Data through close

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

As of close · rank #919 by open interest · snapshot page

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NAIL's nearest-expiration max pain is 32.00 for 2026-10-09, its GEX flip is 29.06, net GEX is -301,844, its put/call open-interest ratio is 0.70. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
27.77
prev 28.45
Gamma max
37.66
+35.6% from close
Delta neutral
28.37
+2.2% from close
Gamma neutral
29.06
+4.7% from close
Open interest
56,740
-11.7% vs prev
Contracts listed
833
493 calls · 376 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
32.00
+15.2% from close
2026-10-09
GEX flip
29.06
+4.7% from close
Net GEX
-301,844
-531,977 per 100k OI
Call wall
40.00
+44.0% from close
Put wall
25.00
-10.0% from close
Put/call OI
0.70
23,341 puts / 33,399 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
87.3
within trailing 52-week range
Front / back ATM IV
+94.0% / +93.6%
0.4 pp front premium
Expected move
+13.0%
7 DTE · one standard deviation
ATM straddle / spot
+9.0%
front-window midpoint premium
25Δ risk reversal
-1.9 pp
put IV minus call IV
IV butterfly
25.3 pp
front-window smile convexity
Volume / open interest
0.12
8,143 contracts traded
Normalized net delta
-0.042
option-holder convention
Modeled dealer delta
0.042
opposite-side scenario
Vanna / 100k OI
1,756
volatility-sensitive delta
Charm / 100k OI
622,381
time-decay-sensitive delta
IV surface range
46.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NAIL closed 35.6% below its gamma max of 37.66. It is 2.2% below the delta neutral price of 28.37. Total open interest is 56,740, -11.7% 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

← NASA (#918) AIG (#920) →

Questions people ask about NAIL

Where is NAIL's gamma max today?

As of Oct 2, 2026, the gamma max for NAIL is 37.66, +35.6% from the 27.77 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 NAIL above or below its delta neutral price?

NAIL closed below delta neutral: 27.77 against a delta neutral price of 28.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NAIL have?

56,740 contracts of open interest across 833 listed contracts on Oct 2, 2026, -11.7% 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.