NVDL max pain, gamma exposure (GEX) & options open interest
As of close · rank #285 by open interest · 705 sessions of history since Sep 20, 2023
NVDL's nearest-expiration max pain is 34.50 for 2026-10-30, its GEX flip is 15.08, net GEX is 7,644,780, its put/call open-interest ratio is 0.46. These are whole-chain derived aggregates as of Oct 23, 2026 close.
NVDL max pain and GEX snapshot
End-of-day snapshot for . Nearest-expiration max pain uses the expiry shown on its card; GEX uses the whole chain. Missing values are unavailable, not zero.
Prices are in US dollars per share. Net GEX is modeled dollar-delta change per $1 underlying move. Max pain minimizes aggregate intrinsic payout for that expiration; it is not a closing-price forecast. Signed GEX uses calls positive and puts negative, a model convention rather than observed dealer inventory. The flip is a confirmed zero crossing; walls locate side-specific concentrations, not guaranteed support or resistance.
Learn how to read the max pain payout example, GEX chart, gamma flip and walls, and open interest versus trading volume.
Advanced options analysis
Public aggregate 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: smile convexity -19.7 pp · volume/OI 0.08 · IV rank 73
NVDL closed 21.0% below its gamma max of 37.40. It is 19.0% above the delta neutral price of 25.04. Total open interest is 320,651, -9.4% versus the previous session. Its options catalyst-intensity score is 51.0 out of 100, led by smile convexity -19.7 pp, volume/OI 0.08, IV rank 73. 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 | -26,809 contracts · -10.9% |
| Put OI change, 1 session | -6,356 contracts · -5.9% |
| Call minus put OI growth, 1 session | -5.0 pp |
| Call OI change, 5 sessions | +6,681 contracts · +3.1% |
| Put OI change, 5 sessions | +2,036 contracts · +2.0% |
| Call minus put OI growth, 5 sessions | +1.1 pp |
| Daily call OI change surprise | -1.27σ (252 prior changes) |
| Daily put OI change surprise | -0.55σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.12σ (252 prior changes) |
History
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Analysis visualizations
Daily ticker aggregates through 2026-10-23. The max pain curve pools all listed expirations; individual contracts are outside the public dataset.
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Aggregate IV history
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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 | 18 |
| Delta neutral crosses | 2 |
| Prior-year sessions closer to gamma max | 87.7% of 252 |
| Prior-year sessions closer to delta neutral | 72.2% of 252 |
| Open interest percentile (1y) | 69th |
| Daily open interest change versus prior year | -1.03σ (-33,165 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.8% |
| Open interest change, 21 sessions | -11.3% |
| History available | Sep 20, 2023 → Oct 23, 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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Canonical source: https://halfonadouble.com/stock/NVDL
Questions people ask about NVDL
What is NVDL's max pain for the nearest expiration?
As of Oct 23, 2026 close, nearest-expiration max pain is 34.50 for the 2026-10-30 expiration. It is a payout-minimizing strike for one expiration. An all-expiration pooled value is a different comparison, and neither establishes where the underlying will close. Max pain definition and worked payout example.
Our 2025 max-pain study compares historical Thursday levels with Friday underlying closes and an unchanged-price baseline. Its scope and results are separate from this current ticker snapshot.
What do NVDL's gamma exposure and gamma flip show?
Signed net GEX is 7,644,780 as of Oct 23, 2026 close. The confirmed GEX flip is 15.08. These aggregate model outputs use calls positive and puts negative. Their sign does not identify dealers' actual positions or predict the next move. How to interpret GEX, gamma flip and walls.
Where is NVDL's gamma max today?
As of Oct 23, 2026, the gamma max for NVDL is 37.40, +21.0% from the 30.91 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: 30.91 against a delta neutral price of 25.04. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does NVDL have?
320,651 contracts of open interest across 806 listed contracts on Oct 23, 2026, -9.4% 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.