Data through close

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

As of close · rank #3666 by open interest · snapshot page

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MIDU's nearest-expiration max pain is 64.00 for 2026-10-16, its GEX flip is 36.15, net GEX is -74,331, its put/call open-interest ratio is 0.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
62.72
prev 61.03
Gamma max
78.37
+24.9% from close
Delta neutral
64.01
+2.1% from close
Gamma neutral
36.15
-42.4% from close
Open interest
1,041
-4.0% vs prev
Contracts listed
62
43 calls · 24 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
64.00
+2.0% from close
2026-10-16
GEX flip
36.15
-42.4% from close
Net GEX
-74,331
-7,140,323 per 100k OI
Call wall
85.00
+35.5% from close
Put wall
64.00
+2.0% from close
Put/call OI
0.46
329 puts / 712 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
15.9
within trailing 52-week range
Front / back ATM IV
+46.2% / +46.1%
0.1 pp front premium
Expected move
+9.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-40.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
12 contracts traded
Normalized net delta
0.040
option-holder convention
Modeled dealer delta
-0.040
opposite-side scenario
Vanna / 100k OI
1,825
volatility-sensitive delta
Charm / 100k OI
1,452,354
time-decay-sensitive delta
IV surface range
65.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MIDU closed 24.9% below its gamma max of 78.37. It is 2.1% below the delta neutral price of 64.01. Total open interest is 1,041, -4.0% 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

← COAL (#3665) MSB (#3667) →

Questions people ask about MIDU

Where is MIDU's gamma max today?

As of Oct 2, 2026, the gamma max for MIDU is 78.37, +24.9% from the 62.72 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 MIDU above or below its delta neutral price?

MIDU closed below delta neutral: 62.72 against a delta neutral price of 64.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MIDU have?

1,041 contracts of open interest across 62 listed contracts on Oct 2, 2026, -4.0% 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.