Data through close

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

As of close · rank #3641 by open interest · snapshot page

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VTWO's nearest-expiration max pain is 115.00 for 2026-10-16, its GEX flip is 80.96, net GEX is 146,050, its put/call open-interest ratio is 0.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
113.70
prev 112.67
Gamma max
120.68
+6.1% from close
Delta neutral
102.64
-9.7% from close
Gamma neutral
80.96
-28.8% from close
Open interest
1,085
+0.2% vs prev
Contracts listed
103
66 calls · 39 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
115.00
+1.1% from close
2026-10-16
GEX flip
80.96
-28.8% from close
Net GEX
146,050
13,460,825 per 100k OI
Call wall
120.00
+5.5% from close
Put wall
115.00
+1.1% from close
Put/call OI
0.29
242 puts / 843 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
5.2
within trailing 52-week range
Front / back ATM IV
+21.2% / +19.5%
1.7 pp front premium
Expected move
+4.2%
14 DTE · one standard deviation
ATM straddle / spot
+2.5%
front-window midpoint premium
25Δ risk reversal
13.1 pp
put IV minus call IV
IV butterfly
-1.9 pp
front-window smile convexity
Volume / open interest
0.01
6 contracts traded
Normalized net delta
0.245
option-holder convention
Modeled dealer delta
-0.245
opposite-side scenario
Vanna / 100k OI
-645
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
30.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VTWO closed 6.1% below its gamma max of 120.68. It is 9.7% above the delta neutral price of 102.64. Total open interest is 1,085, +0.2% 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

← IART (#3640) MDXG (#3642) →

Questions people ask about VTWO

Where is VTWO's gamma max today?

As of Oct 2, 2026, the gamma max for VTWO is 120.68, +6.1% from the 113.70 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 VTWO above or below its delta neutral price?

VTWO closed above delta neutral: 113.70 against a delta neutral price of 102.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VTWO have?

1,085 contracts of open interest across 103 listed contracts on Oct 2, 2026, +0.2% 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.