Data through close

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

As of close · rank #2105 by open interest · snapshot page

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NFG's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 70.71, net GEX is 1,681,543, its put/call open-interest ratio is 0.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
76.43
prev 76.26
Gamma max
82.70
+8.2% from close
Delta neutral
74.81
-2.1% from close
Gamma neutral
70.71
-7.5% from close
Open interest
9,633
+0.0% vs prev
Contracts listed
48
29 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
75.00
-1.9% from close
2026-10-16
GEX flip
70.71
-7.5% from close
Net GEX
1,681,543
17,456,073 per 100k OI
Call wall
85.00
+11.2% from close
Put wall
75.00
-1.9% from close
Put/call OI
0.25
1,914 puts / 7,719 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
27.4
within trailing 52-week range
Front / back ATM IV
+25.9% / +29.0%
-3.2 pp front premium
Expected move
+5.1%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
-4.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
20 contracts traded
Normalized net delta
0.054
option-holder convention
Modeled dealer delta
-0.054
opposite-side scenario
Vanna / 100k OI
3,509
volatility-sensitive delta
Charm / 100k OI
-1,143,237
time-decay-sensitive delta
IV surface range
57.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NFG closed 8.2% below its gamma max of 82.70. It is 2.1% above the delta neutral price of 74.81. Total open interest is 9,633, +0.0% 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

← UNHG (#2104) PRGS (#2106) →

Questions people ask about NFG

Where is NFG's gamma max today?

As of Oct 2, 2026, the gamma max for NFG is 82.70, +8.2% from the 76.43 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 NFG above or below its delta neutral price?

NFG closed above delta neutral: 76.43 against a delta neutral price of 74.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NFG have?

9,633 contracts of open interest across 48 listed contracts on Oct 2, 2026, +0.0% 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.