Data through close

NAUT options analysis & open interest

As of close · rank #1352 by open interest · snapshot page

JSON snapshot Advanced analysis

its put/call open-interest ratio is 0.10. These are whole-chain derived aggregates as of Oct 23, 2026 close.

The dated options analysis covers this chain. Core gamma max, delta neutral and historical levels are unavailable for this ticker.

Close
3.24
Gamma max
–
Delta neutral
–
Gamma neutral
–
Open interest
26,015
Contracts listed
–

Advanced options analysis

Public aggregate 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
0.1
within trailing 52-week range
Front IV premium
– pp
front minus back volatility difference
25Δ risk reversal
6.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.22
5,608 contracts traded
Normalized net delta
0.590
option-holder convention
Modeled dealer delta
-0.572
opposite-side scenario
Vanna / 100k OI
-3,479
volatility-sensitive delta
Charm / 100k OI
-110,298
time-decay-sensitive delta
IV surface range
20.8 pp
aggregate volatility dispersion

Download the dated aggregate analysis JSON .

Analysis visualizations

Daily ticker aggregates through 2026-10-23. The max pain curve pools all listed expirations; individual contracts are outside the public dataset.

Aggregate IV history

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In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about NAUT

What is NAUT's max pain for the nearest expiration?

Nearest-expiration max pain is unavailable for NAUT as of Oct 23, 2026. It is a payout-minimizing strike for one expiration. An all-expiration pooled value is a different comparison, and neither establishes where the underlying will close. Max pain definition and worked payout example.

What do NAUT's gamma exposure and gamma flip show?

Signed net GEX is unavailable for NAUT as of Oct 23, 2026. No confirmed GEX flip is available; this does not imply a zero exposure level. These aggregate model outputs use calls positive and puts negative. Their sign does not identify dealers' actual positions or predict the next move. How to interpret GEX, gamma flip and walls.

Where is NAUT's gamma max today?

No gamma max could be computed for NAUT on Oct 23, 2026. 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 NAUT above or below its delta neutral price?

No delta neutral price was available for NAUT on Oct 23, 2026. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NAUT have?

26,015 contracts of open interest across – listed contracts on Oct 23, 2026. 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.