Data through close

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

As of close · rank #3909 by open interest · snapshot page

INDL's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 21.54, net GEX is 37,579, its put/call open-interest ratio is 0.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
39.24
prev 38.98
Gamma max
44.98
+14.6% from close
Delta neutral
36.70
-6.5% from close
Gamma neutral
21.54
-45.1% from close
Open interest
654
+3.0% vs prev
Contracts listed
42
34 calls · 15 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
40.00
+1.9% from close
2026-10-16
GEX flip
21.54
-45.1% from close
Net GEX
37,579
5,745,998 per 100k OI
Call wall
40.00
+1.9% from close
Put wall
40.00
+1.9% from close
Put/call OI
0.29
147 puts / 507 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
78.8
within trailing 52-week range
Front / back ATM IV
+35.7% / +35.1%
0.6 pp front premium
Expected move
+7.0%
14 DTE · one standard deviation
ATM straddle / spot
+5.6%
front-window midpoint premium
25Δ risk reversal
-24.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.14
90 contracts traded
Normalized net delta
0.139
option-holder convention
Modeled dealer delta
-0.139
opposite-side scenario
Vanna / 100k OI
306
volatility-sensitive delta
Charm / 100k OI
523,394
time-decay-sensitive delta
IV surface range
150.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

INDL closed 14.6% below its gamma max of 44.98. It is 6.5% above the delta neutral price of 36.70. Total open interest is 654, +3.0% versus the previous session. What gamma max means · What delta neutral means

History

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Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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Neighbours by open interest

Questions people ask about INDL

Where is INDL's gamma max today?

As of Oct 2, 2026, the gamma max for INDL is 44.98, +14.6% from the 39.24 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 INDL above or below its delta neutral price?

INDL closed above delta neutral: 39.24 against a delta neutral price of 36.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does INDL have?

654 contracts of open interest across 42 listed contracts on Oct 2, 2026, +3.0% 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.