Data through close

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

As of close · rank #3649 by open interest · snapshot page

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IMOS's nearest-expiration max pain is 60.00 for 2026-10-16, its GEX flip is 44.19, net GEX is 104,685, its put/call open-interest ratio is 0.15. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
83.30
prev 72.68
Gamma max
82.05
-1.5% from close
Delta neutral
53.42
-35.9% from close
Gamma neutral
44.19
-46.9% from close
Open interest
1,066
-0.1% vs prev
Contracts listed
33
32 calls · 18 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
60.00
-28.0% from close
2026-10-16
GEX flip
44.19
-46.9% from close
Net GEX
104,685
9,820,364 per 100k OI
Call wall
95.00
+14.0% from close
Put wall
65.00
-22.0% from close
Put/call OI
0.15
140 puts / 926 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
39.6
within trailing 52-week range
Front / back ATM IV
+67.9% / +63.1%
4.8 pp front premium
Expected move
+13.3%
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
0.10
109 contracts traded
Normalized net delta
0.450
option-holder convention
Modeled dealer delta
-0.450
opposite-side scenario
Vanna / 100k OI
2,345
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
28.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IMOS closed 1.5% above its gamma max of 82.05. It is 35.9% above the delta neutral price of 53.42. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 1,066, -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

Neighbours by open interest

← TEMT (#3648) RES (#3650) →

Questions people ask about IMOS

Where is IMOS's gamma max today?

As of Oct 2, 2026, the gamma max for IMOS is 82.05, -1.5% from the 83.30 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 IMOS above or below its delta neutral price?

IMOS closed above delta neutral: 83.30 against a delta neutral price of 53.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IMOS have?

1,066 contracts of open interest across 33 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.