Data through close

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

As of close · rank #1158 by open interest · snapshot page

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MAR's nearest-expiration max pain is 342.50 for 2026-10-09, its GEX flip is 343.33, net GEX is 1,970,703, its put/call open-interest ratio is 0.90. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
358.96
prev 354.79
Gamma max
376.29
+4.8% from close
Delta neutral
343.30
-4.4% from close
Gamma neutral
343.33
-4.4% from close
Open interest
37,698
-8.1% vs prev
Contracts listed
550
377 calls · 295 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
342.50
-4.6% from close
2026-10-09
GEX flip
343.33
-4.4% from close
Net GEX
1,970,703
5,227,607 per 100k OI
Call wall
370.00
+3.1% from close
Put wall
360.00
+0.3% from close
Put/call OI
0.90
17,866 puts / 19,832 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
43.8
within trailing 52-week range
Front / back ATM IV
+26.4% / +27.6%
-1.3 pp front premium
Expected move
+3.6%
7 DTE · one standard deviation
ATM straddle / spot
+3.5%
front-window midpoint premium
25Δ risk reversal
9.6 pp
put IV minus call IV
IV butterfly
2.6 pp
front-window smile convexity
Volume / open interest
0.02
1,011 contracts traded
Normalized net delta
0.130
option-holder convention
Modeled dealer delta
-0.125
opposite-side scenario
Vanna / 100k OI
2,798
volatility-sensitive delta
Charm / 100k OI
-1,101,734
time-decay-sensitive delta
IV surface range
69.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MAR closed 4.8% below its gamma max of 376.29. It is 4.4% above the delta neutral price of 343.30. Total open interest is 37,698, -8.1% 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

← BIIB (#1157) VAL (#1159) →

Questions people ask about MAR

Where is MAR's gamma max today?

As of Oct 2, 2026, the gamma max for MAR is 376.29, +4.8% from the 358.96 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 MAR above or below its delta neutral price?

MAR closed above delta neutral: 358.96 against a delta neutral price of 343.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MAR have?

37,698 contracts of open interest across 550 listed contracts on Oct 2, 2026, -8.1% 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.