Data through close

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

As of close · rank #1521 by open interest · snapshot page

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JNK's nearest-expiration max pain is 95.00 for 2026-10-16, its GEX flip is 115.49, net GEX is -14,900,971, its put/call open-interest ratio is 34.43. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
92.39
prev 92.30
Gamma max
130.17
+40.9% from close
Delta neutral
98.58
+6.7% from close
Gamma neutral
115.49
+25.0% from close
Open interest
21,363
+0.2% vs prev
Contracts listed
59
23 calls · 36 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
95.00
+2.8% from close
2026-10-16
GEX flip
115.49
+25.0% from close
Net GEX
-14,900,971
-69,751,302 per 100k OI
Call wall
94.00
+1.7% from close
Put wall
90.00
-2.6% from close
Put/call OI
34.43
20,760 puts / 603 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
3.3
within trailing 52-week range
Front / back ATM IV
+16.1% / +8.4%
7.7 pp front premium
Expected move
+3.1%
14 DTE · one standard deviation
ATM straddle / spot
+3.7%
front-window midpoint premium
25Δ risk reversal
1.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
16 contracts traded
Normalized net delta
-0.232
option-holder convention
Modeled dealer delta
0.230
opposite-side scenario
Vanna / 100k OI
6,928
volatility-sensitive delta
Charm / 100k OI
-1,989
time-decay-sensitive delta
IV surface range
14.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

JNK closed 40.9% below its gamma max of 130.17. It is 6.7% below the delta neutral price of 98.58. Total open interest is 21,363, +0.2% 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

← DBC (#1520) WAL (#1522) →

Questions people ask about JNK

Where is JNK's gamma max today?

As of Oct 2, 2026, the gamma max for JNK is 130.17, +40.9% from the 92.39 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 JNK above or below its delta neutral price?

JNK closed below delta neutral: 92.39 against a delta neutral price of 98.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does JNK have?

21,363 contracts of open interest across 59 listed contracts on Oct 2, 2026, +0.2% 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.