Data through close

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

As of close · rank #4793 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

NWS's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 23.19, net GEX is 7,736, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
31.65
prev 31.45
Gamma max
31.74
+0.3% from close
Delta neutral
27.71
-12.5% from close
Gamma neutral
23.19
-26.7% from close
Open interest
89
-1.1% vs prev
Contracts listed
20
12 calls · 9 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
30.00
-5.2% from close
2026-10-16
GEX flip
23.19
-26.7% from close
Net GEX
7,736
8,692,439 per 100k OI
Call wall
35.00
+10.6% from close
Put wall
30.00
-5.2% from close
Put/call OI
0.39
25 puts / 64 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
30.0
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
1 contracts traded
Normalized net delta
0.267
option-holder convention
Modeled dealer delta
-0.267
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
13.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NWS closed 0.3% below its gamma max of 31.74. It is 12.5% above the delta neutral price of 27.71. Total open interest is 89, -1.1% 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

Neighbours by open interest

← MZZ (#4792) WTPI (#4794) →

Questions people ask about NWS

Where is NWS's gamma max today?

As of Oct 2, 2026, the gamma max for NWS is 31.74, +0.3% from the 31.65 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 NWS above or below its delta neutral price?

NWS closed above delta neutral: 31.65 against a delta neutral price of 27.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NWS have?

89 contracts of open interest across 20 listed contracts on Oct 2, 2026, -1.1% 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.