Data through close

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

As of close · rank #4547 by open interest · snapshot page

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NHC's nearest-expiration max pain is 260.00 for 2026-10-16, its GEX flip is 110.49, net GEX is 2,707, its put/call open-interest ratio is 0.38. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
227.66
prev 223.35
Gamma max
177.21
-22.2% from close
Delta neutral
186.22
-18.2% from close
Gamma neutral
110.49
-51.5% from close
Open interest
176
+0.6% vs prev
Contracts listed
35
30 calls · 19 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
260.00
+14.2% from close
2026-10-16
GEX flip
110.49
-51.5% from close
Net GEX
2,707
1,538,018 per 100k OI
Call wall
200.00
-12.1% from close
Put wall
220.00
-3.4% from close
Put/call OI
0.38
48 puts / 128 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
24.4
within trailing 52-week range
Front / back ATM IV
+32.5% / +34.5%
-2.0 pp front premium
Expected move
+6.4%
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
0.00
0 contracts traded
Normalized net delta
0.459
option-holder convention
Modeled dealer delta
-0.422
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
10.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NHC closed 22.2% above its gamma max of 177.21. It is 18.2% above the delta neutral price of 186.22. Total open interest is 176, +0.6% 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

← CWT (#4546) FXL (#4548) →

Questions people ask about NHC

Where is NHC's gamma max today?

As of Oct 2, 2026, the gamma max for NHC is 177.21, -22.2% from the 227.66 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 NHC above or below its delta neutral price?

NHC closed above delta neutral: 227.66 against a delta neutral price of 186.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NHC have?

176 contracts of open interest across 35 listed contracts on Oct 2, 2026, +0.6% 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.