Data through close

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

As of close · rank #4093 by open interest · snapshot page

OGS's nearest-expiration max pain is 75.00 for 2026-10-16, its GEX flip is 44.82, net GEX is 56,703, its put/call open-interest ratio is 0.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
72.57
prev 71.71
Gamma max
81.10
+11.8% from close
Delta neutral
69.40
-4.4% from close
Gamma neutral
44.82
-38.2% from close
Open interest
476
+0.4% vs prev
Contracts listed
36
24 calls · 13 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
75.00
+3.3% from close
2026-10-16
GEX flip
44.82
-38.2% from close
Net GEX
56,703
11,912,461 per 100k OI
Call wall
80.00
+10.2% from close
Put wall
75.00
+3.3% from close
Put/call OI
0.18
74 puts / 402 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
36.7
within trailing 52-week range
Front / back ATM IV
+25.2% / +25.8%
-0.6 pp front premium
Expected move
+4.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.04
20 contracts traded
Normalized net delta
0.108
option-holder convention
Modeled dealer delta
-0.108
opposite-side scenario
Vanna / 100k OI
2,311
volatility-sensitive delta
Charm / 100k OI
-298,529
time-decay-sensitive delta
IV surface range
41.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OGS closed 11.8% below its gamma max of 81.10. It is 4.4% above the delta neutral price of 69.40. Total open interest is 476, +0.4% versus the previous session. What gamma max means · What delta neutral means

History

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Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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Neighbours by open interest

Questions people ask about OGS

Where is OGS's gamma max today?

As of Oct 2, 2026, the gamma max for OGS is 81.10, +11.8% from the 72.57 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 OGS above or below its delta neutral price?

OGS closed above delta neutral: 72.57 against a delta neutral price of 69.40. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OGS have?

476 contracts of open interest across 36 listed contracts on Oct 2, 2026, +0.4% 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.