Data through close

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

As of close · rank #1047 by open interest · snapshot page

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ICE's nearest-expiration max pain is 155.00 for 2026-10-09, its GEX flip is 130.33, net GEX is 2,194,318, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
150.15
prev 151.47
Gamma max
163.27
+8.7% from close
Delta neutral
141.79
-5.6% from close
Gamma neutral
130.33
-13.2% from close
Open interest
44,794
-5.8% vs prev
Contracts listed
406
243 calls · 212 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
155.00
+3.2% from close
2026-10-09
GEX flip
130.33
-13.2% from close
Net GEX
2,194,318
4,898,688 per 100k OI
Call wall
160.00
+6.6% from close
Put wall
155.00
+3.2% from close
Put/call OI
0.44
13,734 puts / 31,060 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
64.2
within trailing 52-week range
Front / back ATM IV
+27.3% / +27.1%
0.2 pp front premium
Expected move
+3.8%
7 DTE · one standard deviation
ATM straddle / spot
+3.9%
front-window midpoint premium
25Δ risk reversal
-1.8 pp
put IV minus call IV
IV butterfly
2.7 pp
front-window smile convexity
Volume / open interest
0.09
4,105 contracts traded
Normalized net delta
0.127
option-holder convention
Modeled dealer delta
-0.125
opposite-side scenario
Vanna / 100k OI
2,344
volatility-sensitive delta
Charm / 100k OI
95,456
time-decay-sensitive delta
IV surface range
60.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ICE closed 8.7% below its gamma max of 163.27. It is 5.6% above the delta neutral price of 141.79. Total open interest is 44,794, -5.8% 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

← CC (#1046) CBOE (#1048) →

Questions people ask about ICE

Where is ICE's gamma max today?

As of Oct 2, 2026, the gamma max for ICE is 163.27, +8.7% from the 150.15 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 ICE above or below its delta neutral price?

ICE closed above delta neutral: 150.15 against a delta neutral price of 141.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ICE have?

44,794 contracts of open interest across 406 listed contracts on Oct 2, 2026, -5.8% 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.