Data through close

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

As of close · rank #3556 by open interest · snapshot page

OZEM's nearest-expiration max pain is 33.00 for 2026-10-16, net GEX is -56,440, its put/call open-interest ratio is 13.62. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
29.94
prev 30.13
Gamma max
42.00
+40.3% from close
Delta neutral
42.25
+41.1% from close
Gamma neutral
29.94
0.0% from close
Open interest
1,228
0.0% vs prev
Contracts listed
25
15 calls · 11 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
33.00
+10.2% from close
2026-10-16
GEX flip
–
Net GEX
-56,440
-4,596,082 per 100k OI
Call wall
32.00
+6.9% from close
Put wall
24.00
-19.9% from close
Put/call OI
13.62
1,144 puts / 84 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
31.7
within trailing 52-week range
Front / back ATM IV
+31.4% / +31.4%
0.0 pp front premium
Expected move
+14.4%
77 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
0.00
0 contracts traded
Normalized net delta
-0.179
option-holder convention
Modeled dealer delta
0.177
opposite-side scenario
Vanna / 100k OI
6,840
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
275.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

OZEM closed 40.3% below its gamma max of 42.00. It is 41.1% below the delta neutral price of 42.25. Total open interest is 1,228, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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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

Questions people ask about OZEM

Where is OZEM's gamma max today?

As of Oct 2, 2026, the gamma max for OZEM is 42.00, +40.3% from the 29.94 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 OZEM above or below its delta neutral price?

OZEM closed below delta neutral: 29.94 against a delta neutral price of 42.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does OZEM have?

1,228 contracts of open interest across 25 listed contracts on Oct 2, 2026, 0.0% 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.