Data through close

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

As of close · rank #3915 by open interest · snapshot page

NBIZ's nearest-expiration max pain is 19.00 for 2026-10-16, its GEX flip is 10.13, net GEX is 44,651, its put/call open-interest ratio is 0.31. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.38
prev 21.32
Gamma max
20.21
+4.3% from close
Delta neutral
15.14
-21.9% from close
Gamma neutral
10.13
-47.7% from close
Open interest
646
+0.8% vs prev
Contracts listed
47
32 calls · 16 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
19.00
-2.0% from close
2026-10-16
GEX flip
10.13
-47.7% from close
Net GEX
44,651
6,911,910 per 100k OI
Call wall
20.00
+3.2% from close
Put wall
17.00
-12.3% from close
Put/call OI
0.31
153 puts / 493 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
37.7
within trailing 52-week range
Front / back ATM IV
+143.1% / +169.6%
-26.5 pp front premium
Expected move
+28.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
9.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.18
116 contracts traded
Normalized net delta
0.265
option-holder convention
Modeled dealer delta
-0.265
opposite-side scenario
Vanna / 100k OI
774
volatility-sensitive delta
Charm / 100k OI
-4,763,932
time-decay-sensitive delta
IV surface range
19.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NBIZ closed 4.3% below its gamma max of 20.21. It is 21.9% above the delta neutral price of 15.14. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 646, +0.8% 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

Neighbours by open interest

Questions people ask about NBIZ

Where is NBIZ's gamma max today?

As of Oct 2, 2026, the gamma max for NBIZ is 20.21, +4.3% from the 19.38 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 NBIZ above or below its delta neutral price?

NBIZ closed above delta neutral: 19.38 against a delta neutral price of 15.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NBIZ have?

646 contracts of open interest across 47 listed contracts on Oct 2, 2026, +0.8% 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.