Data through close

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

As of close · rank #3958 by open interest · snapshot page

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MRUT's nearest-expiration max pain is 270.00 for 2026-10-05, its GEX flip is 299.96, net GEX is -138,827, its put/call open-interest ratio is 2.32. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
283.29
prev 280.66
Gamma max
312.01
+10.1% from close
Delta neutral
293.59
+3.6% from close
Gamma neutral
299.96
+5.9% from close
Open interest
597
-13.2% vs prev
Contracts listed
188
61 calls · 127 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
270.00
-4.7% from close
2026-10-05
GEX flip
299.96
+5.9% from close
Net GEX
-138,827
-23,254,185 per 100k OI
Call wall
285.00
+0.6% from close
Put wall
286.00
+1.0% from close
Put/call OI
2.32
417 puts / 180 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
20.2
within trailing 52-week range
Front / back ATM IV
+41.0% / +19.6%
21.4 pp front premium
Expected move
+3.7%
3 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.16
113 contracts traded
Normalized net delta
-0.185
option-holder convention
Modeled dealer delta
0.183
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
9.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MRUT closed 10.1% below its gamma max of 312.01. It is 3.6% below the delta neutral price of 293.59. Total open interest is 597, -13.2% 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

← MPAA (#3957) NSIT (#3959) →

Questions people ask about MRUT

Where is MRUT's gamma max today?

As of Oct 2, 2026, the gamma max for MRUT is 312.01, +10.1% from the 283.29 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 MRUT above or below its delta neutral price?

MRUT closed below delta neutral: 283.29 against a delta neutral price of 293.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MRUT have?

597 contracts of open interest across 188 listed contracts on Oct 2, 2026, -13.2% 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.