Data through close

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

As of close · rank #3835 by open interest · snapshot page

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FXF's nearest-expiration max pain is 107.00 for 2026-10-16, its GEX flip is 132.79, net GEX is -64,987, its put/call open-interest ratio is 0.67. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
106.23
prev 105.97
Gamma max
97.82
-7.9% from close
Delta neutral
105.38
-0.8% from close
Gamma neutral
132.79
+25.0% from close
Open interest
750
-0.8% vs prev
Contracts listed
77
47 calls · 30 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
107.00
+0.7% from close
2026-10-16
GEX flip
132.79
+25.0% from close
Net GEX
-64,987
-8,664,968 per 100k OI
Call wall
108.00
+1.7% from close
Put wall
108.00
+1.7% from close
Put/call OI
0.67
302 puts / 448 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
8.1
within trailing 52-week range
Front / back ATM IV
+15.7% / +9.6%
6.1 pp front premium
Expected move
+3.1%
14 DTE · one standard deviation
ATM straddle / spot
+2.8%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
8.4 pp
front-window smile convexity
Volume / open interest
0.05
39 contracts traded
Normalized net delta
0.092
option-holder convention
Modeled dealer delta
-0.092
opposite-side scenario
Vanna / 100k OI
-267
volatility-sensitive delta
Charm / 100k OI
34,267
time-decay-sensitive delta
IV surface range
45.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

FXF closed 7.9% above its gamma max of 97.82. It is 0.8% above the delta neutral price of 105.38. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 750, -0.8% 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

Neighbours by open interest

← PLOW (#3834) AFG (#3836) →

Questions people ask about FXF

Where is FXF's gamma max today?

As of Oct 2, 2026, the gamma max for FXF is 97.82, -7.9% from the 106.23 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 FXF above or below its delta neutral price?

FXF closed above delta neutral: 106.23 against a delta neutral price of 105.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does FXF have?

750 contracts of open interest across 77 listed contracts on Oct 2, 2026, -0.8% 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.