Data through close

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

As of close · rank #805 by open interest · snapshot page

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ITB's nearest-expiration max pain is 89.46 for 2026-10-16, net GEX is 2,066,416, its put/call open-interest ratio is 1.00. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
86.49
prev 87.37
Gamma max
92.43
+6.9% from close
Delta neutral
88.61
+2.5% from close
Gamma neutral
86.49
0.0% from close
Open interest
71,029
+16.9% vs prev
Contracts listed
367
231 calls · 155 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
89.46
+3.4% from close
2026-10-16
GEX flip
–
Net GEX
2,066,416
2,909,256 per 100k OI
Call wall
89.46
+3.4% from close
Put wall
84.46
-2.3% from close
Put/call OI
1.00
35,521 puts / 35,508 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
28.4
within trailing 52-week range
Front / back ATM IV
+33.0% / +32.0%
1.0 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
+5.5%
front-window midpoint premium
25Δ risk reversal
-1.9 pp
put IV minus call IV
IV butterfly
8.2 pp
front-window smile convexity
Volume / open interest
0.01
585 contracts traded
Normalized net delta
-0.052
option-holder convention
Modeled dealer delta
0.052
opposite-side scenario
Vanna / 100k OI
3,140
volatility-sensitive delta
Charm / 100k OI
-301,996
time-decay-sensitive delta
IV surface range
113.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ITB closed 6.9% below its gamma max of 92.43. It is 2.5% below the delta neutral price of 88.61. Total open interest is 71,029, +16.9% 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

← FANG (#804) UPRO (#806) →

Questions people ask about ITB

Where is ITB's gamma max today?

As of Oct 2, 2026, the gamma max for ITB is 92.43, +6.9% from the 86.49 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 ITB above or below its delta neutral price?

ITB closed below delta neutral: 86.49 against a delta neutral price of 88.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ITB have?

71,029 contracts of open interest across 367 listed contracts on Oct 2, 2026, +16.9% 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.