Data through close

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

As of close · rank #987 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

PAGS's nearest-expiration max pain is 9.00 for 2026-10-16, net GEX is 1,063,141, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
9.02
prev 8.87
Gamma max
10.23
+13.4% from close
Delta neutral
9.35
+3.7% from close
Gamma neutral
9.02
0.0% from close
Open interest
50,476
+0.8% vs prev
Contracts listed
63
49 calls · 48 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
9.00
-0.2% from close
2026-10-16
GEX flip
–
Net GEX
1,063,141
2,106,231 per 100k OI
Call wall
10.00
+10.9% from close
Put wall
9.00
-0.2% from close
Put/call OI
0.55
17,981 puts / 32,495 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
100.0
within trailing 52-week range
Front / back ATM IV
+55.3% / +57.8%
-2.5 pp front premium
Expected move
+10.8%
14 DTE · one standard deviation
ATM straddle / spot
+8.3%
front-window midpoint premium
25Δ risk reversal
15.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
1,648 contracts traded
Normalized net delta
0.107
option-holder convention
Modeled dealer delta
-0.106
opposite-side scenario
Vanna / 100k OI
1,052
volatility-sensitive delta
Charm / 100k OI
5,450
time-decay-sensitive delta
IV surface range
27.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PAGS closed 13.4% below its gamma max of 10.23. It is 3.7% below the delta neutral price of 9.35. Total open interest is 50,476, +0.8% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← HROW (#986) MDY (#988) →

Questions people ask about PAGS

Where is PAGS's gamma max today?

As of Oct 2, 2026, the gamma max for PAGS is 10.23, +13.4% from the 9.02 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 PAGS above or below its delta neutral price?

PAGS closed below delta neutral: 9.02 against a delta neutral price of 9.35. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PAGS have?

50,476 contracts of open interest across 63 listed contracts on Oct 2, 2026, +0.8% 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.