Data through close

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

As of close · rank #3563 by open interest · snapshot page

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MICC's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 11.13, net GEX is 136,467, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.48
prev 17.18
Gamma max
19.04
+8.9% from close
Delta neutral
14.94
-14.5% from close
Gamma neutral
11.13
-36.3% from close
Open interest
1,212
+0.5% vs prev
Contracts listed
25
17 calls · 10 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
+14.4% from close
2026-10-16
GEX flip
11.13
-36.3% from close
Net GEX
136,467
11,259,641 per 100k OI
Call wall
20.00
+14.4% from close
Put wall
20.00
+14.4% from close
Put/call OI
0.18
185 puts / 1,027 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
42.5
within trailing 52-week range
Front / back ATM IV
+42.6% / +42.6%
0.0 pp front premium
Expected move
+15.6%
49 DTE · one standard deviation
ATM straddle / spot
+12.3%
front-window midpoint premium
25Δ risk reversal
93.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
13 contracts traded
Normalized net delta
0.267
option-holder convention
Modeled dealer delta
-0.267
opposite-side scenario
Vanna / 100k OI
2,888
volatility-sensitive delta
Charm / 100k OI
-205,858
time-decay-sensitive delta
IV surface range
123.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MICC closed 8.9% below its gamma max of 19.04. It is 14.5% above the delta neutral price of 14.94. Total open interest is 1,212, +0.5% 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

← MOB (#3562) SAMG (#3564) →

Questions people ask about MICC

Where is MICC's gamma max today?

As of Oct 2, 2026, the gamma max for MICC is 19.04, +8.9% from the 17.48 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 MICC above or below its delta neutral price?

MICC closed above delta neutral: 17.48 against a delta neutral price of 14.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MICC have?

1,212 contracts of open interest across 25 listed contracts on Oct 2, 2026, +0.5% 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.