Data through close

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

As of close · rank #2097 by open interest · snapshot page

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IJR's nearest-expiration max pain is 140.00 for 2026-10-16, its GEX flip is 86.32, net GEX is 307,010, its put/call open-interest ratio is 0.59. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
138.52
prev 136.97
Gamma max
167.54
+21.0% from close
Delta neutral
138.95
+0.3% from close
Gamma neutral
86.32
-37.7% from close
Open interest
9,837
+0.2% vs prev
Contracts listed
208
142 calls · 93 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
140.00
+1.1% from close
2026-10-16
GEX flip
86.32
-37.7% from close
Net GEX
307,010
3,120,967 per 100k OI
Call wall
140.00
+1.1% from close
Put wall
150.00
+8.3% from close
Put/call OI
0.59
3,664 puts / 6,173 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
12.8
within trailing 52-week range
Front / back ATM IV
+18.2% / +17.8%
0.4 pp front premium
Expected move
+3.6%
14 DTE · one standard deviation
ATM straddle / spot
+2.6%
front-window midpoint premium
25Δ risk reversal
0.0 pp
put IV minus call IV
IV butterfly
4.8 pp
front-window smile convexity
Volume / open interest
0.06
583 contracts traded
Normalized net delta
0.058
option-holder convention
Modeled dealer delta
-0.058
opposite-side scenario
Vanna / 100k OI
1,017
volatility-sensitive delta
Charm / 100k OI
235,905
time-decay-sensitive delta
IV surface range
23.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IJR closed 21.0% below its gamma max of 167.54. It is 0.3% below the delta neutral price of 138.95. Total open interest is 9,837, +0.2% 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

← SITM (#2096) WMG (#2098) →

Questions people ask about IJR

Where is IJR's gamma max today?

As of Oct 2, 2026, the gamma max for IJR is 167.54, +21.0% from the 138.52 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 IJR above or below its delta neutral price?

IJR closed below delta neutral: 138.52 against a delta neutral price of 138.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IJR have?

9,837 contracts of open interest across 208 listed contracts on Oct 2, 2026, +0.2% 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.