Data through close

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

As of close · rank #1857 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

GSIT's nearest-expiration max pain is 5.00 for 2026-10-16, net GEX is 131,261, its put/call open-interest ratio is 0.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
5.61
prev 5.46
Gamma max
7.18
+28.0% from close
Delta neutral
2.69
-52.1% from close
Gamma neutral
5.61
0.0% from close
Open interest
13,392
+0.1% vs prev
Contracts listed
55
38 calls · 24 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
5.00
-10.9% from close
2026-10-16
GEX flip
–
Net GEX
131,261
980,143 per 100k OI
Call wall
7.50
+33.7% from close
Put wall
5.00
-10.9% from close
Put/call OI
0.26
2,757 puts / 10,635 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
31.5
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
-14.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
53 contracts traded
Normalized net delta
0.236
option-holder convention
Modeled dealer delta
-0.233
opposite-side scenario
Vanna / 100k OI
90
volatility-sensitive delta
Charm / 100k OI
13,165
time-decay-sensitive delta
IV surface range
4.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GSIT closed 28.0% below its gamma max of 7.18. It is 52.1% above the delta neutral price of 2.69. Total open interest is 13,392, +0.1% 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

← TT (#1856) ENLT (#1858) →

Questions people ask about GSIT

Where is GSIT's gamma max today?

As of Oct 2, 2026, the gamma max for GSIT is 7.18, +28.0% from the 5.61 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 GSIT above or below its delta neutral price?

GSIT closed above delta neutral: 5.61 against a delta neutral price of 2.69. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GSIT have?

13,392 contracts of open interest across 55 listed contracts on Oct 2, 2026, +0.1% 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.