Data through close

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

As of close · rank #2482 by open interest · snapshot page

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OSIS's nearest-expiration max pain is 210.00 for 2026-10-16, net GEX is 706,440, its put/call open-interest ratio is 0.11. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
196.78
prev 196.62
Gamma max
169.65
-13.8% from close
Delta neutral
138.93
-29.4% from close
Gamma neutral
196.78
0.0% from close
Open interest
5,755
+0.2% vs prev
Contracts listed
121
79 calls · 50 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
210.00
+6.7% from close
2026-10-16
GEX flip
–
Net GEX
706,440
12,275,243 per 100k OI
Call wall
190.00
-3.4% from close
Put wall
200.00
+1.6% from close
Put/call OI
0.11
561 puts / 5,194 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
42.3
within trailing 52-week range
Front / back ATM IV
+40.3% / +43.3%
-3.0 pp front premium
Expected move
+7.9%
14 DTE · one standard deviation
ATM straddle / spot
+15.2%
front-window midpoint premium
25Δ risk reversal
-15.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
0.508
option-holder convention
Modeled dealer delta
-0.508
opposite-side scenario
Vanna / 100k OI
-4,396
volatility-sensitive delta
Charm / 100k OI
538,957
time-decay-sensitive delta
IV surface range
62.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OSIS closed 13.8% above its gamma max of 169.65. It is 29.4% above the delta neutral price of 138.93. Total open interest is 5,755, +0.2% 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

← TDG (#2481) CVEO (#2483) →

Questions people ask about OSIS

Where is OSIS's gamma max today?

As of Oct 2, 2026, the gamma max for OSIS is 169.65, -13.8% from the 196.78 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 OSIS above or below its delta neutral price?

OSIS closed above delta neutral: 196.78 against a delta neutral price of 138.93. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OSIS have?

5,755 contracts of open interest across 121 listed contracts on Oct 2, 2026, +0.2% 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.