Data through close

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

As of close · rank #3223 by open interest · snapshot page

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NTCT's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 22.11, net GEX is 397,360, its put/call open-interest ratio is 0.06. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.96
prev 40.33
Gamma max
44.53
+8.7% from close
Delta neutral
31.70
-22.6% from close
Gamma neutral
22.11
-46.0% from close
Open interest
1,957
+4.2% vs prev
Contracts listed
30
23 calls · 12 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
-14.6% from close
2026-10-16
GEX flip
22.11
-46.0% from close
Net GEX
397,360
20,304,569 per 100k OI
Call wall
45.00
+9.9% from close
Put wall
40.00
-2.3% from close
Put/call OI
0.06
119 puts / 1,838 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
10.8
within trailing 52-week range
Front / back ATM IV
+36.6% / +42.2%
-5.7 pp front premium
Expected move
+7.2%
14 DTE · one standard deviation
ATM straddle / spot
+15.1%
front-window midpoint premium
25Δ risk reversal
1.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.08
149 contracts traded
Normalized net delta
0.198
option-holder convention
Modeled dealer delta
-0.197
opposite-side scenario
Vanna / 100k OI
1,533
volatility-sensitive delta
Charm / 100k OI
-324,067
time-decay-sensitive delta
IV surface range
23.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NTCT closed 8.7% below its gamma max of 44.53. It is 22.6% above the delta neutral price of 31.70. Total open interest is 1,957, +4.2% 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

← SDIV (#3222) CCSI (#3224) →

Questions people ask about NTCT

Where is NTCT's gamma max today?

As of Oct 2, 2026, the gamma max for NTCT is 44.53, +8.7% from the 40.96 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 NTCT above or below its delta neutral price?

NTCT closed above delta neutral: 40.96 against a delta neutral price of 31.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NTCT have?

1,957 contracts of open interest across 30 listed contracts on Oct 2, 2026, +4.2% 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.