Data through close

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

As of close · rank #3760 by open interest · snapshot page

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KDEF's nearest-expiration max pain is 38.00 for 2026-10-16, its GEX flip is 16.40, net GEX is 72,007, its put/call open-interest ratio is 0.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
44.53
prev 42.39
Gamma max
46.45
+4.3% from close
Delta neutral
39.25
-11.9% from close
Gamma neutral
16.40
-63.2% from close
Open interest
886
+0.6% vs prev
Contracts listed
50
34 calls · 19 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
38.00
-14.7% from close
2026-10-16
GEX flip
16.40
-63.2% from close
Net GEX
72,007
8,127,175 per 100k OI
Call wall
50.00
+12.3% from close
Put wall
52.00
+16.8% from close
Put/call OI
0.25
180 puts / 706 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
+36.1% / +45.7%
-9.6 pp front premium
Expected move
+7.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
1.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.150
option-holder convention
Modeled dealer delta
-0.146
opposite-side scenario
Vanna / 100k OI
903
volatility-sensitive delta
Charm / 100k OI
-325,395
time-decay-sensitive delta
IV surface range
43.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

KDEF closed 4.3% below its gamma max of 46.45. It is 11.9% above the delta neutral price of 39.25. Total open interest is 886, +0.6% 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

← MTRN (#3759) CONI (#3761) →

Questions people ask about KDEF

Where is KDEF's gamma max today?

As of Oct 2, 2026, the gamma max for KDEF is 46.45, +4.3% from the 44.53 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 KDEF above or below its delta neutral price?

KDEF closed above delta neutral: 44.53 against a delta neutral price of 39.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KDEF have?

886 contracts of open interest across 50 listed contracts on Oct 2, 2026, +0.6% 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.