Data through close

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

As of close · rank #2784 by open interest · snapshot page

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MORT's nearest-expiration max pain is 8.00 for 2026-10-16, net GEX is 206,308, its put/call open-interest ratio is 0.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
7.89
prev 8.01
Gamma max
9.47
+20.0% from close
Delta neutral
6.53
-17.3% from close
Gamma neutral
7.89
0.0% from close
Open interest
3,613
+31.9% vs prev
Contracts listed
30
16 calls · 16 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
8.00
+1.4% from close
2026-10-16
GEX flip
–
Net GEX
206,308
5,710,151 per 100k OI
Call wall
8.00
+1.4% from close
Put wall
6.00
-24.0% from close
Put/call OI
0.26
736 puts / 2,877 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
16.9
within trailing 52-week range
Front / back ATM IV
+87.5% / +22.8%
64.7 pp front premium
Expected move
+17.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-45.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.08
302 contracts traded
Normalized net delta
0.143
option-holder convention
Modeled dealer delta
-0.143
opposite-side scenario
Vanna / 100k OI
1,716
volatility-sensitive delta
Charm / 100k OI
-1,423,886
time-decay-sensitive delta
IV surface range
137.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MORT closed 20.0% below its gamma max of 9.47. It is 17.3% above the delta neutral price of 6.53. Total open interest is 3,613, +31.9% 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

Neighbours by open interest

← CXT (#2783) KELYA (#2785) →

Questions people ask about MORT

Where is MORT's gamma max today?

As of Oct 2, 2026, the gamma max for MORT is 9.47, +20.0% from the 7.89 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 MORT above or below its delta neutral price?

MORT closed above delta neutral: 7.89 against a delta neutral price of 6.53. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MORT have?

3,613 contracts of open interest across 30 listed contracts on Oct 2, 2026, +31.9% 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.