Data through close

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

As of close · rank #3326 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

PFG's nearest-expiration max pain is 105.00 for 2026-10-16, its GEX flip is 77.64, net GEX is 239,296, its put/call open-interest ratio is 0.31. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
111.96
prev 112.24
Gamma max
118.80
+6.1% from close
Delta neutral
99.15
-11.4% from close
Gamma neutral
77.64
-30.7% from close
Open interest
1,729
+0.4% vs prev
Contracts listed
79
41 calls · 40 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
105.00
-6.2% from close
2026-10-16
GEX flip
77.64
-30.7% from close
Net GEX
239,296
13,840,126 per 100k OI
Call wall
120.00
+7.2% from close
Put wall
110.00
-1.8% from close
Put/call OI
0.31
407 puts / 1,322 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
33.4
within trailing 52-week range
Front / back ATM IV
+32.2% / +29.4%
2.8 pp front premium
Expected move
+6.3%
14 DTE · one standard deviation
ATM straddle / spot
+5.2%
front-window midpoint premium
25Δ risk reversal
-6.1 pp
put IV minus call IV
IV butterfly
0.5 pp
front-window smile convexity
Volume / open interest
0.00
8 contracts traded
Normalized net delta
0.268
option-holder convention
Modeled dealer delta
-0.267
opposite-side scenario
Vanna / 100k OI
405
volatility-sensitive delta
Charm / 100k OI
-1,616,021
time-decay-sensitive delta
IV surface range
75.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PFG closed 6.1% below its gamma max of 118.80. It is 11.4% above the delta neutral price of 99.15. Total open interest is 1,729, +0.4% 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

← CARG (#3325) CFR (#3327) →

Questions people ask about PFG

Where is PFG's gamma max today?

As of Oct 2, 2026, the gamma max for PFG is 118.80, +6.1% from the 111.96 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 PFG above or below its delta neutral price?

PFG closed above delta neutral: 111.96 against a delta neutral price of 99.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PFG have?

1,729 contracts of open interest across 79 listed contracts on Oct 2, 2026, +0.4% 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.