Data through close

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

As of close · rank #3736 by open interest · snapshot page

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FNB's nearest-expiration max pain is 17.50 for 2026-10-16, its GEX flip is 21.81, net GEX is -37,259, its put/call open-interest ratio is 0.97. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.45
prev 17.24
Gamma max
20.80
+19.2% from close
Delta neutral
16.46
-5.7% from close
Gamma neutral
21.81
+25.0% from close
Open interest
925
+0.2% vs prev
Contracts listed
22
15 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
17.50
+0.3% from close
2026-10-16
GEX flip
21.81
+25.0% from close
Net GEX
-37,259
-4,028,007 per 100k OI
Call wall
20.00
+14.6% from close
Put wall
17.50
+0.3% from close
Put/call OI
0.97
455 puts / 470 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
40.2
within trailing 52-week range
Front / back ATM IV
+92.4% / +28.8%
63.7 pp front premium
Expected move
+18.1%
14 DTE · one standard deviation
ATM straddle / spot
+8.3%
front-window midpoint premium
25Δ risk reversal
-55.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
11 contracts traded
Normalized net delta
0.095
option-holder convention
Modeled dealer delta
-0.094
opposite-side scenario
Vanna / 100k OI
3,892
volatility-sensitive delta
Charm / 100k OI
635,568
time-decay-sensitive delta
IV surface range
79.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FNB closed 19.2% below its gamma max of 20.80. It is 5.7% above the delta neutral price of 16.46. Total open interest is 925, +0.2% 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

← KB (#3735) ATRC (#3737) →

Questions people ask about FNB

Where is FNB's gamma max today?

As of Oct 2, 2026, the gamma max for FNB is 20.80, +19.2% from the 17.45 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 FNB above or below its delta neutral price?

FNB closed above delta neutral: 17.45 against a delta neutral price of 16.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FNB have?

925 contracts of open interest across 22 listed contracts on Oct 2, 2026, +0.2% 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.