Data through close

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

As of close · rank #3874 by open interest · snapshot page

MST's nearest-expiration max pain is 13.00 for 2026-10-16, its GEX flip is 6.77, net GEX is 23,718, its put/call open-interest ratio is 0.52. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
15.85
prev 15.89
Gamma max
15.75
-0.6% from close
Delta neutral
12.04
-24.0% from close
Gamma neutral
6.77
-57.3% from close
Open interest
699
+1.5% vs prev
Contracts listed
60
44 calls · 31 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
13.00
-18.0% from close
2026-10-16
GEX flip
6.77
-57.3% from close
Net GEX
23,718
3,393,156 per 100k OI
Call wall
15.00
-5.4% from close
Put wall
20.00
+26.1% from close
Put/call OI
0.52
238 puts / 461 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
+112.8% / +91.9%
20.8 pp front premium
Expected move
+22.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
14 contracts traded
Normalized net delta
0.185
option-holder convention
Modeled dealer delta
-0.152
opposite-side scenario
Vanna / 100k OI
-858
volatility-sensitive delta
Charm / 100k OI
-240,773
time-decay-sensitive delta
IV surface range
134.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MST closed 0.6% above its gamma max of 15.75. It is 24.0% above the delta neutral price of 12.04. Total open interest is 699, +1.5% versus the previous session. What gamma max means · What delta neutral means

History

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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

Questions people ask about MST

Where is MST's gamma max today?

As of Oct 2, 2026, the gamma max for MST is 15.75, -0.6% from the 15.85 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 MST above or below its delta neutral price?

MST closed above delta neutral: 15.85 against a delta neutral price of 12.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MST have?

699 contracts of open interest across 60 listed contracts on Oct 2, 2026, +1.5% 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.