Data through close

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

As of close · rank #2634 by open interest · snapshot page

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NRIX's nearest-expiration max pain is 24.00 for 2026-10-16, its GEX flip is 17.36, net GEX is 50,939, its put/call open-interest ratio is 0.90. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
22.99
prev 23.34
Gamma max
21.13
-8.1% from close
Delta neutral
21.80
-5.2% from close
Gamma neutral
17.36
-24.5% from close
Open interest
4,551
+1.8% vs prev
Contracts listed
94
62 calls · 52 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
24.00
+4.4% from close
2026-10-16
GEX flip
17.36
-24.5% from close
Net GEX
50,939
1,119,299 per 100k OI
Call wall
25.00
+8.7% from close
Put wall
27.00
+17.4% from close
Put/call OI
0.90
2,158 puts / 2,393 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
76.4
within trailing 52-week range
Front / back ATM IV
+91.1% / +88.0%
3.0 pp front premium
Expected move
+17.8%
14 DTE · one standard deviation
ATM straddle / spot
+14.5%
front-window midpoint premium
25Δ risk reversal
-60.4 pp
put IV minus call IV
IV butterfly
-1.6 pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.041
option-holder convention
Modeled dealer delta
-0.041
opposite-side scenario
Vanna / 100k OI
-1,055
volatility-sensitive delta
Charm / 100k OI
-1,465,942
time-decay-sensitive delta
IV surface range
117.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NRIX closed 8.1% above its gamma max of 21.13. It is 5.2% above the delta neutral price of 21.80. Total open interest is 4,551, +1.8% 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

← JAZZ (#2633) KNSL (#2635) →

Questions people ask about NRIX

Where is NRIX's gamma max today?

As of Oct 2, 2026, the gamma max for NRIX is 21.13, -8.1% from the 22.99 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 NRIX above or below its delta neutral price?

NRIX closed above delta neutral: 22.99 against a delta neutral price of 21.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NRIX have?

4,551 contracts of open interest across 94 listed contracts on Oct 2, 2026, +1.8% 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.