Data through close

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

As of close · rank #1573 by open interest · snapshot page

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FLYW's nearest-expiration max pain is 17.50 for 2026-10-16, its GEX flip is 35.27, net GEX is -2,872,700, its put/call open-interest ratio is 6.64. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.58
prev 17.56
Gamma max
7.50
-57.3% from close
Delta neutral
23.42
+33.2% from close
Gamma neutral
35.27
+100.6% from close
Open interest
20,063
+0.1% vs prev
Contracts listed
31
26 calls · 12 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
17.50
-0.5% from close
2026-10-16
GEX flip
35.27
+100.6% from close
Net GEX
-2,872,700
-14,318,396 per 100k OI
Call wall
15.00
-14.7% from close
Put wall
17.50
-0.5% from close
Put/call OI
6.64
17,437 puts / 2,626 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
44.8
within trailing 52-week range
Front / back ATM IV
+43.5% / +56.9%
-13.4 pp front premium
Expected move
+8.5%
14 DTE · one standard deviation
ATM straddle / spot
+6.5%
front-window midpoint premium
25Δ risk reversal
-100.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
23 contracts traded
Normalized net delta
-0.349
option-holder convention
Modeled dealer delta
0.349
opposite-side scenario
Vanna / 100k OI
40
volatility-sensitive delta
Charm / 100k OI
-147,416
time-decay-sensitive delta
IV surface range
120.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FLYW closed 57.3% above its gamma max of 7.50. It is 33.2% below the delta neutral price of 23.42. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 20,063, +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

Neighbours by open interest

← DBRG (#1572) CDW (#1574) →

Questions people ask about FLYW

Where is FLYW's gamma max today?

As of Oct 2, 2026, the gamma max for FLYW is 7.50, -57.3% from the 17.58 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 FLYW above or below its delta neutral price?

FLYW closed below delta neutral: 17.58 against a delta neutral price of 23.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FLYW have?

20,063 contracts of open interest across 31 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.