Data through close

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

As of close · rank #4709 by open interest · snapshot page

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IJS's nearest-expiration max pain is 134.00 for 2026-10-16, its GEX flip is 133.20, net GEX is -9,773, its put/call open-interest ratio is 0.91. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
130.39
prev 129.19
Gamma max
141.33
+8.4% from close
Delta neutral
130.36
-0.0% from close
Gamma neutral
133.20
+2.2% from close
Open interest
111
+19.4% vs prev
Contracts listed
30
17 calls · 14 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
134.00
+2.8% from close
2026-10-16
GEX flip
133.20
+2.2% from close
Net GEX
-9,773
-8,804,602 per 100k OI
Call wall
140.00
+7.4% from close
Put wall
131.00
+0.5% from close
Put/call OI
0.91
53 puts / 58 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
3.3
within trailing 52-week range
Front / back ATM IV
+18.5% / +23.6%
-5.1 pp front premium
Expected move
+3.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
4 contracts traded
Normalized net delta
-0.001
option-holder convention
Modeled dealer delta
0.001
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
17.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IJS closed 8.4% below its gamma max of 141.33. It is right at the delta neutral price of 130.36. Total open interest is 111, +19.4% 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

Neighbours by open interest

← FSBC (#4708) ILIT (#4710) →

Questions people ask about IJS

Where is IJS's gamma max today?

As of Oct 2, 2026, the gamma max for IJS is 141.33, +8.4% from the 130.39 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 IJS above or below its delta neutral price?

IJS closed above delta neutral: 130.39 against a delta neutral price of 130.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IJS have?

111 contracts of open interest across 30 listed contracts on Oct 2, 2026, +19.4% 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.