Data through close

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

As of close · rank #3402 by open interest · snapshot page

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ONC's nearest-expiration max pain is 360.00 for 2026-10-16, its GEX flip is 331.60, net GEX is 49,522, its put/call open-interest ratio is 0.71. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
358.07
prev 358.77
Gamma max
398.20
+11.2% from close
Delta neutral
344.20
-3.9% from close
Gamma neutral
331.60
-7.4% from close
Open interest
1,528
+0.7% vs prev
Contracts listed
92
66 calls · 36 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
360.00
+0.5% from close
2026-10-16
GEX flip
331.60
-7.4% from close
Net GEX
49,522
3,240,940 per 100k OI
Call wall
370.00
+3.3% from close
Put wall
330.00
-7.8% from close
Put/call OI
0.71
637 puts / 891 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
0.0
within trailing 52-week range
Front / back ATM IV
+32.5% / +36.2%
-3.8 pp front premium
Expected move
+6.4%
14 DTE · one standard deviation
ATM straddle / spot
+18.4%
front-window midpoint premium
25Δ risk reversal
1.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
22 contracts traded
Normalized net delta
0.043
option-holder convention
Modeled dealer delta
-0.041
opposite-side scenario
Vanna / 100k OI
1,963
volatility-sensitive delta
Charm / 100k OI
-257,461
time-decay-sensitive delta
IV surface range
62.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ONC closed 11.2% below its gamma max of 398.20. It is 3.9% above the delta neutral price of 344.20. Total open interest is 1,528, +0.7% 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

← TZOO (#3401) THRY (#3403) →

Questions people ask about ONC

Where is ONC's gamma max today?

As of Oct 2, 2026, the gamma max for ONC is 398.20, +11.2% from the 358.07 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 ONC above or below its delta neutral price?

ONC closed above delta neutral: 358.07 against a delta neutral price of 344.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ONC have?

1,528 contracts of open interest across 92 listed contracts on Oct 2, 2026, +0.7% 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.