Data through close

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

As of close · rank #4237 by open interest · snapshot page

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VTOL's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 27.71, net GEX is 24,733, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.26
prev 40.30
Gamma max
40.75
+1.2% from close
Delta neutral
35.83
-11.0% from close
Gamma neutral
27.71
-31.2% from close
Open interest
350
0.0% vs prev
Contracts listed
46
29 calls · 21 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
35.00
-13.1% from close
2026-10-16
GEX flip
27.71
-31.2% from close
Net GEX
24,733
7,066,535 per 100k OI
Call wall
40.00
-0.6% from close
Put wall
40.00
-0.6% from close
Put/call OI
0.41
102 puts / 248 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
11.7
within trailing 52-week range
Front / back ATM IV
+35.4% / +46.1%
-10.7 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
4 contracts traded
Normalized net delta
0.240
option-holder convention
Modeled dealer delta
-0.240
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
23.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VTOL closed 1.2% below its gamma max of 40.75. It is 11.0% above the delta neutral price of 35.83. Total open interest is 350, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

← SCHJ (#4236) WMK (#4238) →

Questions people ask about VTOL

Where is VTOL's gamma max today?

As of Oct 2, 2026, the gamma max for VTOL is 40.75, +1.2% from the 40.26 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 VTOL above or below its delta neutral price?

VTOL closed above delta neutral: 40.26 against a delta neutral price of 35.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VTOL have?

350 contracts of open interest across 46 listed contracts on Oct 2, 2026, 0.0% 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.