Data through close

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

As of close · rank #1168 by open interest · snapshot page

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MESO's nearest-expiration max pain is 16.00 for 2026-10-16, net GEX is 440,548, its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.08
prev 14.32
Gamma max
6.11
-56.6% from close
Delta neutral
4.04
-71.3% from close
Gamma neutral
14.08
0.0% from close
Open interest
36,813
+0.3% vs prev
Contracts listed
71
49 calls · 36 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
16.00
+13.6% from close
2026-10-16
GEX flip
–
Net GEX
440,548
1,196,720 per 100k OI
Call wall
20.00
+42.0% from close
Put wall
14.00
-0.6% from close
Put/call OI
0.10
3,224 puts / 33,589 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
63.4
within trailing 52-week range
Front / back ATM IV
+57.9% / +44.6%
13.3 pp front premium
Expected move
+11.3%
14 DTE · one standard deviation
ATM straddle / spot
+37.6%
front-window midpoint premium
25Δ risk reversal
-121.4 pp
put IV minus call IV
IV butterfly
-5.8 pp
front-window smile convexity
Volume / open interest
0.01
434 contracts traded
Normalized net delta
0.462
option-holder convention
Modeled dealer delta
-0.461
opposite-side scenario
Vanna / 100k OI
-2,632
volatility-sensitive delta
Charm / 100k OI
-231,975
time-decay-sensitive delta
IV surface range
120.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MESO closed 56.6% above its gamma max of 6.11. It is 71.3% above the delta neutral price of 4.04. Total open interest is 36,813, +0.3% 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

← BLNK (#1167) HDB (#1169) →

Questions people ask about MESO

Where is MESO's gamma max today?

As of Oct 2, 2026, the gamma max for MESO is 6.11, -56.6% from the 14.08 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 MESO above or below its delta neutral price?

MESO closed above delta neutral: 14.08 against a delta neutral price of 4.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MESO have?

36,813 contracts of open interest across 71 listed contracts on Oct 2, 2026, +0.3% 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.