Data through close

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

As of close · rank #3806 by open interest · snapshot page

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FSV's nearest-expiration max pain is 115.00 for 2026-10-16, its GEX flip is 71.55, net GEX is 41,101, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
129.13
prev 128.51
Gamma max
145.04
+12.3% from close
Delta neutral
134.33
+4.0% from close
Gamma neutral
71.55
-44.6% from close
Open interest
788
-14.3% vs prev
Contracts listed
36
22 calls · 15 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
115.00
-10.9% from close
2026-10-16
GEX flip
71.55
-44.6% from close
Net GEX
41,101
5,215,914 per 100k OI
Call wall
170.00
+31.7% from close
Put wall
155.00
+20.0% from close
Put/call OI
0.36
207 puts / 581 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
15.3
within trailing 52-week range
Front / back ATM IV
+31.4% / +31.4%
0.0 pp front premium
Expected move
+11.5%
49 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.044
option-holder convention
Modeled dealer delta
0.044
opposite-side scenario
Vanna / 100k OI
1,015
volatility-sensitive delta
Charm / 100k OI
-566,117
time-decay-sensitive delta
IV surface range
8.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FSV closed 12.3% below its gamma max of 145.04. It is 4.0% below the delta neutral price of 134.33. Total open interest is 788, -14.3% 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

← EHTH (#3805) CPK (#3807) →

Questions people ask about FSV

Where is FSV's gamma max today?

As of Oct 2, 2026, the gamma max for FSV is 145.04, +12.3% from the 129.13 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 FSV above or below its delta neutral price?

FSV closed below delta neutral: 129.13 against a delta neutral price of 134.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FSV have?

788 contracts of open interest across 36 listed contracts on Oct 2, 2026, -14.3% 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.