Data through close

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

As of close · rank #3304 by open interest · snapshot page

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NVTX's nearest-expiration max pain is 16.00 for 2026-10-16, its GEX flip is 15.59, net GEX is 14,046, its put/call open-interest ratio is 0.99. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.65
prev 16.96
Gamma max
21.69
+22.9% from close
Delta neutral
17.38
-1.5% from close
Gamma neutral
15.59
-11.7% from close
Open interest
1,770
+4.7% vs prev
Contracts listed
153
84 calls · 91 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
16.00
-9.3% from close
2026-10-16
GEX flip
15.59
-11.7% from close
Net GEX
14,046
793,566 per 100k OI
Call wall
19.00
+7.6% from close
Put wall
15.00
-15.0% from close
Put/call OI
0.99
879 puts / 891 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
7.5
within trailing 52-week range
Front / back ATM IV
+156.2% / +179.3%
-23.1 pp front premium
Expected move
+30.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-25.6 pp
put IV minus call IV
IV butterfly
-6.6 pp
front-window smile convexity
Volume / open interest
0.17
295 contracts traded
Normalized net delta
0.029
option-holder convention
Modeled dealer delta
-0.029
opposite-side scenario
Vanna / 100k OI
960
volatility-sensitive delta
Charm / 100k OI
-857,684
time-decay-sensitive delta
IV surface range
29.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NVTX closed 22.9% below its gamma max of 21.69. It is 1.5% above the delta neutral price of 17.38. Total open interest is 1,770, +4.7% 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

Neighbours by open interest

← LNT (#3303) NUKZ (#3305) →

Questions people ask about NVTX

Where is NVTX's gamma max today?

As of Oct 2, 2026, the gamma max for NVTX is 21.69, +22.9% from the 17.65 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 NVTX above or below its delta neutral price?

NVTX closed above delta neutral: 17.65 against a delta neutral price of 17.38. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NVTX have?

1,770 contracts of open interest across 153 listed contracts on Oct 2, 2026, +4.7% 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.