Data through close

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

As of close · rank #1633 by open interest · snapshot page

JXN's nearest-expiration max pain is 135.00 for 2026-10-16, its GEX flip is 146.22, net GEX is -2,547,800, its put/call open-interest ratio is 2.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
131.53
prev 129.48
Gamma max
158.56
+20.6% from close
Delta neutral
134.26
+2.1% from close
Gamma neutral
146.22
+11.2% from close
Open interest
18,391
-0.1% vs prev
Contracts listed
149
93 calls · 74 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
135.00
+2.6% from close
2026-10-16
GEX flip
146.22
+11.2% from close
Net GEX
-2,547,800
-13,853,514 per 100k OI
Call wall
145.00
+10.2% from close
Put wall
125.00
-5.0% from close
Put/call OI
2.29
12,807 puts / 5,584 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
9.4
within trailing 52-week range
Front / back ATM IV
+40.4% / +41.9%
-1.5 pp front premium
Expected move
+7.9%
14 DTE · one standard deviation
ATM straddle / spot
+6.0%
front-window midpoint premium
25Δ risk reversal
11.4 pp
put IV minus call IV
IV butterfly
-0.1 pp
front-window smile convexity
Volume / open interest
0.00
72 contracts traded
Normalized net delta
-0.012
option-holder convention
Modeled dealer delta
0.012
opposite-side scenario
Vanna / 100k OI
2,208
volatility-sensitive delta
Charm / 100k OI
3,684,172
time-decay-sensitive delta
IV surface range
36.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

JXN closed 20.6% below its gamma max of 158.56. It is 2.1% below the delta neutral price of 134.26. Total open interest is 18,391, -0.1% 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

Questions people ask about JXN

Where is JXN's gamma max today?

As of Oct 2, 2026, the gamma max for JXN is 158.56, +20.6% from the 131.53 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 JXN above or below its delta neutral price?

JXN closed below delta neutral: 131.53 against a delta neutral price of 134.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does JXN have?

18,391 contracts of open interest across 149 listed contracts on Oct 2, 2026, -0.1% 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.