Data through close

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

As of close · rank #3357 by open interest · snapshot page

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PANG's nearest-expiration max pain is 34.00 for 2026-10-16, its GEX flip is 41.73, net GEX is -10,657, its put/call open-interest ratio is 1.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
39.64
prev 38.40
Gamma max
48.06
+21.3% from close
Delta neutral
36.57
-7.7% from close
Gamma neutral
41.73
+5.3% from close
Open interest
1,653
+1.5% vs prev
Contracts listed
105
80 calls · 64 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
34.00
-14.2% from close
2026-10-16
GEX flip
41.73
+5.3% from close
Net GEX
-10,657
-644,682 per 100k OI
Call wall
40.00
+0.9% from close
Put wall
28.00
-29.4% from close
Put/call OI
1.20
901 puts / 752 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
0.0
within trailing 52-week range
Front / back ATM IV
+94.0% / +106.7%
-12.7 pp front premium
Expected move
+18.4%
14 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
0.04
67 contracts traded
Normalized net delta
0.219
option-holder convention
Modeled dealer delta
-0.197
opposite-side scenario
Vanna / 100k OI
-121
volatility-sensitive delta
Charm / 100k OI
58,016
time-decay-sensitive delta
IV surface range
42.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PANG closed 21.3% below its gamma max of 48.06. It is 7.7% above the delta neutral price of 36.57. Total open interest is 1,653, +1.5% 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

← BOXX (#3356) IGLD (#3358) →

Questions people ask about PANG

Where is PANG's gamma max today?

As of Oct 2, 2026, the gamma max for PANG is 48.06, +21.3% from the 39.64 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 PANG above or below its delta neutral price?

PANG closed above delta neutral: 39.64 against a delta neutral price of 36.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PANG have?

1,653 contracts of open interest across 105 listed contracts on Oct 2, 2026, +1.5% 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.