INO max pain, gamma exposure (GEX) & options open interest
As of close · rank #627 by open interest · 1,287 sessions of history since Dec 1, 2020
INO's nearest-expiration max pain is 1.00 for 2026-10-09, its GEX flip is 0.87, net GEX is 3,392,948, its put/call open-interest ratio is 0.04. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100 · 25Δ risk reversal 34.9 pp
INO closed 52.9% above its gamma max of 0.55. It is 88.8% above the delta neutral price of 0.13. Total open interest is 102,376, -0.8% versus the previous session. Its options catalyst-intensity score is 62.0 out of 100, led by IV rank 100, 25Δ risk reversal 34.9 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -788 contracts · -0.8% |
| Put OI change, 1 session | -2 contracts · -0.1% |
| Call minus put OI growth, 1 session | -0.7 pp |
| Call OI change, 5 sessions | +3,548 contracts · +3.7% |
| Put OI change, 5 sessions | +1,512 contracts · +64.3% |
| Call minus put OI growth, 5 sessions | -60.5 pp |
| Daily call OI change surprise | -0.31σ (241 prior changes) |
| Daily put OI change surprise | -0.03σ (241 prior changes) |
| Daily call-minus-put growth surprise | — (175 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 37 completed Day +10 paths · latest May 14, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 37 | -1.5% | -3.5% to +1.5% | 38% | -2.0% to +0.0% | 0.0% |
| Day +2 | 37 | -2.2% | -7.0% to +2.0% | 35% | -5.7% to -0.3% | -0.3% |
| Day +3 | 37 | -2.3% | -7.9% to +2.8% | 41% | -5.7% to +0.5% | 0.0% |
| Day +4 | 37 | -2.9% | -6.9% to +4.2% | 32% | -4.7% to 0.0% | 0.0% |
| Day +5 | 37 | -3.6% | -8.0% to +3.5% | 32% | -6.0% to -2.6% | -2.6% |
| Day +6 | 37 | -0.4% | -7.9% to +6.1% | 46% | -6.3% to +3.3% | 0.0% |
| Day +7 | 37 | -1.0% | -7.9% to +7.0% | 49% | -5.6% to +3.7% | 0.0% |
| Day +8 | 37 | -2.8% | -9.8% to +8.2% | 41% | -4.9% to +1.8% | 0.0% |
| Day +9 | 37 | -2.8% | -11.3% to +6.1% | 38% | -5.0% to +0.7% | 0.0% |
| Day +10 | 37 | +0.2% | -11.7% to +7.6% | 51% | -4.0% to +1.8% | 0.0% |
Crosses above gamma max 33 completed Day +10 paths · latest Nov 25, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 33 | -0.5% | -5.3% to +3.9% | 42% | -3.9% to +1.4% | 0.0% |
| Day +2 | 33 | 0.0% | -6.6% to +2.5% | 48% | -5.1% to +0.9% | 0.0% |
| Day +3 | 33 | -2.9% | -9.5% to +2.9% | 33% | -6.9% to -0.9% | -0.9% |
| Day +4 | 33 | -4.3% | -8.5% to +3.4% | 30% | -6.4% to -1.0% | -1.0% |
| Day +5 | 33 | -3.9% | -10.6% to +4.1% | 36% | -8.3% to +1.0% | 0.0% |
| Day +6 | 33 | -3.9% | -9.6% to +5.2% | 39% | -8.1% to +2.8% | 0.0% |
| Day +7 | 33 | -5.2% | -10.8% to +3.0% | 39% | -9.3% to +0.6% | 0.0% |
| Day +8 | 33 | -4.8% | -11.8% to +3.9% | 42% | -8.8% to +0.7% | 0.0% |
| Day +9 | 33 | -3.5% | -12.5% to +4.7% | 36% | -9.5% to +1.9% | 0.0% |
| Day +10 | 33 | 0.0% | -10.0% to +8.0% | 48% | -8.9% to +2.9% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 63% |
| Gamma max crosses | 38 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 88.1% of 252 |
| Prior-year sessions closer to delta neutral | 86.1% of 252 |
| Open interest percentile (1y) | 97th |
| Daily open interest change versus prior year | -0.31σ (-790 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +5.2% |
| Open interest change, 21 sessions | -1.4% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above gamma max at 1.42 vs 0.67 (+52.9%)
- closed below gamma max at 1.43 vs 1.50 (-4.9%)
- closed above gamma max at 0.97 vs 0.50 (+48.2%)
- closed below gamma max at 0.97 vs 0.97 (-0.3%)
- closed above gamma max at 1.11 vs 0.50 (+55.0%)
- closed below gamma max at 1.10 vs 1.22 (-11.2%)
- closed above gamma max at 1.16 vs 0.49 (+57.8%)
- closed below gamma max at 1.36 vs 1.44 (-5.9%)
- closed above gamma max at 1.46 vs 0.81 (+44.8%)
- closed below gamma max at 1.25 vs 1.32 (-4.9%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/INO
Questions people ask about INO
Where is INO's gamma max today?
As of Oct 2, 2026, the gamma max for INO is 0.55, -52.9% from the 1.16 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 INO above or below its delta neutral price?
INO closed above delta neutral: 1.16 against a delta neutral price of 0.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does INO have?
102,376 contracts of open interest across 50 listed contracts on Oct 2, 2026, -0.8% 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.