Data through close

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

As of close · rank #3485 by open interest · snapshot page

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FCNCA's nearest-expiration max pain is 2,100.00 for 2026-10-16, its GEX flip is 2,044.26, net GEX is 15,540, its put/call open-interest ratio is 0.93. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
2,073.46
prev 2,073.50
Gamma max
2,266.79
+9.3% from close
Delta neutral
2,086.41
+0.6% from close
Gamma neutral
2,044.26
-1.4% from close
Open interest
1,355
+0.5% vs prev
Contracts listed
181
125 calls · 76 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
2,100.00
+1.3% from close
2026-10-16
GEX flip
2,044.26
-1.4% from close
Net GEX
15,540
1,146,835 per 100k OI
Call wall
2,100.00
+1.3% from close
Put wall
2,020.00
-2.6% from close
Put/call OI
0.93
653 puts / 702 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
1.7
within trailing 52-week range
Front / back ATM IV
+24.7% / +29.2%
-4.5 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
+3.8%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-0.1 pp
front-window smile convexity
Volume / open interest
0.01
8 contracts traded
Normalized net delta
0.004
option-holder convention
Modeled dealer delta
-0.004
opposite-side scenario
Vanna / 100k OI
1,771
volatility-sensitive delta
Charm / 100k OI
-679,188
time-decay-sensitive delta
IV surface range
24.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FCNCA closed 9.3% below its gamma max of 2,266.79. It is 0.6% below the delta neutral price of 2,086.41. Total open interest is 1,355, +0.5% 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

← RPM (#3484) EPI (#3486) →

Questions people ask about FCNCA

Where is FCNCA's gamma max today?

As of Oct 2, 2026, the gamma max for FCNCA is 2,266.79, +9.3% from the 2,073.46 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 FCNCA above or below its delta neutral price?

FCNCA closed below delta neutral: 2,073.46 against a delta neutral price of 2,086.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FCNCA have?

1,355 contracts of open interest across 181 listed contracts on Oct 2, 2026, +0.5% 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.