Data through close

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

As of close · rank #3584 by open interest · snapshot page

FNGS's nearest-expiration max pain is 77.00 for 2026-10-16, its GEX flip is 72.38, net GEX is 202,957, its put/call open-interest ratio is 0.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
82.71
prev 82.46
Gamma max
89.04
+7.6% from close
Delta neutral
73.91
-10.6% from close
Gamma neutral
72.38
-12.5% from close
Open interest
1,172
+3.5% vs prev
Contracts listed
72
57 calls · 27 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
77.00
-6.9% from close
2026-10-16
GEX flip
72.38
-12.5% from close
Net GEX
202,957
17,317,182 per 100k OI
Call wall
90.00
+8.8% from close
Put wall
69.00
-16.6% from close
Put/call OI
0.26
244 puts / 928 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
10.0
within trailing 52-week range
Front / back ATM IV
+25.5% / +25.3%
0.2 pp front premium
Expected move
+5.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
9.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
21 contracts traded
Normalized net delta
0.189
option-holder convention
Modeled dealer delta
-0.180
opposite-side scenario
Vanna / 100k OI
1,536
volatility-sensitive delta
Charm / 100k OI
-114,505
time-decay-sensitive delta
IV surface range
13.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FNGS closed 7.6% below its gamma max of 89.04. It is 10.6% above the delta neutral price of 73.91. Total open interest is 1,172, +3.5% 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

Questions people ask about FNGS

Where is FNGS's gamma max today?

As of Oct 2, 2026, the gamma max for FNGS is 89.04, +7.6% from the 82.71 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 FNGS above or below its delta neutral price?

FNGS closed above delta neutral: 82.71 against a delta neutral price of 73.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FNGS have?

1,172 contracts of open interest across 72 listed contracts on Oct 2, 2026, +3.5% 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.