Data through close

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

As of close · rank #3610 by open interest · snapshot page

MRNY's nearest-expiration max pain is 38.00 for 2026-10-16, its GEX flip is 68.76, net GEX is -20,675, its put/call open-interest ratio is 2.17. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
39.10
prev 38.86
Gamma max
50.00
+27.9% from close
Delta neutral
41.37
+5.8% from close
Gamma neutral
68.76
+75.9% from close
Open interest
1,122
+6.9% vs prev
Contracts listed
102
43 calls · 67 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
38.00
-2.8% from close
2026-10-16
GEX flip
68.76
+75.9% from close
Net GEX
-20,675
-1,842,686 per 100k OI
Call wall
40.00
+2.3% from close
Put wall
38.00
-2.8% from close
Put/call OI
2.17
768 puts / 354 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
45.2
within trailing 52-week range
Front / back ATM IV
+65.9% / +77.9%
-12.0 pp front premium
Expected move
+12.9%
14 DTE · one standard deviation
ATM straddle / spot
+9.8%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
28 contracts traded
Normalized net delta
-0.016
option-holder convention
Modeled dealer delta
0.015
opposite-side scenario
Vanna / 100k OI
802
volatility-sensitive delta
Charm / 100k OI
886,275
time-decay-sensitive delta
IV surface range
156.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MRNY closed 27.9% below its gamma max of 50.00. It is 5.8% below the delta neutral price of 41.37. Total open interest is 1,122, +6.9% 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

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Neighbours by open interest

Questions people ask about MRNY

Where is MRNY's gamma max today?

As of Oct 2, 2026, the gamma max for MRNY is 50.00, +27.9% from the 39.10 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 MRNY above or below its delta neutral price?

MRNY closed below delta neutral: 39.10 against a delta neutral price of 41.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MRNY have?

1,122 contracts of open interest across 102 listed contracts on Oct 2, 2026, +6.9% 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.