Data through close

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

As of close · rank #4380 by open interest · snapshot page

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IBEX's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 36.17, net GEX is 37,731, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
43.58
prev 44.28
Gamma max
44.83
+2.9% from close
Delta neutral
38.59
-11.5% from close
Gamma neutral
36.17
-17.0% from close
Open interest
260
-2.3% vs prev
Contracts listed
26
15 calls · 14 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
40.00
-8.2% from close
2026-10-16
GEX flip
36.17
-17.0% from close
Net GEX
37,731
14,511,931 per 100k OI
Call wall
45.00
+3.3% from close
Put wall
40.00
-8.2% from close
Put/call OI
0.44
79 puts / 181 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
22.9
within trailing 52-week range
Front / back ATM IV
+48.4% / +64.8%
-16.5 pp front premium
Expected move
+9.5%
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
0.03
8 contracts traded
Normalized net delta
0.322
option-holder convention
Modeled dealer delta
-0.322
opposite-side scenario
Vanna / 100k OI
769
volatility-sensitive delta
Charm / 100k OI
-2,176,154
time-decay-sensitive delta
IV surface range
10.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IBEX closed 2.9% below its gamma max of 44.83. It is 11.5% above the delta neutral price of 38.59. Total open interest is 260, -2.3% 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

← PEO (#4379) SNDA (#4381) →

Questions people ask about IBEX

Where is IBEX's gamma max today?

As of Oct 2, 2026, the gamma max for IBEX is 44.83, +2.9% from the 43.58 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 IBEX above or below its delta neutral price?

IBEX closed above delta neutral: 43.58 against a delta neutral price of 38.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IBEX have?

260 contracts of open interest across 26 listed contracts on Oct 2, 2026, -2.3% 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.