Data through close

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

As of close · rank #1002 by open interest · snapshot page

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VTI's nearest-expiration max pain is 375.00 for 2026-10-16, its GEX flip is 335.06, net GEX is 11,214,316, its put/call open-interest ratio is 0.59. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
377.99
prev 375.18
Gamma max
385.78
+2.1% from close
Delta neutral
351.79
-6.9% from close
Gamma neutral
335.06
-11.4% from close
Open interest
48,823
+0.1% vs prev
Contracts listed
610
426 calls · 306 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
375.00
-0.8% from close
2026-10-16
GEX flip
335.06
-11.4% from close
Net GEX
11,214,316
22,969,330 per 100k OI
Call wall
385.00
+1.9% from close
Put wall
375.00
-0.8% from close
Put/call OI
0.59
18,048 puts / 30,775 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
8.0
within trailing 52-week range
Front / back ATM IV
+13.7% / +14.5%
-0.8 pp front premium
Expected move
+2.7%
14 DTE · one standard deviation
ATM straddle / spot
+1.8%
front-window midpoint premium
25Δ risk reversal
3.6 pp
put IV minus call IV
IV butterfly
8.2 pp
front-window smile convexity
Volume / open interest
0.02
931 contracts traded
Normalized net delta
0.214
option-holder convention
Modeled dealer delta
-0.206
opposite-side scenario
Vanna / 100k OI
2,200
volatility-sensitive delta
Charm / 100k OI
-583,792
time-decay-sensitive delta
IV surface range
44.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VTI closed 2.1% below its gamma max of 385.78. It is 6.9% above the delta neutral price of 351.79. Total open interest is 48,823, +0.1% 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

← CE (#1001) DJX (#1003) →

Questions people ask about VTI

Where is VTI's gamma max today?

As of Oct 2, 2026, the gamma max for VTI is 385.78, +2.1% from the 377.99 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 VTI above or below its delta neutral price?

VTI closed above delta neutral: 377.99 against a delta neutral price of 351.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VTI have?

48,823 contracts of open interest across 610 listed contracts on Oct 2, 2026, +0.1% 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.