Data through close

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

As of close · rank #2010 by open interest · snapshot page

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VTR's nearest-expiration max pain is 87.50 for 2026-10-16, its GEX flip is 80.34, net GEX is 443,399, its put/call open-interest ratio is 0.54. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
84.01
prev 83.73
Gamma max
92.43
+10.0% from close
Delta neutral
82.78
-1.5% from close
Gamma neutral
80.34
-4.4% from close
Open interest
11,108
-0.3% vs prev
Contracts listed
130
80 calls · 61 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
87.50
+4.2% from close
2026-10-16
GEX flip
80.34
-4.4% from close
Net GEX
443,399
3,991,707 per 100k OI
Call wall
92.50
+10.1% from close
Put wall
85.00
+1.2% from close
Put/call OI
0.54
3,906 puts / 7,202 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
15.2
within trailing 52-week range
Front / back ATM IV
+27.4% / +28.8%
-1.4 pp front premium
Expected move
+5.4%
14 DTE · one standard deviation
ATM straddle / spot
+8.9%
front-window midpoint premium
25Δ risk reversal
4.6 pp
put IV minus call IV
IV butterfly
-8.0 pp
front-window smile convexity
Volume / open interest
0.01
112 contracts traded
Normalized net delta
0.132
option-holder convention
Modeled dealer delta
-0.132
opposite-side scenario
Vanna / 100k OI
1,719
volatility-sensitive delta
Charm / 100k OI
-439,467
time-decay-sensitive delta
IV surface range
55.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VTR closed 10.0% below its gamma max of 92.43. It is 1.5% above the delta neutral price of 82.78. Total open interest is 11,108, -0.3% 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

← ODV (#2009) AON (#2011) →

Questions people ask about VTR

Where is VTR's gamma max today?

As of Oct 2, 2026, the gamma max for VTR is 92.43, +10.0% from the 84.01 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 VTR above or below its delta neutral price?

VTR closed above delta neutral: 84.01 against a delta neutral price of 82.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VTR have?

11,108 contracts of open interest across 130 listed contracts on Oct 2, 2026, -0.3% 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.