Data through close

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

As of close · rank #1549 by open interest · snapshot page

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KEYS's nearest-expiration max pain is 320.00 for 2026-10-16, its GEX flip is 295.31, net GEX is 1,908,561, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
384.63
prev 373.87
Gamma max
356.83
-7.2% from close
Delta neutral
317.64
-17.4% from close
Gamma neutral
295.31
-23.2% from close
Open interest
20,533
+1.3% vs prev
Contracts listed
239
196 calls · 134 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
320.00
-16.8% from close
2026-10-16
GEX flip
295.31
-23.2% from close
Net GEX
1,908,561
9,295,092 per 100k OI
Call wall
360.00
-6.4% from close
Put wall
290.00
-24.6% from close
Put/call OI
0.55
7,307 puts / 13,226 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
60.1
within trailing 52-week range
Front / back ATM IV
+35.2% / +40.9%
-5.7 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+12.2%
front-window midpoint premium
25Δ risk reversal
2.8 pp
put IV minus call IV
IV butterfly
-0.3 pp
front-window smile convexity
Volume / open interest
0.13
2,710 contracts traded
Normalized net delta
0.428
option-holder convention
Modeled dealer delta
-0.428
opposite-side scenario
Vanna / 100k OI
-73
volatility-sensitive delta
Charm / 100k OI
-13,834,661
time-decay-sensitive delta
IV surface range
64.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

KEYS closed 7.2% above its gamma max of 356.83. It is 17.4% above the delta neutral price of 317.64. Total open interest is 20,533, +1.3% 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

← IMCR (#1548) FRPT (#1550) →

Questions people ask about KEYS

Where is KEYS's gamma max today?

As of Oct 2, 2026, the gamma max for KEYS is 356.83, -7.2% from the 384.63 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 KEYS above or below its delta neutral price?

KEYS closed above delta neutral: 384.63 against a delta neutral price of 317.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KEYS have?

20,533 contracts of open interest across 239 listed contracts on Oct 2, 2026, +1.3% 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.