Data through close

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

As of close · rank #1656 by open interest · snapshot page

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PFF's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 30.85, net GEX is -6,407,045, its put/call open-interest ratio is 1.98. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
29.56
prev 29.46
Gamma max
31.91
+7.9% from close
Delta neutral
30.11
+1.8% from close
Gamma neutral
30.85
+4.4% from close
Open interest
17,834
-2.8% vs prev
Contracts listed
63
22 calls · 42 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
30.00
+1.5% from close
2026-10-16
GEX flip
30.85
+4.4% from close
Net GEX
-6,407,045
-35,926,011 per 100k OI
Call wall
30.00
+1.5% from close
Put wall
29.00
-1.9% from close
Put/call OI
1.98
11,840 puts / 5,994 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
23.1
within trailing 52-week range
Front / back ATM IV
+23.4% / +9.2%
14.2 pp front premium
Expected move
+4.6%
14 DTE · one standard deviation
ATM straddle / spot
+2.9%
front-window midpoint premium
25Δ risk reversal
17.9 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
98 contracts traded
Normalized net delta
-0.118
option-holder convention
Modeled dealer delta
0.118
opposite-side scenario
Vanna / 100k OI
2,658
volatility-sensitive delta
Charm / 100k OI
-529,674
time-decay-sensitive delta
IV surface range
170.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PFF closed 7.9% below its gamma max of 31.91. It is 1.8% below the delta neutral price of 30.11. Total open interest is 17,834, -2.8% 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

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In today's screens

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Neighbours by open interest

← LOGI (#1655) SQM (#1657) →

Questions people ask about PFF

Where is PFF's gamma max today?

As of Oct 2, 2026, the gamma max for PFF is 31.91, +7.9% from the 29.56 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 PFF above or below its delta neutral price?

PFF closed below delta neutral: 29.56 against a delta neutral price of 30.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PFF have?

17,834 contracts of open interest across 63 listed contracts on Oct 2, 2026, -2.8% 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.