Data through close

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

As of close · rank #825 by open interest · snapshot page

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FSM's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 4.97, net GEX is 4,088,806, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.25
prev 11.17
Gamma max
11.69
+3.9% from close
Delta neutral
7.26
-35.4% from close
Gamma neutral
4.97
-55.8% from close
Open interest
68,527
+1.1% vs prev
Contracts listed
81
68 calls · 44 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
+11.1% from close
2026-10-16
GEX flip
4.97
-55.8% from close
Net GEX
4,088,806
5,966,708 per 100k OI
Call wall
12.50
+11.1% from close
Put wall
10.00
-11.1% from close
Put/call OI
0.19
11,036 puts / 57,491 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
87.0
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
6.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
1,261 contracts traded
Normalized net delta
0.418
option-holder convention
Modeled dealer delta
-0.405
opposite-side scenario
Vanna / 100k OI
884
volatility-sensitive delta
Charm / 100k OI
-28,730
time-decay-sensitive delta
IV surface range
6.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FSM closed 3.9% below its gamma max of 11.69. It is 35.4% above the delta neutral price of 7.26. Total open interest is 68,527, +1.1% 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

← MGNI (#824) EMR (#826) →

Questions people ask about FSM

Where is FSM's gamma max today?

As of Oct 2, 2026, the gamma max for FSM is 11.69, +3.9% from the 11.25 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 FSM above or below its delta neutral price?

FSM closed above delta neutral: 11.25 against a delta neutral price of 7.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FSM have?

68,527 contracts of open interest across 81 listed contracts on Oct 2, 2026, +1.1% 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.