Data through close

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

As of close · rank #797 by open interest · snapshot page

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GERN's nearest-expiration max pain is 1.00 for 2026-10-16, net GEX is 1,994,418, its put/call open-interest ratio is 0.28. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
1.20
prev 1.21
Gamma max
1.33
+11.1% from close
Delta neutral
0.77
-36.1% from close
Gamma neutral
1.20
0.0% from close
Open interest
72,183
+0.2% vs prev
Contracts listed
52
40 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
1.00
-16.7% from close
2026-10-16
GEX flip
–
Net GEX
1,994,418
2,763,002 per 100k OI
Call wall
1.50
+25.0% from close
Put wall
1.00
-16.7% from close
Put/call OI
0.28
15,912 puts / 56,271 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
42.6
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
71.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
135 contracts traded
Normalized net delta
0.240
option-holder convention
Modeled dealer delta
-0.237
opposite-side scenario
Vanna / 100k OI
3,628
volatility-sensitive delta
Charm / 100k OI
-37,830
time-decay-sensitive delta
IV surface range
112.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GERN closed 11.1% below its gamma max of 1.33. It is 36.1% above the delta neutral price of 0.77. Total open interest is 72,183, +0.2% 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

← ACAD (#796) VNET (#798) →

Questions people ask about GERN

Where is GERN's gamma max today?

As of Oct 2, 2026, the gamma max for GERN is 1.33, +11.1% from the 1.20 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 GERN above or below its delta neutral price?

GERN closed above delta neutral: 1.20 against a delta neutral price of 0.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GERN have?

72,183 contracts of open interest across 52 listed contracts on Oct 2, 2026, +0.2% 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.