Data through close

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

As of close · rank #2498 by open interest · snapshot page

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J's nearest-expiration max pain is 130.00 for 2026-10-16, its GEX flip is 99.81, net GEX is 740,078, its put/call open-interest ratio is 0.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
138.06
prev 139.79
Gamma max
147.13
+6.6% from close
Delta neutral
127.39
-7.7% from close
Gamma neutral
99.81
-27.7% from close
Open interest
5,631
+5.4% vs prev
Contracts listed
136
94 calls · 64 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
130.00
-5.8% from close
2026-10-16
GEX flip
99.81
-27.7% from close
Net GEX
740,078
13,142,922 per 100k OI
Call wall
145.00
+5.0% from close
Put wall
140.00
+1.4% from close
Put/call OI
0.25
1,134 puts / 4,497 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
8.9
within trailing 52-week range
Front / back ATM IV
+30.5% / +29.2%
1.3 pp front premium
Expected move
+6.0%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
3.2 pp
put IV minus call IV
IV butterfly
6.6 pp
front-window smile convexity
Volume / open interest
0.01
58 contracts traded
Normalized net delta
0.138
option-holder convention
Modeled dealer delta
-0.132
opposite-side scenario
Vanna / 100k OI
2,451
volatility-sensitive delta
Charm / 100k OI
-864,340
time-decay-sensitive delta
IV surface range
70.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

J closed 6.6% below its gamma max of 147.13. It is 7.7% above the delta neutral price of 127.39. Total open interest is 5,631, +5.4% 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

← CVLT (#2497) FSP (#2499) →

Questions people ask about J

Where is J's gamma max today?

As of Oct 2, 2026, the gamma max for J is 147.13, +6.6% from the 138.06 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 J above or below its delta neutral price?

J closed above delta neutral: 138.06 against a delta neutral price of 127.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does J have?

5,631 contracts of open interest across 136 listed contracts on Oct 2, 2026, +5.4% 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.