Data through close

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

As of close · rank #4784 by open interest · snapshot page

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ICVT's nearest-expiration max pain is 115.00 for 2026-11-20, its GEX flip is 136.03, net GEX is -17,542, its put/call open-interest ratio is 2.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
113.70
prev 112.85
Gamma max
140.17
+23.3% from close
Delta neutral
117.82
+3.6% from close
Gamma neutral
136.03
+19.6% from close
Open interest
92
0.0% vs prev
Contracts listed
23
12 calls · 11 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
115.00
+1.1% from close
2026-11-20
GEX flip
136.03
+19.6% from close
Net GEX
-17,542
-19,067,255 per 100k OI
Call wall
115.00
+1.1% from close
Put wall
115.00
+1.1% from close
Put/call OI
2.41
65 puts / 27 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
7.4
within trailing 52-week range
Front / back ATM IV
+22.5% / +22.5%
0.0 pp front premium
Expected move
+8.2%
49 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
-0.123
option-holder convention
Modeled dealer delta
0.123
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
0.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ICVT closed 23.3% below its gamma max of 140.17. It is 3.6% below the delta neutral price of 117.82. Total open interest is 92, 0.0% 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

← HSTM (#4783) FHLC (#4785) →

Questions people ask about ICVT

Where is ICVT's gamma max today?

As of Oct 2, 2026, the gamma max for ICVT is 140.17, +23.3% from the 113.70 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 ICVT above or below its delta neutral price?

ICVT closed below delta neutral: 113.70 against a delta neutral price of 117.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ICVT have?

92 contracts of open interest across 23 listed contracts on Oct 2, 2026, 0.0% 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.