Data through close

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

As of close · rank #2443 by open interest · snapshot page

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NCNO's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 14.55, net GEX is 287,796, its put/call open-interest ratio is 0.68. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.68
prev 19.35
Gamma max
21.39
+14.5% from close
Delta neutral
16.56
-11.3% from close
Gamma neutral
14.55
-22.1% from close
Open interest
6,102
+0.3% vs prev
Contracts listed
65
37 calls · 34 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
20.00
+7.1% from close
2026-10-16
GEX flip
14.55
-22.1% from close
Net GEX
287,796
4,716,428 per 100k OI
Call wall
22.50
+20.4% from close
Put wall
12.50
-33.1% from close
Put/call OI
0.68
2,475 puts / 3,627 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
31.2
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-193.2 pp
put IV minus call IV
IV butterfly
-4.0 pp
front-window smile convexity
Volume / open interest
0.00
5 contracts traded
Normalized net delta
0.100
option-holder convention
Modeled dealer delta
-0.100
opposite-side scenario
Vanna / 100k OI
5,179
volatility-sensitive delta
Charm / 100k OI
-229,941
time-decay-sensitive delta
IV surface range
38.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NCNO closed 14.5% below its gamma max of 21.39. It is 11.3% above the delta neutral price of 16.56. Total open interest is 6,102, +0.3% 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

← TECS (#2442) VGNT (#2444) →

Questions people ask about NCNO

Where is NCNO's gamma max today?

As of Oct 2, 2026, the gamma max for NCNO is 21.39, +14.5% from the 18.68 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 NCNO above or below its delta neutral price?

NCNO closed above delta neutral: 18.68 against a delta neutral price of 16.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NCNO have?

6,102 contracts of open interest across 65 listed contracts on Oct 2, 2026, +0.3% 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.