Data through close

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

As of close · rank #1917 by open interest · snapshot page

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NVMI's nearest-expiration max pain is 320.00 for 2026-10-16, its GEX flip is 352.91, net GEX is 265,053, its put/call open-interest ratio is 0.57. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
396.12
prev 386.87
Gamma max
506.49
+27.9% from close
Delta neutral
382.01
-3.6% from close
Gamma neutral
352.91
-10.9% from close
Open interest
12,464
+0.4% vs prev
Contracts listed
267
174 calls · 124 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
320.00
-19.2% from close
2026-10-16
GEX flip
352.91
-10.9% from close
Net GEX
265,053
2,126,545 per 100k OI
Call wall
430.00
+8.6% from close
Put wall
440.00
+11.1% from close
Put/call OI
0.57
4,503 puts / 7,961 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
6.7
within trailing 52-week range
Front / back ATM IV
+54.8% / +61.7%
-6.8 pp front premium
Expected move
+10.7%
14 DTE · one standard deviation
ATM straddle / spot
+17.8%
front-window midpoint premium
25Δ risk reversal
59.8 pp
put IV minus call IV
IV butterfly
-0.2 pp
front-window smile convexity
Volume / open interest
0.06
694 contracts traded
Normalized net delta
0.056
option-holder convention
Modeled dealer delta
-0.056
opposite-side scenario
Vanna / 100k OI
2,567
volatility-sensitive delta
Charm / 100k OI
-215,717
time-decay-sensitive delta
IV surface range
60.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NVMI closed 27.9% below its gamma max of 506.49. It is 3.6% above the delta neutral price of 382.01. Total open interest is 12,464, +0.4% 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

← CASY (#1916) GTE (#1918) →

Questions people ask about NVMI

Where is NVMI's gamma max today?

As of Oct 2, 2026, the gamma max for NVMI is 506.49, +27.9% from the 396.12 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 NVMI above or below its delta neutral price?

NVMI closed above delta neutral: 396.12 against a delta neutral price of 382.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NVMI have?

12,464 contracts of open interest across 267 listed contracts on Oct 2, 2026, +0.4% 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.