Data through close

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

As of close · rank #2534 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

VSEC's nearest-expiration max pain is 160.00 for 2026-10-16, its GEX flip is 229.95, net GEX is -532,638, its put/call open-interest ratio is 4.87. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
167.28
prev 160.76
Gamma max
271.64
+62.4% from close
Delta neutral
198.67
+18.8% from close
Gamma neutral
229.95
+37.5% from close
Open interest
5,342
+3.1% vs prev
Contracts listed
128
75 calls · 59 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
160.00
-4.4% from close
2026-10-16
GEX flip
229.95
+37.5% from close
Net GEX
-532,638
-9,970,767 per 100k OI
Call wall
260.00
+55.4% from close
Put wall
160.00
-4.4% from close
Put/call OI
4.87
4,432 puts / 910 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
26.5
within trailing 52-week range
Front / back ATM IV
+52.2% / +55.2%
-3.0 pp front premium
Expected move
+10.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
3.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
109 contracts traded
Normalized net delta
-0.171
option-holder convention
Modeled dealer delta
0.171
opposite-side scenario
Vanna / 100k OI
4,156
volatility-sensitive delta
Charm / 100k OI
1,454,399
time-decay-sensitive delta
IV surface range
21.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VSEC closed 62.4% below its gamma max of 271.64. It is 18.8% below the delta neutral price of 198.67. Total open interest is 5,342, +3.1% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← MWH (#2533) ESLT (#2535) →

Questions people ask about VSEC

Where is VSEC's gamma max today?

As of Oct 2, 2026, the gamma max for VSEC is 271.64, +62.4% from the 167.28 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 VSEC above or below its delta neutral price?

VSEC closed below delta neutral: 167.28 against a delta neutral price of 198.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VSEC have?

5,342 contracts of open interest across 128 listed contracts on Oct 2, 2026, +3.1% 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.