Data through close

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

As of close · rank #2538 by open interest · snapshot page

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PHR's nearest-expiration max pain is 7.50 for 2026-10-16, net GEX is 251,209, its put/call open-interest ratio is 0.14. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
10.07
prev 10.36
Gamma max
9.93
-1.4% from close
Delta neutral
6.90
-31.5% from close
Gamma neutral
10.07
0.0% from close
Open interest
5,325
+0.3% vs prev
Contracts listed
51
46 calls · 20 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
7.50
-25.5% from close
2026-10-16
GEX flip
–
Net GEX
251,209
4,717,540 per 100k OI
Call wall
10.00
-0.7% from close
Put wall
10.00
-0.7% from close
Put/call OI
0.14
659 puts / 4,666 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
12.6
within trailing 52-week range
Front / back ATM IV
+36.2% / +49.2%
-13.0 pp front premium
Expected move
+7.1%
14 DTE · one standard deviation
ATM straddle / spot
+5.5%
front-window midpoint premium
25Δ risk reversal
-66.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
11 contracts traded
Normalized net delta
0.286
option-holder convention
Modeled dealer delta
-0.286
opposite-side scenario
Vanna / 100k OI
1,934
volatility-sensitive delta
Charm / 100k OI
-603,737
time-decay-sensitive delta
IV surface range
125.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PHR closed 1.4% above its gamma max of 9.93. It is 31.5% above the delta neutral price of 6.90. Total open interest is 5,325, +0.3% 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

← EFXT (#2537) CHAT (#2539) →

Questions people ask about PHR

Where is PHR's gamma max today?

As of Oct 2, 2026, the gamma max for PHR is 9.93, -1.4% from the 10.07 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 PHR above or below its delta neutral price?

PHR closed above delta neutral: 10.07 against a delta neutral price of 6.90. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PHR have?

5,325 contracts of open interest across 51 listed contracts on Oct 2, 2026, +0.3% 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.