Data through close

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

As of close · rank #2760 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

MSFL's nearest-expiration max pain is 24.00 for 2026-10-16, its GEX flip is 16.57, net GEX is 246,787, its put/call open-interest ratio is 0.50. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
26.78
prev 26.33
Gamma max
27.15
+1.4% from close
Delta neutral
22.48
-16.1% from close
Gamma neutral
16.57
-38.1% from close
Open interest
3,728
+2.8% vs prev
Contracts listed
92
76 calls · 42 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
24.00
-10.4% from close
2026-10-16
GEX flip
16.57
-38.1% from close
Net GEX
246,787
6,619,834 per 100k OI
Call wall
25.00
-6.6% from close
Put wall
24.00
-10.4% from close
Put/call OI
0.50
1,238 puts / 2,490 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
27.4
within trailing 52-week range
Front / back ATM IV
+47.6% / +59.5%
-11.9 pp front premium
Expected move
+9.3%
14 DTE · one standard deviation
ATM straddle / spot
+7.5%
front-window midpoint premium
25Δ risk reversal
196.8 pp
put IV minus call IV
IV butterfly
-13.4 pp
front-window smile convexity
Volume / open interest
0.06
213 contracts traded
Normalized net delta
0.348
option-holder convention
Modeled dealer delta
-0.321
opposite-side scenario
Vanna / 100k OI
-161
volatility-sensitive delta
Charm / 100k OI
-394,903
time-decay-sensitive delta
IV surface range
202.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MSFL closed 1.4% below its gamma max of 27.15. It is 16.1% above the delta neutral price of 22.48. Total open interest is 3,728, +2.8% 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

← LIF (#2759) XRPZ (#2761) →

Questions people ask about MSFL

Where is MSFL's gamma max today?

As of Oct 2, 2026, the gamma max for MSFL is 27.15, +1.4% from the 26.78 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 MSFL above or below its delta neutral price?

MSFL closed above delta neutral: 26.78 against a delta neutral price of 22.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MSFL have?

3,728 contracts of open interest across 92 listed contracts on Oct 2, 2026, +2.8% 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.