Data through close

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

As of close · rank #3213 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

IYZ's nearest-expiration max pain is 44.00 for 2026-10-16, net GEX is 121,390, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
42.57
prev 41.61
Gamma max
37.86
-11.1% from close
Delta neutral
34.85
-18.1% from close
Gamma neutral
42.57
0.0% from close
Open interest
1,973
0.0% vs prev
Contracts listed
33
30 calls · 12 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
44.00
+3.4% from close
2026-10-16
GEX flip
–
Net GEX
121,390
6,152,582 per 100k OI
Call wall
39.00
-8.4% from close
Put wall
41.00
-3.7% from close
Put/call OI
0.16
265 puts / 1,708 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
0.0
within trailing 52-week range
Front / back ATM IV
+48.8% / +23.7%
25.1 pp front premium
Expected move
+9.6%
14 DTE · one standard deviation
ATM straddle / spot
+9.0%
front-window midpoint premium
25Δ risk reversal
-4.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.409
option-holder convention
Modeled dealer delta
-0.174
opposite-side scenario
Vanna / 100k OI
-760
volatility-sensitive delta
Charm / 100k OI
-82,108
time-decay-sensitive delta
IV surface range
14.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IYZ closed 11.1% above its gamma max of 37.86. It is 18.1% above the delta neutral price of 34.85. Total open interest is 1,973, 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

← SPAL (#3212) YMAG (#3214) →

Questions people ask about IYZ

Where is IYZ's gamma max today?

As of Oct 2, 2026, the gamma max for IYZ is 37.86, -11.1% from the 42.57 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 IYZ above or below its delta neutral price?

IYZ closed above delta neutral: 42.57 against a delta neutral price of 34.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IYZ have?

1,973 contracts of open interest across 33 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.