Data through close

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

As of close · rank #1472 by open interest · snapshot page

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OMF's nearest-expiration max pain is 60.00 for 2026-10-16, its GEX flip is 63.32, net GEX is -2,494,879, its put/call open-interest ratio is 2.45. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
56.02
prev 55.87
Gamma max
69.87
+24.7% from close
Delta neutral
60.64
+8.2% from close
Gamma neutral
63.32
+13.0% from close
Open interest
22,996
+1.7% vs prev
Contracts listed
128
66 calls · 70 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
60.00
+7.1% from close
2026-10-16
GEX flip
63.32
+13.0% from close
Net GEX
-2,494,879
-10,849,185 per 100k OI
Call wall
60.00
+7.1% from close
Put wall
52.50
-6.3% from close
Put/call OI
2.45
16,331 puts / 6,665 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
100.0
within trailing 52-week range
Front / back ATM IV
+31.0% / +34.7%
-3.6 pp front premium
Expected move
+6.1%
14 DTE · one standard deviation
ATM straddle / spot
+4.7%
front-window midpoint premium
25Δ risk reversal
-42.2 pp
put IV minus call IV
IV butterfly
2.6 pp
front-window smile convexity
Volume / open interest
0.01
150 contracts traded
Normalized net delta
-0.149
option-holder convention
Modeled dealer delta
0.149
opposite-side scenario
Vanna / 100k OI
5,005
volatility-sensitive delta
Charm / 100k OI
201,622
time-decay-sensitive delta
IV surface range
126.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OMF closed 24.7% below its gamma max of 69.87. It is 8.2% below the delta neutral price of 60.64. Total open interest is 22,996, +1.7% 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

← SLI (#1471) KIE (#1473) →

Questions people ask about OMF

Where is OMF's gamma max today?

As of Oct 2, 2026, the gamma max for OMF is 69.87, +24.7% from the 56.02 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 OMF above or below its delta neutral price?

OMF closed below delta neutral: 56.02 against a delta neutral price of 60.64. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OMF have?

22,996 contracts of open interest across 128 listed contracts on Oct 2, 2026, +1.7% 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.