Data through close

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

As of close · rank #3986 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

MSGE's nearest-expiration max pain is 65.00 for 2026-10-16, its GEX flip is 63.16, net GEX is 68,938, its put/call open-interest ratio is 0.43. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
79.87
prev 80.05
Gamma max
82.61
+3.4% from close
Delta neutral
71.51
-10.5% from close
Gamma neutral
63.16
-20.9% from close
Open interest
572
0.0% vs prev
Contracts listed
53
34 calls · 25 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
65.00
-18.6% from close
2026-10-16
GEX flip
63.16
-20.9% from close
Net GEX
68,938
12,052,111 per 100k OI
Call wall
85.00
+6.4% from close
Put wall
80.00
+0.2% from close
Put/call OI
0.43
172 puts / 400 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
20.4
within trailing 52-week range
Front / back ATM IV
+30.6% / +37.1%
-6.5 pp front premium
Expected move
+6.0%
14 DTE · one standard deviation
ATM straddle / spot
+15.7%
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
18 contracts traded
Normalized net delta
0.161
option-holder convention
Modeled dealer delta
-0.139
opposite-side scenario
Vanna / 100k OI
350
volatility-sensitive delta
Charm / 100k OI
-421,154
time-decay-sensitive delta
IV surface range
77.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MSGE closed 3.4% below its gamma max of 82.61. It is 10.5% above the delta neutral price of 71.51. Total open interest is 572, 0.0% 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

← SSB (#3985) IEX (#3987) →

Questions people ask about MSGE

Where is MSGE's gamma max today?

As of Oct 2, 2026, the gamma max for MSGE is 82.61, +3.4% from the 79.87 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 MSGE above or below its delta neutral price?

MSGE closed above delta neutral: 79.87 against a delta neutral price of 71.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MSGE have?

572 contracts of open interest across 53 listed contracts on Oct 2, 2026, 0.0% 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.