Data through close

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

As of close · rank #678 by open interest · snapshot page

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OGN's nearest-expiration max pain is 13.00 for 2026-10-16, its GEX flip is 13.11, net GEX is 9,079,768, its put/call open-interest ratio is 1.59. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
13.72
prev 13.71
Gamma max
13.89
+1.2% from close
Delta neutral
11.02
-19.7% from close
Gamma neutral
13.11
-4.5% from close
Open interest
90,475
+0.0% vs prev
Contracts listed
36
65 calls · 42 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
13.00
-5.2% from close
2026-10-16
GEX flip
13.11
-4.5% from close
Net GEX
9,079,768
10,035,665 per 100k OI
Call wall
14.00
+2.0% from close
Put wall
12.50
-8.9% from close
Put/call OI
1.59
55,533 puts / 34,942 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
100.0
within trailing 52-week range
Front / back ATM IV
+102.4% / +4.7%
97.7 pp front premium
Expected move
+20.1%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
15.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
20 contracts traded
Normalized net delta
0.245
option-holder convention
Modeled dealer delta
-0.157
opposite-side scenario
Vanna / 100k OI
1,788
volatility-sensitive delta
Charm / 100k OI
-2,921,640
time-decay-sensitive delta
IV surface range
287.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OGN closed 1.2% below its gamma max of 13.89. It is 19.7% above the delta neutral price of 11.02. Total open interest is 90,475, +0.0% 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

← HRL (#677) FLR (#679) →

Questions people ask about OGN

Where is OGN's gamma max today?

As of Oct 2, 2026, the gamma max for OGN is 13.89, +1.2% from the 13.72 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 OGN above or below its delta neutral price?

OGN closed above delta neutral: 13.72 against a delta neutral price of 11.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OGN have?

90,475 contracts of open interest across 36 listed contracts on Oct 2, 2026, +0.0% 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.