Data through close

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

As of close · rank #2800 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

IHE's nearest-expiration max pain is 100.00 for 2026-10-16, net GEX is 270,724, its put/call open-interest ratio is 0.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
98.65
prev 99.00
Gamma max
112.70
+14.2% from close
Delta neutral
94.84
-3.9% from close
Gamma neutral
98.65
0.0% from close
Open interest
3,514
+0.0% vs prev
Contracts listed
31
26 calls · 6 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
100.00
+1.4% from close
2026-10-16
GEX flip
–
Net GEX
270,724
7,704,154 per 100k OI
Call wall
115.00
+16.6% from close
Put wall
100.00
+1.4% from close
Put/call OI
0.08
270 puts / 3,244 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
16.4
within trailing 52-week range
Front / back ATM IV
+24.3% / +22.5%
1.8 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-0.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.077
option-holder convention
Modeled dealer delta
-0.077
opposite-side scenario
Vanna / 100k OI
7,086
volatility-sensitive delta
Charm / 100k OI
416,249
time-decay-sensitive delta
IV surface range
17.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IHE closed 14.2% below its gamma max of 112.70. It is 3.9% above the delta neutral price of 94.84. Total open interest is 3,514, +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

← SSNC (#2799) ZVIA (#2801) →

Questions people ask about IHE

Where is IHE's gamma max today?

As of Oct 2, 2026, the gamma max for IHE is 112.70, +14.2% from the 98.65 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 IHE above or below its delta neutral price?

IHE closed above delta neutral: 98.65 against a delta neutral price of 94.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IHE have?

3,514 contracts of open interest across 31 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.