Data through close

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

As of close · rank #1838 by open interest · snapshot page

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FIVE's nearest-expiration max pain is 230.00 for 2026-10-16, its GEX flip is 229.39, net GEX is -143,277, its put/call open-interest ratio is 1.34. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
221.19
prev 221.17
Gamma max
264.88
+19.8% from close
Delta neutral
225.05
+1.7% from close
Gamma neutral
229.39
+3.7% from close
Open interest
13,712
+0.4% vs prev
Contracts listed
258
176 calls · 152 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
230.00
+4.0% from close
2026-10-16
GEX flip
229.39
+3.7% from close
Net GEX
-143,277
-1,044,904 per 100k OI
Call wall
220.00
-0.5% from close
Put wall
220.00
-0.5% from close
Put/call OI
1.34
7,864 puts / 5,848 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
24.3
within trailing 52-week range
Front / back ATM IV
+41.7% / +41.2%
0.5 pp front premium
Expected move
+8.2%
14 DTE · one standard deviation
ATM straddle / spot
+6.3%
front-window midpoint premium
25Δ risk reversal
0.3 pp
put IV minus call IV
IV butterfly
1.3 pp
front-window smile convexity
Volume / open interest
0.01
135 contracts traded
Normalized net delta
0.055
option-holder convention
Modeled dealer delta
-0.055
opposite-side scenario
Vanna / 100k OI
1,568
volatility-sensitive delta
Charm / 100k OI
638,288
time-decay-sensitive delta
IV surface range
29.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FIVE closed 19.8% below its gamma max of 264.88. It is 1.7% below the delta neutral price of 225.05. Total open interest is 13,712, +0.4% 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

← GNW (#1837) FOCL (#1839) →

Questions people ask about FIVE

Where is FIVE's gamma max today?

As of Oct 2, 2026, the gamma max for FIVE is 264.88, +19.8% from the 221.19 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 FIVE above or below its delta neutral price?

FIVE closed below delta neutral: 221.19 against a delta neutral price of 225.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FIVE have?

13,712 contracts of open interest across 258 listed contracts on Oct 2, 2026, +0.4% 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.