Data through close

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

As of close · rank #4599 by open interest · snapshot page

FCF's nearest-expiration max pain is 12.50 for 2026-10-16, net GEX is 18,090, its put/call open-interest ratio is 0.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
20.56
prev 20.28
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
152
-1.9% vs prev
Contracts listed
10
7 calls · 3 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
12.50
-39.2% from close
2026-10-16
GEX flip
–
Net GEX
18,090
11,901,469 per 100k OI
Call wall
25.00
+21.6% from close
Put wall
22.50
+9.4% from close
Put/call OI
0.02
3 puts / 149 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
28.5
within trailing 52-week range
Front / back ATM IV
+74.1% / +32.4%
41.8 pp front premium
Expected move
+14.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.129
option-holder convention
Modeled dealer delta
-0.129
opposite-side scenario
Vanna / 100k OI
5,921
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
0.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 152, -1.9% versus the previous session. What gamma max means · What delta neutral means

History

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Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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Neighbours by open interest

Questions people ask about FCF

Where is FCF's gamma max today?

No gamma max could be computed for FCF on Oct 2, 2026. 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 FCF above or below its delta neutral price?

No delta neutral price was available for FCF on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FCF have?

152 contracts of open interest across 10 listed contracts on Oct 2, 2026, -1.9% 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.