Data through close

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

As of close · rank #1603 by open interest · snapshot page

OHI's nearest-expiration max pain is 47.00 for 2026-10-16, its GEX flip is 48.20, net GEX is -1,613,971, its put/call open-interest ratio is 1.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
45.72
prev 45.23
Gamma max
52.85
+15.6% from close
Delta neutral
46.55
+1.8% from close
Gamma neutral
48.20
+5.4% from close
Open interest
19,235
-0.3% vs prev
Contracts listed
130
57 calls · 78 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
47.00
+2.8% from close
2026-10-16
GEX flip
48.20
+5.4% from close
Net GEX
-1,613,971
-8,390,802 per 100k OI
Call wall
47.00
+2.8% from close
Put wall
44.00
-3.8% from close
Put/call OI
1.29
10,822 puts / 8,413 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
13.6
within trailing 52-week range
Front / back ATM IV
+22.5% / +27.0%
-4.5 pp front premium
Expected move
+4.4%
14 DTE · one standard deviation
ATM straddle / spot
+3.3%
front-window midpoint premium
25Δ risk reversal
5.7 pp
put IV minus call IV
IV butterfly
-2.2 pp
front-window smile convexity
Volume / open interest
0.01
213 contracts traded
Normalized net delta
-0.030
option-holder convention
Modeled dealer delta
0.028
opposite-side scenario
Vanna / 100k OI
3,161
volatility-sensitive delta
Charm / 100k OI
21,648
time-decay-sensitive delta
IV surface range
142.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OHI closed 15.6% below its gamma max of 52.85. It is 1.8% below the delta neutral price of 46.55. Total open interest is 19,235, -0.3% 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 OHI

Where is OHI's gamma max today?

As of Oct 2, 2026, the gamma max for OHI is 52.85, +15.6% from the 45.72 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 OHI above or below its delta neutral price?

OHI closed below delta neutral: 45.72 against a delta neutral price of 46.55. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OHI have?

19,235 contracts of open interest across 130 listed contracts on Oct 2, 2026, -0.3% 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.