Data through close

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

As of close · rank #4082 by open interest · snapshot page

VSOL's nearest-expiration max pain is 17.00 for 2026-10-16, net GEX is 28,000, its put/call open-interest ratio is 0.05. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
15.90
prev 15.89
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
488
0.0% vs prev
Contracts listed
19
25 calls · 6 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
17.00
+7.0% from close
2026-10-16
GEX flip
–
Net GEX
28,000
5,737,603 per 100k OI
Call wall
15.00
-5.6% from close
Put wall
17.00
+7.0% from close
Put/call OI
0.05
24 puts / 464 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
32.7
within trailing 52-week range
Front / back ATM IV
+60.6% / +60.6%
0.0 pp front premium
Expected move
+22.2%
49 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
6 contracts traded
Normalized net delta
0.654
option-holder convention
Modeled dealer delta
-0.654
opposite-side scenario
Vanna / 100k OI
-4,303
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
25.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 488, 0.0% 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

Questions people ask about VSOL

Where is VSOL's gamma max today?

No gamma max could be computed for VSOL on Oct 2, 2026. 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 VSOL above or below its delta neutral price?

No delta neutral price was available for VSOL on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VSOL have?

488 contracts of open interest across 19 listed contracts on Oct 2, 2026, 0.0% 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.