Data through close

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

As of close · rank #1281 by open interest · snapshot page

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FICO's nearest-expiration max pain is 660.00 for 2026-10-16, its GEX flip is 655.67, net GEX is 51,436, its put/call open-interest ratio is 0.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
661.25
prev 661.75
Gamma max
949.52
+43.6% from close
Delta neutral
682.96
+3.3% from close
Gamma neutral
655.67
-0.8% from close
Open interest
30,288
+4.0% vs prev
Contracts listed
1,327
891 calls · 495 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
660.00
-0.2% from close
2026-10-16
GEX flip
655.67
-0.8% from close
Net GEX
51,436
169,824 per 100k OI
Call wall
700.00
+5.9% from close
Put wall
600.00
-9.3% from close
Put/call OI
0.70
12,460 puts / 17,828 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
72.6
within trailing 52-week range
Front / back ATM IV
+64.1% / +66.9%
-2.8 pp front premium
Expected move
+12.6%
14 DTE · one standard deviation
ATM straddle / spot
+9.8%
front-window midpoint premium
25Δ risk reversal
2.5 pp
put IV minus call IV
IV butterfly
1.5 pp
front-window smile convexity
Volume / open interest
0.20
6,143 contracts traded
Normalized net delta
-0.023
option-holder convention
Modeled dealer delta
0.023
opposite-side scenario
Vanna / 100k OI
1,218
volatility-sensitive delta
Charm / 100k OI
-2,985,885
time-decay-sensitive delta
IV surface range
40.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FICO closed 43.6% below its gamma max of 949.52. It is 3.3% below the delta neutral price of 682.96. Total open interest is 30,288, +4.0% 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

← TROW (#1280) VUG (#1282) →

Questions people ask about FICO

Where is FICO's gamma max today?

As of Oct 2, 2026, the gamma max for FICO is 949.52, +43.6% from the 661.25 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 FICO above or below its delta neutral price?

FICO closed below delta neutral: 661.25 against a delta neutral price of 682.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FICO have?

30,288 contracts of open interest across 1,327 listed contracts on Oct 2, 2026, +4.0% 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.