Data through close

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

As of close · rank #2658 by open interest · snapshot page

OFRM's nearest-expiration max pain is 17.50 for 2026-10-16, its GEX flip is 17.84, net GEX is -62,079, its put/call open-interest ratio is 2.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
16.22
prev 16.05
Gamma max
24.09
+48.5% from close
Delta neutral
17.46
+7.6% from close
Gamma neutral
17.84
+10.0% from close
Open interest
4,388
+0.1% vs prev
Contracts listed
39
30 calls · 20 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
17.50
+7.9% from close
2026-10-16
GEX flip
17.84
+10.0% from close
Net GEX
-62,079
-1,414,737 per 100k OI
Call wall
17.50
+7.9% from close
Put wall
15.00
-7.5% from close
Put/call OI
2.08
2,965 puts / 1,423 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
78.1
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
14.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
30 contracts traded
Normalized net delta
-0.064
option-holder convention
Modeled dealer delta
0.064
opposite-side scenario
Vanna / 100k OI
3,077
volatility-sensitive delta
Charm / 100k OI
2,113,856
time-decay-sensitive delta
IV surface range
119.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OFRM closed 48.5% below its gamma max of 24.09. It is 7.6% below the delta neutral price of 17.46. Total open interest is 4,388, +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

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Neighbours by open interest

Questions people ask about OFRM

Where is OFRM's gamma max today?

As of Oct 2, 2026, the gamma max for OFRM is 24.09, +48.5% from the 16.22 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 OFRM above or below its delta neutral price?

OFRM closed below delta neutral: 16.22 against a delta neutral price of 17.46. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OFRM have?

4,388 contracts of open interest across 39 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.