Data through close

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

As of close · rank #4358 by open interest · snapshot page

IRMD's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 64.74, net GEX is 48,258, its put/call open-interest ratio is 0.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
85.40
prev 85.30
Gamma max
89.81
+5.2% from close
Delta neutral
75.15
-12.0% from close
Gamma neutral
64.74
-24.2% from close
Open interest
271
0.0% vs prev
Contracts listed
38
25 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
85.00
-0.5% from close
2026-10-16
GEX flip
64.74
-24.2% from close
Net GEX
48,258
17,807,272 per 100k OI
Call wall
90.00
+5.4% from close
Put wall
85.00
-0.5% from close
Put/call OI
0.20
46 puts / 225 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
40.7
within trailing 52-week range
Front / back ATM IV
+40.8% / +38.3%
2.6 pp front premium
Expected move
+8.0%
14 DTE · one standard deviation
ATM straddle / spot
+6.2%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.249
option-holder convention
Modeled dealer delta
-0.247
opposite-side scenario
Vanna / 100k OI
369
volatility-sensitive delta
Charm / 100k OI
-3,373,432
time-decay-sensitive delta
IV surface range
47.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IRMD closed 5.2% below its gamma max of 89.81. It is 12.0% above the delta neutral price of 75.15. Total open interest is 271, 0.0% 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 IRMD

Where is IRMD's gamma max today?

As of Oct 2, 2026, the gamma max for IRMD is 89.81, +5.2% from the 85.40 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 IRMD above or below its delta neutral price?

IRMD closed above delta neutral: 85.40 against a delta neutral price of 75.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IRMD have?

271 contracts of open interest across 38 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.