OSCR max pain, gamma exposure (GEX) & options open interest
As of close · rank #230 by open interest · 1,282 sessions of history since Mar 10, 2021
OSCR's nearest-expiration max pain is 30.50 for 2026-10-09, its GEX flip is 20.27, net GEX is 7,163,013, its put/call open-interest ratio is 0.48. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: 7d expected move +10.3% · IV rank 92 · front IV premium -0.6 pp
OSCR closed 13.4% below its gamma max of 35.09. It is 27.3% above the delta neutral price of 22.49. Total open interest is 441,898, -1.6% versus the previous session. Its options catalyst-intensity score is 57.4 out of 100, led by 7d expected move +10.3%, IV rank 92, front IV premium -0.6 pp. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -6,324 contracts · -2.1% |
| Put OI change, 1 session | -667 contracts · -0.5% |
| Call minus put OI growth, 1 session | -1.6 pp |
| Call OI change, 5 sessions | +2,506 contracts · +0.8% |
| Put OI change, 5 sessions | +6,019 contracts · +4.4% |
| Call minus put OI growth, 5 sessions | -3.5 pp |
| Daily call OI change surprise | -0.32σ (252 prior changes) |
| Daily put OI change surprise | -0.01σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.53σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 32 completed Day +10 paths · latest Jul 6, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 32 | -0.3% | -3.0% to +2.8% | 50% | -2.0% to +2.3% | 0.0% |
| Day +2 | 32 | -0.9% | -3.1% to +4.2% | 44% | -2.9% to +3.1% | 0.0% |
| Day +3 | 32 | +0.8% | -3.8% to +5.6% | 53% | -3.4% to +4.1% | 0.0% |
| Day +4 | 32 | +0.3% | -4.8% to +4.8% | 50% | -2.9% to +3.2% | 0.0% |
| Day +5 | 32 | -0.1% | -4.3% to +6.7% | 50% | -3.0% to +5.2% | 0.0% |
| Day +6 | 32 | +0.1% | -3.7% to +8.6% | 50% | -2.2% to +6.0% | 0.0% |
| Day +7 | 32 | +0.5% | -5.6% to +9.9% | 53% | -4.7% to +7.3% | 0.0% |
| Day +8 | 32 | -2.1% | -7.9% to +11.8% | 47% | -6.2% to +8.1% | 0.0% |
| Day +9 | 32 | -2.4% | -8.1% to +17.3% | 47% | -7.4% to +9.4% | 0.0% |
| Day +10 | 32 | -2.5% | -9.4% to +17.3% | 47% | -5.9% to +8.5% | 0.0% |
Crosses above gamma max 32 completed Day +10 paths · latest Jul 1, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 32 | -0.2% | -2.2% to +2.3% | 47% | -1.2% to +2.1% | 0.0% |
| Day +2 | 32 | +0.8% | -2.2% to +7.2% | 56% | -1.3% to +5.4% | 0.0% |
| Day +3 | 32 | +0.7% | -4.4% to +8.8% | 53% | -2.3% to +6.7% | 0.0% |
| Day +4 | 32 | +2.7% | -5.0% to +9.8% | 56% | -4.5% to +6.6% | 0.0% |
| Day +5 | 32 | +4.0% | -4.9% to +10.9% | 59% | -2.3% to +9.1% | 0.0% |
| Day +6 | 32 | +4.8% | -4.2% to +11.8% | 63% | -1.8% to +8.7% | 0.0% |
| Day +7 | 32 | +6.2% | -3.7% to +14.5% | 63% | -0.7% to +12.0% | 0.0% |
| Day +8 | 32 | +7.5% | -4.9% to +15.3% | 53% | -2.4% to +13.9% | 0.0% |
| Day +9 | 32 | +3.1% | -5.2% to +12.9% | 50% | -3.3% to +11.0% | 0.0% |
| Day +10 | 32 | +4.2% | -8.7% to +18.9% | 59% | -5.2% to +12.3% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 6% |
| Gamma max crosses | 14 |
| Delta neutral crosses | 6 |
| Prior-year sessions closer to gamma max | 56.0% of 252 |
| Prior-year sessions closer to delta neutral | 68.3% of 252 |
| Open interest percentile (1y) | 2th |
| Daily open interest change versus prior year | -0.19σ (-6,991 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +2.0% |
| Open interest change, 21 sessions | -10.7% |
| History available | Mar 10, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 31.44 vs 32.99 (-4.9%)
- closed above gamma max at 31.62 vs 30.31 (+4.1%)
- closed below gamma max at 28.31 vs 29.23 (-3.3%)
- closed above gamma max at 28.98 vs 28.57 (+1.4%)
- closed below gamma max at 24.52 vs 25.06 (-2.2%)
- closed above gamma max at 25.30 vs 25.25 (+0.2%)
- closed below gamma max at 23.15 vs 23.73 (-2.5%)
- closed above gamma max at 20.87 vs 20.80 (+0.3%)
- closed below gamma max at 18.44 vs 20.35 (-10.3%)
- closed above gamma max at 18.45 vs 18.40 (+0.2%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/OSCR
Questions people ask about OSCR
Where is OSCR's gamma max today?
As of Oct 2, 2026, the gamma max for OSCR is 35.09, +13.4% from the 30.94 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 OSCR above or below its delta neutral price?
OSCR closed above delta neutral: 30.94 against a delta neutral price of 22.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does OSCR have?
441,898 contracts of open interest across 596 listed contracts on Oct 2, 2026, -1.6% 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.