Data through close

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

As of close · rank #3241 by open interest · snapshot page

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OEF's nearest-expiration max pain is 385.00 for 2026-10-16, its GEX flip is 290.55, net GEX is 420,956, its put/call open-interest ratio is 0.71. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
384.83
prev 381.55
Gamma max
394.76
+2.6% from close
Delta neutral
375.31
-2.5% from close
Gamma neutral
290.55
-24.5% from close
Open interest
1,909
-0.1% vs prev
Contracts listed
106
55 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
385.00
+0.0% from close
2026-10-16
GEX flip
290.55
-24.5% from close
Net GEX
420,956
22,051,121 per 100k OI
Call wall
395.00
+2.6% from close
Put wall
395.00
+2.6% from close
Put/call OI
0.71
791 puts / 1,118 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
2.7
within trailing 52-week range
Front / back ATM IV
+14.3% / +14.7%
-0.4 pp front premium
Expected move
+2.8%
14 DTE · one standard deviation
ATM straddle / spot
+5.5%
front-window midpoint premium
25Δ risk reversal
92.7 pp
put IV minus call IV
IV butterfly
0.6 pp
front-window smile convexity
Volume / open interest
0.00
2 contracts traded
Normalized net delta
0.101
option-holder convention
Modeled dealer delta
-0.101
opposite-side scenario
Vanna / 100k OI
995
volatility-sensitive delta
Charm / 100k OI
8,870,194
time-decay-sensitive delta
IV surface range
92.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OEF closed 2.6% below its gamma max of 394.76. It is 2.5% above the delta neutral price of 375.31. Total open interest is 1,909, -0.1% 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

← EWBC (#3240) AVNW (#3242) →

Questions people ask about OEF

Where is OEF's gamma max today?

As of Oct 2, 2026, the gamma max for OEF is 394.76, +2.6% from the 384.83 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 OEF above or below its delta neutral price?

OEF closed above delta neutral: 384.83 against a delta neutral price of 375.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OEF have?

1,909 contracts of open interest across 106 listed contracts on Oct 2, 2026, -0.1% 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.