FRVO max pain, gamma exposure (GEX) & options open interest
As of close · rank #626 by open interest · 75 sessions of history since Jun 17, 2026
FRVO's nearest-expiration max pain is 15.00 for 2026-10-16, its GEX flip is 15.37, net GEX is -748,811, its put/call open-interest ratio is 0.53. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: 14d expected move +18.0%
FRVO closed 40.5% below its gamma max of 20.30. It is 4.4% above the delta neutral price of 13.82. Total open interest is 102,530, +1.3% versus the previous session. Its options catalyst-intensity score is 46.6 out of 100, led by 14d expected move +18.0%. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | +900 contracts · +1.4% |
| Put OI change, 1 session | +375 contracts · +1.1% |
| Call minus put OI growth, 1 session | +0.3 pp |
| Call OI change, 5 sessions | +10,165 contracts · +17.8% |
| Put OI change, 5 sessions | +5,267 contracts · +17.5% |
| Call minus put OI growth, 5 sessions | +0.4 pp |
| Daily call OI change surprise | — (73 prior changes) |
| Daily put OI change surprise | — (73 prior changes) |
| Daily call-minus-put growth surprise | — (73 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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Last 75 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 10 |
| Prior-year sessions closer to gamma max | 51.4% of 74 |
| Prior-year sessions closer to delta neutral | 24.3% of 74 |
| Open interest percentile (1y) | 95th |
| Daily open interest change versus prior year | – (1,275 contracts; 73 prior changes) |
| Open interest change, 5 sessions | +17.7% |
| Open interest change, 21 sessions | +73.7% |
| History available | Jun 17, 2026 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 14.46 vs 13.89 (+4.0%)
- closed below delta neutral at 13.75 vs 14.47 (-5.2%)
- closed above delta neutral at 15.16 vs 15.02 (+0.9%)
- closed below delta neutral at 14.96 vs 15.02 (-0.4%)
- closed above delta neutral at 19.75 vs 16.34 (+17.2%)
- closed below delta neutral at 14.77 vs 15.64 (-5.9%)
- closed above delta neutral at 15.96 vs 15.74 (+1.4%)
- closed below delta neutral at 20.16 vs 20.95 (-3.9%)
- closed above delta neutral at 22.30 vs 19.68 (+11.7%)
- closed below delta neutral at 17.08 vs 18.00 (-5.4%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/FRVO
Questions people ask about FRVO
Where is FRVO's gamma max today?
As of Oct 2, 2026, the gamma max for FRVO is 20.30, +40.5% from the 14.45 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 FRVO above or below its delta neutral price?
FRVO closed above delta neutral: 14.45 against a delta neutral price of 13.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FRVO have?
102,530 contracts of open interest across 153 listed contracts on Oct 2, 2026, +1.3% 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.