Data through close

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

As of close · rank #1354 by open interest · snapshot page

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VSXY's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 74.02, net GEX is 636,586, its put/call open-interest ratio is 0.48. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
91.73
prev 88.51
Gamma max
93.21
+1.6% from close
Delta neutral
76.65
-16.4% from close
Gamma neutral
74.02
-19.3% from close
Open interest
27,103
+2.0% vs prev
Contracts listed
241
189 calls · 147 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
85.00
-7.3% from close
2026-10-16
GEX flip
74.02
-19.3% from close
Net GEX
636,586
2,348,767 per 100k OI
Call wall
85.00
-7.3% from close
Put wall
90.00
-1.9% from close
Put/call OI
0.48
8,729 puts / 18,374 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
10.9
within trailing 52-week range
Front / back ATM IV
+59.0% / +55.1%
3.9 pp front premium
Expected move
+11.6%
14 DTE · one standard deviation
ATM straddle / spot
+9.0%
front-window midpoint premium
25Δ risk reversal
-1.9 pp
put IV minus call IV
IV butterfly
-15.7 pp
front-window smile convexity
Volume / open interest
0.02
653 contracts traded
Normalized net delta
0.454
option-holder convention
Modeled dealer delta
-0.401
opposite-side scenario
Vanna / 100k OI
96
volatility-sensitive delta
Charm / 100k OI
-858,684
time-decay-sensitive delta
IV surface range
50.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VSXY closed 1.6% below its gamma max of 93.21. It is 16.4% above the delta neutral price of 76.65. Total open interest is 27,103, +2.0% 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

← ADTN (#1353) IMVT (#1355) →

Questions people ask about VSXY

Where is VSXY's gamma max today?

As of Oct 2, 2026, the gamma max for VSXY is 93.21, +1.6% from the 91.73 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 VSXY above or below its delta neutral price?

VSXY closed above delta neutral: 91.73 against a delta neutral price of 76.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VSXY have?

27,103 contracts of open interest across 241 listed contracts on Oct 2, 2026, +2.0% 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.