Data through close

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

As of close · rank #1075 by open interest · snapshot page

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VRTX's nearest-expiration max pain is 525.00 for 2026-10-09, its GEX flip is 513.13, net GEX is -417,028, its put/call open-interest ratio is 0.93. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
504.73
prev 506.74
Gamma max
572.32
+13.4% from close
Delta neutral
494.26
-2.1% from close
Gamma neutral
513.13
+1.7% from close
Open interest
42,916
-4.7% vs prev
Contracts listed
710
422 calls · 377 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
525.00
+4.0% from close
2026-10-09
GEX flip
513.13
+1.7% from close
Net GEX
-417,028
-971,731 per 100k OI
Call wall
500.00
-0.9% from close
Put wall
500.00
-0.9% from close
Put/call OI
0.93
20,668 puts / 22,248 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
66.2
within trailing 52-week range
Front / back ATM IV
+28.1% / +32.4%
-4.3 pp front premium
Expected move
+3.9%
7 DTE · one standard deviation
ATM straddle / spot
+3.7%
front-window midpoint premium
25Δ risk reversal
44.5 pp
put IV minus call IV
IV butterfly
7.3 pp
front-window smile convexity
Volume / open interest
0.11
5,020 contracts traded
Normalized net delta
0.047
option-holder convention
Modeled dealer delta
-0.047
opposite-side scenario
Vanna / 100k OI
2,623
volatility-sensitive delta
Charm / 100k OI
1,629,694
time-decay-sensitive delta
IV surface range
93.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VRTX closed 13.4% below its gamma max of 572.32. It is 2.1% above the delta neutral price of 494.26. Total open interest is 42,916, -4.7% 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

← VERI (#1074) SANA (#1076) →

Questions people ask about VRTX

Where is VRTX's gamma max today?

As of Oct 2, 2026, the gamma max for VRTX is 572.32, +13.4% from the 504.73 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 VRTX above or below its delta neutral price?

VRTX closed above delta neutral: 504.73 against a delta neutral price of 494.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VRTX have?

42,916 contracts of open interest across 710 listed contracts on Oct 2, 2026, -4.7% 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.