Data through close

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

As of close · rank #1338 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

NVDY's nearest-expiration max pain is 13.00 for 2026-10-16, its GEX flip is 11.79, net GEX is 2,073,233, its put/call open-interest ratio is 0.72. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
12.83
prev 12.74
Gamma max
13.02
+1.5% from close
Delta neutral
12.70
-1.0% from close
Gamma neutral
11.79
-8.1% from close
Open interest
27,945
+0.1% vs prev
Contracts listed
144
66 calls · 100 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
13.00
+1.3% from close
2026-10-16
GEX flip
11.79
-8.1% from close
Net GEX
2,073,233
7,418,977 per 100k OI
Call wall
13.00
+1.3% from close
Put wall
13.00
+1.3% from close
Put/call OI
0.72
11,737 puts / 16,208 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
27.3
within trailing 52-week range
Front / back ATM IV
+26.1% / +30.8%
-4.7 pp front premium
Expected move
+5.1%
14 DTE · one standard deviation
ATM straddle / spot
+4.1%
front-window midpoint premium
25Δ risk reversal
22.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
168 contracts traded
Normalized net delta
0.019
option-holder convention
Modeled dealer delta
-0.018
opposite-side scenario
Vanna / 100k OI
3,274
volatility-sensitive delta
Charm / 100k OI
-88,277
time-decay-sensitive delta
IV surface range
164.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NVDY closed 1.5% below its gamma max of 13.02. It is 1.0% above the delta neutral price of 12.70. Total open interest is 27,945, +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

Chart loads when this section is in view.

In today's screens

Neighbours by open interest

← RLAY (#1337) BTQ (#1339) →

Questions people ask about NVDY

Where is NVDY's gamma max today?

As of Oct 2, 2026, the gamma max for NVDY is 13.02, +1.5% from the 12.83 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 NVDY above or below its delta neutral price?

NVDY closed above delta neutral: 12.83 against a delta neutral price of 12.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NVDY have?

27,945 contracts of open interest across 144 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.