Data through close

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

As of close · rank #1387 by open interest · snapshot page

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INIO's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 50.85, net GEX is -518,120, its put/call open-interest ratio is 4.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.99
prev 18.28
Gamma max
63.85
+219.4% from close
Delta neutral
26.68
+33.4% from close
Gamma neutral
50.85
+154.4% from close
Open interest
25,709
-0.0% vs prev
Contracts listed
66
45 calls · 32 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
20.00
+0.1% from close
2026-10-16
GEX flip
50.85
+154.4% from close
Net GEX
-518,120
-2,015,325 per 100k OI
Call wall
20.00
+0.1% from close
Put wall
15.00
-25.0% from close
Put/call OI
4.70
21,201 puts / 4,508 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
18.1
within trailing 52-week range
Front / back ATM IV
+74.9% / +94.1%
-19.2 pp front premium
Expected move
+14.7%
14 DTE · one standard deviation
ATM straddle / spot
+11.3%
front-window midpoint premium
25Δ risk reversal
-7.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
309 contracts traded
Normalized net delta
-0.132
option-holder convention
Modeled dealer delta
0.132
opposite-side scenario
Vanna / 100k OI
11,731
volatility-sensitive delta
Charm / 100k OI
-126,454
time-decay-sensitive delta
IV surface range
34.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

INIO closed 219.4% below its gamma max of 63.85. It is 33.4% below the delta neutral price of 26.68. Total open interest is 25,709, -0.0% 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

← LITS (#1386) SPHR (#1388) →

Questions people ask about INIO

Where is INIO's gamma max today?

As of Oct 2, 2026, the gamma max for INIO is 63.85, +219.4% from the 19.99 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 INIO above or below its delta neutral price?

INIO closed below delta neutral: 19.99 against a delta neutral price of 26.68. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does INIO have?

25,709 contracts of open interest across 66 listed contracts on Oct 2, 2026, -0.0% 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.