Data through close

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

As of close · rank #956 by open interest · snapshot page

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NYT's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 72.35, net GEX is -10,068,944, its put/call open-interest ratio is 1.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
62.70
prev 63.71
Gamma max
79.33
+26.5% from close
Delta neutral
68.55
+9.3% from close
Gamma neutral
72.35
+15.4% from close
Open interest
53,453
+0.3% vs prev
Contracts listed
136
95 calls · 55 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
70.00
+11.6% from close
2026-10-16
GEX flip
72.35
+15.4% from close
Net GEX
-10,068,944
-18,837,004 per 100k OI
Call wall
67.50
+7.7% from close
Put wall
62.50
-0.3% from close
Put/call OI
1.44
31,566 puts / 21,887 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
47.2
within trailing 52-week range
Front / back ATM IV
+36.2% / +42.7%
-6.5 pp front premium
Expected move
+7.1%
14 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
18.8 pp
put IV minus call IV
IV butterfly
11.8 pp
front-window smile convexity
Volume / open interest
0.01
453 contracts traded
Normalized net delta
-0.257
option-holder convention
Modeled dealer delta
0.256
opposite-side scenario
Vanna / 100k OI
398
volatility-sensitive delta
Charm / 100k OI
4,296,387
time-decay-sensitive delta
IV surface range
61.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

NYT closed 26.5% below its gamma max of 79.33. It is 9.3% below the delta neutral price of 68.55. Total open interest is 53,453, +0.3% 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

← QSR (#955) DE (#957) →

Questions people ask about NYT

Where is NYT's gamma max today?

As of Oct 2, 2026, the gamma max for NYT is 79.33, +26.5% from the 62.70 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 NYT above or below its delta neutral price?

NYT closed below delta neutral: 62.70 against a delta neutral price of 68.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does NYT have?

53,453 contracts of open interest across 136 listed contracts on Oct 2, 2026, +0.3% 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.