Data through close

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

As of close · rank #2445 by open interest · snapshot page

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VSTS's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 9.82, net GEX is 663,180, its put/call open-interest ratio is 0.37. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.03
prev 13.78
Gamma max
14.46
+3.1% from close
Delta neutral
11.56
-17.6% from close
Gamma neutral
9.82
-30.0% from close
Open interest
6,082
-1.3% vs prev
Contracts listed
26
17 calls · 13 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
12.50
-10.9% from close
2026-10-16
GEX flip
9.82
-30.0% from close
Net GEX
663,180
10,903,974 per 100k OI
Call wall
15.00
+6.9% from close
Put wall
12.50
-10.9% from close
Put/call OI
0.37
1,636 puts / 4,446 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
11.9
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-18.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
32 contracts traded
Normalized net delta
0.281
option-holder convention
Modeled dealer delta
-0.281
opposite-side scenario
Vanna / 100k OI
2,894
volatility-sensitive delta
Charm / 100k OI
-257,152
time-decay-sensitive delta
IV surface range
27.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VSTS closed 3.1% below its gamma max of 14.46. It is 17.6% above the delta neutral price of 11.56. Total open interest is 6,082, -1.3% 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

← VGNT (#2444) FLS (#2446) →

Questions people ask about VSTS

Where is VSTS's gamma max today?

As of Oct 2, 2026, the gamma max for VSTS is 14.46, +3.1% from the 14.03 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 VSTS above or below its delta neutral price?

VSTS closed above delta neutral: 14.03 against a delta neutral price of 11.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VSTS have?

6,082 contracts of open interest across 26 listed contracts on Oct 2, 2026, -1.3% 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.