Data through close

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

As of close · rank #1891 by open interest · snapshot page

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PESI's nearest-expiration max pain is 15.00 for 2026-10-16, its GEX flip is 9.79, net GEX is 1,061,590, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
15.56
prev 15.41
Gamma max
17.68
+13.6% from close
Delta neutral
13.15
-15.5% from close
Gamma neutral
9.79
-37.1% from close
Open interest
12,846
-0.5% vs prev
Contracts listed
42
30 calls · 17 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
15.00
-3.6% from close
2026-10-16
GEX flip
9.79
-37.1% from close
Net GEX
1,061,590
8,263,974 per 100k OI
Call wall
20.00
+28.5% from close
Put wall
15.00
-3.6% from close
Put/call OI
0.19
2,032 puts / 10,814 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
7.8
within trailing 52-week range
Front / back ATM IV
+95.8% / +84.6%
11.3 pp front premium
Expected move
+18.8%
14 DTE · one standard deviation
ATM straddle / spot
+24.1%
front-window midpoint premium
25Δ risk reversal
9.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.10
1,251 contracts traded
Normalized net delta
0.184
option-holder convention
Modeled dealer delta
-0.184
opposite-side scenario
Vanna / 100k OI
3,223
volatility-sensitive delta
Charm / 100k OI
-730,905
time-decay-sensitive delta
IV surface range
35.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PESI closed 13.6% below its gamma max of 17.68. It is 15.5% above the delta neutral price of 13.15. Total open interest is 12,846, -0.5% 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

← ORIC (#1890) SRRK (#1892) →

Questions people ask about PESI

Where is PESI's gamma max today?

As of Oct 2, 2026, the gamma max for PESI is 17.68, +13.6% from the 15.56 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 PESI above or below its delta neutral price?

PESI closed above delta neutral: 15.56 against a delta neutral price of 13.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PESI have?

12,846 contracts of open interest across 42 listed contracts on Oct 2, 2026, -0.5% 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.