Data through close

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

As of close · rank #1550 by open interest · snapshot page

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FRPT's nearest-expiration max pain is 67.50 for 2026-10-16, its GEX flip is 40.26, net GEX is 683,975, its put/call open-interest ratio is 0.65. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
60.26
prev 57.72
Gamma max
66.17
+9.8% from close
Delta neutral
53.66
-11.0% from close
Gamma neutral
40.26
-33.2% from close
Open interest
20,526
+3.7% vs prev
Contracts listed
236
127 calls · 121 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
67.50
+12.0% from close
2026-10-16
GEX flip
40.26
-33.2% from close
Net GEX
683,975
3,332,235 per 100k OI
Call wall
60.00
-0.4% from close
Put wall
55.00
-8.7% from close
Put/call OI
0.65
8,057 puts / 12,469 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
30.5
within trailing 52-week range
Front / back ATM IV
+48.0% / +56.5%
-8.4 pp front premium
Expected move
+9.4%
14 DTE · one standard deviation
ATM straddle / spot
+7.2%
front-window midpoint premium
25Δ risk reversal
31.3 pp
put IV minus call IV
IV butterfly
4.8 pp
front-window smile convexity
Volume / open interest
0.04
737 contracts traded
Normalized net delta
0.157
option-holder convention
Modeled dealer delta
-0.157
opposite-side scenario
Vanna / 100k OI
2,363
volatility-sensitive delta
Charm / 100k OI
143,160
time-decay-sensitive delta
IV surface range
51.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FRPT closed 9.8% below its gamma max of 66.17. It is 11.0% above the delta neutral price of 53.66. Total open interest is 20,526, +3.7% 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

← KEYS (#1549) ORA (#1551) →

Questions people ask about FRPT

Where is FRPT's gamma max today?

As of Oct 2, 2026, the gamma max for FRPT is 66.17, +9.8% from the 60.26 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 FRPT above or below its delta neutral price?

FRPT closed above delta neutral: 60.26 against a delta neutral price of 53.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FRPT have?

20,526 contracts of open interest across 236 listed contracts on Oct 2, 2026, +3.7% 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.