Data through close

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

As of close · rank #1499 by open interest · snapshot page

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MEI's nearest-expiration max pain is 15.00 for 2026-10-16, its GEX flip is 9.87, net GEX is 1,148,796, its put/call open-interest ratio is 0.37. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
15.74
prev 14.29
Gamma max
16.98
+7.9% from close
Delta neutral
12.53
-20.4% from close
Gamma neutral
9.87
-37.3% from close
Open interest
22,099
+0.1% vs prev
Contracts listed
41
34 calls · 21 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
15.00
-4.7% from close
2026-10-16
GEX flip
9.87
-37.3% from close
Net GEX
1,148,796
5,198,408 per 100k OI
Call wall
17.50
+11.2% from close
Put wall
15.00
-4.7% from close
Put/call OI
0.37
5,942 puts / 16,157 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
22.2
within trailing 52-week range
Front / back ATM IV
+68.5% / +66.7%
1.8 pp front premium
Expected move
+13.4%
14 DTE · one standard deviation
ATM straddle / spot
+10.8%
front-window midpoint premium
25Δ risk reversal
2.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
104 contracts traded
Normalized net delta
0.207
option-holder convention
Modeled dealer delta
-0.199
opposite-side scenario
Vanna / 100k OI
3,996
volatility-sensitive delta
Charm / 100k OI
-405,503
time-decay-sensitive delta
IV surface range
74.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MEI closed 7.9% below its gamma max of 16.98. It is 20.4% above the delta neutral price of 12.53. Total open interest is 22,099, +0.1% 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

← EGY (#1498) MOMO (#1500) →

Questions people ask about MEI

Where is MEI's gamma max today?

As of Oct 2, 2026, the gamma max for MEI is 16.98, +7.9% from the 15.74 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 MEI above or below its delta neutral price?

MEI closed above delta neutral: 15.74 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 MEI have?

22,099 contracts of open interest across 41 listed contracts on Oct 2, 2026, +0.1% 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.