Data through close

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

As of close · rank #1646 by open interest · snapshot page

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NVT's nearest-expiration max pain is 150.00 for 2026-10-16, its GEX flip is 135.05, net GEX is 1,396,492, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
169.56
prev 165.77
Gamma max
173.05
+2.1% from close
Delta neutral
146.61
-13.5% from close
Gamma neutral
135.05
-20.4% from close
Open interest
18,123
+1.0% vs prev
Contracts listed
253
192 calls · 136 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
150.00
-11.5% from close
2026-10-16
GEX flip
135.05
-20.4% from close
Net GEX
1,396,492
7,705,633 per 100k OI
Call wall
170.00
+0.3% from close
Put wall
155.00
-8.6% from close
Put/call OI
0.41
5,308 puts / 12,815 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
17.3
within trailing 52-week range
Front / back ATM IV
+49.5% / +55.1%
-5.6 pp front premium
Expected move
+9.7%
14 DTE · one standard deviation
ATM straddle / spot
+7.6%
front-window midpoint premium
25Δ risk reversal
0.7 pp
put IV minus call IV
IV butterfly
-1.9 pp
front-window smile convexity
Volume / open interest
0.14
2,547 contracts traded
Normalized net delta
0.314
option-holder convention
Modeled dealer delta
-0.306
opposite-side scenario
Vanna / 100k OI
811
volatility-sensitive delta
Charm / 100k OI
-4,696,038
time-decay-sensitive delta
IV surface range
71.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NVT closed 2.1% below its gamma max of 173.05. It is 13.5% above the delta neutral price of 146.61. Total open interest is 18,123, +1.0% 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

← NUCL (#1645) GLNK (#1647) →

Questions people ask about NVT

Where is NVT's gamma max today?

As of Oct 2, 2026, the gamma max for NVT is 173.05, +2.1% from the 169.56 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 NVT above or below its delta neutral price?

NVT closed above delta neutral: 169.56 against a delta neutral price of 146.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NVT have?

18,123 contracts of open interest across 253 listed contracts on Oct 2, 2026, +1.0% 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.