Data through close

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

As of close · rank #4058 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

IGLB's nearest-expiration max pain is 47.00 for 2026-10-16, net GEX is 54,191, its put/call open-interest ratio is 0.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
45.46
prev 45.56
Gamma max
49.19
+8.2% from close
Delta neutral
46.09
+1.4% from close
Gamma neutral
45.46
0.0% from close
Open interest
512
-1.7% vs prev
Contracts listed
36
19 calls · 18 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
47.00
+3.4% from close
2026-10-16
GEX flip
–
Net GEX
54,191
10,584,271 per 100k OI
Call wall
49.00
+7.8% from close
Put wall
47.00
+3.4% from close
Put/call OI
0.26
106 puts / 406 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
12.1
within trailing 52-week range
Front / back ATM IV
+17.9% / +13.9%
4.0 pp front premium
Expected move
+3.5%
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
3 contracts traded
Normalized net delta
-0.025
option-holder convention
Modeled dealer delta
0.025
opposite-side scenario
Vanna / 100k OI
586
volatility-sensitive delta
Charm / 100k OI
-46,875
time-decay-sensitive delta
IV surface range
29.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IGLB closed 8.2% below its gamma max of 49.19. It is 1.4% below the delta neutral price of 46.09. Total open interest is 512, -1.7% 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

← DYNC (#4057) VNT (#4059) →

Questions people ask about IGLB

Where is IGLB's gamma max today?

As of Oct 2, 2026, the gamma max for IGLB is 49.19, +8.2% from the 45.46 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 IGLB above or below its delta neutral price?

IGLB closed below delta neutral: 45.46 against a delta neutral price of 46.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IGLB have?

512 contracts of open interest across 36 listed contracts on Oct 2, 2026, -1.7% 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.