Data through close

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

As of close · rank #2855 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

NDSN's nearest-expiration max pain is 310.00 for 2026-10-16, its GEX flip is 277.78, net GEX is 652,244, its put/call open-interest ratio is 0.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
333.54
prev 329.02
Gamma max
344.49
+3.3% from close
Delta neutral
302.00
-9.5% from close
Gamma neutral
277.78
-16.7% from close
Open interest
3,289
-0.2% vs prev
Contracts listed
79
53 calls · 40 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
310.00
-7.1% from close
2026-10-16
GEX flip
277.78
-16.7% from close
Net GEX
652,244
19,831,063 per 100k OI
Call wall
340.00
+1.9% from close
Put wall
320.00
-4.1% from close
Put/call OI
0.46
1,032 puts / 2,257 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
10.7
within trailing 52-week range
Front / back ATM IV
+20.1% / +20.8%
-0.7 pp front premium
Expected move
+3.9%
14 DTE · one standard deviation
ATM straddle / spot
+4.9%
front-window midpoint premium
25Δ risk reversal
0.9 pp
put IV minus call IV
IV butterfly
2.6 pp
front-window smile convexity
Volume / open interest
0.02
62 contracts traded
Normalized net delta
0.292
option-holder convention
Modeled dealer delta
-0.292
opposite-side scenario
Vanna / 100k OI
1,885
volatility-sensitive delta
Charm / 100k OI
-2,869,687
time-decay-sensitive delta
IV surface range
22.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NDSN closed 3.3% below its gamma max of 344.49. It is 9.5% above the delta neutral price of 302.00. Total open interest is 3,289, -0.2% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← CARS (#2854) QUIK (#2856) →

Questions people ask about NDSN

Where is NDSN's gamma max today?

As of Oct 2, 2026, the gamma max for NDSN is 344.49, +3.3% from the 333.54 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 NDSN above or below its delta neutral price?

NDSN closed above delta neutral: 333.54 against a delta neutral price of 302.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NDSN have?

3,289 contracts of open interest across 79 listed contracts on Oct 2, 2026, -0.2% 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.