Data through close

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

As of close · rank #949 by open interest · snapshot page

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NXT's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 78.90, net GEX is 724,437, its put/call open-interest ratio is 0.76. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
84.30
prev 79.48
Gamma max
100.04
+18.7% from close
Delta neutral
82.31
-2.4% from close
Gamma neutral
78.90
-6.4% from close
Open interest
54,266
+0.0% vs prev
Contracts listed
266
176 calls · 123 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
85.00
+0.8% from close
2026-10-16
GEX flip
78.90
-6.4% from close
Net GEX
724,437
1,334,974 per 100k OI
Call wall
100.00
+18.6% from close
Put wall
80.00
-5.1% from close
Put/call OI
0.76
23,452 puts / 30,814 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
9.4
within trailing 52-week range
Front / back ATM IV
+58.0% / +72.5%
-14.5 pp front premium
Expected move
+11.4%
14 DTE · one standard deviation
ATM straddle / spot
+8.8%
front-window midpoint premium
25Δ risk reversal
5.9 pp
put IV minus call IV
IV butterfly
-0.4 pp
front-window smile convexity
Volume / open interest
0.07
3,725 contracts traded
Normalized net delta
0.062
option-holder convention
Modeled dealer delta
-0.062
opposite-side scenario
Vanna / 100k OI
3,149
volatility-sensitive delta
Charm / 100k OI
36,279
time-decay-sensitive delta
IV surface range
20.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NXT closed 18.7% below its gamma max of 100.04. It is 2.4% above the delta neutral price of 82.31. Total open interest is 54,266, +0.0% 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

Neighbours by open interest

← MT (#948) VFF (#950) →

Questions people ask about NXT

Where is NXT's gamma max today?

As of Oct 2, 2026, the gamma max for NXT is 100.04, +18.7% from the 84.30 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 NXT above or below its delta neutral price?

NXT closed above delta neutral: 84.30 against a delta neutral price of 82.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NXT have?

54,266 contracts of open interest across 266 listed contracts on Oct 2, 2026, +0.0% 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.