Data through close

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

As of close · rank #1805 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

NEOV's nearest-expiration max pain is 2.50 for 2026-10-16, net GEX is 543,928, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
3.05
prev 2.52
Gamma max
2.32
-24.1% from close
Delta neutral
1.56
-48.7% from close
Gamma neutral
3.05
0.0% from close
Open interest
14,441
-0.1% vs prev
Contracts listed
22
12 calls · 10 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
2.50
-18.0% from close
2026-10-16
GEX flip
–
Net GEX
543,928
3,766,554 per 100k OI
Call wall
5.00
+63.9% from close
Put wall
2.50
-18.0% from close
Put/call OI
0.19
2,313 puts / 12,128 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
20.8
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
-42.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.23
3,309 contracts traded
Normalized net delta
0.356
option-holder convention
Modeled dealer delta
-0.356
opposite-side scenario
Vanna / 100k OI
1,240
volatility-sensitive delta
Charm / 100k OI
-278,769
time-decay-sensitive delta
IV surface range
38.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NEOV closed 24.1% above its gamma max of 2.32. It is 48.7% above the delta neutral price of 1.56. Total open interest is 14,441, -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

← CNP (#1804) DY (#1806) →

Questions people ask about NEOV

Where is NEOV's gamma max today?

As of Oct 2, 2026, the gamma max for NEOV is 2.32, -24.1% from the 3.05 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 NEOV above or below its delta neutral price?

NEOV closed above delta neutral: 3.05 against a delta neutral price of 1.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NEOV have?

14,441 contracts of open interest across 22 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.