Data through close

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

As of close · rank #2944 by open interest · snapshot page

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NVGS's nearest-expiration max pain is 22.00 for 2026-10-16, its GEX flip is 12.13, net GEX is 406,379, its put/call open-interest ratio is 0.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
23.84
prev 23.80
Gamma max
23.98
+0.6% from close
Delta neutral
16.93
-29.0% from close
Gamma neutral
12.13
-49.1% from close
Open interest
2,896
+0.1% vs prev
Contracts listed
57
31 calls · 31 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
22.00
-7.7% from close
2026-10-16
GEX flip
12.13
-49.1% from close
Net GEX
406,379
14,032,424 per 100k OI
Call wall
25.00
+4.9% from close
Put wall
22.00
-7.7% from close
Put/call OI
0.12
317 puts / 2,579 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
38.6
within trailing 52-week range
Front / back ATM IV
+28.8% / +46.7%
-17.9 pp front premium
Expected move
+5.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
5.9 pp
front-window smile convexity
Volume / open interest
0.00
4 contracts traded
Normalized net delta
0.438
option-holder convention
Modeled dealer delta
-0.422
opposite-side scenario
Vanna / 100k OI
-380
volatility-sensitive delta
Charm / 100k OI
-26,554
time-decay-sensitive delta
IV surface range
147.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NVGS closed 0.6% below its gamma max of 23.98. It is 29.0% above the delta neutral price of 16.93. Total open interest is 2,896, +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

← IEZ (#2943) EQ (#2945) →

Questions people ask about NVGS

Where is NVGS's gamma max today?

As of Oct 2, 2026, the gamma max for NVGS is 23.98, +0.6% from the 23.84 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 NVGS above or below its delta neutral price?

NVGS closed above delta neutral: 23.84 against a delta neutral price of 16.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NVGS have?

2,896 contracts of open interest across 57 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.