MSOS max pain, gamma exposure (GEX) & options open interest
As of close · rank #171 by open interest · 1,394 sessions of history since Dec 1, 2020
MSOS's nearest-expiration max pain is 5.00 for 2026-10-09, its GEX flip is 3.36, net GEX is 28,979,566, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: 25Δ risk reversal -195.8 pp
MSOS closed 19.8% below its gamma max of 5.36. It is 22.2% above the delta neutral price of 3.48. Total open interest is 612,925, -4.1% versus the previous session. Its options catalyst-intensity score is 41.7 out of 100, led by 25Δ risk reversal -195.8 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -19,538 contracts · -3.6% |
| Put OI change, 1 session | -6,608 contracts · -7.4% |
| Call minus put OI growth, 1 session | +3.8 pp |
| Call OI change, 5 sessions | +853 contracts · +0.2% |
| Put OI change, 5 sessions | +3,988 contracts · +5.1% |
| Call minus put OI growth, 5 sessions | -4.9 pp |
| Daily call OI change surprise | -0.52σ (252 prior changes) |
| Daily put OI change surprise | -0.77σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.77σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 37 completed Day +10 paths · latest Sep 25, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 38 | +1.0% | -0.9% to +3.2% | 66% | +0.2% to +1.9% | +0.2% |
| Day +2 | 38 | +1.0% | -2.3% to +3.3% | 63% | -0.6% to +2.1% | 0.0% |
| Day +3 | 38 | +0.1% | -6.2% to +3.0% | 53% | -3.4% to +2.0% | 0.0% |
| Day +4 | 38 | -1.3% | -6.5% to +4.4% | 47% | -3.3% to +3.2% | 0.0% |
| Day +5 | 38 | -0.3% | -8.6% to +8.0% | 47% | -3.2% to +4.4% | 0.0% |
| Day +6 | 37 | -0.7% | -7.5% to +8.2% | 49% | -4.5% to +2.9% | 0.0% |
| Day +7 | 37 | -1.7% | -7.6% to +8.1% | 46% | -3.9% to +5.4% | 0.0% |
| Day +8 | 37 | 0.0% | -5.2% to +7.0% | 49% | -3.5% to +4.4% | 0.0% |
| Day +9 | 37 | +1.4% | -6.1% to +10.0% | 59% | -3.1% to +7.5% | 0.0% |
| Day +10 | 37 | +2.2% | -7.0% to +9.2% | 57% | -3.9% to +5.8% | 0.0% |
Crosses above gamma max 38 completed Day +10 paths · latest Sep 24, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 39 | 0.0% | -2.7% to +2.3% | 49% | -1.6% to +1.2% | 0.0% |
| Day +2 | 39 | -0.6% | -2.8% to +1.8% | 36% | -2.7% to +0.7% | 0.0% |
| Day +3 | 39 | -0.3% | -2.7% to +2.3% | 41% | -1.7% to +0.7% | 0.0% |
| Day +4 | 39 | -0.6% | -4.3% to +5.3% | 46% | -2.1% to +3.0% | 0.0% |
| Day +5 | 39 | -0.3% | -6.5% to +4.6% | 49% | -2.7% to +2.1% | 0.0% |
| Day +6 | 39 | -0.1% | -8.3% to +7.3% | 49% | -3.4% to +3.6% | 0.0% |
| Day +7 | 38 | +0.1% | -6.3% to +4.1% | 50% | -1.9% to +2.3% | 0.0% |
| Day +8 | 38 | -2.2% | -7.5% to +7.1% | 45% | -5.9% to +5.2% | 0.0% |
| Day +9 | 38 | -3.3% | -8.4% to +7.8% | 47% | -6.6% to +4.2% | 0.0% |
| Day +10 | 38 | -1.2% | -8.5% to +9.9% | 47% | -5.3% to +4.5% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 5% |
| Gamma max crosses | 16 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 83.7% of 252 |
| Prior-year sessions closer to delta neutral | 6.7% of 252 |
| Open interest percentile (1y) | 60th |
| Daily open interest change versus prior year | -0.59σ (-26,146 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.8% |
| Open interest change, 21 sessions | -7.8% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 5.16 vs 5.44 (-5.3%)
- closed above gamma max at 5.18 vs 5.09 (+1.8%)
- closed below gamma max at 5.76 vs 5.79 (-0.4%)
- closed above gamma max at 5.48 vs 5.40 (+1.5%)
- closed below gamma max at 4.92 vs 5.26 (-7.0%)
- closed above gamma max at 5.07 vs 5.02 (+1.1%)
- closed below gamma max at 4.97 vs 5.07 (-2.0%)
- closed above gamma max at 5.16 vs 5.15 (+0.1%)
- closed below gamma max at 4.22 vs 4.57 (-8.2%)
- closed above gamma max at 5.11 vs 4.54 (+11.2%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/MSOS
Questions people ask about MSOS
Where is MSOS's gamma max today?
As of Oct 2, 2026, the gamma max for MSOS is 5.36, +19.8% from the 4.47 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 MSOS above or below its delta neutral price?
MSOS closed above delta neutral: 4.47 against a delta neutral price of 3.48. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does MSOS have?
612,925 contracts of open interest across 198 listed contracts on Oct 2, 2026, -4.1% 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.