Data through close

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

As of close · rank #3431 by open interest · snapshot page

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NGNE's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 14.45, net GEX is 19,143, its put/call open-interest ratio is 0.63. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
25.65
prev 26.55
Gamma max
29.99
+16.9% from close
Delta neutral
23.54
-8.2% from close
Gamma neutral
14.45
-43.7% from close
Open interest
1,480
0.0% vs prev
Contracts listed
49
41 calls · 17 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
35.00
+36.5% from close
2026-10-16
GEX flip
14.45
-43.7% from close
Net GEX
19,143
1,293,476 per 100k OI
Call wall
45.00
+75.4% from close
Put wall
35.00
+36.5% from close
Put/call OI
0.63
573 puts / 907 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
100.0
within trailing 52-week range
Front / back ATM IV
+167.7% / +81.5%
86.2 pp front premium
Expected move
+32.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-0.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
12 contracts traded
Normalized net delta
0.072
option-holder convention
Modeled dealer delta
-0.071
opposite-side scenario
Vanna / 100k OI
2,905
volatility-sensitive delta
Charm / 100k OI
-6,162,973
time-decay-sensitive delta
IV surface range
23.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NGNE closed 16.9% below its gamma max of 29.99. It is 8.2% above the delta neutral price of 23.54. Total open interest is 1,480, 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

← ROG (#3430) ACCO (#3432) →

Questions people ask about NGNE

Where is NGNE's gamma max today?

As of Oct 2, 2026, the gamma max for NGNE is 29.99, +16.9% from the 25.65 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 NGNE above or below its delta neutral price?

NGNE closed above delta neutral: 25.65 against a delta neutral price of 23.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NGNE have?

1,480 contracts of open interest across 49 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.