Data through close

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

As of close · rank #2328 by open interest · snapshot page

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NRP's nearest-expiration max pain is 105.00 for 2026-10-16, its GEX flip is 138.69, net GEX is -489,100, its put/call open-interest ratio is 7.23. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
109.50
prev 106.42
Gamma max
150.18
+37.1% from close
Delta neutral
117.75
+7.5% from close
Gamma neutral
138.69
+26.7% from close
Open interest
7,176
+0.8% vs prev
Contracts listed
101
57 calls · 57 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
105.00
-4.1% from close
2026-10-16
GEX flip
138.69
+26.7% from close
Net GEX
-489,100
-6,815,775 per 100k OI
Call wall
105.00
-4.1% from close
Put wall
90.00
-17.8% from close
Put/call OI
7.23
6,304 puts / 872 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
19.3
within trailing 52-week range
Front / back ATM IV
+34.1% / +38.2%
-4.1 pp front premium
Expected move
+6.7%
14 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
-69.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
49 contracts traded
Normalized net delta
-0.066
option-holder convention
Modeled dealer delta
0.066
opposite-side scenario
Vanna / 100k OI
4,724
volatility-sensitive delta
Charm / 100k OI
-176,449
time-decay-sensitive delta
IV surface range
68.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NRP closed 37.1% below its gamma max of 150.18. It is 7.5% below the delta neutral price of 117.75. Total open interest is 7,176, +0.8% 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

← EFX (#2327) MTB (#2329) →

Questions people ask about NRP

Where is NRP's gamma max today?

As of Oct 2, 2026, the gamma max for NRP is 150.18, +37.1% from the 109.50 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 NRP above or below its delta neutral price?

NRP closed below delta neutral: 109.50 against a delta neutral price of 117.75. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NRP have?

7,176 contracts of open interest across 101 listed contracts on Oct 2, 2026, +0.8% 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.