Data through close

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

As of close · rank #2304 by open interest · snapshot page

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FRT's nearest-expiration max pain is 110.00 for 2026-10-16, its GEX flip is 99.05, net GEX is 680,706, its put/call open-interest ratio is 0.71. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
106.69
prev 108.03
Gamma max
112.79
+5.7% from close
Delta neutral
104.02
-2.5% from close
Gamma neutral
99.05
-7.2% from close
Open interest
7,392
+0.2% vs prev
Contracts listed
57
31 calls · 27 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
110.00
+3.1% from close
2026-10-16
GEX flip
99.05
-7.2% from close
Net GEX
680,706
9,208,684 per 100k OI
Call wall
110.00
+3.1% from close
Put wall
100.00
-6.3% from close
Put/call OI
0.71
3,068 puts / 4,324 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
26.9
within trailing 52-week range
Front / back ATM IV
+25.6% / +19.8%
5.8 pp front premium
Expected move
+5.0%
14 DTE · one standard deviation
ATM straddle / spot
+6.2%
front-window midpoint premium
25Δ risk reversal
20.6 pp
put IV minus call IV
IV butterfly
-1.4 pp
front-window smile convexity
Volume / open interest
0.01
78 contracts traded
Normalized net delta
0.056
option-holder convention
Modeled dealer delta
-0.056
opposite-side scenario
Vanna / 100k OI
6,629
volatility-sensitive delta
Charm / 100k OI
-930,276
time-decay-sensitive delta
IV surface range
61.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FRT closed 5.7% below its gamma max of 112.79. It is 2.5% above the delta neutral price of 104.02. Total open interest is 7,392, +0.2% 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

← NTRS (#2303) TDUP (#2305) →

Questions people ask about FRT

Where is FRT's gamma max today?

As of Oct 2, 2026, the gamma max for FRT is 112.79, +5.7% from the 106.69 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 FRT above or below its delta neutral price?

FRT closed above delta neutral: 106.69 against a delta neutral price of 104.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FRT have?

7,392 contracts of open interest across 57 listed contracts on Oct 2, 2026, +0.2% 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.