Data through close

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

As of close · rank #2532 by open interest · snapshot page

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IIIN's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 31.97, net GEX is -564,567, its put/call open-interest ratio is 1.34. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
29.56
prev 29.04
Gamma max
35.23
+19.2% from close
Delta neutral
30.37
+2.7% from close
Gamma neutral
31.97
+8.1% from close
Open interest
5,354
-0.1% vs prev
Contracts listed
25
20 calls · 10 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
30.00
+1.5% from close
2026-10-16
GEX flip
31.97
+8.1% from close
Net GEX
-564,567
-10,544,768 per 100k OI
Call wall
35.00
+18.4% from close
Put wall
30.00
+1.5% from close
Put/call OI
1.34
3,070 puts / 2,284 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
44.1
within trailing 52-week range
Front / back ATM IV
+64.2% / +59.4%
4.8 pp front premium
Expected move
+12.6%
14 DTE · one standard deviation
ATM straddle / spot
+9.8%
front-window midpoint premium
25Δ risk reversal
35.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
22 contracts traded
Normalized net delta
-0.049
option-holder convention
Modeled dealer delta
0.049
opposite-side scenario
Vanna / 100k OI
5,454
volatility-sensitive delta
Charm / 100k OI
1,779,025
time-decay-sensitive delta
IV surface range
141.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IIIN closed 19.2% below its gamma max of 35.23. It is 2.7% below the delta neutral price of 30.37. Total open interest is 5,354, -0.1% 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

← OVID (#2531) MWH (#2533) →

Questions people ask about IIIN

Where is IIIN's gamma max today?

As of Oct 2, 2026, the gamma max for IIIN is 35.23, +19.2% from the 29.56 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 IIIN above or below its delta neutral price?

IIIN closed below delta neutral: 29.56 against a delta neutral price of 30.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IIIN have?

5,354 contracts of open interest across 25 listed contracts on Oct 2, 2026, -0.1% 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.