Data through close

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

As of close · rank #775 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

ZVRA's nearest-expiration max pain is 11.00 for 2026-10-16, its GEX flip is 9.22, net GEX is 331,254, its put/call open-interest ratio is 1.35. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
9.99
prev 10.18
Gamma max
12.35
+23.6% from close
Delta neutral
10.35
+3.6% from close
Gamma neutral
9.22
-7.7% from close
Open interest
75,708
+0.3% vs prev
Contracts listed
136
108 calls · 81 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
11.00
+10.1% from close
2026-10-16
GEX flip
9.22
-7.7% from close
Net GEX
331,254
437,542 per 100k OI
Call wall
12.00
+20.1% from close
Put wall
5.00
-49.9% from close
Put/call OI
1.35
43,486 puts / 32,222 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
100.0
within trailing 52-week range
Front / back ATM IV
+59.9% / +71.3%
-11.4 pp front premium
Expected move
+11.7%
14 DTE · one standard deviation
ATM straddle / spot
+57.6%
front-window midpoint premium
25Δ risk reversal
32.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
2,335 contracts traded
Normalized net delta
0.064
option-holder convention
Modeled dealer delta
-0.064
opposite-side scenario
Vanna / 100k OI
2,421
volatility-sensitive delta
Charm / 100k OI
-9,416
time-decay-sensitive delta
IV surface range
111.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ZVRA closed 23.6% below its gamma max of 12.35. It is 3.6% below the delta neutral price of 10.35. Total open interest is 75,708, +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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← BUD (#774) PRU (#776) →

Questions people ask about ZVRA

Where is ZVRA's gamma max today?

As of Oct 2, 2026, the gamma max for ZVRA is 12.35, +23.6% from the 9.99 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 ZVRA above or below its delta neutral price?

ZVRA closed below delta neutral: 9.99 against a delta neutral price of 10.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ZVRA have?

75,708 contracts of open interest across 136 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.