Data through close

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

As of close · rank #3653 by open interest · snapshot page

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GRID's nearest-expiration max pain is 175.00 for 2026-10-16, its GEX flip is 110.10, net GEX is 182,975, its put/call open-interest ratio is 0.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
182.91
prev 178.80
Gamma max
188.95
+3.3% from close
Delta neutral
166.33
-9.1% from close
Gamma neutral
110.10
-39.8% from close
Open interest
1,063
+0.4% vs prev
Contracts listed
121
76 calls · 49 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
175.00
-4.3% from close
2026-10-16
GEX flip
110.10
-39.8% from close
Net GEX
182,975
17,213,121 per 100k OI
Call wall
190.00
+3.9% from close
Put wall
170.00
-7.1% from close
Put/call OI
0.29
236 puts / 827 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
3.3
within trailing 52-week range
Front / back ATM IV
+23.4% / +24.1%
-0.7 pp front premium
Expected move
+4.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
5.9 pp
put IV minus call IV
IV butterfly
2.5 pp
front-window smile convexity
Volume / open interest
0.03
36 contracts traded
Normalized net delta
0.224
option-holder convention
Modeled dealer delta
-0.221
opposite-side scenario
Vanna / 100k OI
1,693
volatility-sensitive delta
Charm / 100k OI
-323,142
time-decay-sensitive delta
IV surface range
12.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GRID closed 3.3% below its gamma max of 188.95. It is 9.1% above the delta neutral price of 166.33. Total open interest is 1,063, +0.4% 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

← ECVT (#3652) EUAD (#3654) →

Questions people ask about GRID

Where is GRID's gamma max today?

As of Oct 2, 2026, the gamma max for GRID is 188.95, +3.3% from the 182.91 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 GRID above or below its delta neutral price?

GRID closed above delta neutral: 182.91 against a delta neutral price of 166.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GRID have?

1,063 contracts of open interest across 121 listed contracts on Oct 2, 2026, +0.4% 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.