Data through close

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

As of close · rank #1532 by open interest · snapshot page

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NOV's nearest-expiration max pain is 19.00 for 2026-10-16, net GEX is 1,867,259, its put/call open-interest ratio is 0.09. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
18.80
prev 18.91
Gamma max
19.94
+6.0% from close
Delta neutral
10.64
-43.4% from close
Gamma neutral
18.80
0.0% from close
Open interest
20,909
+0.2% vs prev
Contracts listed
99
78 calls · 41 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
19.00
+1.1% from close
2026-10-16
GEX flip
–
Net GEX
1,867,259
8,930,408 per 100k OI
Call wall
20.00
+6.4% from close
Put wall
19.00
+1.1% from close
Put/call OI
0.09
1,685 puts / 19,224 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
65.1
within trailing 52-week range
Front / back ATM IV
+33.1% / +38.4%
-5.3 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
+4.8%
front-window midpoint premium
25Δ risk reversal
-5.8 pp
put IV minus call IV
IV butterfly
-3.4 pp
front-window smile convexity
Volume / open interest
0.00
21 contracts traded
Normalized net delta
0.417
option-holder convention
Modeled dealer delta
-0.408
opposite-side scenario
Vanna / 100k OI
330
volatility-sensitive delta
Charm / 100k OI
-585,442
time-decay-sensitive delta
IV surface range
97.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NOV closed 6.0% below its gamma max of 19.94. It is 43.4% above the delta neutral price of 10.64. Total open interest is 20,909, +0.2% 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

← ATOM (#1531) ASO (#1533) →

Questions people ask about NOV

Where is NOV's gamma max today?

As of Oct 2, 2026, the gamma max for NOV is 19.94, +6.0% from the 18.80 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 NOV above or below its delta neutral price?

NOV closed above delta neutral: 18.80 against a delta neutral price of 10.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NOV have?

20,909 contracts of open interest across 99 listed contracts on Oct 2, 2026, +0.2% 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.