Data through close

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

As of close · rank #1567 by open interest · snapshot page

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IIPR's nearest-expiration max pain is 55.00 for 2026-10-16, its GEX flip is 52.19, net GEX is -239,132, its put/call open-interest ratio is 1.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
50.52
prev 51.00
Gamma max
62.10
+22.9% from close
Delta neutral
51.64
+2.2% from close
Gamma neutral
52.19
+3.3% from close
Open interest
20,188
+1.7% vs prev
Contracts listed
104
61 calls · 50 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
55.00
+8.9% from close
2026-10-16
GEX flip
52.19
+3.3% from close
Net GEX
-239,132
-1,184,525 per 100k OI
Call wall
60.00
+18.8% from close
Put wall
50.00
-1.0% from close
Put/call OI
1.02
10,196 puts / 9,992 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
100.0
within trailing 52-week range
Front / back ATM IV
+33.1% / +37.5%
-4.4 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
22.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
538 contracts traded
Normalized net delta
-0.056
option-holder convention
Modeled dealer delta
0.056
opposite-side scenario
Vanna / 100k OI
3,933
volatility-sensitive delta
Charm / 100k OI
289,073
time-decay-sensitive delta
IV surface range
64.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IIPR closed 22.9% below its gamma max of 62.10. It is 2.2% below the delta neutral price of 51.64. Total open interest is 20,188, +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

← PCAR (#1566) AGRO (#1568) →

Questions people ask about IIPR

Where is IIPR's gamma max today?

As of Oct 2, 2026, the gamma max for IIPR is 62.10, +22.9% from the 50.52 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 IIPR above or below its delta neutral price?

IIPR closed below delta neutral: 50.52 against a delta neutral price of 51.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IIPR have?

20,188 contracts of open interest across 104 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.