MOS max pain, gamma exposure (GEX) & options open interest
As of close · rank #266 by open interest · 1,394 sessions of history since Dec 1, 2020
MOS's nearest-expiration max pain is 22.50 for 2026-10-09, its GEX flip is 21.15, net GEX is -224,936, its put/call open-interest ratio is 0.68. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100 · 25Δ risk reversal -14.0 pp
MOS closed 25.6% below its gamma max of 26.47. It is 4.0% below the delta neutral price of 21.92. Total open interest is 366,363, -1.9% versus the previous session. Its options catalyst-intensity score is 58.8 out of 100, led by IV rank 100, 25Δ risk reversal -14.0 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -3,608 contracts · -1.6% |
| Put OI change, 1 session | -3,333 contracts · -2.2% |
| Call minus put OI growth, 1 session | +0.6 pp |
| Call OI change, 5 sessions | +5,398 contracts · +2.5% |
| Put OI change, 5 sessions | +2,996 contracts · +2.1% |
| Call minus put OI growth, 5 sessions | +0.5 pp |
| Daily call OI change surprise | -0.33σ (252 prior changes) |
| Daily put OI change surprise | -0.63σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.15σ (252 prior changes) |
History
Hover for valuesDrag to panScroll to zoomClick a series to hide it ← → step a session+ − zoomTouch: swipe to pan, pinch to zoom, hold for the crosshair
Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
No matching visualizations.
Gamma walls
Chart loads when this section is in view.
What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 31 completed Day +10 paths · latest Feb 20, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 31 | +0.0% | -1.4% to +2.1% | 52% | -0.8% to +1.5% | 0.0% |
| Day +2 | 31 | -0.2% | -2.8% to +3.5% | 45% | -2.3% to +1.9% | 0.0% |
| Day +3 | 31 | +0.9% | -2.3% to +4.6% | 55% | -1.2% to +3.4% | 0.0% |
| Day +4 | 31 | +1.5% | -2.6% to +4.6% | 68% | +0.8% to +3.5% | +0.8% |
| Day +5 | 31 | +1.3% | -4.1% to +5.3% | 55% | -1.4% to +4.4% | 0.0% |
| Day +6 | 31 | +0.9% | -3.6% to +5.0% | 55% | -2.3% to +3.9% | 0.0% |
| Day +7 | 31 | +1.6% | -2.3% to +4.4% | 61% | -0.3% to +3.8% | 0.0% |
| Day +8 | 31 | +0.3% | -3.7% to +6.3% | 55% | -1.5% to +5.2% | 0.0% |
| Day +9 | 31 | +3.0% | -5.6% to +8.0% | 58% | -1.4% to +7.0% | 0.0% |
| Day +10 | 31 | +3.6% | -5.6% to +7.8% | 65% | -3.2% to +6.6% | 0.0% |
Crosses above gamma max 30 completed Day +10 paths · latest Feb 19, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 30 | -0.2% | -2.1% to +1.5% | 47% | -1.1% to +0.7% | 0.0% |
| Day +2 | 30 | -0.2% | -4.3% to +2.3% | 50% | -1.7% to +1.5% | 0.0% |
| Day +3 | 30 | +0.2% | -4.9% to +4.2% | 50% | -3.4% to +3.0% | 0.0% |
| Day +4 | 30 | -0.3% | -4.1% to +5.0% | 47% | -3.1% to +2.6% | 0.0% |
| Day +5 | 30 | +0.8% | -3.7% to +4.7% | 57% | -2.6% to +3.4% | 0.0% |
| Day +6 | 30 | +1.0% | -5.9% to +5.3% | 57% | -3.3% to +4.6% | 0.0% |
| Day +7 | 30 | +0.4% | -5.0% to +5.7% | 57% | -3.9% to +4.1% | 0.0% |
| Day +8 | 30 | -1.3% | -4.5% to +5.7% | 47% | -3.0% to +4.1% | 0.0% |
| Day +9 | 30 | +0.9% | -5.2% to +7.4% | 57% | -2.5% to +5.4% | 0.0% |
| Day +10 | 30 | +2.5% | -4.1% to +7.3% | 60% | -0.3% to +5.6% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 1% |
| Gamma max crosses | 4 |
| Delta neutral crosses | 25 |
| Prior-year sessions closer to gamma max | 71.4% of 252 |
| Prior-year sessions closer to delta neutral | 45.2% of 252 |
| Open interest percentile (1y) | 47th |
| Daily open interest change versus prior year | -0.45σ (-6,941 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.3% |
| Open interest change, 21 sessions | -18.8% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 22.25 vs 22.56 (-1.4%)
- closed above delta neutral at 23.35 vs 22.88 (+2.0%)
- closed below delta neutral at 22.60 vs 22.67 (-0.3%)
- closed above delta neutral at 22.74 vs 22.40 (+1.5%)
- closed below delta neutral at 21.80 vs 22.00 (-1.0%)
- closed above delta neutral at 22.78 vs 22.16 (+2.7%)
- closed below delta neutral at 21.97 vs 22.00 (-0.2%)
- closed above delta neutral at 22.33 vs 22.22 (+0.5%)
- closed below delta neutral at 21.19 vs 22.40 (-5.7%)
- closed above delta neutral at 22.32 vs 22.22 (+0.5%)
In today's screens
Not in any screen today. See all screens.
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/MOS
Questions people ask about MOS
Where is MOS's gamma max today?
As of Oct 2, 2026, the gamma max for MOS is 26.47, +25.6% from the 21.07 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 MOS above or below its delta neutral price?
MOS closed below delta neutral: 21.07 against a delta neutral price of 21.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MOS have?
366,363 contracts of open interest across 406 listed contracts on Oct 2, 2026, -1.9% 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.