Data through close

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

As of close · rank #1260 by open interest · snapshot page

OIH's nearest-expiration max pain is 400.00 for 2026-10-16, its GEX flip is 394.37, net GEX is -789,495, its put/call open-interest ratio is 1.07. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
382.70
prev 381.12
Gamma max
440.54
+15.1% from close
Delta neutral
391.98
+2.4% from close
Gamma neutral
394.37
+3.1% from close
Open interest
31,401
-0.2% vs prev
Contracts listed
530
356 calls · 242 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
400.00
+4.5% from close
2026-10-16
GEX flip
394.37
+3.1% from close
Net GEX
-789,495
-2,514,234 per 100k OI
Call wall
430.00
+12.4% from close
Put wall
350.00
-8.5% from close
Put/call OI
1.07
16,257 puts / 15,144 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
8.9
within trailing 52-week range
Front / back ATM IV
+33.7% / +34.3%
-0.6 pp front premium
Expected move
+6.6%
14 DTE · one standard deviation
ATM straddle / spot
+5.0%
front-window midpoint premium
25Δ risk reversal
3.5 pp
put IV minus call IV
IV butterfly
-3.2 pp
front-window smile convexity
Volume / open interest
0.00
89 contracts traded
Normalized net delta
-0.033
option-holder convention
Modeled dealer delta
0.032
opposite-side scenario
Vanna / 100k OI
2,646
volatility-sensitive delta
Charm / 100k OI
1,961,090
time-decay-sensitive delta
IV surface range
51.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OIH closed 15.1% below its gamma max of 440.54. It is 2.4% below the delta neutral price of 391.98. Total open interest is 31,401, -0.2% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

Questions people ask about OIH

Where is OIH's gamma max today?

As of Oct 2, 2026, the gamma max for OIH is 440.54, +15.1% from the 382.70 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 OIH above or below its delta neutral price?

OIH closed below delta neutral: 382.70 against a delta neutral price of 391.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OIH have?

31,401 contracts of open interest across 530 listed contracts on Oct 2, 2026, -0.2% 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.