Data through close

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

As of close · rank #4341 by open interest · snapshot page

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IDVO's nearest-expiration max pain is 43.00 for 2026-10-16, its GEX flip is 52.02, net GEX is -66,087, its put/call open-interest ratio is 5.83. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
41.62
prev 41.12
Gamma max
46.32
+11.3% from close
Delta neutral
42.86
+3.0% from close
Gamma neutral
52.02
+25.0% from close
Open interest
280
+164.2% vs prev
Contracts listed
31
13 calls · 20 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
43.00
+3.3% from close
2026-10-16
GEX flip
52.02
+25.0% from close
Net GEX
-66,087
-23,602,466 per 100k OI
Call wall
43.00
+3.3% from close
Put wall
42.00
+0.9% from close
Put/call OI
5.83
239 puts / 41 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
29.8
within trailing 52-week range
Front / back ATM IV
+49.6% / +20.6%
28.9 pp front premium
Expected move
+9.7%
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
0.01
2 contracts traded
Normalized net delta
-0.104
option-holder convention
Modeled dealer delta
0.103
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
12.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IDVO closed 11.3% below its gamma max of 46.32. It is 3.0% below the delta neutral price of 42.86. Total open interest is 280, +164.2% 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

← RAAX (#4340) TRC (#4342) →

Questions people ask about IDVO

Where is IDVO's gamma max today?

As of Oct 2, 2026, the gamma max for IDVO is 46.32, +11.3% from the 41.62 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 IDVO above or below its delta neutral price?

IDVO closed below delta neutral: 41.62 against a delta neutral price of 42.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IDVO have?

280 contracts of open interest across 31 listed contracts on Oct 2, 2026, +164.2% 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.