Data through close

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

As of close · rank #2247 by open interest · snapshot page

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ORC's nearest-expiration max pain is 5.00 for 2026-10-16, its GEX flip is 6.39, net GEX is -372,836, its put/call open-interest ratio is 0.45. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
5.11
prev 5.23
Gamma max
7.13
+39.4% from close
Delta neutral
4.84
-5.4% from close
Gamma neutral
6.39
+25.0% from close
Open interest
8,023
+7.4% vs prev
Contracts listed
24
19 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
5.00
-2.2% from close
2026-10-16
GEX flip
6.39
+25.0% from close
Net GEX
-372,836
-4,647,094 per 100k OI
Call wall
7.50
+46.8% from close
Put wall
5.00
-2.2% from close
Put/call OI
0.45
2,482 puts / 5,541 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
52.3
within trailing 52-week range
Front / back ATM IV
+26.7% / +24.6%
2.1 pp front premium
Expected move
+5.2%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
-85.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
435 contracts traded
Normalized net delta
0.096
option-holder convention
Modeled dealer delta
-0.096
opposite-side scenario
Vanna / 100k OI
-361
volatility-sensitive delta
Charm / 100k OI
10,133
time-decay-sensitive delta
IV surface range
4.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ORC closed 39.4% below its gamma max of 7.13. It is 5.4% above the delta neutral price of 4.84. Total open interest is 8,023, +7.4% 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

← BLLN (#2246) CDZI (#2248) →

Questions people ask about ORC

Where is ORC's gamma max today?

As of Oct 2, 2026, the gamma max for ORC is 7.13, +39.4% from the 5.11 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 ORC above or below its delta neutral price?

ORC closed above delta neutral: 5.11 against a delta neutral price of 4.84. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ORC have?

8,023 contracts of open interest across 24 listed contracts on Oct 2, 2026, +7.4% 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.