Data through close

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

As of close · rank #4025 by open interest · snapshot page

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IAT's nearest-expiration max pain is 65.00 for 2026-10-16, its GEX flip is 82.01, net GEX is -51,864, its put/call open-interest ratio is 2.64. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
57.59
prev 57.17
Gamma max
87.08
+51.2% from close
Delta neutral
66.45
+15.4% from close
Gamma neutral
82.01
+42.4% from close
Open interest
532
-12.6% vs prev
Contracts listed
49
29 calls · 21 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
65.00
+12.9% from close
2026-10-16
GEX flip
82.01
+42.4% from close
Net GEX
-51,864
-9,748,910 per 100k OI
Call wall
66.00
+14.6% from close
Put wall
65.00
+12.9% from close
Put/call OI
2.64
386 puts / 146 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
12.2
within trailing 52-week range
Front / back ATM IV
+24.7% / +20.7%
3.9 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.360
option-holder convention
Modeled dealer delta
0.359
opposite-side scenario
Vanna / 100k OI
-752
volatility-sensitive delta
Charm / 100k OI
3,559,962
time-decay-sensitive delta
IV surface range
114.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IAT closed 51.2% below its gamma max of 87.08. It is 15.4% below the delta neutral price of 66.45. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 532, -12.6% 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

Neighbours by open interest

← SPOK (#4024) VGIT (#4026) →

Questions people ask about IAT

Where is IAT's gamma max today?

As of Oct 2, 2026, the gamma max for IAT is 87.08, +51.2% from the 57.59 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 IAT above or below its delta neutral price?

IAT closed below delta neutral: 57.59 against a delta neutral price of 66.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IAT have?

532 contracts of open interest across 49 listed contracts on Oct 2, 2026, -12.6% 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.