Data through close

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

As of close · rank #1422 by open interest · snapshot page

ITGR's nearest-expiration max pain is 125.00 for 2026-10-16, its GEX flip is 59.22, net GEX is 8,862,817, its put/call open-interest ratio is 0.03. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
126.45
prev 126.42
Gamma max
128.94
+2.0% from close
Delta neutral
84.21
-33.4% from close
Gamma neutral
59.22
-53.2% from close
Open interest
24,671
+0.0% vs prev
Contracts listed
95
83 calls · 41 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
125.00
-1.1% from close
2026-10-16
GEX flip
59.22
-53.2% from close
Net GEX
8,862,817
35,924,027 per 100k OI
Call wall
130.00
+2.8% from close
Put wall
120.00
-5.1% from close
Put/call OI
0.03
760 puts / 23,911 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
20.2
within trailing 52-week range
Front / back ATM IV
+48.9% / +7.3%
41.6 pp front premium
Expected move
+9.6%
14 DTE · one standard deviation
ATM straddle / spot
+1.8%
front-window midpoint premium
25Δ risk reversal
3.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
21 contracts traded
Normalized net delta
0.438
option-holder convention
Modeled dealer delta
-0.391
opposite-side scenario
Vanna / 100k OI
495
volatility-sensitive delta
Charm / 100k OI
-12,654,777
time-decay-sensitive delta
IV surface range
119.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ITGR closed 2.0% below its gamma max of 128.94. It is 33.4% above the delta neutral price of 84.21. Total open interest is 24,671, +0.0% 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

Questions people ask about ITGR

Where is ITGR's gamma max today?

As of Oct 2, 2026, the gamma max for ITGR is 128.94, +2.0% from the 126.45 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 ITGR above or below its delta neutral price?

ITGR closed above delta neutral: 126.45 against a delta neutral price of 84.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ITGR have?

24,671 contracts of open interest across 95 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.