Data through close

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

As of close · rank #2687 by open interest · snapshot page

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FDN's nearest-expiration max pain is 255.00 for 2026-10-16, its GEX flip is 333.14, net GEX is -229,127, its put/call open-interest ratio is 2.80. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
291.75
prev 289.33
Gamma max
359.94
+23.4% from close
Delta neutral
280.01
-4.0% from close
Gamma neutral
333.14
+14.2% from close
Open interest
4,197
+0.1% vs prev
Contracts listed
107
66 calls · 57 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
255.00
-12.6% from close
2026-10-16
GEX flip
333.14
+14.2% from close
Net GEX
-229,127
-5,459,304 per 100k OI
Call wall
290.00
-0.6% from close
Put wall
290.00
-0.6% from close
Put/call OI
2.80
3,092 puts / 1,105 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
9.3
within trailing 52-week range
Front / back ATM IV
+21.9% / +22.0%
-0.2 pp front premium
Expected move
+4.3%
14 DTE · one standard deviation
ATM straddle / spot
+3.2%
front-window midpoint premium
25Δ risk reversal
-15.7 pp
put IV minus call IV
IV butterfly
3.4 pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.060
option-holder convention
Modeled dealer delta
-0.056
opposite-side scenario
Vanna / 100k OI
2,001
volatility-sensitive delta
Charm / 100k OI
777,603
time-decay-sensitive delta
IV surface range
38.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FDN closed 23.4% below its gamma max of 359.94. It is 4.0% above the delta neutral price of 280.01. Total open interest is 4,197, +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

← IDCC (#2686) TFIN (#2688) →

Questions people ask about FDN

Where is FDN's gamma max today?

As of Oct 2, 2026, the gamma max for FDN is 359.94, +23.4% from the 291.75 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 FDN above or below its delta neutral price?

FDN closed above delta neutral: 291.75 against a delta neutral price of 280.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FDN have?

4,197 contracts of open interest across 107 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.