Data through close

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

As of close · rank #3522 by open interest · snapshot page

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INR's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 16.14, net GEX is -31,855, its put/call open-interest ratio is 0.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.91
prev 12.73
Gamma max
17.97
+39.2% from close
Delta neutral
12.93
+0.2% from close
Gamma neutral
16.14
+25.0% from close
Open interest
1,280
+1.3% vs prev
Contracts listed
25
24 calls · 9 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
12.50
-3.2% from close
2026-10-16
GEX flip
16.14
+25.0% from close
Net GEX
-31,855
-2,488,679 per 100k OI
Call wall
12.50
-3.2% from close
Put wall
12.50
-3.2% from close
Put/call OI
0.51
432 puts / 848 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
0.0
within trailing 52-week range
Front / back ATM IV
+45.1% / +47.2%
-2.1 pp front premium
Expected move
+8.8%
14 DTE · one standard deviation
ATM straddle / spot
+26.9%
front-window midpoint premium
25Δ risk reversal
-10.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
0.012
option-holder convention
Modeled dealer delta
-0.012
opposite-side scenario
Vanna / 100k OI
3,672
volatility-sensitive delta
Charm / 100k OI
-35,547
time-decay-sensitive delta
IV surface range
26.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

INR closed 39.2% below its gamma max of 17.97. It is 0.2% below the delta neutral price of 12.93. Total open interest is 1,280, +1.3% 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

← INN (#3521) HEPS (#3523) →

Questions people ask about INR

Where is INR's gamma max today?

As of Oct 2, 2026, the gamma max for INR is 17.97, +39.2% from the 12.91 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 INR above or below its delta neutral price?

INR closed below delta neutral: 12.91 against a delta neutral price of 12.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does INR have?

1,280 contracts of open interest across 25 listed contracts on Oct 2, 2026, +1.3% 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.