Data through close

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

As of close · rank #3160 by open interest · snapshot page

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IAUI's nearest-expiration max pain is 51.00 for 2026-10-16, its GEX flip is 60.26, net GEX is -459,902, its put/call open-interest ratio is 1.43. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
48.21
prev 48.41
Gamma max
57.06
+18.4% from close
Delta neutral
51.53
+6.9% from close
Gamma neutral
60.26
+25.0% from close
Open interest
2,133
-1.1% vs prev
Contracts listed
68
35 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
51.00
+5.8% from close
2026-10-16
GEX flip
60.26
+25.0% from close
Net GEX
-459,902
-21,561,290 per 100k OI
Call wall
48.00
-0.4% from close
Put wall
49.00
+1.6% from close
Put/call OI
1.43
1,257 puts / 876 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
5.1
within trailing 52-week range
Front / back ATM IV
+20.9% / +17.3%
3.6 pp front premium
Expected move
+4.1%
14 DTE · one standard deviation
ATM straddle / spot
+3.0%
front-window midpoint premium
25Δ risk reversal
-21.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.07
152 contracts traded
Normalized net delta
-0.227
option-holder convention
Modeled dealer delta
0.227
opposite-side scenario
Vanna / 100k OI
1,360
volatility-sensitive delta
Charm / 100k OI
76,606
time-decay-sensitive delta
IV surface range
48.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IAUI closed 18.4% below its gamma max of 57.06. It is 6.9% below the delta neutral price of 51.53. Total open interest is 2,133, -1.1% 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

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In today's screens

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Neighbours by open interest

← CLSX (#3159) NRDS (#3161) →

Questions people ask about IAUI

Where is IAUI's gamma max today?

As of Oct 2, 2026, the gamma max for IAUI is 57.06, +18.4% from the 48.21 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 IAUI above or below its delta neutral price?

IAUI closed below delta neutral: 48.21 against a delta neutral price of 51.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IAUI have?

2,133 contracts of open interest across 68 listed contracts on Oct 2, 2026, -1.1% 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.