Data through close

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

As of close · rank #4114 by open interest · snapshot page

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ONB's nearest-expiration max pain is 17.50 for 2026-10-16, its GEX flip is 21.04, net GEX is 45,151, its put/call open-interest ratio is 0.45. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
24.96
prev 24.98
Gamma max
25.37
+1.6% from close
Delta neutral
23.14
-7.3% from close
Gamma neutral
21.04
-15.7% from close
Open interest
457
0.0% vs prev
Contracts listed
21
9 calls · 12 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
17.50
-29.9% from close
2026-10-16
GEX flip
21.04
-15.7% from close
Net GEX
45,151
9,879,859 per 100k OI
Call wall
30.00
+20.2% from close
Put wall
22.50
-9.9% from close
Put/call OI
0.45
141 puts / 316 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
25.6
within trailing 52-week range
Front / back ATM IV
+30.6% / +32.9%
-2.2 pp front premium
Expected move
+6.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
8.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.114
option-holder convention
Modeled dealer delta
-0.114
opposite-side scenario
Vanna / 100k OI
9,409
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
11.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ONB closed 1.6% below its gamma max of 25.37. It is 7.3% above the delta neutral price of 23.14. Total open interest is 457, 0.0% 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

← ELA (#4113) INNV (#4115) →

Questions people ask about ONB

Where is ONB's gamma max today?

As of Oct 2, 2026, the gamma max for ONB is 25.37, +1.6% from the 24.96 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 ONB above or below its delta neutral price?

ONB closed above delta neutral: 24.96 against a delta neutral price of 23.14. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ONB have?

457 contracts of open interest across 21 listed contracts on Oct 2, 2026, 0.0% 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.