Data through close

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

As of close · rank #2007 by open interest · snapshot page

GRMN's nearest-expiration max pain is 260.00 for 2026-10-16, its GEX flip is 229.78, net GEX is 697,972, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
281.16
prev 282.47
Gamma max
301.05
+7.1% from close
Delta neutral
249.66
-11.2% from close
Gamma neutral
229.78
-18.3% from close
Open interest
11,141
+0.3% vs prev
Contracts listed
259
184 calls · 130 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
260.00
-7.5% from close
2026-10-16
GEX flip
229.78
-18.3% from close
Net GEX
697,972
6,264,895 per 100k OI
Call wall
290.00
+3.1% from close
Put wall
260.00
-7.5% from close
Put/call OI
0.55
3,931 puts / 7,210 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
52.9
within trailing 52-week range
Front / back ATM IV
+28.3% / +40.4%
-12.2 pp front premium
Expected move
+5.5%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
-0.3 pp
put IV minus call IV
IV butterfly
-1.9 pp
front-window smile convexity
Volume / open interest
0.01
107 contracts traded
Normalized net delta
0.267
option-holder convention
Modeled dealer delta
-0.267
opposite-side scenario
Vanna / 100k OI
-188
volatility-sensitive delta
Charm / 100k OI
-2,831,649
time-decay-sensitive delta
IV surface range
72.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GRMN closed 7.1% below its gamma max of 301.05. It is 11.2% above the delta neutral price of 249.66. Total open interest is 11,141, +0.3% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about GRMN

Where is GRMN's gamma max today?

As of Oct 2, 2026, the gamma max for GRMN is 301.05, +7.1% from the 281.16 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 GRMN above or below its delta neutral price?

GRMN closed above delta neutral: 281.16 against a delta neutral price of 249.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GRMN have?

11,141 contracts of open interest across 259 listed contracts on Oct 2, 2026, +0.3% 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.