Data through close

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

As of close · rank #1982 by open interest · snapshot page

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MCY's nearest-expiration max pain is 100.00 for 2026-10-16, its GEX flip is 41.21, net GEX is 1,657,668, its put/call open-interest ratio is 0.04. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
102.27
prev 100.27
Gamma max
100.24
-2.0% from close
Delta neutral
66.41
-35.1% from close
Gamma neutral
41.21
-59.7% from close
Open interest
11,434
-3.7% vs prev
Contracts listed
56
42 calls · 23 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
100.00
-2.2% from close
2026-10-16
GEX flip
41.21
-59.7% from close
Net GEX
1,657,668
14,497,708 per 100k OI
Call wall
100.00
-2.2% from close
Put wall
90.00
-12.0% from close
Put/call OI
0.04
407 puts / 11,027 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
0.3
within trailing 52-week range
Front / back ATM IV
+29.5% / +32.5%
-2.9 pp front premium
Expected move
+5.8%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
7.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.17
1,898 contracts traded
Normalized net delta
0.515
option-holder convention
Modeled dealer delta
-0.514
opposite-side scenario
Vanna / 100k OI
-140
volatility-sensitive delta
Charm / 100k OI
-672,311
time-decay-sensitive delta
IV surface range
41.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MCY closed 2.0% above its gamma max of 100.24. It is 35.1% above the delta neutral price of 66.41. Total open interest is 11,434, -3.7% 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

← SOYB (#1981) QDEL (#1983) →

Questions people ask about MCY

Where is MCY's gamma max today?

As of Oct 2, 2026, the gamma max for MCY is 100.24, -2.0% from the 102.27 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 MCY above or below its delta neutral price?

MCY closed above delta neutral: 102.27 against a delta neutral price of 66.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MCY have?

11,434 contracts of open interest across 56 listed contracts on Oct 2, 2026, -3.7% 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.