Data through close

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

As of close · rank #4359 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

MGV's nearest-expiration max pain is 159.00 for 2026-10-16, net GEX is -95,913, its put/call open-interest ratio is 5.30. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
161.71
prev 161.33
Gamma max
125.00
-22.7% from close
Delta neutral
168.71
+4.3% from close
Gamma neutral
161.71
0.0% from close
Open interest
271
0.0% vs prev
Contracts listed
23
9 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
159.00
-1.7% from close
2026-10-16
GEX flip
–
Net GEX
-95,913
-35,392,178 per 100k OI
Call wall
160.00
-1.1% from close
Put wall
159.00
-1.7% from close
Put/call OI
5.30
228 puts / 43 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
86.4
within trailing 52-week range
Front / back ATM IV
+35.0% / +12.9%
22.1 pp front premium
Expected move
+6.8%
14 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
1 contracts traded
Normalized net delta
-0.140
option-holder convention
Modeled dealer delta
0.140
opposite-side scenario
Vanna / 100k OI
1,845
volatility-sensitive delta
Charm / 100k OI
7,267,897
time-decay-sensitive delta
IV surface range
69.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MGV closed 22.7% above its gamma max of 125.00. It is 4.3% below the delta neutral price of 168.71. Total open interest is 271, 0.0% 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

← IRMD (#4358) TSPY (#4360) →

Questions people ask about MGV

Where is MGV's gamma max today?

As of Oct 2, 2026, the gamma max for MGV is 125.00, -22.7% from the 161.71 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 MGV above or below its delta neutral price?

MGV closed below delta neutral: 161.71 against a delta neutral price of 168.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MGV have?

271 contracts of open interest across 23 listed contracts on Oct 2, 2026, 0.0% 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.