Data through close

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

As of close · rank #918 by open interest · snapshot page

NASA's nearest-expiration max pain is 24.50 for 2026-10-09, net GEX is 2,116,431, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
25.00
prev 23.87
Gamma max
26.94
+7.8% from close
Delta neutral
23.58
-5.7% from close
Gamma neutral
25.00
0.0% from close
Open interest
56,934
-2.9% vs prev
Contracts listed
462
280 calls · 195 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
24.50
-2.0% from close
2026-10-09
GEX flip
–
Net GEX
2,116,431
3,717,341 per 100k OI
Call wall
25.00
0.0% from close
Put wall
25.00
0.0% from close
Put/call OI
0.36
15,200 puts / 41,734 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
25.8
within trailing 52-week range
Front / back ATM IV
+50.3% / +49.2%
1.0 pp front premium
Expected move
+7.0%
7 DTE · one standard deviation
ATM straddle / spot
+6.3%
front-window midpoint premium
25Δ risk reversal
50.1 pp
put IV minus call IV
IV butterfly
2.3 pp
front-window smile convexity
Volume / open interest
0.04
2,232 contracts traded
Normalized net delta
0.081
option-holder convention
Modeled dealer delta
-0.081
opposite-side scenario
Vanna / 100k OI
2,900
volatility-sensitive delta
Charm / 100k OI
-164,894
time-decay-sensitive delta
IV surface range
141.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NASA closed 7.8% below its gamma max of 26.94. It is 5.7% above the delta neutral price of 23.58. Total open interest is 56,934, -2.9% 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 NASA

Where is NASA's gamma max today?

As of Oct 2, 2026, the gamma max for NASA is 26.94, +7.8% from the 25.00 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 NASA above or below its delta neutral price?

NASA closed above delta neutral: 25.00 against a delta neutral price of 23.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NASA have?

56,934 contracts of open interest across 462 listed contracts on Oct 2, 2026, -2.9% 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.