Data through close

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

As of close · rank #2468 by open interest · snapshot page

KRYS's nearest-expiration max pain is 340.00 for 2026-10-16, its GEX flip is 330.58, net GEX is -67,610, its put/call open-interest ratio is 1.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
322.28
prev 325.31
Gamma max
369.66
+14.7% from close
Delta neutral
339.19
+5.2% from close
Gamma neutral
330.58
+2.6% from close
Open interest
5,917
+0.1% vs prev
Contracts listed
173
129 calls · 67 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
340.00
+5.5% from close
2026-10-16
GEX flip
330.58
+2.6% from close
Net GEX
-67,610
-1,142,632 per 100k OI
Call wall
350.00
+8.6% from close
Put wall
320.00
-0.7% from close
Put/call OI
1.26
3,301 puts / 2,616 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
+38.9% / +48.9%
-10.1 pp front premium
Expected move
+7.6%
14 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
-4.8 pp
put IV minus call IV
IV butterfly
0.3 pp
front-window smile convexity
Volume / open interest
0.01
30 contracts traded
Normalized net delta
-0.076
option-holder convention
Modeled dealer delta
0.075
opposite-side scenario
Vanna / 100k OI
4,191
volatility-sensitive delta
Charm / 100k OI
826,551
time-decay-sensitive delta
IV surface range
35.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

KRYS closed 14.7% below its gamma max of 369.66. It is 5.2% below the delta neutral price of 339.19. Total open interest is 5,917, +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 KRYS

Where is KRYS's gamma max today?

As of Oct 2, 2026, the gamma max for KRYS is 369.66, +14.7% from the 322.28 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 KRYS above or below its delta neutral price?

KRYS closed below delta neutral: 322.28 against a delta neutral price of 339.19. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KRYS have?

5,917 contracts of open interest across 173 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.