Data through close

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

As of close · rank #1940 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

IVR's nearest-expiration max pain is 6.00 for 2026-10-16, net GEX is 337,745, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
5.71
prev 5.82
Gamma max
6.00
+5.1% from close
Delta neutral
6.01
+5.3% from close
Gamma neutral
5.71
0.0% from close
Open interest
12,163
+3.0% vs prev
Contracts listed
37
31 calls · 38 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
6.00
+5.1% from close
2026-10-16
GEX flip
–
Net GEX
337,745
2,776,826 per 100k OI
Call wall
8.00
+40.1% from close
Put wall
7.00
+22.6% from close
Put/call OI
0.44
3,722 puts / 8,441 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
100.0
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
134.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
573 contracts traded
Normalized net delta
0.093
option-holder convention
Modeled dealer delta
-0.093
opposite-side scenario
Vanna / 100k OI
1,069
volatility-sensitive delta
Charm / 100k OI
-453,005
time-decay-sensitive delta
IV surface range
91.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IVR closed 5.1% below its gamma max of 6.00. It is 5.3% below the delta neutral price of 6.01. Total open interest is 12,163, +3.0% 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

← IQV (#1939) HPP (#1941) →

Questions people ask about IVR

Where is IVR's gamma max today?

As of Oct 2, 2026, the gamma max for IVR is 6.00, +5.1% from the 5.71 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 IVR above or below its delta neutral price?

IVR closed below delta neutral: 5.71 against a delta neutral price of 6.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IVR have?

12,163 contracts of open interest across 37 listed contracts on Oct 2, 2026, +3.0% 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.