Data through close

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

As of close · rank #1022 by open interest · snapshot page

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FAS's nearest-expiration max pain is 130.00 for 2026-10-09, its GEX flip is 92.40, net GEX is 1,612,985, its put/call open-interest ratio is 0.35. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
140.89
prev 141.04
Gamma max
161.23
+14.4% from close
Delta neutral
126.37
-10.3% from close
Gamma neutral
92.40
-34.4% from close
Open interest
46,960
-3.8% vs prev
Contracts listed
1,216
775 calls · 548 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
130.00
-7.7% from close
2026-10-09
GEX flip
92.40
-34.4% from close
Net GEX
1,612,985
3,434,807 per 100k OI
Call wall
167.91
+19.2% from close
Put wall
140.00
-0.6% from close
Put/call OI
0.35
12,281 puts / 34,679 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
95.7
within trailing 52-week range
Front / back ATM IV
+52.1% / +51.3%
0.9 pp front premium
Expected move
+7.2%
7 DTE · one standard deviation
ATM straddle / spot
+5.1%
front-window midpoint premium
25Δ risk reversal
-2.8 pp
put IV minus call IV
IV butterfly
11.8 pp
front-window smile convexity
Volume / open interest
0.06
2,910 contracts traded
Normalized net delta
0.178
option-holder convention
Modeled dealer delta
-0.177
opposite-side scenario
Vanna / 100k OI
1,483
volatility-sensitive delta
Charm / 100k OI
-1,343,680
time-decay-sensitive delta
IV surface range
99.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FAS closed 14.4% below its gamma max of 161.23. It is 10.3% above the delta neutral price of 126.37. Total open interest is 46,960, -3.8% 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

← FSK (#1021) SYF (#1023) →

Questions people ask about FAS

Where is FAS's gamma max today?

As of Oct 2, 2026, the gamma max for FAS is 161.23, +14.4% from the 140.89 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 FAS above or below its delta neutral price?

FAS closed above delta neutral: 140.89 against a delta neutral price of 126.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FAS have?

46,960 contracts of open interest across 1,216 listed contracts on Oct 2, 2026, -3.8% 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.