VSAT max pain, gamma exposure (GEX) & options open interest
As of close · rank #494 by open interest · 1,394 sessions of history since Dec 1, 2020
VSAT's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 58.40, net GEX is 3,705,721, its put/call open-interest ratio is 0.47. 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: 14d expected move +12.7% · OI change 0.01σ
VSAT closed 24.6% below its gamma max of 89.71. It is 11.2% above the delta neutral price of 63.94. Total open interest is 149,473, +0.2% versus the previous session. Its options catalyst-intensity score is 35.5 out of 100, led by 14d expected move +12.7%, OI change 0.01σ. 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 | +195 contracts · +0.2% |
| Put OI change, 1 session | +57 contracts · +0.1% |
| Call minus put OI growth, 1 session | +0.1 pp |
| Call OI change, 5 sessions | +14,643 contracts · +16.8% |
| Put OI change, 5 sessions | +618 contracts · +1.3% |
| Call minus put OI growth, 5 sessions | +15.5 pp |
| Daily call OI change surprise | +0.01σ (252 prior changes) |
| Daily put OI change surprise | +0.03σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.02σ (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 25 completed Day +10 paths · latest Aug 5, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 25 | -0.2% | -0.8% to +3.5% | 48% | -0.7% to +3.2% | 0.0% |
| Day +2 | 25 | +0.9% | -1.4% to +6.0% | 60% | -1.3% to +5.8% | 0.0% |
| Day +3 | 25 | +0.5% | -2.0% to +11.7% | 56% | -1.3% to +5.9% | 0.0% |
| Day +4 | 25 | +2.6% | -4.9% to +9.5% | 52% | -3.5% to +6.2% | 0.0% |
| Day +5 | 25 | +4.7% | -4.8% to +13.3% | 60% | -3.7% to +12.4% | 0.0% |
| Day +6 | 25 | +2.3% | -4.0% to +13.3% | 64% | -1.4% to +10.9% | 0.0% |
| Day +7 | 25 | +2.3% | -2.8% to +14.9% | 64% | -2.5% to +14.6% | 0.0% |
| Day +8 | 25 | +2.5% | -1.9% to +11.0% | 60% | -1.6% to +7.6% | 0.0% |
| Day +9 | 25 | +3.1% | -3.7% to +14.5% | 64% | -3.7% to +10.2% | 0.0% |
| Day +10 | 25 | +4.4% | -4.0% to +16.1% | 56% | -3.2% to +7.6% | 0.0% |
Crosses above gamma max 26 completed Day +10 paths · latest Aug 3, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 26 | +0.1% | -2.3% to +2.4% | 54% | -1.0% to +0.9% | 0.0% |
| Day +2 | 26 | +1.4% | -1.9% to +3.6% | 62% | -0.6% to +2.4% | 0.0% |
| Day +3 | 26 | +1.3% | -2.4% to +7.6% | 65% | -1.8% to +3.4% | 0.0% |
| Day +4 | 26 | +2.3% | -1.5% to +7.0% | 62% | -0.7% to +6.1% | 0.0% |
| Day +5 | 26 | +2.8% | -2.0% to +7.8% | 65% | -0.7% to +7.3% | 0.0% |
| Day +6 | 26 | +4.3% | -3.6% to +9.5% | 65% | -1.9% to +8.2% | 0.0% |
| Day +7 | 26 | +4.5% | -3.7% to +10.6% | 65% | -1.6% to +9.7% | 0.0% |
| Day +8 | 26 | +5.4% | -1.9% to +12.8% | 65% | -0.8% to +10.6% | 0.0% |
| Day +9 | 26 | +4.6% | -3.7% to +15.6% | 65% | 0.0% to +12.9% | 0.0% |
| Day +10 | 26 | +4.2% | -3.4% to +14.2% | 65% | -0.1% to +6.9% | 0.0% |
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 | 35% |
| Gamma max crosses | 32 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 97.6% of 252 |
| Prior-year sessions closer to delta neutral | 7.9% of 252 |
| Open interest percentile (1y) | 73th |
| Daily open interest change versus prior year | +0.01σ (252 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +11.4% |
| Open interest change, 21 sessions | -16.3% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 81.03 vs 83.27 (-2.8%)
- closed above gamma max at 81.29 vs 78.09 (+3.9%)
- closed below gamma max at 76.77 vs 82.71 (-7.7%)
- closed above gamma max at 89.81 vs 79.76 (+11.2%)
- closed below gamma max at 72.86 vs 76.65 (-5.2%)
- closed above gamma max at 74.56 vs 73.44 (+1.5%)
- closed below gamma max at 70.76 vs 73.20 (-3.5%)
- closed above gamma max at 75.27 vs 73.94 (+1.8%)
- closed below gamma max at 71.52 vs 71.96 (-0.6%)
- closed above gamma max at 69.50 vs 66.38 (+4.5%)
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/VSAT
Questions people ask about VSAT
Where is VSAT's gamma max today?
As of Oct 2, 2026, the gamma max for VSAT is 89.71, +24.6% from the 72.00 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 VSAT above or below its delta neutral price?
VSAT closed above delta neutral: 72.00 against a delta neutral price of 63.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does VSAT have?
149,473 contracts of open interest across 242 listed contracts on Oct 2, 2026, +0.2% 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.