Data through close

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

As of close · rank #4732 by open interest · snapshot page

FIDI's nearest-expiration max pain is 29.00 for 2026-10-16, net GEX is 5,298, its put/call open-interest ratio is 2.06. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
27.59
prev 27.46
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
104
0.0% vs prev
Contracts listed
5
3 calls · 2 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
29.00
+5.1% from close
2026-10-16
GEX flip
–
Net GEX
5,298
5,094,003 per 100k OI
Call wall
31.00
+12.4% from close
Put wall
20.00
-27.5% from close
Put/call OI
2.06
70 puts / 34 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
12.7
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– 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
0.00
0 contracts traded
Normalized net delta
0.029
option-holder convention
Modeled dealer delta
-0.029
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
45.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 104, 0.0% 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

Questions people ask about FIDI

Where is FIDI's gamma max today?

No gamma max could be computed for FIDI on Oct 2, 2026. 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 FIDI above or below its delta neutral price?

No delta neutral price was available for FIDI on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FIDI have?

104 contracts of open interest across 5 listed contracts on Oct 2, 2026, 0.0% 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.