Data through close

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

As of close · rank #1704 by open interest · snapshot page

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GRNY's nearest-expiration max pain is 28.00 for 2026-10-16, its GEX flip is 9.46, net GEX is 3,183,331, its put/call open-interest ratio is 0.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
28.32
prev 28.03
Gamma max
28.91
+2.1% from close
Delta neutral
20.26
-28.5% from close
Gamma neutral
9.46
-66.6% from close
Open interest
16,789
+0.3% vs prev
Contracts listed
112
80 calls · 53 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
28.00
-1.1% from close
2026-10-16
GEX flip
9.46
-66.6% from close
Net GEX
3,183,331
18,960,815 per 100k OI
Call wall
31.00
+9.5% from close
Put wall
28.00
-1.1% from close
Put/call OI
0.08
1,183 puts / 15,606 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
21.9
within trailing 52-week range
Front / back ATM IV
+22.0% / +21.2%
0.8 pp front premium
Expected move
+4.3%
14 DTE · one standard deviation
ATM straddle / spot
+2.9%
front-window midpoint premium
25Δ risk reversal
59.6 pp
put IV minus call IV
IV butterfly
-3.2 pp
front-window smile convexity
Volume / open interest
0.00
43 contracts traded
Normalized net delta
0.482
option-holder convention
Modeled dealer delta
-0.482
opposite-side scenario
Vanna / 100k OI
-804
volatility-sensitive delta
Charm / 100k OI
-11,079
time-decay-sensitive delta
IV surface range
80.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GRNY closed 2.1% below its gamma max of 28.91. It is 28.5% above the delta neutral price of 20.26. Total open interest is 16,789, +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

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In today's screens

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Neighbours by open interest

← SND (#1703) NMRA (#1705) →

Questions people ask about GRNY

Where is GRNY's gamma max today?

As of Oct 2, 2026, the gamma max for GRNY is 28.91, +2.1% from the 28.32 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 GRNY above or below its delta neutral price?

GRNY closed above delta neutral: 28.32 against a delta neutral price of 20.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GRNY have?

16,789 contracts of open interest across 112 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.