Data through close

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

As of close · rank #1437 by open interest · snapshot page

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NDAQ's nearest-expiration max pain is 94.00 for 2026-10-09, its GEX flip is 82.50, net GEX is 1,112,813, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
90.33
prev 91.67
Gamma max
102.81
+13.8% from close
Delta neutral
86.49
-4.2% from close
Gamma neutral
82.50
-8.7% from close
Open interest
24,289
-5.8% vs prev
Contracts listed
362
218 calls · 168 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
94.00
+4.1% from close
2026-10-09
GEX flip
82.50
-8.7% from close
Net GEX
1,112,813
4,581,553 per 100k OI
Call wall
90.00
-0.4% from close
Put wall
90.00
-0.4% from close
Put/call OI
0.49
8,013 puts / 16,276 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
98.7
within trailing 52-week range
Front / back ATM IV
+27.9% / +29.1%
-1.1 pp front premium
Expected move
+3.9%
7 DTE · one standard deviation
ATM straddle / spot
+2.9%
front-window midpoint premium
25Δ risk reversal
-18.4 pp
put IV minus call IV
IV butterfly
-0.5 pp
front-window smile convexity
Volume / open interest
0.03
734 contracts traded
Normalized net delta
0.071
option-holder convention
Modeled dealer delta
-0.071
opposite-side scenario
Vanna / 100k OI
3,599
volatility-sensitive delta
Charm / 100k OI
-377,928
time-decay-sensitive delta
IV surface range
125.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NDAQ closed 13.8% below its gamma max of 102.81. It is 4.2% above the delta neutral price of 86.49. Total open interest is 24,289, -5.8% 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

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Neighbours by open interest

← PDYN (#1436) LEGN (#1438) →

Questions people ask about NDAQ

Where is NDAQ's gamma max today?

As of Oct 2, 2026, the gamma max for NDAQ is 102.81, +13.8% from the 90.33 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 NDAQ above or below its delta neutral price?

NDAQ closed above delta neutral: 90.33 against a delta neutral price of 86.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NDAQ have?

24,289 contracts of open interest across 362 listed contracts on Oct 2, 2026, -5.8% 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.