Data through close

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

As of close · rank #3695 by open interest · snapshot page

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IDA's nearest-expiration max pain is 130.00 for 2026-10-16, its GEX flip is 127.96, net GEX is 178,207, its put/call open-interest ratio is 1.54. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
132.79
prev 131.86
Gamma max
135.40
+2.0% from close
Delta neutral
130.68
-1.6% from close
Gamma neutral
127.96
-3.6% from close
Open interest
989
-4.4% vs prev
Contracts listed
43
31 calls · 15 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
130.00
-2.1% from close
2026-10-16
GEX flip
127.96
-3.6% from close
Net GEX
178,207
18,018,898 per 100k OI
Call wall
135.00
+1.7% from close
Put wall
115.00
-13.4% from close
Put/call OI
1.54
599 puts / 390 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
0.0
within trailing 52-week range
Front / back ATM IV
+18.8% / +18.6%
0.2 pp front premium
Expected move
+3.7%
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
0.10
99 contracts traded
Normalized net delta
0.053
option-holder convention
Modeled dealer delta
-0.053
opposite-side scenario
Vanna / 100k OI
2,629
volatility-sensitive delta
Charm / 100k OI
-1,109,201
time-decay-sensitive delta
IV surface range
29.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IDA closed 2.0% below its gamma max of 135.40. It is 1.6% above the delta neutral price of 130.68. Total open interest is 989, -4.4% 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

← PKE (#3694) TRAX (#3696) →

Questions people ask about IDA

Where is IDA's gamma max today?

As of Oct 2, 2026, the gamma max for IDA is 135.40, +2.0% from the 132.79 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 IDA above or below its delta neutral price?

IDA closed above delta neutral: 132.79 against a delta neutral price of 130.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IDA have?

989 contracts of open interest across 43 listed contracts on Oct 2, 2026, -4.4% 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.