Data through close

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

As of close · rank #2686 by open interest · snapshot page

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IDCC's nearest-expiration max pain is 330.00 for 2026-10-16, its GEX flip is 269.24, net GEX is 202,872, its put/call open-interest ratio is 0.74. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
335.13
prev 339.93
Gamma max
356.95
+6.5% from close
Delta neutral
298.87
-10.8% from close
Gamma neutral
269.24
-19.7% from close
Open interest
4,203
+0.7% vs prev
Contracts listed
184
146 calls · 89 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
330.00
-1.5% from close
2026-10-16
GEX flip
269.24
-19.7% from close
Net GEX
202,872
4,826,829 per 100k OI
Call wall
350.00
+4.4% from close
Put wall
330.00
-1.5% from close
Put/call OI
0.74
1,793 puts / 2,410 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
3.1
within trailing 52-week range
Front / back ATM IV
+38.3% / +44.8%
-6.5 pp front premium
Expected move
+7.5%
14 DTE · one standard deviation
ATM straddle / spot
+15.5%
front-window midpoint premium
25Δ risk reversal
3.1 pp
put IV minus call IV
IV butterfly
-1.6 pp
front-window smile convexity
Volume / open interest
0.01
25 contracts traded
Normalized net delta
0.162
option-holder convention
Modeled dealer delta
-0.156
opposite-side scenario
Vanna / 100k OI
857
volatility-sensitive delta
Charm / 100k OI
24,935
time-decay-sensitive delta
IV surface range
15.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IDCC closed 6.5% below its gamma max of 356.95. It is 10.8% above the delta neutral price of 298.87. Total open interest is 4,203, +0.7% 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

← XMTR (#2685) FDN (#2687) →

Questions people ask about IDCC

Where is IDCC's gamma max today?

As of Oct 2, 2026, the gamma max for IDCC is 356.95, +6.5% from the 335.13 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 IDCC above or below its delta neutral price?

IDCC closed above delta neutral: 335.13 against a delta neutral price of 298.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IDCC have?

4,203 contracts of open interest across 184 listed contracts on Oct 2, 2026, +0.7% 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.