Data through close

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

As of close · rank #1071 by open interest · snapshot page

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FDX's nearest-expiration max pain is 292.50 for 2026-10-09, its GEX flip is 296.21, net GEX is -897,805, its put/call open-interest ratio is 0.82. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
290.36
prev 287.07
Gamma max
332.87
+14.6% from close
Delta neutral
297.06
+2.3% from close
Gamma neutral
296.21
+2.0% from close
Open interest
43,131
-7.0% vs prev
Contracts listed
619
361 calls · 291 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
292.50
+0.7% from close
2026-10-09
GEX flip
296.21
+2.0% from close
Net GEX
-897,805
-2,081,577 per 100k OI
Call wall
300.00
+3.3% from close
Put wall
290.00
-0.1% from close
Put/call OI
0.82
19,449 puts / 23,682 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
85.0
within trailing 52-week range
Front / back ATM IV
+28.2% / +35.7%
-7.5 pp front premium
Expected move
+3.9%
7 DTE · one standard deviation
ATM straddle / spot
+2.8%
front-window midpoint premium
25Δ risk reversal
6.2 pp
put IV minus call IV
IV butterfly
2.1 pp
front-window smile convexity
Volume / open interest
0.06
2,830 contracts traded
Normalized net delta
-0.041
option-holder convention
Modeled dealer delta
0.040
opposite-side scenario
Vanna / 100k OI
2,461
volatility-sensitive delta
Charm / 100k OI
1,461,157
time-decay-sensitive delta
IV surface range
121.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FDX closed 14.6% below its gamma max of 332.87. It is 2.3% below the delta neutral price of 297.06. Total open interest is 43,131, -7.0% 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

← FIS (#1070) BMNU (#1072) →

Questions people ask about FDX

Where is FDX's gamma max today?

As of Oct 2, 2026, the gamma max for FDX is 332.87, +14.6% from the 290.36 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 FDX above or below its delta neutral price?

FDX closed below delta neutral: 290.36 against a delta neutral price of 297.06. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FDX have?

43,131 contracts of open interest across 619 listed contracts on Oct 2, 2026, -7.0% 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.