Data through close

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

As of close · rank #1138 by open interest · snapshot page

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NBIG's nearest-expiration max pain is 16.00 for 2026-10-16, its GEX flip is 13.06, net GEX is 636,226, its put/call open-interest ratio is 0.47. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.19
prev 17.67
Gamma max
21.91
+14.2% from close
Delta neutral
14.94
-22.2% from close
Gamma neutral
13.06
-32.0% from close
Open interest
38,814
+1.5% vs prev
Contracts listed
242
164 calls · 118 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
16.00
-16.6% from close
2026-10-16
GEX flip
13.06
-32.0% from close
Net GEX
636,226
1,639,165 per 100k OI
Call wall
20.00
+4.2% from close
Put wall
15.00
-21.8% from close
Put/call OI
0.47
12,359 puts / 26,455 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
4.9
within trailing 52-week range
Front / back ATM IV
+144.3% / +168.6%
-24.2 pp front premium
Expected move
+28.3%
14 DTE · one standard deviation
ATM straddle / spot
+21.4%
front-window midpoint premium
25Δ risk reversal
-7.8 pp
put IV minus call IV
IV butterfly
5.2 pp
front-window smile convexity
Volume / open interest
0.05
2,077 contracts traded
Normalized net delta
0.267
option-holder convention
Modeled dealer delta
-0.266
opposite-side scenario
Vanna / 100k OI
1,538
volatility-sensitive delta
Charm / 100k OI
-1,028,469
time-decay-sensitive delta
IV surface range
33.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NBIG closed 14.2% below its gamma max of 21.91. It is 22.2% above the delta neutral price of 14.94. Total open interest is 38,814, +1.5% 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

← NVDX (#1137) KBWB (#1139) →

Questions people ask about NBIG

Where is NBIG's gamma max today?

As of Oct 2, 2026, the gamma max for NBIG is 21.91, +14.2% from the 19.19 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 NBIG above or below its delta neutral price?

NBIG closed above delta neutral: 19.19 against a delta neutral price of 14.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NBIG have?

38,814 contracts of open interest across 242 listed contracts on Oct 2, 2026, +1.5% 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.