Data through close

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

As of close · rank #3890 by open interest · snapshot page

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KSA's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 37.40, net GEX is -103,276, its put/call open-interest ratio is 1.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
36.22
prev 36.11
Gamma max
40.16
+10.9% from close
Delta neutral
36.15
-0.2% from close
Gamma neutral
37.40
+3.3% from close
Open interest
675
+0.1% vs prev
Contracts listed
27
16 calls · 11 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
35.00
-3.4% from close
2026-10-16
GEX flip
37.40
+3.3% from close
Net GEX
-103,276
-15,300,083 per 100k OI
Call wall
38.00
+4.9% from close
Put wall
35.00
-3.4% from close
Put/call OI
1.08
351 puts / 324 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
10.3
within trailing 52-week range
Front / back ATM IV
+20.1% / +26.8%
-6.7 pp front premium
Expected move
+3.9%
14 DTE · one standard deviation
ATM straddle / spot
+4.2%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.07
47 contracts traded
Normalized net delta
0.013
option-holder convention
Modeled dealer delta
-0.013
opposite-side scenario
Vanna / 100k OI
2,222
volatility-sensitive delta
Charm / 100k OI
536,000
time-decay-sensitive delta
IV surface range
36.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

KSA closed 10.9% below its gamma max of 40.16. It is 0.2% above the delta neutral price of 36.15. Total open interest is 675, +0.1% versus the previous session. What gamma max means · What delta neutral means

History

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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

← ENTA (#3889) USL (#3891) →

Questions people ask about KSA

Where is KSA's gamma max today?

As of Oct 2, 2026, the gamma max for KSA is 40.16, +10.9% from the 36.22 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 KSA above or below its delta neutral price?

KSA closed above delta neutral: 36.22 against a delta neutral price of 36.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does KSA have?

675 contracts of open interest across 27 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.