Data through close

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

As of close · rank #2491 by open interest · snapshot page

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FENY's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 72.28, net GEX is -78,181, its put/call open-interest ratio is 0.85. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
34.64
prev 34.56
Gamma max
22.64
-34.6% from close
Delta neutral
31.57
-8.8% from close
Gamma neutral
72.28
+108.7% from close
Open interest
5,676
+0.8% vs prev
Contracts listed
58
43 calls · 27 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
35.00
+1.0% from close
2026-10-16
GEX flip
72.28
+108.7% from close
Net GEX
-78,181
-1,377,391 per 100k OI
Call wall
32.00
-7.6% from close
Put wall
33.00
-4.7% from close
Put/call OI
0.85
2,609 puts / 3,067 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
3.1
within trailing 52-week range
Front / back ATM IV
+41.9% / +27.8%
14.1 pp front premium
Expected move
+8.2%
14 DTE · one standard deviation
ATM straddle / spot
+3.8%
front-window midpoint premium
25Δ risk reversal
6.6 pp
put IV minus call IV
IV butterfly
0.1 pp
front-window smile convexity
Volume / open interest
0.01
62 contracts traded
Normalized net delta
0.076
option-holder convention
Modeled dealer delta
-0.057
opposite-side scenario
Vanna / 100k OI
810
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
98.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FENY closed 34.6% above its gamma max of 22.64. It is 8.8% above the delta neutral price of 31.57. Total open interest is 5,676, +0.8% 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

← LFCR (#2490) AMP (#2492) →

Questions people ask about FENY

Where is FENY's gamma max today?

As of Oct 2, 2026, the gamma max for FENY is 22.64, -34.6% from the 34.64 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 FENY above or below its delta neutral price?

FENY closed above delta neutral: 34.64 against a delta neutral price of 31.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FENY have?

5,676 contracts of open interest across 58 listed contracts on Oct 2, 2026, +0.8% 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.