Data through close

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

As of close · rank #3539 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

FSS's nearest-expiration max pain is 110.00 for 2026-10-16, its GEX flip is 112.00, net GEX is 44,159, its put/call open-interest ratio is 0.93. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
116.34
prev 112.17
Gamma max
128.19
+10.2% from close
Delta neutral
116.12
-0.2% from close
Gamma neutral
112.00
-3.7% from close
Open interest
1,255
+0.1% vs prev
Contracts listed
62
42 calls · 25 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
-5.4% from close
2026-10-16
GEX flip
112.00
-3.7% from close
Net GEX
44,159
3,518,670 per 100k OI
Call wall
130.00
+11.7% from close
Put wall
125.00
+7.4% from close
Put/call OI
0.93
606 puts / 649 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
15.4
within trailing 52-week range
Front / back ATM IV
+34.9% / +42.8%
-7.8 pp front premium
Expected move
+6.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
4.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.25
315 contracts traded
Normalized net delta
0.019
option-holder convention
Modeled dealer delta
-0.019
opposite-side scenario
Vanna / 100k OI
1,992
volatility-sensitive delta
Charm / 100k OI
161,753
time-decay-sensitive delta
IV surface range
39.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FSS closed 10.2% below its gamma max of 128.19. It is 0.2% above the delta neutral price of 116.12. Total open interest is 1,255, +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

Chart loads when this section is in view.

In today's screens

Neighbours by open interest

← SPHD (#3538) MRVU (#3540) →

Questions people ask about FSS

Where is FSS's gamma max today?

As of Oct 2, 2026, the gamma max for FSS is 128.19, +10.2% from the 116.34 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 FSS above or below its delta neutral price?

FSS closed above delta neutral: 116.34 against a delta neutral price of 116.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FSS have?

1,255 contracts of open interest across 62 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.