Data through close

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

As of close · rank #3615 by open interest · snapshot page

OGE's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 40.33, net GEX is 200,020, its put/call open-interest ratio is 0.36. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
45.34
prev 45.67
Gamma max
45.89
+1.2% from close
Delta neutral
43.25
-4.6% from close
Gamma neutral
40.33
-11.1% from close
Open interest
1,110
+0.1% vs prev
Contracts listed
26
16 calls · 12 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
40.00
-11.8% from close
2026-10-16
GEX flip
40.33
-11.1% from close
Net GEX
200,020
18,019,794 per 100k OI
Call wall
50.00
+10.3% from close
Put wall
45.00
-0.7% from close
Put/call OI
0.36
293 puts / 817 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
17.1
within trailing 52-week range
Front / back ATM IV
+17.3% / +27.9%
-10.6 pp front premium
Expected move
+3.4%
14 DTE · one standard deviation
ATM straddle / spot
+10.2%
front-window midpoint premium
25Δ risk reversal
25.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.63
701 contracts traded
Normalized net delta
0.128
option-holder convention
Modeled dealer delta
-0.126
opposite-side scenario
Vanna / 100k OI
4,595
volatility-sensitive delta
Charm / 100k OI
-294,054
time-decay-sensitive delta
IV surface range
58.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OGE closed 1.2% below its gamma max of 45.89. It is 4.6% above the delta neutral price of 43.25. Total open interest is 1,110, +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 OGE

Where is OGE's gamma max today?

As of Oct 2, 2026, the gamma max for OGE is 45.89, +1.2% from the 45.34 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 OGE above or below its delta neutral price?

OGE closed above delta neutral: 45.34 against a delta neutral price of 43.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OGE have?

1,110 contracts of open interest across 26 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.