Data through close

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

As of close · rank #4352 by open interest · snapshot page

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FRI's nearest-expiration max pain is 26.00 for 2026-10-16, net GEX is -25,792. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
29.51
prev 29.40
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
273
0.0% vs prev
Contracts listed
12
0 calls · 20 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
26.00
-11.9% from close
2026-10-16
GEX flip
–
Net GEX
-25,792
-9,447,764 per 100k OI
Call wall
–
Put wall
26.00
-11.9% from close
Put/call OI
–
273 puts / 0 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
1.6
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.157
option-holder convention
Modeled dealer delta
0.157
opposite-side scenario
Vanna / 100k OI
1,099
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
54.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

Total open interest is 273, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

← VIS (#4351) LQDT (#4353) →

Questions people ask about FRI

Where is FRI's gamma max today?

No gamma max could be computed for FRI on Oct 2, 2026. 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 FRI above or below its delta neutral price?

No delta neutral price was available for FRI on Oct 2, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FRI have?

273 contracts of open interest across 12 listed contracts on Oct 2, 2026, 0.0% 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.