Data through close

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

As of close · rank #1297 by open interest · snapshot page

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FRSH's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 6.95, net GEX is 3,336,456, its put/call open-interest ratio is 0.11. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.78
prev 13.15
Gamma max
12.54
-1.9% from close
Delta neutral
9.01
-29.5% from close
Gamma neutral
6.95
-45.6% from close
Open interest
29,459
-0.1% vs prev
Contracts listed
61
47 calls · 31 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
12.50
-2.2% from close
2026-10-16
GEX flip
6.95
-45.6% from close
Net GEX
3,336,456
11,325,762 per 100k OI
Call wall
12.50
-2.2% from close
Put wall
10.00
-21.8% from close
Put/call OI
0.11
2,833 puts / 26,626 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
48.5
within trailing 52-week range
Front / back ATM IV
+42.8% / +62.0%
-19.2 pp front premium
Expected move
+8.4%
14 DTE · one standard deviation
ATM straddle / spot
+6.7%
front-window midpoint premium
25Δ risk reversal
2.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
964 contracts traded
Normalized net delta
0.353
option-holder convention
Modeled dealer delta
-0.353
opposite-side scenario
Vanna / 100k OI
1,507
volatility-sensitive delta
Charm / 100k OI
-349,268
time-decay-sensitive delta
IV surface range
28.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FRSH closed 1.9% above its gamma max of 12.54. It is 29.5% above the delta neutral price of 9.01. Total open interest is 29,459, -0.1% 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

← GPK (#1296) NOC (#1298) →

Questions people ask about FRSH

Where is FRSH's gamma max today?

As of Oct 2, 2026, the gamma max for FRSH is 12.54, -1.9% from the 12.78 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 FRSH above or below its delta neutral price?

FRSH closed above delta neutral: 12.78 against a delta neutral price of 9.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FRSH have?

29,459 contracts of open interest across 61 listed contracts on Oct 2, 2026, -0.1% 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.