Data through close

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

As of close · rank #2123 by open interest · snapshot page

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NVDU's nearest-expiration max pain is 124.00 for 2026-10-16, its GEX flip is 29.29, net GEX is 635,669, its put/call open-interest ratio is 0.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
152.61
prev 149.04
Gamma max
156.44
+2.5% from close
Delta neutral
94.99
-37.8% from close
Gamma neutral
29.29
-80.8% from close
Open interest
9,385
+0.1% vs prev
Contracts listed
346
264 calls · 176 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
124.00
-18.7% from close
2026-10-16
GEX flip
29.29
-80.8% from close
Net GEX
635,669
6,773,249 per 100k OI
Call wall
160.00
+4.8% from close
Put wall
145.00
-5.0% from close
Put/call OI
0.20
1,536 puts / 7,849 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
21.3
within trailing 52-week range
Front / back ATM IV
+56.7% / +67.1%
-10.4 pp front premium
Expected move
+11.1%
14 DTE · one standard deviation
ATM straddle / spot
+9.3%
front-window midpoint premium
25Δ risk reversal
59.8 pp
put IV minus call IV
IV butterfly
-1.8 pp
front-window smile convexity
Volume / open interest
0.04
403 contracts traded
Normalized net delta
0.410
option-holder convention
Modeled dealer delta
-0.403
opposite-side scenario
Vanna / 100k OI
810
volatility-sensitive delta
Charm / 100k OI
-2,478,572
time-decay-sensitive delta
IV surface range
60.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NVDU closed 2.5% below its gamma max of 156.44. It is 37.8% above the delta neutral price of 94.99. Total open interest is 9,385, +0.1% 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

← SD (#2122) TCPC (#2124) →

Questions people ask about NVDU

Where is NVDU's gamma max today?

As of Oct 2, 2026, the gamma max for NVDU is 156.44, +2.5% from the 152.61 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 NVDU above or below its delta neutral price?

NVDU closed above delta neutral: 152.61 against a delta neutral price of 94.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NVDU have?

9,385 contracts of open interest across 346 listed contracts on Oct 2, 2026, +0.1% 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.