Data through close

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

As of close · rank #1344 by open interest · snapshot page

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MSFU's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 31.80, net GEX is 1,981,090, its put/call open-interest ratio is 0.54. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.00
prev 39.34
Gamma max
41.01
+2.5% from close
Delta neutral
34.71
-13.2% from close
Gamma neutral
31.80
-20.5% from close
Open interest
27,454
+0.4% vs prev
Contracts listed
217
151 calls · 116 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
35.00
-12.5% from close
2026-10-16
GEX flip
31.80
-20.5% from close
Net GEX
1,981,090
7,216,034 per 100k OI
Call wall
40.00
0.0% from close
Put wall
38.00
-5.0% from close
Put/call OI
0.54
9,682 puts / 17,772 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
0.0
within trailing 52-week range
Front / back ATM IV
+48.5% / +60.8%
-12.3 pp front premium
Expected move
+9.5%
14 DTE · one standard deviation
ATM straddle / spot
+7.1%
front-window midpoint premium
25Δ risk reversal
2.5 pp
put IV minus call IV
IV butterfly
6.3 pp
front-window smile convexity
Volume / open interest
0.02
681 contracts traded
Normalized net delta
0.267
option-holder convention
Modeled dealer delta
-0.224
opposite-side scenario
Vanna / 100k OI
503
volatility-sensitive delta
Charm / 100k OI
-959,449
time-decay-sensitive delta
IV surface range
58.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MSFU closed 2.5% below its gamma max of 41.01. It is 13.2% above the delta neutral price of 34.71. Total open interest is 27,454, +0.4% 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

← DBX (#1343) KSTR (#1345) →

Questions people ask about MSFU

Where is MSFU's gamma max today?

As of Oct 2, 2026, the gamma max for MSFU is 41.01, +2.5% from the 40.00 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 MSFU above or below its delta neutral price?

MSFU closed above delta neutral: 40.00 against a delta neutral price of 34.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MSFU have?

27,454 contracts of open interest across 217 listed contracts on Oct 2, 2026, +0.4% 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.