Data through close

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

As of close · rank #2792 by open interest · snapshot page

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VTEB's nearest-expiration max pain is 48.00 for 2026-10-16, its GEX flip is 59.06, net GEX is -3,325,837, its put/call open-interest ratio is 4.91. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
47.25
prev 47.47
Gamma max
58.00
+22.8% from close
Delta neutral
50.12
+6.1% from close
Gamma neutral
59.06
+25.0% from close
Open interest
3,552
-0.7% vs prev
Contracts listed
56
24 calls · 32 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
48.00
+1.6% from close
2026-10-16
GEX flip
59.06
+25.0% from close
Net GEX
-3,325,837
-93,632,791 per 100k OI
Call wall
47.00
-0.5% from close
Put wall
47.00
-0.5% from close
Put/call OI
4.91
2,951 puts / 601 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
3.7
within trailing 52-week range
Front / back ATM IV
+12.5% / +10.2%
2.2 pp front premium
Expected move
+2.4%
14 DTE · one standard deviation
ATM straddle / spot
+2.2%
front-window midpoint premium
25Δ risk reversal
0.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.06
209 contracts traded
Normalized net delta
-0.382
option-holder convention
Modeled dealer delta
0.366
opposite-side scenario
Vanna / 100k OI
338
volatility-sensitive delta
Charm / 100k OI
348,930
time-decay-sensitive delta
IV surface range
27.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VTEB closed 22.8% below its gamma max of 58.00. It is 6.1% below the delta neutral price of 50.12. Total open interest is 3,552, -0.7% 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

← ETD (#2791) DRN (#2793) →

Questions people ask about VTEB

Where is VTEB's gamma max today?

As of Oct 2, 2026, the gamma max for VTEB is 58.00, +22.8% from the 47.25 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 VTEB above or below its delta neutral price?

VTEB closed below delta neutral: 47.25 against a delta neutral price of 50.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VTEB have?

3,552 contracts of open interest across 56 listed contracts on Oct 2, 2026, -0.7% 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.