Data through close

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

As of close · rank #1580 by open interest · snapshot page

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FROG's nearest-expiration max pain is 92.50 for 2026-10-16, its GEX flip is 87.10, net GEX is 435,931, its put/call open-interest ratio is 0.67. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
95.50
prev 97.59
Gamma max
106.94
+12.0% from close
Delta neutral
83.54
-12.5% from close
Gamma neutral
87.10
-8.8% from close
Open interest
19,881
+2.8% vs prev
Contracts listed
283
220 calls · 158 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
92.50
-3.1% from close
2026-10-16
GEX flip
87.10
-8.8% from close
Net GEX
435,931
2,192,701 per 100k OI
Call wall
100.00
+4.7% from close
Put wall
75.00
-21.5% from close
Put/call OI
0.67
8,003 puts / 11,878 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
9.8
within trailing 52-week range
Front / back ATM IV
+62.8% / +77.6%
-14.9 pp front premium
Expected move
+12.3%
14 DTE · one standard deviation
ATM straddle / spot
+9.5%
front-window midpoint premium
25Δ risk reversal
-6.6 pp
put IV minus call IV
IV butterfly
2.1 pp
front-window smile convexity
Volume / open interest
0.02
490 contracts traded
Normalized net delta
0.242
option-holder convention
Modeled dealer delta
-0.241
opposite-side scenario
Vanna / 100k OI
226
volatility-sensitive delta
Charm / 100k OI
-1,114,572
time-decay-sensitive delta
IV surface range
81.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FROG closed 12.0% below its gamma max of 106.94. It is 12.5% above the delta neutral price of 83.54. Total open interest is 19,881, +2.8% 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

← FIX (#1579) PHM (#1581) →

Questions people ask about FROG

Where is FROG's gamma max today?

As of Oct 2, 2026, the gamma max for FROG is 106.94, +12.0% from the 95.50 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 FROG above or below its delta neutral price?

FROG closed above delta neutral: 95.50 against a delta neutral price of 83.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FROG have?

19,881 contracts of open interest across 283 listed contracts on Oct 2, 2026, +2.8% 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.