Data through close

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

As of close · rank #4422 by open interest · snapshot page

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IXUS's nearest-expiration max pain is 96.00 for 2026-10-16, its GEX flip is 80.49, net GEX is 34,264, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
95.58
prev 94.51
Gamma max
98.52
+3.1% from close
Delta neutral
87.75
-8.2% from close
Gamma neutral
80.49
-15.8% from close
Open interest
237
-3.7% vs prev
Contracts listed
44
27 calls · 17 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
96.00
+0.4% from close
2026-10-16
GEX flip
80.49
-15.8% from close
Net GEX
34,264
14,457,250 per 100k OI
Call wall
101.00
+5.7% from close
Put wall
96.00
+0.4% from close
Put/call OI
0.55
84 puts / 153 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
4.3
within trailing 52-week range
Front / back ATM IV
+23.2% / +19.0%
4.2 pp front premium
Expected move
+4.5%
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
0.00
0 contracts traded
Normalized net delta
0.272
option-holder convention
Modeled dealer delta
-0.267
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
24.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IXUS closed 3.1% below its gamma max of 98.52. It is 8.2% above the delta neutral price of 87.75. Total open interest is 237, -3.7% 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

← SPDW (#4421) XDTE (#4423) →

Questions people ask about IXUS

Where is IXUS's gamma max today?

As of Oct 2, 2026, the gamma max for IXUS is 98.52, +3.1% from the 95.58 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 IXUS above or below its delta neutral price?

IXUS closed above delta neutral: 95.58 against a delta neutral price of 87.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IXUS have?

237 contracts of open interest across 44 listed contracts on Oct 2, 2026, -3.7% 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.