Data through close

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

As of close · rank #786 by open interest · snapshot page

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FIVN's nearest-expiration max pain is 22.50 for 2026-10-16, its GEX flip is 25.75, net GEX is 1,651,554, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
34.36
prev 35.75
Gamma max
37.11
+8.0% from close
Delta neutral
27.22
-20.8% from close
Gamma neutral
25.75
-25.1% from close
Open interest
73,907
+0.0% vs prev
Contracts listed
155
125 calls · 82 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
22.50
-34.5% from close
2026-10-16
GEX flip
25.75
-25.1% from close
Net GEX
1,651,554
2,234,638 per 100k OI
Call wall
32.50
-5.4% from close
Put wall
27.50
-20.0% from close
Put/call OI
0.27
15,927 puts / 57,980 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
49.1
within trailing 52-week range
Front / back ATM IV
+61.7% / +80.7%
-19.0 pp front premium
Expected move
+12.1%
14 DTE · one standard deviation
ATM straddle / spot
+9.5%
front-window midpoint premium
25Δ risk reversal
0.9 pp
put IV minus call IV
IV butterfly
-3.1 pp
front-window smile convexity
Volume / open interest
0.02
1,603 contracts traded
Normalized net delta
0.550
option-holder convention
Modeled dealer delta
-0.495
opposite-side scenario
Vanna / 100k OI
-1,974
volatility-sensitive delta
Charm / 100k OI
-1,462,151
time-decay-sensitive delta
IV surface range
68.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FIVN closed 8.0% below its gamma max of 37.11. It is 20.8% above the delta neutral price of 27.22. Total open interest is 73,907, +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

← KMX (#785) SWKS (#787) →

Questions people ask about FIVN

Where is FIVN's gamma max today?

As of Oct 2, 2026, the gamma max for FIVN is 37.11, +8.0% from the 34.36 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 FIVN above or below its delta neutral price?

FIVN closed above delta neutral: 34.36 against a delta neutral price of 27.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FIVN have?

73,907 contracts of open interest across 155 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.