Data through close

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

As of close · rank #2446 by open interest · snapshot page

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FLS's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 51.94, net GEX is 947,940, its put/call open-interest ratio is 0.11. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
74.37
prev 73.06
Gamma max
80.63
+8.4% from close
Delta neutral
63.53
-14.6% from close
Gamma neutral
51.94
-30.2% from close
Open interest
6,081
-0.1% vs prev
Contracts listed
72
49 calls · 29 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
75.00
+0.8% from close
2026-10-16
GEX flip
51.94
-30.2% from close
Net GEX
947,940
15,588,551 per 100k OI
Call wall
80.00
+7.6% from close
Put wall
75.00
+0.8% from close
Put/call OI
0.11
591 puts / 5,490 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
51.5
within trailing 52-week range
Front / back ATM IV
+41.5% / +43.7%
-2.3 pp front premium
Expected move
+8.1%
14 DTE · one standard deviation
ATM straddle / spot
+6.3%
front-window midpoint premium
25Δ risk reversal
16.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
14 contracts traded
Normalized net delta
0.179
option-holder convention
Modeled dealer delta
-0.179
opposite-side scenario
Vanna / 100k OI
3,634
volatility-sensitive delta
Charm / 100k OI
-1,544,581
time-decay-sensitive delta
IV surface range
78.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FLS closed 8.4% below its gamma max of 80.63. It is 14.6% above the delta neutral price of 63.53. Total open interest is 6,081, -0.1% 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

← VSTS (#2445) ICLR (#2447) →

Questions people ask about FLS

Where is FLS's gamma max today?

As of Oct 2, 2026, the gamma max for FLS is 80.63, +8.4% from the 74.37 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 FLS above or below its delta neutral price?

FLS closed above delta neutral: 74.37 against a delta neutral price of 63.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FLS have?

6,081 contracts of open interest across 72 listed contracts on Oct 2, 2026, -0.1% 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.