Data through close

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

As of close · rank #2757 by open interest · snapshot page

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ITOT's nearest-expiration max pain is 135.00 for 2026-10-16, its GEX flip is 99.14, net GEX is 367,866, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
167.95
prev 166.67
Gamma max
172.89
+2.9% from close
Delta neutral
153.18
-8.8% from close
Gamma neutral
99.14
-41.0% from close
Open interest
3,748
+0.5% vs prev
Contracts listed
141
95 calls · 58 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
135.00
-19.6% from close
2026-10-16
GEX flip
99.14
-41.0% from close
Net GEX
367,866
9,814,993 per 100k OI
Call wall
170.00
+1.2% from close
Put wall
165.00
-1.8% from close
Put/call OI
0.49
1,237 puts / 2,511 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
16.8
within trailing 52-week range
Front / back ATM IV
+17.8% / +14.8%
2.9 pp front premium
Expected move
+3.5%
14 DTE · one standard deviation
ATM straddle / spot
+6.4%
front-window midpoint premium
25Δ risk reversal
23.8 pp
put IV minus call IV
IV butterfly
-0.1 pp
front-window smile convexity
Volume / open interest
0.11
409 contracts traded
Normalized net delta
0.393
option-holder convention
Modeled dealer delta
-0.391
opposite-side scenario
Vanna / 100k OI
53
volatility-sensitive delta
Charm / 100k OI
-1,840,555
time-decay-sensitive delta
IV surface range
74.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ITOT closed 2.9% below its gamma max of 172.89. It is 8.8% above the delta neutral price of 153.18. Total open interest is 3,748, +0.5% 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

← HOOW (#2756) KMT (#2758) →

Questions people ask about ITOT

Where is ITOT's gamma max today?

As of Oct 2, 2026, the gamma max for ITOT is 172.89, +2.9% from the 167.95 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 ITOT above or below its delta neutral price?

ITOT closed above delta neutral: 167.95 against a delta neutral price of 153.18. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ITOT have?

3,748 contracts of open interest across 141 listed contracts on Oct 2, 2026, +0.5% 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.