Data through close

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

As of close · rank #2564 by open interest · snapshot page

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IESC's nearest-expiration max pain is 340.00 for 2026-10-16, its GEX flip is 308.00, net GEX is 99,073, its put/call open-interest ratio is 0.73. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
339.34
prev 330.16
Gamma max
384.62
+13.3% from close
Delta neutral
316.13
-6.8% from close
Gamma neutral
308.00
-9.2% from close
Open interest
5,052
+0.3% vs prev
Contracts listed
253
189 calls · 128 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
340.00
+0.2% from close
2026-10-16
GEX flip
308.00
-9.2% from close
Net GEX
99,073
1,961,071 per 100k OI
Call wall
350.00
+3.1% from close
Put wall
370.00
+9.0% from close
Put/call OI
0.73
2,135 puts / 2,917 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
13.8
within trailing 52-week range
Front / back ATM IV
+68.0% / +71.7%
-3.7 pp front premium
Expected move
+13.3%
14 DTE · one standard deviation
ATM straddle / spot
+10.5%
front-window midpoint premium
25Δ risk reversal
-49.7 pp
put IV minus call IV
IV butterfly
-16.1 pp
front-window smile convexity
Volume / open interest
0.03
176 contracts traded
Normalized net delta
0.182
option-holder convention
Modeled dealer delta
-0.181
opposite-side scenario
Vanna / 100k OI
1,089
volatility-sensitive delta
Charm / 100k OI
842,953
time-decay-sensitive delta
IV surface range
71.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IESC closed 13.3% below its gamma max of 384.62. It is 6.8% above the delta neutral price of 316.13. Total open interest is 5,052, +0.3% 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

← RRGB (#2563) LOVE (#2565) →

Questions people ask about IESC

Where is IESC's gamma max today?

As of Oct 2, 2026, the gamma max for IESC is 384.62, +13.3% from the 339.34 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 IESC above or below its delta neutral price?

IESC closed above delta neutral: 339.34 against a delta neutral price of 316.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IESC have?

5,052 contracts of open interest across 253 listed contracts on Oct 2, 2026, +0.3% 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.