Data through close

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

As of close · rank #1431 by open interest · snapshot page

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PFSI's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 83.08, net GEX is -253,797, its put/call open-interest ratio is 0.71. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
62.00
prev 61.95
Gamma max
106.88
+72.4% from close
Delta neutral
71.66
+15.6% from close
Gamma neutral
83.08
+34.0% from close
Open interest
24,391
+4.2% vs prev
Contracts listed
125
77 calls · 50 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
70.00
+12.9% from close
2026-10-16
GEX flip
83.08
+34.0% from close
Net GEX
-253,797
-1,040,536 per 100k OI
Call wall
65.00
+4.8% from close
Put wall
65.00
+4.8% from close
Put/call OI
0.71
10,108 puts / 14,283 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
29.2
within trailing 52-week range
Front / back ATM IV
+40.1% / +44.3%
-4.1 pp front premium
Expected move
+7.9%
14 DTE · one standard deviation
ATM straddle / spot
+13.3%
front-window midpoint premium
25Δ risk reversal
-46.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
528 contracts traded
Normalized net delta
-0.179
option-holder convention
Modeled dealer delta
0.179
opposite-side scenario
Vanna / 100k OI
2,288
volatility-sensitive delta
Charm / 100k OI
79,513
time-decay-sensitive delta
IV surface range
41.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PFSI closed 72.4% below its gamma max of 106.88. It is 15.6% below the delta neutral price of 71.66. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 24,391, +4.2% 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

Neighbours by open interest

← JNUG (#1430) ASM (#1432) →

Questions people ask about PFSI

Where is PFSI's gamma max today?

As of Oct 2, 2026, the gamma max for PFSI is 106.88, +72.4% from the 62.00 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 PFSI above or below its delta neutral price?

PFSI closed below delta neutral: 62.00 against a delta neutral price of 71.66. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PFSI have?

24,391 contracts of open interest across 125 listed contracts on Oct 2, 2026, +4.2% 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.