Data through close

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

As of close · rank #4785 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

FHLC's nearest-expiration max pain is 81.00 for 2026-10-16, net GEX is 21,175, its put/call open-interest ratio is 0.06. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
80.60
prev 80.58
Gamma max
81.73
+1.4% from close
Delta neutral
58.58
-27.3% from close
Gamma neutral
80.60
0.0% from close
Open interest
91
+1.1% vs prev
Contracts listed
22
20 calls · 3 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
81.00
+0.5% from close
2026-10-16
GEX flip
–
Net GEX
21,175
23,269,656 per 100k OI
Call wall
83.00
+3.0% from close
Put wall
79.00
-2.0% from close
Put/call OI
0.06
5 puts / 86 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
13.8
within trailing 52-week range
Front / back ATM IV
+28.0% / +18.7%
9.2 pp front premium
Expected move
+5.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
1 contracts traded
Normalized net delta
0.522
option-holder convention
Modeled dealer delta
-0.516
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
0.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FHLC closed 1.4% below its gamma max of 81.73. It is 27.3% above the delta neutral price of 58.58. Total open interest is 91, +1.1% 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

← ICVT (#4784) FXP (#4786) →

Questions people ask about FHLC

Where is FHLC's gamma max today?

As of Oct 2, 2026, the gamma max for FHLC is 81.73, +1.4% from the 80.60 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 FHLC above or below its delta neutral price?

FHLC closed above delta neutral: 80.60 against a delta neutral price of 58.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FHLC have?

91 contracts of open interest across 22 listed contracts on Oct 2, 2026, +1.1% 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.