Data through close

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

As of close · rank #4581 by open interest · snapshot page

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OPY's nearest-expiration max pain is 125.00 for 2026-10-16, its GEX flip is 96.27, net GEX is 13,740, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
120.13
prev 119.47
Gamma max
130.59
+8.7% from close
Delta neutral
105.49
-12.2% from close
Gamma neutral
96.27
-19.9% from close
Open interest
161
+3.2% vs prev
Contracts listed
45
34 calls · 19 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
125.00
+4.1% from close
2026-10-16
GEX flip
96.27
-19.9% from close
Net GEX
13,740
8,534,239 per 100k OI
Call wall
135.00
+12.4% from close
Put wall
105.00
-12.6% from close
Put/call OI
0.44
49 puts / 112 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
22.4
within trailing 52-week range
Front / back ATM IV
+41.4% / +38.8%
2.5 pp front premium
Expected move
+8.1%
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
0.06
10 contracts traded
Normalized net delta
0.252
option-holder convention
Modeled dealer delta
-0.252
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
20.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OPY closed 8.7% below its gamma max of 130.59. It is 12.2% above the delta neutral price of 105.49. Total open interest is 161, +3.2% 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

← IGIB (#4580) TSL (#4582) →

Questions people ask about OPY

Where is OPY's gamma max today?

As of Oct 2, 2026, the gamma max for OPY is 130.59, +8.7% from the 120.13 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 OPY above or below its delta neutral price?

OPY closed above delta neutral: 120.13 against a delta neutral price of 105.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OPY have?

161 contracts of open interest across 45 listed contracts on Oct 2, 2026, +3.2% 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.