Data through close

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

As of close · rank #659 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

VYX's nearest-expiration max pain is 7.50 for 2026-10-16, net GEX is 4,576,061, its put/call open-interest ratio is 0.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
6.70
prev 6.84
Gamma max
8.36
+24.8% from close
Delta neutral
3.50
-47.7% from close
Gamma neutral
6.70
0.0% from close
Open interest
95,028
+0.0% vs prev
Contracts listed
46
40 calls · 19 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
7.50
+11.9% from close
2026-10-16
GEX flip
–
Net GEX
4,576,061
4,815,487 per 100k OI
Call wall
10.00
+49.3% from close
Put wall
7.50
+11.9% from close
Put/call OI
0.02
2,032 puts / 92,996 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
19.0
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
2.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
20 contracts traded
Normalized net delta
0.162
option-holder convention
Modeled dealer delta
-0.162
opposite-side scenario
Vanna / 100k OI
5,477
volatility-sensitive delta
Charm / 100k OI
-18,687
time-decay-sensitive delta
IV surface range
88.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

VYX closed 24.8% below its gamma max of 8.36. It is 47.7% above the delta neutral price of 3.50. Total open interest is 95,028, +0.0% 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

Neighbours by open interest

← MIR (#658) EOG (#660) →

Questions people ask about VYX

Where is VYX's gamma max today?

As of Oct 2, 2026, the gamma max for VYX is 8.36, +24.8% from the 6.70 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 VYX above or below its delta neutral price?

VYX closed above delta neutral: 6.70 against a delta neutral price of 3.50. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does VYX have?

95,028 contracts of open interest across 46 listed contracts on Oct 2, 2026, +0.0% 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.