Data through close

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

As of close · rank #3358 by open interest · snapshot page

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IGLD's nearest-expiration max pain is 22.00 for 2026-10-16, its GEX flip is 25.07, net GEX is -933,815, its put/call open-interest ratio is 2.50. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
20.06
prev 20.16
Gamma max
23.50
+17.1% from close
Delta neutral
21.10
+5.2% from close
Gamma neutral
25.07
+25.0% from close
Open interest
1,652
0.0% vs prev
Contracts listed
26
15 calls · 15 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
22.00
+9.7% from close
2026-10-16
GEX flip
25.07
+25.0% from close
Net GEX
-933,815
-56,526,357 per 100k OI
Call wall
24.00
+19.6% from close
Put wall
20.00
-0.3% from close
Put/call OI
2.50
1,180 puts / 472 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
7.3
within trailing 52-week range
Front / back ATM IV
+18.7% / +21.1%
-2.4 pp front premium
Expected move
+3.7%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
4.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
-0.299
option-holder convention
Modeled dealer delta
0.299
opposite-side scenario
Vanna / 100k OI
1,816
volatility-sensitive delta
Charm / 100k OI
716,102
time-decay-sensitive delta
IV surface range
45.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IGLD closed 17.1% below its gamma max of 23.50. It is 5.2% below the delta neutral price of 21.10. Total open interest is 1,652, 0.0% 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

← PANG (#3357) RYLD (#3359) →

Questions people ask about IGLD

Where is IGLD's gamma max today?

As of Oct 2, 2026, the gamma max for IGLD is 23.50, +17.1% from the 20.06 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 IGLD above or below its delta neutral price?

IGLD closed below delta neutral: 20.06 against a delta neutral price of 21.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IGLD have?

1,652 contracts of open interest across 26 listed contracts on Oct 2, 2026, 0.0% 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.