Data through close

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

As of close · rank #3394 by open interest · snapshot page

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IDYA's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 11.12, net GEX is 122,068, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.36
prev 37.81
Gamma max
33.92
-9.2% from close
Delta neutral
22.41
-40.0% from close
Gamma neutral
11.12
-70.2% from close
Open interest
1,568
+2.1% vs prev
Contracts listed
65
45 calls · 32 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
25.00
-33.1% from close
2026-10-16
GEX flip
11.12
-70.2% from close
Net GEX
122,068
7,784,951 per 100k OI
Call wall
35.00
-6.3% from close
Put wall
35.00
-6.3% from close
Put/call OI
0.18
237 puts / 1,331 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
69.4
within trailing 52-week range
Front / back ATM IV
+64.4% / +53.8%
10.6 pp front premium
Expected move
+12.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-3.9 pp
front-window smile convexity
Volume / open interest
0.14
212 contracts traded
Normalized net delta
0.505
option-holder convention
Modeled dealer delta
-0.500
opposite-side scenario
Vanna / 100k OI
-3,125
volatility-sensitive delta
Charm / 100k OI
-2,948,980
time-decay-sensitive delta
IV surface range
31.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IDYA closed 9.2% above its gamma max of 33.92. It is 40.0% above the delta neutral price of 22.41. Total open interest is 1,568, +2.1% 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

← ASUR (#3393) SLVM (#3395) →

Questions people ask about IDYA

Where is IDYA's gamma max today?

As of Oct 2, 2026, the gamma max for IDYA is 33.92, -9.2% from the 37.36 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 IDYA above or below its delta neutral price?

IDYA closed above delta neutral: 37.36 against a delta neutral price of 22.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IDYA have?

1,568 contracts of open interest across 65 listed contracts on Oct 2, 2026, +2.1% 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.