Data through close

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

As of close · rank #2474 by open interest · snapshot page

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FATE's nearest-expiration max pain is 1.50 for 2026-10-16, net GEX is 197,516, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
2.32
prev 2.30
Gamma max
2.08
-10.4% from close
Delta neutral
1.58
-32.1% from close
Gamma neutral
2.32
0.0% from close
Open interest
5,843
+1.0% vs prev
Contracts listed
26
28 calls · 16 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
1.50
-35.3% from close
2026-10-16
GEX flip
–
Net GEX
197,516
3,380,380 per 100k OI
Call wall
3.00
+29.3% from close
Put wall
4.00
+72.4% from close
Put/call OI
0.18
904 puts / 4,939 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
67.5
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
10.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
37 contracts traded
Normalized net delta
0.402
option-holder convention
Modeled dealer delta
-0.385
opposite-side scenario
Vanna / 100k OI
359
volatility-sensitive delta
Charm / 100k OI
-119,579
time-decay-sensitive delta
IV surface range
129.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FATE closed 10.4% above its gamma max of 2.08. It is 32.1% above the delta neutral price of 1.58. Total open interest is 5,843, +1.0% 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

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Neighbours by open interest

← CCEP (#2473) BRO (#2475) →

Questions people ask about FATE

Where is FATE's gamma max today?

As of Oct 2, 2026, the gamma max for FATE is 2.08, -10.4% from the 2.32 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 FATE above or below its delta neutral price?

FATE closed above delta neutral: 2.32 against a delta neutral price of 1.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FATE have?

5,843 contracts of open interest across 26 listed contracts on Oct 2, 2026, +1.0% 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.