Data through close

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

As of close · rank #4102 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

MDU's nearest-expiration max pain is 20.00 for 2026-10-16, net GEX is 65,422, its put/call open-interest ratio is 0.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.61
prev 18.47
Gamma max
19.44
+4.5% from close
Delta neutral
12.53
-32.6% from close
Gamma neutral
18.61
0.0% from close
Open interest
462
+0.2% vs prev
Contracts listed
24
19 calls · 6 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
20.00
+7.5% from close
2026-10-16
GEX flip
–
Net GEX
65,422
14,160,610 per 100k OI
Call wall
20.00
+7.5% from close
Put wall
20.00
+7.5% from close
Put/call OI
0.07
31 puts / 431 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
35.9
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.306
option-holder convention
Modeled dealer delta
-0.305
opposite-side scenario
Vanna / 100k OI
3,030
volatility-sensitive delta
Charm / 100k OI
-2,533,983
time-decay-sensitive delta
IV surface range
216.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MDU closed 4.5% below its gamma max of 19.44. It is 32.6% above the delta neutral price of 12.53. Total open interest is 462, +0.2% 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

← UPB (#4101) NHI (#4103) →

Questions people ask about MDU

Where is MDU's gamma max today?

As of Oct 2, 2026, the gamma max for MDU is 19.44, +4.5% from the 18.61 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 MDU above or below its delta neutral price?

MDU closed above delta neutral: 18.61 against a delta neutral price of 12.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MDU have?

462 contracts of open interest across 24 listed contracts on Oct 2, 2026, +0.2% 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.