Data through close

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

As of close · rank #1991 by open interest · snapshot page

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MCO's nearest-expiration max pain is 470.00 for 2026-10-16, its GEX flip is 468.07, net GEX is -1,791,853, its put/call open-interest ratio is 1.05. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
441.58
prev 447.45
Gamma max
498.58
+12.9% from close
Delta neutral
465.47
+5.4% from close
Gamma neutral
468.07
+6.0% from close
Open interest
11,324
-0.6% vs prev
Contracts listed
225
119 calls · 114 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
470.00
+6.4% from close
2026-10-16
GEX flip
468.07
+6.0% from close
Net GEX
-1,791,853
-15,823,503 per 100k OI
Call wall
480.00
+8.7% from close
Put wall
450.00
+1.9% from close
Put/call OI
1.05
5,801 puts / 5,523 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
17.8
within trailing 52-week range
Front / back ATM IV
+25.9% / +29.7%
-3.7 pp front premium
Expected move
+5.1%
14 DTE · one standard deviation
ATM straddle / spot
+8.5%
front-window midpoint premium
25Δ risk reversal
1.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
546 contracts traded
Normalized net delta
-0.176
option-holder convention
Modeled dealer delta
0.173
opposite-side scenario
Vanna / 100k OI
1,854
volatility-sensitive delta
Charm / 100k OI
9,839,059
time-decay-sensitive delta
IV surface range
64.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MCO closed 12.9% below its gamma max of 498.58. It is 5.4% below the delta neutral price of 465.47. Total open interest is 11,324, -0.6% 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

← ENR (#1990) LABX (#1992) →

Questions people ask about MCO

Where is MCO's gamma max today?

As of Oct 2, 2026, the gamma max for MCO is 498.58, +12.9% from the 441.58 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 MCO above or below its delta neutral price?

MCO closed below delta neutral: 441.58 against a delta neutral price of 465.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MCO have?

11,324 contracts of open interest across 225 listed contracts on Oct 2, 2026, -0.6% 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.