Data through close

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

As of close · rank #4791 by open interest · snapshot page

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MXI's nearest-expiration max pain is 115.00 for 2026-10-16, its GEX flip is 151.14, net GEX is -25,302, its put/call open-interest ratio is 7.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
107.80
prev 106.12
Gamma max
165.54
+53.6% from close
Delta neutral
124.63
+15.6% from close
Gamma neutral
151.14
+40.2% from close
Open interest
90
+16.9% vs prev
Contracts listed
20
4 calls · 18 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
115.00
+6.7% from close
2026-10-16
GEX flip
151.14
+40.2% from close
Net GEX
-25,302
-28,113,005 per 100k OI
Call wall
116.00
+7.6% from close
Put wall
110.00
+2.0% from close
Put/call OI
7.18
79 puts / 11 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
1.8
within trailing 52-week range
Front / back ATM IV
+22.0% / +23.7%
-1.7 pp front premium
Expected move
+4.3%
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
0.00
0 contracts traded
Normalized net delta
-0.410
option-holder convention
Modeled dealer delta
0.410
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
2.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

MXI closed 53.6% below its gamma max of 165.54. It is 15.6% below the delta neutral price of 124.63. Total open interest is 90, +16.9% 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

← KCOP (#4790) MZZ (#4792) →

Questions people ask about MXI

Where is MXI's gamma max today?

As of Oct 2, 2026, the gamma max for MXI is 165.54, +53.6% from the 107.80 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 MXI above or below its delta neutral price?

MXI closed below delta neutral: 107.80 against a delta neutral price of 124.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does MXI have?

90 contracts of open interest across 20 listed contracts on Oct 2, 2026, +16.9% 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.