Data through close

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

As of close · rank #1821 by open interest · snapshot page

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NVD's nearest-expiration max pain is 3.00 for 2026-10-16, its GEX flip is 0.59, net GEX is 510,536, its put/call open-interest ratio is 0.47. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
3.45
prev 3.54
Gamma max
3.07
-11.0% from close
Delta neutral
1.95
-43.6% from close
Gamma neutral
0.59
-82.8% from close
Open interest
14,066
+1.1% vs prev
Contracts listed
128
94 calls · 50 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
3.00
-13.0% from close
2026-10-16
GEX flip
0.59
-82.8% from close
Net GEX
510,536
3,629,575 per 100k OI
Call wall
4.00
+15.9% from close
Put wall
4.00
+15.9% from close
Put/call OI
0.47
4,471 puts / 9,595 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
28.6
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
1.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
656 contracts traded
Normalized net delta
0.209
option-holder convention
Modeled dealer delta
-0.209
opposite-side scenario
Vanna / 100k OI
3,811
volatility-sensitive delta
Charm / 100k OI
-588,739
time-decay-sensitive delta
IV surface range
53.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NVD closed 11.0% above its gamma max of 3.07. It is 43.6% above the delta neutral price of 1.95. Total open interest is 14,066, +1.1% 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

← OPCH (#1820) GLUE (#1822) →

Questions people ask about NVD

Where is NVD's gamma max today?

As of Oct 2, 2026, the gamma max for NVD is 3.07, -11.0% from the 3.45 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 NVD above or below its delta neutral price?

NVD closed above delta neutral: 3.45 against a delta neutral price of 1.95. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NVD have?

14,066 contracts of open interest across 128 listed contracts on Oct 2, 2026, +1.1% 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.