Data through close

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

As of close · rank #2076 by open interest · snapshot page

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VSNT's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 33.18, net GEX is -380,145, its put/call open-interest ratio is 0.73. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
30.94
prev 30.84
Gamma max
40.27
+30.2% from close
Delta neutral
32.76
+5.9% from close
Gamma neutral
33.18
+7.2% from close
Open interest
10,066
+45.8% vs prev
Contracts listed
58
39 calls · 25 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
35.00
+13.1% from close
2026-10-16
GEX flip
33.18
+7.2% from close
Net GEX
-380,145
-3,776,522 per 100k OI
Call wall
40.00
+29.3% from close
Put wall
30.00
-3.0% from close
Put/call OI
0.73
4,242 puts / 5,824 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
20.9
within trailing 52-week range
Front / back ATM IV
+34.4% / +44.7%
-10.3 pp front premium
Expected move
+6.7%
14 DTE · one standard deviation
ATM straddle / spot
+13.0%
front-window midpoint premium
25Δ risk reversal
-178.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
341 contracts traded
Normalized net delta
-0.084
option-holder convention
Modeled dealer delta
0.084
opposite-side scenario
Vanna / 100k OI
3,338
volatility-sensitive delta
Charm / 100k OI
78,502
time-decay-sensitive delta
IV surface range
56.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VSNT closed 30.2% below its gamma max of 40.27. It is 5.9% below the delta neutral price of 32.76. Total open interest is 10,066, +45.8% 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

← CCLD (#2075) BITB (#2077) →

Questions people ask about VSNT

Where is VSNT's gamma max today?

As of Oct 2, 2026, the gamma max for VSNT is 40.27, +30.2% from the 30.94 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 VSNT above or below its delta neutral price?

VSNT closed below delta neutral: 30.94 against a delta neutral price of 32.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VSNT have?

10,066 contracts of open interest across 58 listed contracts on Oct 2, 2026, +45.8% 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.