Data through close

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

As of close · rank #1282 by open interest · snapshot page

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VUG's nearest-expiration max pain is 89.00 for 2026-10-16, its GEX flip is 79.50, net GEX is 6,906,102, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
91.17
prev 90.23
Gamma max
92.42
+1.4% from close
Delta neutral
80.93
-11.2% from close
Gamma neutral
79.50
-12.8% from close
Open interest
30,235
+5.5% vs prev
Contracts listed
227
160 calls · 92 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
89.00
-2.4% from close
2026-10-16
GEX flip
79.50
-12.8% from close
Net GEX
6,906,102
22,841,417 per 100k OI
Call wall
92.00
+0.9% from close
Put wall
85.00
-6.8% from close
Put/call OI
0.41
8,812 puts / 21,423 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
12.0
within trailing 52-week range
Front / back ATM IV
+18.1% / +20.0%
-1.8 pp front premium
Expected move
+3.5%
14 DTE · one standard deviation
ATM straddle / spot
+2.5%
front-window midpoint premium
25Δ risk reversal
-19.0 pp
put IV minus call IV
IV butterfly
7.4 pp
front-window smile convexity
Volume / open interest
0.03
958 contracts traded
Normalized net delta
0.340
option-holder convention
Modeled dealer delta
-0.340
opposite-side scenario
Vanna / 100k OI
847
volatility-sensitive delta
Charm / 100k OI
-613,428
time-decay-sensitive delta
IV surface range
72.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VUG closed 1.4% below its gamma max of 92.42. It is 11.2% above the delta neutral price of 80.93. Total open interest is 30,235, +5.5% 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

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Questions people ask about VUG

Where is VUG's gamma max today?

As of Oct 2, 2026, the gamma max for VUG is 92.42, +1.4% from the 91.17 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 VUG above or below its delta neutral price?

VUG closed above delta neutral: 91.17 against a delta neutral price of 80.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VUG have?

30,235 contracts of open interest across 227 listed contracts on Oct 2, 2026, +5.5% 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.