FXI max pain, gamma exposure (GEX) & options open interest
As of close · rank #26 by open interest · 1,394 sessions of history since Dec 1, 2020
FXI's nearest-expiration max pain is 34.00 for 2026-10-09, its GEX flip is 34.36, net GEX is -97,101,418, its put/call open-interest ratio is 0.97. 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.
FXI closed 15.9% below its gamma max of 38.45. It is 3.7% below the delta neutral price of 34.41. Total open interest is 3,289,051, -1.2% versus the previous session. Its options catalyst-intensity score is 30.6 out of 100. 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 | -10,387 contracts · -0.6% |
| Put OI change, 1 session | -28,775 contracts · -1.7% |
| Call minus put OI growth, 1 session | +1.1 pp |
| Call OI change, 5 sessions | +20,763 contracts · +1.3% |
| Put OI change, 5 sessions | +14,354 contracts · +0.9% |
| Call minus put OI growth, 5 sessions | +0.4 pp |
| Daily call OI change surprise | -0.06σ (252 prior changes) |
| Daily put OI change surprise | -0.25σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.40σ (252 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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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 10 completed Day +10 paths · latest Sep 18, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 10 | +0.2% | -0.4% to +2.5% | 50% | -1.2% to +3.6% | 0.0% |
| Day +2 | 10 | +2.3% | +0.0% to +3.4% | 70% | -1.0% to +8.0% | 0.0% |
| Day +3 | 10 | +1.3% | -2.3% to +3.0% | 50% | -2.8% to +7.5% | 0.0% |
| Day +4 | 10 | +2.1% | -0.7% to +5.1% | 70% | -1.8% to +7.3% | 0.0% |
| Day +5 | 10 | +3.2% | -0.4% to +5.6% | 70% | -2.1% to +11.1% | 0.0% |
| Day +6 | 10 | +2.5% | -0.5% to +4.6% | 70% | -1.8% to +15.9% | 0.0% |
| Day +7 | 10 | +0.5% | -0.3% to +3.6% | 60% | -1.1% to +8.3% | 0.0% |
| Day +8 | 10 | +0.5% | -0.7% to +5.5% | 60% | -1.5% to +9.0% | 0.0% |
| Day +9 | 10 | +0.4% | -1.2% to +2.6% | 70% | -3.4% to +5.6% | 0.0% |
| Day +10 | 10 | +1.5% | -2.1% to +3.8% | 70% | -3.5% to +5.0% | 0.0% |
Crosses above gamma max 10 completed Day +10 paths · latest Sep 17, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 10 | +0.3% | -1.2% to +0.9% | 50% | -2.7% to +1.3% | 0.0% |
| Day +2 | 10 | +0.8% | -0.3% to +1.5% | 60% | -1.7% to +2.6% | 0.0% |
| Day +3 | 10 | +2.5% | -0.0% to +3.6% | 70% | -2.3% to +5.1% | 0.0% |
| Day +4 | 10 | +3.0% | -3.0% to +4.4% | 60% | -3.8% to +5.0% | 0.0% |
| Day +5 | 10 | +2.3% | +0.2% to +5.4% | 70% | -2.5% to +8.2% | 0.0% |
| Day +6 | 10 | +2.0% | -1.5% to +5.2% | 70% | -6.4% to +12.0% | 0.0% |
| Day +7 | 10 | +2.4% | -2.0% to +4.4% | 70% | -5.7% to +13.6% | 0.0% |
| Day +8 | 10 | +2.3% | -1.5% to +3.5% | 60% | -6.9% to +4.4% | 0.0% |
| Day +9 | 10 | +0.5% | -0.9% to +4.1% | 60% | -8.2% to +6.6% | 0.0% |
| Day +10 | 10 | -0.3% | -1.3% to +5.2% | 40% | -8.1% to +7.6% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 23 |
| Prior-year sessions closer to gamma max | 81.7% of 252 |
| Prior-year sessions closer to delta neutral | 69.0% of 252 |
| Open interest percentile (1y) | 6th |
| Daily open interest change versus prior year | -0.16σ (-39,162 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +1.1% |
| Open interest change, 21 sessions | -11.2% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 34.36 vs 34.68 (-0.9%)
- closed above delta neutral at 34.91 vs 34.65 (+0.7%)
- closed below delta neutral at 35.00 vs 35.21 (-0.6%)
- closed above delta neutral at 35.51 vs 35.30 (+0.6%)
- closed below delta neutral at 35.24 vs 35.27 (-0.1%)
- closed above delta neutral at 35.06 vs 35.04 (+0.1%)
- closed below delta neutral at 34.86 vs 35.11 (-0.7%)
- closed above delta neutral at 35.28 vs 34.73 (+1.6%)
- closed below delta neutral at 34.43 vs 34.56 (-0.4%)
- closed above delta neutral at 35.04 vs 34.70 (+1.0%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/FXI
Questions people ask about FXI
Where is FXI's gamma max today?
As of Oct 2, 2026, the gamma max for FXI is 38.45, +15.9% from the 33.19 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 FXI above or below its delta neutral price?
FXI closed below delta neutral: 33.19 against a delta neutral price of 34.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does FXI have?
3,289,051 contracts of open interest across 668 listed contracts on Oct 2, 2026, -1.2% 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.