Data through close

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

As of close · rank #4443 by open interest · snapshot page

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KFY's nearest-expiration max pain is 80.00 for 2026-10-16, its GEX flip is 70.07, net GEX is 3,922, its put/call open-interest ratio is 0.72. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
71.92
prev 72.37
Gamma max
83.24
+15.7% from close
Delta neutral
71.80
-0.2% from close
Gamma neutral
70.07
-2.6% from close
Open interest
224
-0.4% vs prev
Contracts listed
37
19 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
80.00
+11.2% from close
2026-10-16
GEX flip
70.07
-2.6% from close
Net GEX
3,922
1,750,697 per 100k OI
Call wall
85.00
+18.2% from close
Put wall
65.00
-9.6% from close
Put/call OI
0.72
94 puts / 130 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
9.6
within trailing 52-week range
Front / back ATM IV
+27.3% / +27.3%
0.0 pp front premium
Expected move
+10.0%
49 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.009
option-holder convention
Modeled dealer delta
-0.009
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
26.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

KFY closed 15.7% below its gamma max of 83.24. It is 0.2% above the delta neutral price of 71.80. Total open interest is 224, -0.4% 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

Neighbours by open interest

← HTO (#4442) MFP (#4444) →

Questions people ask about KFY

Where is KFY's gamma max today?

As of Oct 2, 2026, the gamma max for KFY is 83.24, +15.7% from the 71.92 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 KFY above or below its delta neutral price?

KFY closed above delta neutral: 71.92 against a delta neutral price of 71.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KFY have?

224 contracts of open interest across 37 listed contracts on Oct 2, 2026, -0.4% 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.