Data through close

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

As of close · rank #2193 by open interest · snapshot page

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VT's nearest-expiration max pain is 160.00 for 2026-10-16, its GEX flip is 154.86, net GEX is 1,045,207, its put/call open-interest ratio is 0.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
159.13
prev 157.80
Gamma max
164.58
+3.4% from close
Delta neutral
154.13
-3.1% from close
Gamma neutral
154.86
-2.7% from close
Open interest
8,632
+1.9% vs prev
Contracts listed
220
134 calls · 99 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
+0.5% from close
2026-10-16
GEX flip
154.86
-2.7% from close
Net GEX
1,045,207
12,108,518 per 100k OI
Call wall
162.00
+1.8% from close
Put wall
160.00
+0.5% from close
Put/call OI
0.58
3,153 puts / 5,479 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
8.3
within trailing 52-week range
Front / back ATM IV
+15.8% / +13.7%
2.0 pp front premium
Expected move
+3.1%
14 DTE · one standard deviation
ATM straddle / spot
+1.9%
front-window midpoint premium
25Δ risk reversal
22.7 pp
put IV minus call IV
IV butterfly
10.1 pp
front-window smile convexity
Volume / open interest
0.04
311 contracts traded
Normalized net delta
0.172
option-holder convention
Modeled dealer delta
-0.169
opposite-side scenario
Vanna / 100k OI
1,518
volatility-sensitive delta
Charm / 100k OI
-238,288
time-decay-sensitive delta
IV surface range
37.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VT closed 3.4% below its gamma max of 164.58. It is 3.1% above the delta neutral price of 154.13. Total open interest is 8,632, +1.9% 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

← ASTH (#2192) GTN (#2194) →

Questions people ask about VT

Where is VT's gamma max today?

As of Oct 2, 2026, the gamma max for VT is 164.58, +3.4% from the 159.13 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 VT above or below its delta neutral price?

VT closed above delta neutral: 159.13 against a delta neutral price of 154.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VT have?

8,632 contracts of open interest across 220 listed contracts on Oct 2, 2026, +1.9% 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.