Data through close

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

As of close · rank #4369 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

MSA's nearest-expiration max pain is 175.00 for 2026-10-16, its GEX flip is 158.89, net GEX is 55,706, its put/call open-interest ratio is 0.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
181.23
prev 179.03
Gamma max
187.34
+3.4% from close
Delta neutral
170.32
-6.0% from close
Gamma neutral
158.89
-12.3% from close
Open interest
266
0.0% vs prev
Contracts listed
40
18 calls · 23 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
175.00
-3.4% from close
2026-10-16
GEX flip
158.89
-12.3% from close
Net GEX
55,706
20,941,998 per 100k OI
Call wall
190.00
+4.8% from close
Put wall
175.00
-3.4% from close
Put/call OI
0.51
90 puts / 176 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
12.4
within trailing 52-week range
Front / back ATM IV
+48.5% / +24.3%
24.2 pp front premium
Expected move
+9.5%
14 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
0.00
0 contracts traded
Normalized net delta
0.153
option-holder convention
Modeled dealer delta
-0.153
opposite-side scenario
Vanna / 100k OI
752
volatility-sensitive delta
Charm / 100k OI
-4,130,827
time-decay-sensitive delta
IV surface range
17.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MSA closed 3.4% below its gamma max of 187.34. It is 6.0% above the delta neutral price of 170.32. Total open interest is 266, 0.0% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← KWY (#4368) WTFC (#4370) →

Questions people ask about MSA

Where is MSA's gamma max today?

As of Oct 2, 2026, the gamma max for MSA is 187.34, +3.4% from the 181.23 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 MSA above or below its delta neutral price?

MSA closed above delta neutral: 181.23 against a delta neutral price of 170.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MSA have?

266 contracts of open interest across 40 listed contracts on Oct 2, 2026, 0.0% 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.