Data through close

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

As of close · rank #2338 by open interest · snapshot page

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OC's nearest-expiration max pain is 130.00 for 2026-10-16, its GEX flip is 116.04, net GEX is 63,379, its put/call open-interest ratio is 0.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
118.36
prev 117.09
Gamma max
145.43
+22.9% from close
Delta neutral
122.41
+3.4% from close
Gamma neutral
116.04
-2.0% from close
Open interest
7,085
+2.6% vs prev
Contracts listed
173
103 calls · 74 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
130.00
+9.8% from close
2026-10-16
GEX flip
116.04
-2.0% from close
Net GEX
63,379
894,553 per 100k OI
Call wall
145.00
+22.5% from close
Put wall
105.00
-11.3% from close
Put/call OI
0.51
2,387 puts / 4,698 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
36.8
within trailing 52-week range
Front / back ATM IV
+44.8% / +42.5%
2.3 pp front premium
Expected move
+8.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-1.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
91 contracts traded
Normalized net delta
-0.034
option-holder convention
Modeled dealer delta
0.034
opposite-side scenario
Vanna / 100k OI
2,653
volatility-sensitive delta
Charm / 100k OI
44,728
time-decay-sensitive delta
IV surface range
43.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OC closed 22.9% below its gamma max of 145.43. It is 3.4% below the delta neutral price of 122.41. Total open interest is 7,085, +2.6% 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

← CEPU (#2337) URNJ (#2339) →

Questions people ask about OC

Where is OC's gamma max today?

As of Oct 2, 2026, the gamma max for OC is 145.43, +22.9% from the 118.36 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 OC above or below its delta neutral price?

OC closed below delta neutral: 118.36 against a delta neutral price of 122.41. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OC have?

7,085 contracts of open interest across 173 listed contracts on Oct 2, 2026, +2.6% 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.