Data through close

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

As of close · rank #1513 by open interest · snapshot page

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VYM's nearest-expiration max pain is 155.00 for 2026-10-16, its GEX flip is 88.66, net GEX is 3,852,229, its put/call open-interest ratio is 0.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
156.46
prev 155.35
Gamma max
163.67
+4.6% from close
Delta neutral
138.05
-11.8% from close
Gamma neutral
88.66
-43.3% from close
Open interest
21,646
+0.3% vs prev
Contracts listed
194
107 calls · 93 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
155.00
-0.9% from close
2026-10-16
GEX flip
88.66
-43.3% from close
Net GEX
3,852,229
17,796,496 per 100k OI
Call wall
175.00
+11.8% from close
Put wall
155.00
-0.9% from close
Put/call OI
0.12
2,349 puts / 19,297 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
3.6
within trailing 52-week range
Front / back ATM IV
+14.2% / +11.9%
2.3 pp front premium
Expected move
+2.8%
14 DTE · one standard deviation
ATM straddle / spot
+1.7%
front-window midpoint premium
25Δ risk reversal
-19.9 pp
put IV minus call IV
IV butterfly
-0.1 pp
front-window smile convexity
Volume / open interest
0.01
115 contracts traded
Normalized net delta
0.263
option-holder convention
Modeled dealer delta
-0.240
opposite-side scenario
Vanna / 100k OI
471
volatility-sensitive delta
Charm / 100k OI
-3,050,333
time-decay-sensitive delta
IV surface range
73.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VYM closed 4.6% below its gamma max of 163.67. It is 11.8% above the delta neutral price of 138.05. Total open interest is 21,646, +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

← MAIN (#1512) QID (#1514) →

Questions people ask about VYM

Where is VYM's gamma max today?

As of Oct 2, 2026, the gamma max for VYM is 163.67, +4.6% from the 156.46 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 VYM above or below its delta neutral price?

VYM closed above delta neutral: 156.46 against a delta neutral price of 138.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VYM have?

21,646 contracts of open interest across 194 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.