NVDL max pain, gamma exposure (GEX) & options open interest
As of close · rank #297 by open interest · 690 sessions of history since Sep 20, 2023
NVDL's nearest-expiration max pain is 34.50 for 2026-10-09, its GEX flip is 27.85, net GEX is 11,996,270, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100 · volume/OI 0.12
NVDL closed 3.9% below its gamma max of 39.99. It is 20.1% above the delta neutral price of 30.74. Total open interest is 311,729, -14.8% versus the previous session. Its options catalyst-intensity score is 47.2 out of 100, led by IV rank 100, volume/OI 0.12. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -42,831 contracts · -16.5% |
| Put OI change, 1 session | -11,481 contracts · -10.8% |
| Call minus put OI growth, 1 session | -5.7 pp |
| Call OI change, 5 sessions | -6,658 contracts · -3.0% |
| Put OI change, 5 sessions | -3,828 contracts · -3.9% |
| Call minus put OI growth, 5 sessions | +0.9 pp |
| Daily call OI change surprise | -2.04σ (252 prior changes) |
| Daily put OI change surprise | -0.97σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.13σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 35 completed Day +10 paths · latest Aug 7, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 35 | -0.4% | -3.5% to +3.9% | 46% | -2.2% to +2.6% | 0.0% |
| Day +2 | 35 | +1.0% | -4.1% to +5.0% | 63% | -1.0% to +3.1% | 0.0% |
| Day +3 | 35 | +0.9% | -2.9% to +3.8% | 51% | -1.9% to +3.0% | 0.0% |
| Day +4 | 35 | -0.6% | -5.1% to +5.5% | 49% | -2.2% to +1.6% | 0.0% |
| Day +5 | 35 | +0.8% | -5.5% to +8.8% | 51% | -2.9% to +4.0% | 0.0% |
| Day +6 | 35 | +4.7% | -6.0% to +10.2% | 63% | -3.7% to +8.1% | 0.0% |
| Day +7 | 35 | +2.0% | -8.1% to +11.3% | 54% | -2.0% to +7.4% | 0.0% |
| Day +8 | 35 | +0.9% | -9.2% to +11.7% | 51% | -6.0% to +7.6% | 0.0% |
| Day +9 | 35 | +3.6% | -6.8% to +15.7% | 57% | -4.3% to +5.9% | 0.0% |
| Day +10 | 35 | -0.8% | -8.3% to +13.6% | 49% | -6.1% to +6.2% | 0.0% |
Crosses above gamma max 39 completed Day +10 paths · latest Aug 5, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 39 | +0.9% | -0.8% to +4.6% | 64% | -0.2% to +3.4% | 0.0% |
| Day +2 | 39 | +1.8% | -3.2% to +4.5% | 59% | -1.0% to +3.2% | 0.0% |
| Day +3 | 39 | +1.4% | -4.5% to +5.8% | 59% | -1.7% to +4.8% | 0.0% |
| Day +4 | 39 | +3.6% | -3.1% to +5.9% | 56% | -1.8% to +5.6% | 0.0% |
| Day +5 | 39 | +0.9% | -4.4% to +7.5% | 59% | -2.5% to +4.1% | 0.0% |
| Day +6 | 39 | +1.3% | -6.3% to +10.5% | 59% | -1.0% to +5.8% | 0.0% |
| Day +7 | 39 | +3.7% | -10.4% to +7.1% | 56% | -6.2% to +5.3% | 0.0% |
| Day +8 | 39 | +4.0% | -10.8% to +10.1% | 59% | -7.8% to +6.8% | 0.0% |
| Day +9 | 39 | +2.1% | -11.1% to +14.0% | 56% | -3.2% to +10.5% | 0.0% |
| Day +10 | 39 | +5.5% | -9.9% to +15.9% | 59% | -3.9% to +12.2% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 8% |
| Gamma max crosses | 19 |
| Delta neutral crosses | 2 |
| Prior-year sessions closer to gamma max | 18.7% of 252 |
| Prior-year sessions closer to delta neutral | 76.2% of 252 |
| Open interest percentile (1y) | 74th |
| Daily open interest change versus prior year | -1.67σ (-54,312 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -3.3% |
| Open interest change, 21 sessions | -15.0% |
| History available | Sep 20, 2023 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 36.43 vs 36.51 (-0.2%)
- closed above gamma max at 34.95 vs 33.87 (+3.1%)
- closed above delta neutral at 28.42 vs 26.09 (+8.2%)
- closed below delta neutral at 28.41 vs 33.16 (-16.7%)
- closed below gamma max at 114.33 vs 122.57 (-7.2%)
- closed above gamma max at 118.67 vs 117.36 (+1.1%)
- closed below gamma max at 113.53 vs 114.33 (-0.7%)
- closed above gamma max at 104.41 vs 101.92 (+2.4%)
- closed below gamma max at 106.92 vs 111.30 (-4.1%)
- closed above gamma max at 102.22 vs 101.68 (+0.5%)
In today's screens
Neighbours by open interest
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Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/NVDL
Questions people ask about NVDL
Where is NVDL's gamma max today?
As of Oct 2, 2026, the gamma max for NVDL is 39.99, +3.9% from the 38.50 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 NVDL above or below its delta neutral price?
NVDL closed above delta neutral: 38.50 against a delta neutral price of 30.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVDL have?
311,729 contracts of open interest across 712 listed contracts on Oct 2, 2026, -14.8% 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.