Data through close

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

As of close · rank #3667 by open interest · snapshot page

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MSB's nearest-expiration max pain is 17.50 for 2026-10-16, its GEX flip is 14.83, net GEX is 68,097, its put/call open-interest ratio is 0.34. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.90
prev 19.10
Gamma max
21.92
+16.0% from close
Delta neutral
17.40
-8.0% from close
Gamma neutral
14.83
-21.5% from close
Open interest
1,038
+0.6% vs prev
Contracts listed
31
20 calls · 13 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
17.50
-7.4% from close
2026-10-16
GEX flip
14.83
-21.5% from close
Net GEX
68,097
6,560,403 per 100k OI
Call wall
22.50
+19.0% from close
Put wall
17.50
-7.4% from close
Put/call OI
0.34
261 puts / 777 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
29.8
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
129.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
0.088
option-holder convention
Modeled dealer delta
-0.088
opposite-side scenario
Vanna / 100k OI
2,987
volatility-sensitive delta
Charm / 100k OI
-636,513
time-decay-sensitive delta
IV surface range
57.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MSB closed 16.0% below its gamma max of 21.92. It is 8.0% above the delta neutral price of 17.40. Total open interest is 1,038, +0.6% 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

← MIDU (#3666) PAHC (#3668) →

Questions people ask about MSB

Where is MSB's gamma max today?

As of Oct 2, 2026, the gamma max for MSB is 21.92, +16.0% from the 18.90 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 MSB above or below its delta neutral price?

MSB closed above delta neutral: 18.90 against a delta neutral price of 17.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MSB have?

1,038 contracts of open interest across 31 listed contracts on Oct 2, 2026, +0.6% 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.