Data through close

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

As of close · rank #4317 by open interest · snapshot page

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NGVT's nearest-expiration max pain is 72.50 for 2026-10-16, its GEX flip is 44.38, net GEX is 83,538, its put/call open-interest ratio is 0.05. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
72.41
prev 71.09
Gamma max
75.64
+4.5% from close
Delta neutral
56.83
-21.5% from close
Gamma neutral
44.38
-38.7% from close
Open interest
299
0.0% vs prev
Contracts listed
34
23 calls · 12 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
72.50
+0.1% from close
2026-10-16
GEX flip
44.38
-38.7% from close
Net GEX
83,538
27,939,198 per 100k OI
Call wall
75.00
+3.6% from close
Put wall
75.00
+3.6% from close
Put/call OI
0.05
14 puts / 285 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
62.4
within trailing 52-week range
Front / back ATM IV
+29.2% / +29.2%
0.0 pp front premium
Expected move
+5.7%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
2 contracts traded
Normalized net delta
0.252
option-holder convention
Modeled dealer delta
-0.252
opposite-side scenario
Vanna / 100k OI
2,341
volatility-sensitive delta
Charm / 100k OI
-278,930
time-decay-sensitive delta
IV surface range
19.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NGVT closed 4.5% below its gamma max of 75.64. It is 21.5% above the delta neutral price of 56.83. Total open interest is 299, 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

Neighbours by open interest

← TYO (#4316) AFRU (#4318) →

Questions people ask about NGVT

Where is NGVT's gamma max today?

As of Oct 2, 2026, the gamma max for NGVT is 75.64, +4.5% from the 72.41 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 NGVT above or below its delta neutral price?

NGVT closed above delta neutral: 72.41 against a delta neutral price of 56.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NGVT have?

299 contracts of open interest across 34 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.