Data through close

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

As of close · rank #3635 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

IAI's nearest-expiration max pain is 175.00 for 2026-10-16, its GEX flip is 175.61, net GEX is 2,321, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
175.89
prev 176.29
Gamma max
213.27
+21.3% from close
Delta neutral
176.33
+0.2% from close
Gamma neutral
175.61
-0.2% from close
Open interest
1,088
-3.2% vs prev
Contracts listed
78
44 calls · 35 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
-0.5% from close
2026-10-16
GEX flip
175.61
-0.2% from close
Net GEX
2,321
213,295 per 100k OI
Call wall
220.00
+25.1% from close
Put wall
173.00
-1.6% from close
Put/call OI
0.19
173 puts / 915 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
5.6
within trailing 52-week range
Front / back ATM IV
+24.5% / +21.6%
2.9 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-33.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
11 contracts traded
Normalized net delta
0.003
option-holder convention
Modeled dealer delta
-0.003
opposite-side scenario
Vanna / 100k OI
2,390
volatility-sensitive delta
Charm / 100k OI
149,173
time-decay-sensitive delta
IV surface range
50.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IAI closed 21.3% below its gamma max of 213.27. It is 0.2% below the delta neutral price of 176.33. Total open interest is 1,088, -3.2% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← PNNT (#3634) AMZY (#3636) →

Questions people ask about IAI

Where is IAI's gamma max today?

As of Oct 2, 2026, the gamma max for IAI is 213.27, +21.3% from the 175.89 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 IAI above or below its delta neutral price?

IAI closed below delta neutral: 175.89 against a delta neutral price of 176.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IAI have?

1,088 contracts of open interest across 78 listed contracts on Oct 2, 2026, -3.2% 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.