Data through close

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

As of close · rank #1830 by open interest · snapshot page

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MRSH's nearest-expiration max pain is 180.00 for 2026-10-16, its GEX flip is 173.83, net GEX is -539,052, its put/call open-interest ratio is 0.88. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
170.06
prev 171.85
Gamma max
192.84
+13.4% from close
Delta neutral
174.29
+2.5% from close
Gamma neutral
173.83
+2.2% from close
Open interest
13,942
-0.1% vs prev
Contracts listed
201
110 calls · 107 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
180.00
+5.8% from close
2026-10-16
GEX flip
173.83
+2.2% from close
Net GEX
-539,052
-3,866,392 per 100k OI
Call wall
180.00
+5.8% from close
Put wall
170.00
-0.0% from close
Put/call OI
0.88
6,518 puts / 7,424 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
33.5
within trailing 52-week range
Front / back ATM IV
+32.3% / +26.4%
5.9 pp front premium
Expected move
+6.3%
14 DTE · one standard deviation
ATM straddle / spot
+4.5%
front-window midpoint premium
25Δ risk reversal
4.0 pp
put IV minus call IV
IV butterfly
14.0 pp
front-window smile convexity
Volume / open interest
0.02
319 contracts traded
Normalized net delta
-0.060
option-holder convention
Modeled dealer delta
0.060
opposite-side scenario
Vanna / 100k OI
2,561
volatility-sensitive delta
Charm / 100k OI
1,601,219
time-decay-sensitive delta
IV surface range
58.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MRSH closed 13.4% below its gamma max of 192.84. It is 2.5% below the delta neutral price of 174.29. Total open interest is 13,942, -0.1% 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

← HGV (#1829) UNCY (#1831) →

Questions people ask about MRSH

Where is MRSH's gamma max today?

As of Oct 2, 2026, the gamma max for MRSH is 192.84, +13.4% from the 170.06 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 MRSH above or below its delta neutral price?

MRSH closed below delta neutral: 170.06 against a delta neutral price of 174.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MRSH have?

13,942 contracts of open interest across 201 listed contracts on Oct 2, 2026, -0.1% 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.