Data through close

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

As of close · rank #3569 by open interest · snapshot page

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FCFS's nearest-expiration max pain is 220.00 for 2026-10-16, its GEX flip is 118.72, net GEX is 127,406, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
210.36
prev 208.15
Gamma max
227.76
+8.3% from close
Delta neutral
163.55
-22.3% from close
Gamma neutral
118.72
-43.6% from close
Open interest
1,197
+0.1% vs prev
Contracts listed
95
61 calls · 47 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
220.00
+4.6% from close
2026-10-16
GEX flip
118.72
-43.6% from close
Net GEX
127,406
10,643,810 per 100k OI
Call wall
240.00
+14.1% from close
Put wall
200.00
-4.9% from close
Put/call OI
0.19
191 puts / 1,006 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
9.6
within trailing 52-week range
Front / back ATM IV
+37.9% / +40.3%
-2.3 pp front premium
Expected move
+7.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
3.0 pp
front-window smile convexity
Volume / open interest
0.00
5 contracts traded
Normalized net delta
0.323
option-holder convention
Modeled dealer delta
-0.323
opposite-side scenario
Vanna / 100k OI
1,170
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
22.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FCFS closed 8.3% below its gamma max of 227.76. It is 22.3% above the delta neutral price of 163.55. Total open interest is 1,197, +0.1% 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

← RIOX (#3568) CAC (#3570) →

Questions people ask about FCFS

Where is FCFS's gamma max today?

As of Oct 2, 2026, the gamma max for FCFS is 227.76, +8.3% from the 210.36 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 FCFS above or below its delta neutral price?

FCFS closed above delta neutral: 210.36 against a delta neutral price of 163.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FCFS have?

1,197 contracts of open interest across 95 listed contracts on Oct 2, 2026, +0.1% 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.