Data through close

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

As of close · rank #1515 by open interest · snapshot page

MVLL's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 25.48, net GEX is 699,526, its put/call open-interest ratio is 0.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.95
prev 36.74
Gamma max
39.09
+3.0% from close
Delta neutral
28.26
-25.5% from close
Gamma neutral
25.48
-32.9% from close
Open interest
21,565
+0.9% vs prev
Contracts listed
334
257 calls · 179 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
30.00
-20.9% from close
2026-10-16
GEX flip
25.48
-32.9% from close
Net GEX
699,526
3,243,804 per 100k OI
Call wall
40.00
+5.4% from close
Put wall
30.00
-20.9% from close
Put/call OI
0.46
6,795 puts / 14,770 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
66.4
within trailing 52-week range
Front / back ATM IV
+130.1% / +125.3%
4.7 pp front premium
Expected move
+25.5%
14 DTE · one standard deviation
ATM straddle / spot
+19.1%
front-window midpoint premium
25Δ risk reversal
2.3 pp
put IV minus call IV
IV butterfly
3.7 pp
front-window smile convexity
Volume / open interest
0.07
1,453 contracts traded
Normalized net delta
0.323
option-holder convention
Modeled dealer delta
-0.323
opposite-side scenario
Vanna / 100k OI
-139
volatility-sensitive delta
Charm / 100k OI
-3,475,233
time-decay-sensitive delta
IV surface range
31.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MVLL closed 3.0% below its gamma max of 39.09. It is 25.5% above the delta neutral price of 28.26. Total open interest is 21,565, +0.9% 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

Questions people ask about MVLL

Where is MVLL's gamma max today?

As of Oct 2, 2026, the gamma max for MVLL is 39.09, +3.0% from the 37.95 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 MVLL above or below its delta neutral price?

MVLL closed above delta neutral: 37.95 against a delta neutral price of 28.26. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MVLL have?

21,565 contracts of open interest across 334 listed contracts on Oct 2, 2026, +0.9% 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.