Data through close

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

As of close · rank #4444 by open interest · snapshot page

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MFP's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 50.16, net GEX is -6,700, its put/call open-interest ratio is 2.15. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
41.69
prev 41.55
Gamma max
61.52
+47.6% from close
Delta neutral
46.57
+11.7% from close
Gamma neutral
50.16
+20.3% from close
Open interest
224
+0.4% vs prev
Contracts listed
24
13 calls · 14 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
35.00
-16.0% from close
2026-10-16
GEX flip
50.16
+20.3% from close
Net GEX
-6,700
-2,991,000 per 100k OI
Call wall
60.00
+43.9% from close
Put wall
35.00
-16.0% from close
Put/call OI
2.15
153 puts / 71 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
36.4
within trailing 52-week range
Front / back ATM IV
+69.4% / +69.4%
0.0 pp front premium
Expected move
+25.4%
49 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
0.02
4 contracts traded
Normalized net delta
-0.074
option-holder convention
Modeled dealer delta
0.074
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
45.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MFP closed 47.6% below its gamma max of 61.52. It is 11.7% below the delta neutral price of 46.57. Total open interest is 224, +0.4% 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

← KFY (#4443) XDS (#4445) →

Questions people ask about MFP

Where is MFP's gamma max today?

As of Oct 2, 2026, the gamma max for MFP is 61.52, +47.6% from the 41.69 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 MFP above or below its delta neutral price?

MFP closed below delta neutral: 41.69 against a delta neutral price of 46.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MFP have?

224 contracts of open interest across 24 listed contracts on Oct 2, 2026, +0.4% 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.