Data through close

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

As of close · rank #2602 by open interest · snapshot page

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NOVT's nearest-expiration max pain is 140.00 for 2026-10-16, its GEX flip is 156.58, net GEX is -52,591, its put/call open-interest ratio is 2.58. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
149.27
prev 143.58
Gamma max
203.24
+36.2% from close
Delta neutral
150.17
+0.6% from close
Gamma neutral
156.58
+4.9% from close
Open interest
4,821
+0.1% vs prev
Contracts listed
105
64 calls · 50 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
140.00
-6.2% from close
2026-10-16
GEX flip
156.58
+4.9% from close
Net GEX
-52,591
-1,090,868 per 100k OI
Call wall
220.00
+47.4% from close
Put wall
115.00
-23.0% from close
Put/call OI
2.58
3,474 puts / 1,347 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
18.4
within trailing 52-week range
Front / back ATM IV
+48.5% / +54.2%
-5.8 pp front premium
Expected move
+9.5%
14 DTE · one standard deviation
ATM straddle / spot
+15.7%
front-window midpoint premium
25Δ risk reversal
-6.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
18 contracts traded
Normalized net delta
-0.000
option-holder convention
Modeled dealer delta
0.000
opposite-side scenario
Vanna / 100k OI
3,983
volatility-sensitive delta
Charm / 100k OI
111,616
time-decay-sensitive delta
IV surface range
31.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NOVT closed 36.2% below its gamma max of 203.24. It is 0.6% below the delta neutral price of 150.17. Total open interest is 4,821, +0.1% 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

← ABM (#2601) PPLI (#2603) →

Questions people ask about NOVT

Where is NOVT's gamma max today?

As of Oct 2, 2026, the gamma max for NOVT is 203.24, +36.2% from the 149.27 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 NOVT above or below its delta neutral price?

NOVT closed below delta neutral: 149.27 against a delta neutral price of 150.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NOVT have?

4,821 contracts of open interest across 105 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.