Data through close

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

As of close · rank #1528 by open interest · snapshot page

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NMM's nearest-expiration max pain is 90.00 for 2026-10-16, its GEX flip is 93.34, net GEX is -59,831, its put/call open-interest ratio is 0.87. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
92.53
prev 91.65
Gamma max
110.08
+19.0% from close
Delta neutral
87.23
-5.7% from close
Gamma neutral
93.34
+0.9% from close
Open interest
21,183
+0.3% vs prev
Contracts listed
156
120 calls · 75 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
90.00
-2.7% from close
2026-10-16
GEX flip
93.34
+0.9% from close
Net GEX
-59,831
-282,449 per 100k OI
Call wall
90.00
-2.7% from close
Put wall
90.00
-2.7% from close
Put/call OI
0.87
9,832 puts / 11,351 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
0.0
within trailing 52-week range
Front / back ATM IV
+31.6% / +33.1%
-1.5 pp front premium
Expected move
+6.2%
14 DTE · one standard deviation
ATM straddle / spot
+4.7%
front-window midpoint premium
25Δ risk reversal
8.0 pp
put IV minus call IV
IV butterfly
-2.1 pp
front-window smile convexity
Volume / open interest
0.01
118 contracts traded
Normalized net delta
0.184
option-holder convention
Modeled dealer delta
-0.167
opposite-side scenario
Vanna / 100k OI
1,766
volatility-sensitive delta
Charm / 100k OI
-71,760
time-decay-sensitive delta
IV surface range
40.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NMM closed 19.0% below its gamma max of 110.08. It is 5.7% above the delta neutral price of 87.23. Total open interest is 21,183, +0.3% 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

← TBCH (#1527) BCE (#1529) →

Questions people ask about NMM

Where is NMM's gamma max today?

As of Oct 2, 2026, the gamma max for NMM is 110.08, +19.0% from the 92.53 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 NMM above or below its delta neutral price?

NMM closed above delta neutral: 92.53 against a delta neutral price of 87.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NMM have?

21,183 contracts of open interest across 156 listed contracts on Oct 2, 2026, +0.3% 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.