Data through close

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

As of close · rank #2460 by open interest · snapshot page

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MAMA's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 7.80, net GEX is 180,630, its put/call open-interest ratio is 0.23. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.93
prev 12.81
Gamma max
17.35
+34.2% from close
Delta neutral
11.11
-14.1% from close
Gamma neutral
7.80
-39.7% from close
Open interest
5,982
+0.4% vs prev
Contracts listed
88
61 calls · 39 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
12.50
-3.3% from close
2026-10-16
GEX flip
7.80
-39.7% from close
Net GEX
180,630
3,019,563 per 100k OI
Call wall
20.00
+54.7% from close
Put wall
12.50
-3.3% from close
Put/call OI
0.23
1,114 puts / 4,868 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
19.5
within trailing 52-week range
Front / back ATM IV
+63.9% / +55.6%
8.3 pp front premium
Expected move
+12.5%
14 DTE · one standard deviation
ATM straddle / spot
+9.9%
front-window midpoint premium
25Δ risk reversal
-8.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
219 contracts traded
Normalized net delta
0.096
option-holder convention
Modeled dealer delta
-0.096
opposite-side scenario
Vanna / 100k OI
2,658
volatility-sensitive delta
Charm / 100k OI
-439,535
time-decay-sensitive delta
IV surface range
28.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MAMA closed 34.2% below its gamma max of 17.35. It is 14.1% above the delta neutral price of 11.11. Total open interest is 5,982, +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

← RVLV (#2459) TSLY (#2461) →

Questions people ask about MAMA

Where is MAMA's gamma max today?

As of Oct 2, 2026, the gamma max for MAMA is 17.35, +34.2% from the 12.93 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 MAMA above or below its delta neutral price?

MAMA closed above delta neutral: 12.93 against a delta neutral price of 11.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MAMA have?

5,982 contracts of open interest across 88 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.