Data through close

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

As of close · rank #2419 by open interest · snapshot page

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NOMD's nearest-expiration max pain is 10.00 for 2026-10-16, its GEX flip is 5.72, net GEX is 738,309, its put/call open-interest ratio is 0.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
10.65
prev 10.81
Gamma max
9.74
-8.6% from close
Delta neutral
8.86
-16.8% from close
Gamma neutral
5.72
-46.3% from close
Open interest
6,299
+23.9% vs prev
Contracts listed
22
19 calls · 11 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
10.00
-6.1% from close
2026-10-16
GEX flip
5.72
-46.3% from close
Net GEX
738,309
11,721,056 per 100k OI
Call wall
10.00
-6.1% from close
Put wall
10.00
-6.1% from close
Put/call OI
0.25
1,277 puts / 5,022 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
19.7
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
3.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.20
1,260 contracts traded
Normalized net delta
0.356
option-holder convention
Modeled dealer delta
-0.356
opposite-side scenario
Vanna / 100k OI
-397
volatility-sensitive delta
Charm / 100k OI
-1,228,766
time-decay-sensitive delta
IV surface range
100.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NOMD closed 8.6% above its gamma max of 9.74. It is 16.8% above the delta neutral price of 8.86. Total open interest is 6,299, +23.9% 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

← JSPR (#2418) TECX (#2420) →

Questions people ask about NOMD

Where is NOMD's gamma max today?

As of Oct 2, 2026, the gamma max for NOMD is 9.74, -8.6% from the 10.65 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 NOMD above or below its delta neutral price?

NOMD closed above delta neutral: 10.65 against a delta neutral price of 8.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NOMD have?

6,299 contracts of open interest across 22 listed contracts on Oct 2, 2026, +23.9% 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.