Data through close

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

As of close · rank #3882 by open interest · snapshot page

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MCHB's nearest-expiration max pain is 16.00 for 2026-10-16, its GEX flip is 5.32, net GEX is 149,022, its put/call open-interest ratio is 0.03. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.90
prev 14.83
Gamma max
15.57
+4.5% from close
Delta neutral
9.36
-37.2% from close
Gamma neutral
5.32
-64.3% from close
Open interest
691
+6.3% vs prev
Contracts listed
25
19 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
16.00
+7.4% from close
2026-10-16
GEX flip
5.32
-64.3% from close
Net GEX
149,022
21,566,076 per 100k OI
Call wall
16.00
+7.4% from close
Put wall
15.00
+0.7% from close
Put/call OI
0.03
19 puts / 672 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
28.8
within trailing 52-week range
Front / back ATM IV
+30.9% / +30.9%
0.0 pp front premium
Expected move
+11.3%
49 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-82.7 pp
front-window smile convexity
Volume / open interest
0.02
12 contracts traded
Normalized net delta
0.395
option-holder convention
Modeled dealer delta
-0.368
opposite-side scenario
Vanna / 100k OI
3,184
volatility-sensitive delta
Charm / 100k OI
-91,027
time-decay-sensitive delta
IV surface range
117.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MCHB closed 4.5% below its gamma max of 15.57. It is 37.2% above the delta neutral price of 9.36. Total open interest is 691, +6.3% 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

← VLRS (#3881) MAGN (#3883) →

Questions people ask about MCHB

Where is MCHB's gamma max today?

As of Oct 2, 2026, the gamma max for MCHB is 15.57, +4.5% from the 14.90 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 MCHB above or below its delta neutral price?

MCHB closed above delta neutral: 14.90 against a delta neutral price of 9.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MCHB have?

691 contracts of open interest across 25 listed contracts on Oct 2, 2026, +6.3% 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.