Data through close

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

As of close · rank #3381 by open interest · snapshot page

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FEPI's nearest-expiration max pain is 43.00 for 2026-10-16, its GEX flip is 41.95, net GEX is 438,236, its put/call open-interest ratio is 0.86. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
43.21
prev 42.85
Gamma max
43.46
+0.6% from close
Delta neutral
42.77
-1.0% from close
Gamma neutral
41.95
-2.9% from close
Open interest
1,595
+1.6% vs prev
Contracts listed
51
17 calls · 35 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
43.00
-0.5% from close
2026-10-16
GEX flip
41.95
-2.9% from close
Net GEX
438,236
27,475,619 per 100k OI
Call wall
43.00
-0.5% from close
Put wall
42.00
-2.8% from close
Put/call OI
0.86
736 puts / 859 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
11.7
within trailing 52-week range
Front / back ATM IV
+22.0% / +21.0%
1.0 pp front premium
Expected move
+4.3%
14 DTE · one standard deviation
ATM straddle / spot
+3.2%
front-window midpoint premium
25Δ risk reversal
15.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.06
96 contracts traded
Normalized net delta
0.108
option-holder convention
Modeled dealer delta
-0.089
opposite-side scenario
Vanna / 100k OI
1,254
volatility-sensitive delta
Charm / 100k OI
-114,483
time-decay-sensitive delta
IV surface range
62.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FEPI closed 0.6% below its gamma max of 43.46. It is 1.0% above the delta neutral price of 42.77. Total open interest is 1,595, +1.6% 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

← BIL (#3380) EGAN (#3382) →

Questions people ask about FEPI

Where is FEPI's gamma max today?

As of Oct 2, 2026, the gamma max for FEPI is 43.46, +0.6% from the 43.21 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 FEPI above or below its delta neutral price?

FEPI closed above delta neutral: 43.21 against a delta neutral price of 42.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FEPI have?

1,595 contracts of open interest across 51 listed contracts on Oct 2, 2026, +1.6% 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.