Data through close

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

As of close · rank #3507 by open interest · snapshot page

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MSBT's nearest-expiration max pain is 22.00 for 2026-10-16, its GEX flip is 18.15, net GEX is 139,324, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
24.17
prev 24.25
Gamma max
25.23
+4.4% from close
Delta neutral
20.80
-13.9% from close
Gamma neutral
18.15
-24.9% from close
Open interest
1,306
-0.1% vs prev
Contracts listed
47
43 calls · 18 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
22.00
-9.0% from close
2026-10-16
GEX flip
18.15
-24.9% from close
Net GEX
139,324
10,667,995 per 100k OI
Call wall
26.00
+7.6% from close
Put wall
23.00
-4.8% from close
Put/call OI
0.44
400 puts / 906 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
7.1
within trailing 52-week range
Front / back ATM IV
+35.6% / +40.3%
-4.6 pp front premium
Expected move
+7.0%
14 DTE · one standard deviation
ATM straddle / spot
+20.5%
front-window midpoint premium
25Δ risk reversal
39.8 pp
put IV minus call IV
IV butterfly
8.4 pp
front-window smile convexity
Volume / open interest
0.02
24 contracts traded
Normalized net delta
0.258
option-holder convention
Modeled dealer delta
-0.247
opposite-side scenario
Vanna / 100k OI
1,149
volatility-sensitive delta
Charm / 100k OI
-97,779
time-decay-sensitive delta
IV surface range
40.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MSBT closed 4.4% below its gamma max of 25.23. It is 13.9% above the delta neutral price of 20.80. Total open interest is 1,306, -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

← CERY (#3506) CEGX (#3508) →

Questions people ask about MSBT

Where is MSBT's gamma max today?

As of Oct 2, 2026, the gamma max for MSBT is 25.23, +4.4% from the 24.17 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 MSBT above or below its delta neutral price?

MSBT closed above delta neutral: 24.17 against a delta neutral price of 20.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MSBT have?

1,306 contracts of open interest across 47 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.