Data through close

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

As of close · rank #1621 by open interest · snapshot page

OMDA's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 5.84, net GEX is 1,006,189, its put/call open-interest ratio is 0.09. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
20.37
prev 20.41
Gamma max
17.50
-14.1% from close
Delta neutral
11.32
-44.4% from close
Gamma neutral
5.84
-71.3% from close
Open interest
18,694
+0.1% vs prev
Contracts listed
64
51 calls · 33 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
20.00
-1.8% from close
2026-10-16
GEX flip
5.84
-71.3% from close
Net GEX
1,006,189
5,382,417 per 100k OI
Call wall
17.50
-14.1% from close
Put wall
20.00
-1.8% from close
Put/call OI
0.09
1,509 puts / 17,185 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
83.4
within trailing 52-week range
Front / back ATM IV
+70.9% / +69.8%
1.0 pp front premium
Expected move
+13.9%
14 DTE · one standard deviation
ATM straddle / spot
+10.7%
front-window midpoint premium
25Δ risk reversal
33.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
71 contracts traded
Normalized net delta
0.543
option-holder convention
Modeled dealer delta
-0.543
opposite-side scenario
Vanna / 100k OI
-3,391
volatility-sensitive delta
Charm / 100k OI
-59,976
time-decay-sensitive delta
IV surface range
93.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OMDA closed 14.1% above its gamma max of 17.50. It is 44.4% above the delta neutral price of 11.32. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 18,694, +0.1% 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

Neighbours by open interest

Questions people ask about OMDA

Where is OMDA's gamma max today?

As of Oct 2, 2026, the gamma max for OMDA is 17.50, -14.1% from the 20.37 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 OMDA above or below its delta neutral price?

OMDA closed above delta neutral: 20.37 against a delta neutral price of 11.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OMDA have?

18,694 contracts of open interest across 64 listed contracts on Oct 2, 2026, +0.1% 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.