Data through close

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

As of close · rank #2047 by open interest · snapshot page

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NNN's nearest-expiration max pain is 40.00 for 2026-10-16, net GEX is 177,460, its put/call open-interest ratio is 0.62. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.95
prev 40.20
Gamma max
46.57
+13.7% from close
Delta neutral
40.74
-0.5% from close
Gamma neutral
40.95
0.0% from close
Open interest
10,547
+13.6% vs prev
Contracts listed
34
20 calls · 14 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
40.00
-2.3% from close
2026-10-16
GEX flip
–
Net GEX
177,460
1,682,562 per 100k OI
Call wall
45.00
+9.9% from close
Put wall
40.00
-2.3% from close
Put/call OI
0.62
4,048 puts / 6,499 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
7.7
within trailing 52-week range
Front / back ATM IV
+28.6% / +18.9%
9.7 pp front premium
Expected move
+5.6%
14 DTE · one standard deviation
ATM straddle / spot
+4.7%
front-window midpoint premium
25Δ risk reversal
88.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
461 contracts traded
Normalized net delta
0.016
option-holder convention
Modeled dealer delta
-0.016
opposite-side scenario
Vanna / 100k OI
4,219
volatility-sensitive delta
Charm / 100k OI
221,466
time-decay-sensitive delta
IV surface range
108.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NNN closed 13.7% below its gamma max of 46.57. It is 0.5% above the delta neutral price of 40.74. Total open interest is 10,547, +13.6% 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

← DOX (#2046) MRVI (#2048) →

Questions people ask about NNN

Where is NNN's gamma max today?

As of Oct 2, 2026, the gamma max for NNN is 46.57, +13.7% from the 40.95 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 NNN above or below its delta neutral price?

NNN closed above delta neutral: 40.95 against a delta neutral price of 40.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NNN have?

10,547 contracts of open interest across 34 listed contracts on Oct 2, 2026, +13.6% 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.