Data through close

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

As of close · rank #1962 by open interest · snapshot page

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NGG's nearest-expiration max pain is 70.00 for 2026-10-16, net GEX is 160,257, its put/call open-interest ratio is 0.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
76.12
prev 75.33
Gamma max
87.07
+14.4% from close
Delta neutral
78.63
+3.3% from close
Gamma neutral
76.12
0.0% from close
Open interest
11,739
+1.5% vs prev
Contracts listed
81
60 calls · 36 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
70.00
-8.0% from close
2026-10-16
GEX flip
–
Net GEX
160,257
1,365,165 per 100k OI
Call wall
85.00
+11.7% from close
Put wall
80.00
+5.1% from close
Put/call OI
0.58
4,309 puts / 7,430 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
8.1
within trailing 52-week range
Front / back ATM IV
+22.8% / +26.6%
-3.8 pp front premium
Expected move
+4.5%
14 DTE · one standard deviation
ATM straddle / spot
+3.6%
front-window midpoint premium
25Δ risk reversal
-0.5 pp
put IV minus call IV
IV butterfly
-5.8 pp
front-window smile convexity
Volume / open interest
0.02
204 contracts traded
Normalized net delta
-0.068
option-holder convention
Modeled dealer delta
0.064
opposite-side scenario
Vanna / 100k OI
2,223
volatility-sensitive delta
Charm / 100k OI
9,123
time-decay-sensitive delta
IV surface range
43.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NGG closed 14.4% below its gamma max of 87.07. It is 3.3% below the delta neutral price of 78.63. Total open interest is 11,739, +1.5% 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

← NGL (#1961) ATEN (#1963) →

Questions people ask about NGG

Where is NGG's gamma max today?

As of Oct 2, 2026, the gamma max for NGG is 87.07, +14.4% from the 76.12 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 NGG above or below its delta neutral price?

NGG closed below delta neutral: 76.12 against a delta neutral price of 78.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NGG have?

11,739 contracts of open interest across 81 listed contracts on Oct 2, 2026, +1.5% 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.