FISV max pain, gamma exposure (GEX) & options open interest
As of close · rank #330 by open interest · 855 sessions of history since Dec 1, 2020
FISV's nearest-expiration max pain is 47.00 for 2026-10-09, its GEX flip is 46.86, net GEX is -4,430,995, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100 · smile convexity 14.0 pp
FISV closed 34.1% below its gamma max of 59.48. It is 6.8% below the delta neutral price of 47.39. Total open interest is 263,810, -2.1% versus the previous session. Its options catalyst-intensity score is 41.6 out of 100, led by IV rank 100, smile convexity 14.0 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -3,454 contracts · -2.0% |
| Put OI change, 1 session | -2,072 contracts · -2.2% |
| Call minus put OI growth, 1 session | +0.2 pp |
| Call OI change, 5 sessions | +6,173 contracts · +3.8% |
| Put OI change, 5 sessions | +1,171 contracts · +1.3% |
| Call minus put OI growth, 5 sessions | +2.5 pp |
| Daily call OI change surprise | -0.18σ (221 prior changes) |
| Daily put OI change surprise | -0.11σ (221 prior changes) |
| Daily call-minus-put growth surprise | +0.10σ (221 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses above gamma max 16 completed Day +10 paths · latest Apr 15, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 16 | -0.2% | -1.1% to +0.3% | 31% | -1.0% to +0.2% | 0.0% |
| Day +2 | 16 | +0.0% | -1.1% to +0.8% | 50% | -1.1% to +0.7% | 0.0% |
| Day +3 | 16 | -0.3% | -1.8% to +0.4% | 50% | -1.8% to +0.3% | 0.0% |
| Day +4 | 16 | -1.1% | -2.5% to +0.4% | 31% | -2.5% to +0.2% | 0.0% |
| Day +5 | 16 | -0.9% | -2.1% to +0.2% | 25% | -2.0% to -0.0% | -0.0% |
| Day +6 | 16 | -1.3% | -2.1% to +0.4% | 31% | -2.0% to +0.4% | 0.0% |
| Day +7 | 16 | -1.2% | -2.2% to -0.3% | 25% | -2.1% to -0.6% | -0.6% |
| Day +8 | 16 | -1.4% | -2.6% to +0.2% | 38% | -2.5% to +0.2% | 0.0% |
| Day +9 | 16 | -1.2% | -1.9% to +0.7% | 44% | -1.9% to +0.7% | 0.0% |
| Day +10 | 16 | -0.6% | -1.9% to -0.1% | 19% | -1.9% to -0.1% | -0.1% |
Crosses below gamma max 15 completed Day +10 paths · latest Feb 17, 2023
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 15 | -0.1% | -1.2% to +1.0% | 47% | -1.3% to +1.1% | 0.0% |
| Day +2 | 15 | -0.1% | -2.3% to +0.7% | 47% | -2.7% to +0.8% | 0.0% |
| Day +3 | 15 | -0.3% | -2.6% to +1.1% | 40% | -2.7% to +1.1% | 0.0% |
| Day +4 | 15 | -0.8% | -2.6% to +0.4% | 33% | -3.3% to +0.6% | 0.0% |
| Day +5 | 15 | -0.6% | -1.9% to +0.3% | 47% | -2.0% to +0.4% | 0.0% |
| Day +6 | 15 | -0.3% | -2.0% to +0.8% | 40% | -2.2% to +0.8% | 0.0% |
| Day +7 | 15 | -1.0% | -2.3% to +0.5% | 40% | -2.6% to +0.5% | 0.0% |
| Day +8 | 15 | -0.8% | -1.8% to +1.5% | 47% | -2.3% to +1.5% | 0.0% |
| Day +9 | 15 | -0.8% | -2.4% to +1.8% | 40% | -2.5% to +2.2% | 0.0% |
| Day +10 | 15 | -0.2% | -3.1% to +1.7% | 47% | -4.0% to +2.3% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 2 |
| Delta neutral crosses | 37 |
| Prior-year sessions closer to gamma max | 97.6% of 252 |
| Prior-year sessions closer to delta neutral | 96.0% of 252 |
| Open interest percentile (1y) | 17th |
| Daily open interest change versus prior year | -0.17σ (-5,526 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.9% |
| Open interest change, 21 sessions | -51.0% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 50.02 vs 50.38 (-0.7%)
- closed above delta neutral at 51.58 vs 51.36 (+0.4%)
- closed below delta neutral at 50.86 vs 52.55 (-3.3%)
- closed above delta neutral at 52.73 vs 52.67 (+0.1%)
- closed below delta neutral at 51.67 vs 52.57 (-1.7%)
- closed above delta neutral at 52.58 vs 52.52 (+0.1%)
- closed below delta neutral at 52.44 vs 52.60 (-0.3%)
- closed above delta neutral at 52.96 vs 52.69 (+0.5%)
- closed below delta neutral at 52.21 vs 52.63 (-0.8%)
- closed above delta neutral at 55.50 vs 53.32 (+3.9%)
In today's screens
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/FISV
Questions people ask about FISV
Where is FISV's gamma max today?
As of Oct 2, 2026, the gamma max for FISV is 59.48, +34.1% from the 44.36 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 FISV above or below its delta neutral price?
FISV closed below delta neutral: 44.36 against a delta neutral price of 47.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FISV have?
263,810 contracts of open interest across 444 listed contracts on Oct 2, 2026, -2.1% 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.