NNDM max pain, gamma exposure (GEX) & options open interest
As of close · rank #523 by open interest · 1,394 sessions of history since Dec 1, 2020
NNDM's nearest-expiration max pain is 1.50 for 2026-10-16, net GEX is 560,250, its put/call open-interest ratio is 0.24. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100 · OI change 0.02σ
NNDM closed 28.3% below its gamma max of 2.09. It is 3.7% above the delta neutral price of 1.57. Total open interest is 135,570, -0.1% versus the previous session. Its options catalyst-intensity score is 58.2 out of 100, led by IV rank 100, OI change 0.02σ. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -158 contracts · -0.1% |
| Put OI change, 1 session | +18 contracts · +0.1% |
| Call minus put OI growth, 1 session | -0.2 pp |
| Call OI change, 5 sessions | +21 contracts · +0.0% |
| Put OI change, 5 sessions | +43 contracts · +0.2% |
| Call minus put OI growth, 5 sessions | -0.1 pp |
| Daily call OI change surprise | -0.03σ (252 prior changes) |
| Daily put OI change surprise | +0.05σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.06σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses above gamma max 39 completed Day +10 paths · latest May 7, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 39 | -0.3% | -3.5% to +1.4% | 44% | -2.0% to +1.3% | 0.0% |
| Day +2 | 39 | -0.9% | -3.3% to +2.1% | 44% | -2.6% to +1.2% | 0.0% |
| Day +3 | 39 | -0.4% | -3.1% to +3.8% | 41% | -2.0% to +1.6% | 0.0% |
| Day +4 | 39 | -0.4% | -4.1% to +2.9% | 41% | -2.8% to +0.5% | 0.0% |
| Day +5 | 39 | -1.1% | -5.2% to +2.9% | 38% | -3.8% to +1.2% | 0.0% |
| Day +6 | 39 | -1.4% | -6.7% to +3.1% | 44% | -3.5% to +1.6% | 0.0% |
| Day +7 | 39 | +0.8% | -5.2% to +5.1% | 51% | -2.1% to +2.4% | 0.0% |
| Day +8 | 39 | -0.8% | -5.6% to +4.5% | 44% | -3.7% to +2.5% | 0.0% |
| Day +9 | 39 | -3.1% | -5.8% to +5.2% | 44% | -5.0% to +4.0% | 0.0% |
| Day +10 | 39 | -2.4% | -7.9% to +5.3% | 38% | -5.7% to +3.2% | 0.0% |
Crosses below gamma max 40 completed Day +10 paths · latest Apr 30, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 40 | +0.5% | -2.4% to +1.7% | 53% | -1.6% to +1.5% | 0.0% |
| Day +2 | 40 | 0.0% | -3.5% to +4.9% | 48% | -1.8% to +2.7% | 0.0% |
| Day +3 | 40 | +1.4% | -2.5% to +4.0% | 57% | -1.5% to +2.9% | 0.0% |
| Day +4 | 40 | +1.3% | -4.1% to +5.8% | 55% | -1.4% to +4.1% | 0.0% |
| Day +5 | 40 | +0.9% | -3.0% to +4.9% | 53% | -1.9% to +3.2% | 0.0% |
| Day +6 | 40 | +1.0% | -3.5% to +3.9% | 57% | -0.8% to +3.6% | 0.0% |
| Day +7 | 40 | +0.3% | -4.1% to +4.2% | 57% | -0.6% to +1.9% | 0.0% |
| Day +8 | 40 | +0.3% | -4.3% to +6.3% | 53% | -1.1% to +5.2% | 0.0% |
| Day +9 | 40 | +0.6% | -5.8% to +8.7% | 55% | -3.0% to +3.6% | 0.0% |
| Day +10 | 40 | -0.2% | -7.2% to +7.8% | 45% | -5.2% to +5.5% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 38% |
| Gamma max crosses | 73 |
| Delta neutral crosses | 11 |
| Prior-year sessions closer to gamma max | 46.0% of 252 |
| Prior-year sessions closer to delta neutral | 10.3% of 252 |
| Open interest percentile (1y) | 14th |
| Daily open interest change versus prior year | +0.02σ (-140 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +0.0% |
| Open interest change, 21 sessions | +0.4% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 1.57 vs 1.20 (+23.3%)
- closed below delta neutral at 1.58 vs 1.60 (-1.4%)
- closed below gamma max at 1.55 vs 2.00 (-29.2%)
- closed above gamma max at 1.57 vs 0.58 (+62.9%)
- closed above delta neutral at 1.53 vs 1.41 (+7.6%)
- closed below delta neutral at 1.54 vs 1.56 (-1.0%)
- closed below gamma max at 1.55 vs 2.05 (-31.7%)
- closed above gamma max at 1.62 vs 0.53 (+67.6%)
- closed below gamma max at 1.58 vs 1.92 (-21.8%)
- closed above gamma max at 1.59 vs 0.42 (+73.8%)
In today's screens
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Neighbours by open interest
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Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/NNDM
Questions people ask about NNDM
Where is NNDM's gamma max today?
As of Oct 2, 2026, the gamma max for NNDM is 2.09, +28.3% from the 1.63 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 NNDM above or below its delta neutral price?
NNDM closed above delta neutral: 1.63 against a delta neutral price of 1.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NNDM have?
135,570 contracts of open interest across 24 listed contracts on Oct 2, 2026, -0.1% 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.