Data through close

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

As of close · rank #1523 by open interest · snapshot page

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NUVB's nearest-expiration max pain is 7.50 for 2026-10-16, net GEX is 130,124, its put/call open-interest ratio is 0.42. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
5.14
prev 5.56
Gamma max
6.96
+35.4% from close
Delta neutral
4.67
-9.1% from close
Gamma neutral
5.14
0.0% from close
Open interest
21,314
+0.2% vs prev
Contracts listed
44
31 calls · 21 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
7.50
+45.9% from close
2026-10-16
GEX flip
–
Net GEX
130,124
610,508 per 100k OI
Call wall
7.50
+45.9% from close
Put wall
5.00
-2.7% from close
Put/call OI
0.42
6,325 puts / 14,989 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
10.7
within trailing 52-week range
Front / back ATM IV
+77.2% / +104.5%
-27.3 pp front premium
Expected move
+15.1%
14 DTE · one standard deviation
ATM straddle / spot
+11.7%
front-window midpoint premium
25Δ risk reversal
-79.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
752 contracts traded
Normalized net delta
0.168
option-holder convention
Modeled dealer delta
-0.164
opposite-side scenario
Vanna / 100k OI
-174
volatility-sensitive delta
Charm / 100k OI
-571,742
time-decay-sensitive delta
IV surface range
39.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NUVB closed 35.4% below its gamma max of 6.96. It is 9.1% above the delta neutral price of 4.67. Total open interest is 21,314, +0.2% 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

← WAL (#1522) MTN (#1524) →

Questions people ask about NUVB

Where is NUVB's gamma max today?

As of Oct 2, 2026, the gamma max for NUVB is 6.96, +35.4% from the 5.14 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 NUVB above or below its delta neutral price?

NUVB closed above delta neutral: 5.14 against a delta neutral price of 4.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NUVB have?

21,314 contracts of open interest across 44 listed contracts on Oct 2, 2026, +0.2% 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.