Data through close

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

As of close · rank #1683 by open interest · snapshot page

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MCK's nearest-expiration max pain is 890.00 for 2026-10-16, its GEX flip is 849.68, net GEX is 782,522, its put/call open-interest ratio is 0.77. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
902.28
prev 898.82
Gamma max
960.60
+6.5% from close
Delta neutral
859.76
-4.7% from close
Gamma neutral
849.68
-5.8% from close
Open interest
17,306
+2.7% vs prev
Contracts listed
596
386 calls · 324 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
890.00
-1.4% from close
2026-10-16
GEX flip
849.68
-5.8% from close
Net GEX
782,522
4,521,679 per 100k OI
Call wall
960.00
+6.4% from close
Put wall
940.00
+4.2% from close
Put/call OI
0.77
7,543 puts / 9,763 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
20.5
within trailing 52-week range
Front / back ATM IV
+27.1% / +32.3%
-5.3 pp front premium
Expected move
+5.3%
14 DTE · one standard deviation
ATM straddle / spot
+4.0%
front-window midpoint premium
25Δ risk reversal
1.9 pp
put IV minus call IV
IV butterfly
1.8 pp
front-window smile convexity
Volume / open interest
0.03
552 contracts traded
Normalized net delta
0.161
option-holder convention
Modeled dealer delta
-0.161
opposite-side scenario
Vanna / 100k OI
1,970
volatility-sensitive delta
Charm / 100k OI
-2,141,575
time-decay-sensitive delta
IV surface range
67.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MCK closed 6.5% below its gamma max of 960.60. It is 4.7% above the delta neutral price of 859.76. Total open interest is 17,306, +2.7% 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

← XND (#1682) XERS (#1684) →

Questions people ask about MCK

Where is MCK's gamma max today?

As of Oct 2, 2026, the gamma max for MCK is 960.60, +6.5% from the 902.28 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 MCK above or below its delta neutral price?

MCK closed above delta neutral: 902.28 against a delta neutral price of 859.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MCK have?

17,306 contracts of open interest across 596 listed contracts on Oct 2, 2026, +2.7% 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.