Data through close

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

As of close · rank #1665 by open interest · snapshot page

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FDS's nearest-expiration max pain is 260.00 for 2026-10-16, its GEX flip is 307.50, net GEX is -794,998, its put/call open-interest ratio is 1.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
266.00
prev 277.61
Gamma max
356.55
+34.0% from close
Delta neutral
271.82
+2.2% from close
Gamma neutral
307.50
+15.6% from close
Open interest
17,767
+10.5% vs prev
Contracts listed
267
128 calls · 158 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
260.00
-2.3% from close
2026-10-16
GEX flip
307.50
+15.6% from close
Net GEX
-794,998
-4,474,577 per 100k OI
Call wall
260.00
-2.3% from close
Put wall
260.00
-2.3% from close
Put/call OI
1.70
11,182 puts / 6,585 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
10.8
within trailing 52-week range
Front / back ATM IV
+42.6% / +45.0%
-2.3 pp front premium
Expected move
+8.3%
14 DTE · one standard deviation
ATM straddle / spot
+6.4%
front-window midpoint premium
25Δ risk reversal
-103.5 pp
put IV minus call IV
IV butterfly
9.5 pp
front-window smile convexity
Volume / open interest
0.02
411 contracts traded
Normalized net delta
-0.054
option-holder convention
Modeled dealer delta
0.054
opposite-side scenario
Vanna / 100k OI
1,469
volatility-sensitive delta
Charm / 100k OI
-4,744,155
time-decay-sensitive delta
IV surface range
149.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FDS closed 34.0% below its gamma max of 356.55. It is 2.2% below the delta neutral price of 271.82. Total open interest is 17,767, +10.5% 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

Neighbours by open interest

← ZLAB (#1664) NVCR (#1666) →

Questions people ask about FDS

Where is FDS's gamma max today?

As of Oct 2, 2026, the gamma max for FDS is 356.55, +34.0% from the 266.00 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 FDS above or below its delta neutral price?

FDS closed below delta neutral: 266.00 against a delta neutral price of 271.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FDS have?

17,767 contracts of open interest across 267 listed contracts on Oct 2, 2026, +10.5% 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.