front premium
Expected move
+20.5%
14 DTE · one standard deviation
ATM straddle / spot
+15.8%
front-window midpoint premium
25Δ risk reversal
11.9 pp
put IV minus call IV
IV butterfly
6.4 pp
front-window smile convexity
Volume / open interest
0.09
269 contracts traded
Normalized net delta
0.033
option-holder convention
Modeled dealer delta
-0.033
opposite-side scenario
Vanna / 100k OI
1,405
volatility-sensitive delta
Charm / 100k OI
60,857
time-decay-sensitive delta
IV surface range
41.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VRTL closed 26.9% below its gamma max of 31.58. It is 0.7% above the delta neutral price of 24.71. Total open interest is 2,846, +2.9% 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

Neighbours by open interest

Questions people ask about VRTL

Where is VRTL's gamma max today?

As of Oct 2, 2026, the gamma max for VRTL is 31.58, +26.9% from the 24.89 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 VRTL above or below its delta neutral price?

VRTL closed above delta neutral: 24.89 against a delta neutral price of 24.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VRTL have?

2,846 contracts of open interest across 148 listed contracts on Oct 2, 2026, +2.9% 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.