Data through close

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

As of close · rank #4131 by open interest · snapshot page

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NSSC's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 26.52, net GEX is 42,533, its put/call open-interest ratio is 0.37. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
36.17
prev 36.19
Gamma max
35.68
-1.3% from close
Delta neutral
31.82
-12.0% from close
Gamma neutral
26.52
-26.7% from close
Open interest
444
+2.1% vs prev
Contracts listed
27
17 calls · 13 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
35.00
-3.2% from close
2026-10-16
GEX flip
26.52
-26.7% from close
Net GEX
42,533
9,579,502 per 100k OI
Call wall
35.00
-3.2% from close
Put wall
35.00
-3.2% from close
Put/call OI
0.37
120 puts / 324 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
16.4
within trailing 52-week range
Front / back ATM IV
+52.7% / +58.3%
-5.6 pp front premium
Expected move
+10.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
23 contracts traded
Normalized net delta
0.249
option-holder convention
Modeled dealer delta
-0.249
opposite-side scenario
Vanna / 100k OI
-225
volatility-sensitive delta
Charm / 100k OI
-1,609,910
time-decay-sensitive delta
IV surface range
26.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NSSC closed 1.3% above its gamma max of 35.68. It is 12.0% above the delta neutral price of 31.82. Total open interest is 444, +2.1% versus the previous session. What gamma max means · What delta neutral means

History

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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

← CRWU (#4130) XSW (#4132) →

Questions people ask about NSSC

Where is NSSC's gamma max today?

As of Oct 2, 2026, the gamma max for NSSC is 35.68, -1.3% from the 36.17 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 NSSC above or below its delta neutral price?

NSSC closed above delta neutral: 36.17 against a delta neutral price of 31.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NSSC have?

444 contracts of open interest across 27 listed contracts on Oct 2, 2026, +2.1% 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.