Data through close

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

As of close · rank #2018 by open interest · snapshot page

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FFIV's nearest-expiration max pain is 400.00 for 2026-10-16, its GEX flip is 410.86, net GEX is 406,775, its put/call open-interest ratio is 0.81. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
454.04
prev 443.68
Gamma max
477.45
+5.2% from close
Delta neutral
415.43
-8.5% from close
Gamma neutral
410.86
-9.5% from close
Open interest
11,009
+3.0% vs prev
Contracts listed
355
297 calls · 203 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
400.00
-11.9% from close
2026-10-16
GEX flip
410.86
-9.5% from close
Net GEX
406,775
3,694,932 per 100k OI
Call wall
470.00
+3.5% from close
Put wall
470.00
+3.5% from close
Put/call OI
0.81
4,912 puts / 6,097 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
64.8
within trailing 52-week range
Front / back ATM IV
+38.7% / +48.6%
-9.9 pp front premium
Expected move
+7.6%
14 DTE · one standard deviation
ATM straddle / spot
+5.8%
front-window midpoint premium
25Δ risk reversal
-0.8 pp
put IV minus call IV
IV butterfly
4.1 pp
front-window smile convexity
Volume / open interest
0.04
408 contracts traded
Normalized net delta
0.257
option-holder convention
Modeled dealer delta
-0.253
opposite-side scenario
Vanna / 100k OI
463
volatility-sensitive delta
Charm / 100k OI
-5,292,215
time-decay-sensitive delta
IV surface range
55.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FFIV closed 5.2% below its gamma max of 477.45. It is 8.5% above the delta neutral price of 415.43. Total open interest is 11,009, +3.0% 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

← LNTH (#2017) FWRG (#2019) →

Questions people ask about FFIV

Where is FFIV's gamma max today?

As of Oct 2, 2026, the gamma max for FFIV is 477.45, +5.2% from the 454.04 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 FFIV above or below its delta neutral price?

FFIV closed above delta neutral: 454.04 against a delta neutral price of 415.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FFIV have?

11,009 contracts of open interest across 355 listed contracts on Oct 2, 2026, +3.0% 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.