Data through close

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

As of close · rank #2230 by open interest · snapshot page

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FERG's nearest-expiration max pain is 230.00 for 2026-10-16, its GEX flip is 217.85, net GEX is 231,951, its put/call open-interest ratio is 0.67. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
223.33
prev 221.49
Gamma max
252.62
+13.1% from close
Delta neutral
223.86
+0.2% from close
Gamma neutral
217.85
-2.5% from close
Open interest
8,185
-0.2% vs prev
Contracts listed
141
74 calls · 79 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
230.00
+3.0% from close
2026-10-16
GEX flip
217.85
-2.5% from close
Net GEX
231,951
2,833,858 per 100k OI
Call wall
230.00
+3.0% from close
Put wall
200.00
-10.4% from close
Put/call OI
0.67
3,290 puts / 4,895 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
14.4
within trailing 52-week range
Front / back ATM IV
+29.3% / +35.6%
-6.4 pp front premium
Expected move
+5.7%
14 DTE · one standard deviation
ATM straddle / spot
+4.5%
front-window midpoint premium
25Δ risk reversal
9.8 pp
put IV minus call IV
IV butterfly
-0.7 pp
front-window smile convexity
Volume / open interest
0.00
18 contracts traded
Normalized net delta
-0.001
option-holder convention
Modeled dealer delta
0.001
opposite-side scenario
Vanna / 100k OI
3,384
volatility-sensitive delta
Charm / 100k OI
-257,972
time-decay-sensitive delta
IV surface range
80.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FERG closed 13.1% below its gamma max of 252.62. It is 0.2% below the delta neutral price of 223.86. Total open interest is 8,185, -0.2% 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

← PLX (#2229) CPA (#2231) →

Questions people ask about FERG

Where is FERG's gamma max today?

As of Oct 2, 2026, the gamma max for FERG is 252.62, +13.1% from the 223.33 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 FERG above or below its delta neutral price?

FERG closed below delta neutral: 223.33 against a delta neutral price of 223.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FERG have?

8,185 contracts of open interest across 141 listed contracts on Oct 2, 2026, -0.2% 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.