Data through close

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

As of close · rank #4695 by open interest · snapshot page

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IUSG's nearest-expiration max pain is 181.00 for 2026-10-16, its GEX flip is 182.70, net GEX is 17,223, its put/call open-interest ratio is 0.72. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
196.16
prev 194.19
Gamma max
197.58
+0.7% from close
Delta neutral
178.03
-9.2% from close
Gamma neutral
182.70
-6.9% from close
Open interest
117
+0.9% vs prev
Contracts listed
29
23 calls · 8 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
181.00
-7.7% from close
2026-10-16
GEX flip
182.70
-6.9% from close
Net GEX
17,223
14,720,809 per 100k OI
Call wall
195.00
-0.6% from close
Put wall
170.00
-13.3% from close
Put/call OI
0.72
49 puts / 68 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
5.6
within trailing 52-week range
Front / back ATM IV
+17.9% / +18.9%
-1.0 pp front premium
Expected move
+3.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
6 contracts traded
Normalized net delta
0.276
option-holder convention
Modeled dealer delta
-0.274
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
11.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IUSG closed 0.7% below its gamma max of 197.58. It is 9.2% above the delta neutral price of 178.03. Total open interest is 117, +0.9% 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

← IFRA (#4694) SETH (#4696) →

Questions people ask about IUSG

Where is IUSG's gamma max today?

As of Oct 2, 2026, the gamma max for IUSG is 197.58, +0.7% from the 196.16 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 IUSG above or below its delta neutral price?

IUSG closed above delta neutral: 196.16 against a delta neutral price of 178.03. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IUSG have?

117 contracts of open interest across 29 listed contracts on Oct 2, 2026, +0.9% 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.