Data through close

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

As of close · rank #4062 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

OMAB's nearest-expiration max pain is 100.00 for 2026-10-16, net GEX is 43,132, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
94.13
prev 94.18
Gamma max
107.71
+14.4% from close
Delta neutral
86.01
-8.6% from close
Gamma neutral
94.13
0.0% from close
Open interest
509
+1.0% vs prev
Contracts listed
58
35 calls · 24 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
100.00
+6.2% from close
2026-10-16
GEX flip
–
Net GEX
43,132
8,473,842 per 100k OI
Call wall
110.00
+16.9% from close
Put wall
95.00
+0.9% from close
Put/call OI
0.16
70 puts / 439 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
88.7
within trailing 52-week range
Front / back ATM IV
+39.0% / +30.8%
8.2 pp front premium
Expected move
+7.6%
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
0.02
9 contracts traded
Normalized net delta
0.108
option-holder convention
Modeled dealer delta
-0.106
opposite-side scenario
Vanna / 100k OI
2,554
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
105.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OMAB closed 14.4% below its gamma max of 107.71. It is 8.6% above the delta neutral price of 86.01. Total open interest is 509, +1.0% 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

← SYPR (#4061) PDLB (#4063) →

Questions people ask about OMAB

Where is OMAB's gamma max today?

As of Oct 2, 2026, the gamma max for OMAB is 107.71, +14.4% from the 94.13 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 OMAB above or below its delta neutral price?

OMAB closed above delta neutral: 94.13 against a delta neutral price of 86.01. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OMAB have?

509 contracts of open interest across 58 listed contracts on Oct 2, 2026, +1.0% 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.