Data through close

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

As of close · rank #1625 by open interest · snapshot page

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ORCX's nearest-expiration max pain is 19.00 for 2026-10-16, its GEX flip is 17.60, net GEX is 155,533, its put/call open-interest ratio is 0.61. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.75
prev 18.59
Gamma max
25.14
+27.3% from close
Delta neutral
19.02
-3.7% from close
Gamma neutral
17.60
-10.9% from close
Open interest
18,587
+1.3% vs prev
Contracts listed
263
166 calls · 131 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
19.00
-3.8% from close
2026-10-16
GEX flip
17.60
-10.9% from close
Net GEX
155,533
836,783 per 100k OI
Call wall
20.00
+1.3% from close
Put wall
20.00
+1.3% from close
Put/call OI
0.61
7,067 puts / 11,520 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
6.0
within trailing 52-week range
Front / back ATM IV
+100.5% / +104.5%
-4.0 pp front premium
Expected move
+19.7%
14 DTE · one standard deviation
ATM straddle / spot
+15.7%
front-window midpoint premium
25Δ risk reversal
-9.9 pp
put IV minus call IV
IV butterfly
-3.8 pp
front-window smile convexity
Volume / open interest
0.07
1,320 contracts traded
Normalized net delta
0.078
option-holder convention
Modeled dealer delta
-0.077
opposite-side scenario
Vanna / 100k OI
936
volatility-sensitive delta
Charm / 100k OI
-171,986
time-decay-sensitive delta
IV surface range
142.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ORCX closed 27.3% below its gamma max of 25.14. It is 3.7% above the delta neutral price of 19.02. Total open interest is 18,587, +1.3% 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

← CECO (#1624) AGEN (#1626) →

Questions people ask about ORCX

Where is ORCX's gamma max today?

As of Oct 2, 2026, the gamma max for ORCX is 25.14, +27.3% from the 19.75 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 ORCX above or below its delta neutral price?

ORCX closed above delta neutral: 19.75 against a delta neutral price of 19.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ORCX have?

18,587 contracts of open interest across 263 listed contracts on Oct 2, 2026, +1.3% 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.