Data through close

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

As of close · rank #2275 by open interest · snapshot page

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FRHC's nearest-expiration max pain is 165.00 for 2026-10-16, its GEX flip is 153.07, net GEX is 324,076, its put/call open-interest ratio is 0.95. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
173.00
prev 173.41
Gamma max
181.76
+5.1% from close
Delta neutral
158.47
-8.4% from close
Gamma neutral
153.07
-11.5% from close
Open interest
7,670
+1.3% vs prev
Contracts listed
124
56 calls · 80 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
165.00
-4.6% from close
2026-10-16
GEX flip
153.07
-11.5% from close
Net GEX
324,076
4,225,235 per 100k OI
Call wall
175.00
+1.2% from close
Put wall
120.00
-30.6% from close
Put/call OI
0.95
3,730 puts / 3,940 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
20.5
within trailing 52-week range
Front / back ATM IV
+43.7% / +45.1%
-1.4 pp front premium
Expected move
+8.6%
14 DTE · one standard deviation
ATM straddle / spot
+6.5%
front-window midpoint premium
25Δ risk reversal
9.3 pp
put IV minus call IV
IV butterfly
3.6 pp
front-window smile convexity
Volume / open interest
0.12
924 contracts traded
Normalized net delta
0.185
option-holder convention
Modeled dealer delta
-0.177
opposite-side scenario
Vanna / 100k OI
1,265
volatility-sensitive delta
Charm / 100k OI
-1,749,009
time-decay-sensitive delta
IV surface range
84.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FRHC closed 5.1% below its gamma max of 181.76. It is 8.4% above the delta neutral price of 158.47. Total open interest is 7,670, +1.3% 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

← IGC (#2274) PRTA (#2276) →

Questions people ask about FRHC

Where is FRHC's gamma max today?

As of Oct 2, 2026, the gamma max for FRHC is 181.76, +5.1% from the 173.00 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 FRHC above or below its delta neutral price?

FRHC closed above delta neutral: 173.00 against a delta neutral price of 158.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FRHC have?

7,670 contracts of open interest across 124 listed contracts on Oct 2, 2026, +1.3% 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.