Data through close

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

As of close · rank #1939 by open interest · snapshot page

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IQV's nearest-expiration max pain is 260.00 for 2026-10-16, its GEX flip is 257.10, net GEX is 49,606, its put/call open-interest ratio is 0.74. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
258.21
prev 260.79
Gamma max
287.51
+11.3% from close
Delta neutral
248.09
-3.9% from close
Gamma neutral
257.10
-0.4% from close
Open interest
12,173
+1.3% vs prev
Contracts listed
233
174 calls · 125 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
260.00
+0.7% from close
2026-10-16
GEX flip
257.10
-0.4% from close
Net GEX
49,606
407,511 per 100k OI
Call wall
290.00
+12.3% from close
Put wall
250.00
-3.2% from close
Put/call OI
0.74
5,166 puts / 7,007 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
22.1
within trailing 52-week range
Front / back ATM IV
+33.4% / +42.8%
-9.4 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
+4.9%
front-window midpoint premium
25Δ risk reversal
-0.1 pp
put IV minus call IV
IV butterfly
4.8 pp
front-window smile convexity
Volume / open interest
0.03
378 contracts traded
Normalized net delta
0.121
option-holder convention
Modeled dealer delta
-0.121
opposite-side scenario
Vanna / 100k OI
1,388
volatility-sensitive delta
Charm / 100k OI
764,306
time-decay-sensitive delta
IV surface range
74.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IQV closed 11.3% below its gamma max of 287.51. It is 3.9% above the delta neutral price of 248.09. Total open interest is 12,173, +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

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Neighbours by open interest

← REM (#1938) IVR (#1940) →

Questions people ask about IQV

Where is IQV's gamma max today?

As of Oct 2, 2026, the gamma max for IQV is 287.51, +11.3% from the 258.21 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 IQV above or below its delta neutral price?

IQV closed above delta neutral: 258.21 against a delta neutral price of 248.09. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IQV have?

12,173 contracts of open interest across 233 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.