Data through close

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

As of close · rank #2347 by open interest · snapshot page

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VTS's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 19.94, net GEX is -1,154,900, its put/call open-interest ratio is 2.93. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
16.87
prev 16.77
Gamma max
21.43
+27.1% from close
Delta neutral
18.22
+8.0% from close
Gamma neutral
19.94
+18.2% from close
Open interest
7,014
+1.6% vs prev
Contracts listed
30
17 calls · 13 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
20.00
+18.6% from close
2026-10-16
GEX flip
19.94
+18.2% from close
Net GEX
-1,154,900
-16,465,640 per 100k OI
Call wall
17.50
+3.7% from close
Put wall
17.50
+3.7% from close
Put/call OI
2.93
5,228 puts / 1,786 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
17.1
within trailing 52-week range
Front / back ATM IV
+34.8% / +37.0%
-2.2 pp front premium
Expected move
+6.8%
14 DTE · one standard deviation
ATM straddle / spot
+15.0%
front-window midpoint premium
25Δ risk reversal
16.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
46 contracts traded
Normalized net delta
-0.202
option-holder convention
Modeled dealer delta
0.202
opposite-side scenario
Vanna / 100k OI
2,951
volatility-sensitive delta
Charm / 100k OI
563,245
time-decay-sensitive delta
IV surface range
107.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VTS closed 27.1% below its gamma max of 21.43. It is 8.0% below the delta neutral price of 18.22. Total open interest is 7,014, +1.6% 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

← OSG (#2346) OSPN (#2348) →

Questions people ask about VTS

Where is VTS's gamma max today?

As of Oct 2, 2026, the gamma max for VTS is 21.43, +27.1% from the 16.87 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 VTS above or below its delta neutral price?

VTS closed below delta neutral: 16.87 against a delta neutral price of 18.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VTS have?

7,014 contracts of open interest across 30 listed contracts on Oct 2, 2026, +1.6% 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.