Data through close

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

As of close · rank #3783 by open interest · snapshot page

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KOF's nearest-expiration max pain is 110.00 for 2026-10-16, its GEX flip is 99.49, net GEX is 30,449, its put/call open-interest ratio is 0.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
106.50
prev 105.55
Gamma max
121.95
+14.5% from close
Delta neutral
105.72
-0.7% from close
Gamma neutral
99.49
-6.6% from close
Open interest
837
+0.4% vs prev
Contracts listed
35
23 calls · 13 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
110.00
+3.3% from close
2026-10-16
GEX flip
99.49
-6.6% from close
Net GEX
30,449
3,637,882 per 100k OI
Call wall
115.00
+8.0% from close
Put wall
105.00
-1.4% from close
Put/call OI
0.51
281 puts / 556 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
10.8
within trailing 52-week range
Front / back ATM IV
+36.6% / +24.9%
11.7 pp front premium
Expected move
+7.2%
14 DTE · one standard deviation
ATM straddle / spot
+7.5%
front-window midpoint premium
25Δ risk reversal
-4.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
34 contracts traded
Normalized net delta
0.038
option-holder convention
Modeled dealer delta
-0.038
opposite-side scenario
Vanna / 100k OI
2,270
volatility-sensitive delta
Charm / 100k OI
-239,427
time-decay-sensitive delta
IV surface range
11.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

KOF closed 14.5% below its gamma max of 121.95. It is 0.7% above the delta neutral price of 105.72. Total open interest is 837, +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

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Neighbours by open interest

← PDM (#3782) CYD (#3784) →

Questions people ask about KOF

Where is KOF's gamma max today?

As of Oct 2, 2026, the gamma max for KOF is 121.95, +14.5% from the 106.50 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 KOF above or below its delta neutral price?

KOF closed above delta neutral: 106.50 against a delta neutral price of 105.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KOF have?

837 contracts of open interest across 35 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.