Data through close

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

As of close · rank #2270 by open interest · snapshot page

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MSCI's nearest-expiration max pain is 550.00 for 2026-10-16, its GEX flip is 526.94, net GEX is 353,430, its put/call open-interest ratio is 0.96. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
535.95
prev 545.39
Gamma max
564.40
+5.3% from close
Delta neutral
538.82
+0.5% from close
Gamma neutral
526.94
-1.7% from close
Open interest
7,762
+0.1% vs prev
Contracts listed
222
117 calls · 112 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
550.00
+2.6% from close
2026-10-16
GEX flip
526.94
-1.7% from close
Net GEX
353,430
4,553,343 per 100k OI
Call wall
550.00
+2.6% from close
Put wall
530.00
-1.1% from close
Put/call OI
0.96
3,792 puts / 3,970 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
9.2
within trailing 52-week range
Front / back ATM IV
+27.6% / +32.4%
-4.7 pp front premium
Expected move
+5.4%
14 DTE · one standard deviation
ATM straddle / spot
+3.9%
front-window midpoint premium
25Δ risk reversal
1.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
127 contracts traded
Normalized net delta
-0.022
option-holder convention
Modeled dealer delta
0.022
opposite-side scenario
Vanna / 100k OI
2,538
volatility-sensitive delta
Charm / 100k OI
-3,365,756
time-decay-sensitive delta
IV surface range
46.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MSCI closed 5.3% below its gamma max of 564.40. It is 0.5% below the delta neutral price of 538.82. Total open interest is 7,762, +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

Neighbours by open interest

← MEOH (#2269) TLPH (#2271) →

Questions people ask about MSCI

Where is MSCI's gamma max today?

As of Oct 2, 2026, the gamma max for MSCI is 564.40, +5.3% from the 535.95 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 MSCI above or below its delta neutral price?

MSCI closed below delta neutral: 535.95 against a delta neutral price of 538.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MSCI have?

7,762 contracts of open interest across 222 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.