Data through close

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

As of close · rank #2027 by open interest · snapshot page

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NEXA's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 15.30, net GEX is -198,334, its put/call open-interest ratio is 0.67. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.24
prev 11.80
Gamma max
16.26
+32.8% from close
Delta neutral
12.39
+1.2% from close
Gamma neutral
15.30
+25.0% from close
Open interest
10,928
+1.1% vs prev
Contracts listed
43
31 calls · 22 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
12.50
+2.1% from close
2026-10-16
GEX flip
15.30
+25.0% from close
Net GEX
-198,334
-1,814,913 per 100k OI
Call wall
12.50
+2.1% from close
Put wall
12.50
+2.1% from close
Put/call OI
0.67
4,373 puts / 6,555 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
36.9
within trailing 52-week range
Front / back ATM IV
+58.2% / +67.3%
-9.1 pp front premium
Expected move
+11.4%
14 DTE · one standard deviation
ATM straddle / spot
+9.0%
front-window midpoint premium
25Δ risk reversal
-17.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
122 contracts traded
Normalized net delta
0.033
option-holder convention
Modeled dealer delta
-0.032
opposite-side scenario
Vanna / 100k OI
1,272
volatility-sensitive delta
Charm / 100k OI
214,614
time-decay-sensitive delta
IV surface range
33.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NEXA closed 32.8% below its gamma max of 16.26. It is 1.2% below the delta neutral price of 12.39. Total open interest is 10,928, +1.1% 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

← TXRH (#2026) CATX (#2028) →

Questions people ask about NEXA

Where is NEXA's gamma max today?

As of Oct 2, 2026, the gamma max for NEXA is 16.26, +32.8% from the 12.24 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 NEXA above or below its delta neutral price?

NEXA closed below delta neutral: 12.24 against a delta neutral price of 12.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NEXA have?

10,928 contracts of open interest across 43 listed contracts on Oct 2, 2026, +1.1% 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.