Data through close

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

As of close · rank #3854 by open interest · snapshot page

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FIZZ's nearest-expiration max pain is 31.75 for 2026-10-16, its GEX flip is 25.38, net GEX is 47,934, its put/call open-interest ratio is 0.32. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
30.32
prev 29.69
Gamma max
35.00
+15.4% from close
Delta neutral
28.94
-4.5% from close
Gamma neutral
25.38
-16.3% from close
Open interest
732
0.0% vs prev
Contracts listed
32
26 calls · 10 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
31.75
+4.7% from close
2026-10-16
GEX flip
25.38
-16.3% from close
Net GEX
47,934
6,548,348 per 100k OI
Call wall
31.75
+4.7% from close
Put wall
31.75
+4.7% from close
Put/call OI
0.32
176 puts / 556 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
5.9
within trailing 52-week range
Front / back ATM IV
+38.7% / +36.3%
2.4 pp front premium
Expected move
+7.6%
14 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
0.091
option-holder convention
Modeled dealer delta
-0.089
opposite-side scenario
Vanna / 100k OI
1,639
volatility-sensitive delta
Charm / 100k OI
-672,678
time-decay-sensitive delta
IV surface range
79.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FIZZ closed 15.4% below its gamma max of 35.00. It is 4.5% above the delta neutral price of 28.94. Total open interest is 732, 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

← PRG (#3853) VOE (#3855) →

Questions people ask about FIZZ

Where is FIZZ's gamma max today?

As of Oct 2, 2026, the gamma max for FIZZ is 35.00, +15.4% from the 30.32 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 FIZZ above or below its delta neutral price?

FIZZ closed above delta neutral: 30.32 against a delta neutral price of 28.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FIZZ have?

732 contracts of open interest across 32 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.