Data through close

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

As of close · rank #1133 by open interest · snapshot page

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NTRA's nearest-expiration max pain is 370.00 for 2026-10-16, its GEX flip is 396.39, net GEX is 365,899, its put/call open-interest ratio is 1.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
410.35
prev 408.47
Gamma max
456.84
+11.3% from close
Delta neutral
376.21
-8.3% from close
Gamma neutral
396.39
-3.4% from close
Open interest
39,158
+9.1% vs prev
Contracts listed
366
305 calls · 215 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
370.00
-9.8% from close
2026-10-16
GEX flip
396.39
-3.4% from close
Net GEX
365,899
934,416 per 100k OI
Call wall
500.00
+21.8% from close
Put wall
400.00
-2.5% from close
Put/call OI
1.07
20,272 puts / 18,886 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
0.0
within trailing 52-week range
Front / back ATM IV
+46.8% / +60.6%
-13.8 pp front premium
Expected move
+9.2%
14 DTE · one standard deviation
ATM straddle / spot
+7.0%
front-window midpoint premium
25Δ risk reversal
-0.1 pp
put IV minus call IV
IV butterfly
-0.0 pp
front-window smile convexity
Volume / open interest
0.05
1,952 contracts traded
Normalized net delta
0.235
option-holder convention
Modeled dealer delta
-0.230
opposite-side scenario
Vanna / 100k OI
863
volatility-sensitive delta
Charm / 100k OI
-2,369,340
time-decay-sensitive delta
IV surface range
52.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NTRA closed 11.3% below its gamma max of 456.84. It is 8.3% above the delta neutral price of 376.21. Total open interest is 39,158, +9.1% 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

← HUBS (#1132) WES (#1134) →

Questions people ask about NTRA

Where is NTRA's gamma max today?

As of Oct 2, 2026, the gamma max for NTRA is 456.84, +11.3% from the 410.35 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 NTRA above or below its delta neutral price?

NTRA closed above delta neutral: 410.35 against a delta neutral price of 376.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NTRA have?

39,158 contracts of open interest across 366 listed contracts on Oct 2, 2026, +9.1% 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.