Data through close

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

As of close · rank #1510 by open interest · snapshot page

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IMXI's nearest-expiration max pain is 11.00 for 2026-10-16, its GEX flip is 9.66, net GEX is 155,224, its put/call open-interest ratio is 1.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.51
prev 11.49
Gamma max
14.91
+29.5% from close
Delta neutral
10.79
-6.2% from close
Gamma neutral
9.66
-16.1% from close
Open interest
21,714
-0.3% vs prev
Contracts listed
70
34 calls · 44 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
11.00
-4.4% from close
2026-10-16
GEX flip
9.66
-16.1% from close
Net GEX
155,224
714,856 per 100k OI
Call wall
15.00
+30.3% from close
Put wall
13.00
+12.9% from close
Put/call OI
1.02
10,971 puts / 10,743 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
+116.1% / +135.0%
-18.9 pp front premium
Expected move
+22.7%
14 DTE · one standard deviation
ATM straddle / spot
+30.2%
front-window midpoint premium
25Δ risk reversal
139.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
196 contracts traded
Normalized net delta
0.026
option-holder convention
Modeled dealer delta
-0.023
opposite-side scenario
Vanna / 100k OI
1,400
volatility-sensitive delta
Charm / 100k OI
26,232
time-decay-sensitive delta
IV surface range
177.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IMXI closed 29.5% below its gamma max of 14.91. It is 6.2% above the delta neutral price of 10.79. Total open interest is 21,714, -0.3% 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

← BTGO (#1509) COO (#1511) →

Questions people ask about IMXI

Where is IMXI's gamma max today?

As of Oct 2, 2026, the gamma max for IMXI is 14.91, +29.5% from the 11.51 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 IMXI above or below its delta neutral price?

IMXI closed above delta neutral: 11.51 against a delta neutral price of 10.79. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IMXI have?

21,714 contracts of open interest across 70 listed contracts on Oct 2, 2026, -0.3% 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.