Data through close

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

As of close · rank #1543 by open interest · snapshot page

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NBIX's nearest-expiration max pain is 145.00 for 2026-10-16, net GEX is 30,622, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
143.18
prev 140.71
Gamma max
79.62
-44.4% from close
Delta neutral
125.83
-12.1% from close
Gamma neutral
143.18
0.0% from close
Open interest
20,605
+0.1% vs prev
Contracts listed
264
166 calls · 117 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
145.00
+1.3% from close
2026-10-16
GEX flip
–
Net GEX
30,622
148,616 per 100k OI
Call wall
150.00
+4.8% from close
Put wall
160.00
+11.7% from close
Put/call OI
0.55
7,336 puts / 13,269 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
37.9
within trailing 52-week range
Front / back ATM IV
+35.6% / +39.4%
-3.8 pp front premium
Expected move
+7.0%
14 DTE · one standard deviation
ATM straddle / spot
+5.8%
front-window midpoint premium
25Δ risk reversal
-1.2 pp
put IV minus call IV
IV butterfly
3.6 pp
front-window smile convexity
Volume / open interest
0.03
551 contracts traded
Normalized net delta
0.178
option-holder convention
Modeled dealer delta
-0.178
opposite-side scenario
Vanna / 100k OI
-2,087
volatility-sensitive delta
Charm / 100k OI
-112,463
time-decay-sensitive delta
IV surface range
42.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NBIX closed 44.4% above its gamma max of 79.62. It is 12.1% above the delta neutral price of 125.83. Total open interest is 20,605, +0.1% 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

← IR (#1542) SNDX (#1544) →

Questions people ask about NBIX

Where is NBIX's gamma max today?

As of Oct 2, 2026, the gamma max for NBIX is 79.62, -44.4% from the 143.18 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 NBIX above or below its delta neutral price?

NBIX closed above delta neutral: 143.18 against a delta neutral price of 125.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NBIX have?

20,605 contracts of open interest across 264 listed contracts on Oct 2, 2026, +0.1% 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.