Data through close

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

As of close · rank #1330 by open interest · snapshot page

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IMAX's nearest-expiration max pain is 55.00 for 2026-10-16, its GEX flip is 63.81, net GEX is -976,945, its put/call open-interest ratio is 1.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
52.72
prev 52.52
Gamma max
72.87
+38.2% from close
Delta neutral
50.33
-4.5% from close
Gamma neutral
63.81
+21.0% from close
Open interest
28,107
+0.1% vs prev
Contracts listed
90
63 calls · 51 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
+4.3% from close
2026-10-16
GEX flip
63.81
+21.0% from close
Net GEX
-976,945
-3,475,806 per 100k OI
Call wall
55.00
+4.3% from close
Put wall
45.00
-14.6% from close
Put/call OI
1.51
16,899 puts / 11,208 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
24.7
within trailing 52-week range
Front / back ATM IV
+45.5% / +48.6%
-3.0 pp front premium
Expected move
+8.9%
14 DTE · one standard deviation
ATM straddle / spot
+7.8%
front-window midpoint premium
25Δ risk reversal
1.7 pp
put IV minus call IV
IV butterfly
-5.4 pp
front-window smile convexity
Volume / open interest
0.01
280 contracts traded
Normalized net delta
0.092
option-holder convention
Modeled dealer delta
-0.092
opposite-side scenario
Vanna / 100k OI
1,644
volatility-sensitive delta
Charm / 100k OI
311,232
time-decay-sensitive delta
IV surface range
76.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IMAX closed 38.2% below its gamma max of 72.87. It is 4.5% above the delta neutral price of 50.33. Total open interest is 28,107, +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

← ALTO (#1329) INTW (#1331) →

Questions people ask about IMAX

Where is IMAX's gamma max today?

As of Oct 2, 2026, the gamma max for IMAX is 72.87, +38.2% from the 52.72 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 IMAX above or below its delta neutral price?

IMAX closed above delta neutral: 52.72 against a delta neutral price of 50.33. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IMAX have?

28,107 contracts of open interest across 90 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.