Data through close

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

As of close · rank #2654 by open interest · snapshot page

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PI's nearest-expiration max pain is 155.00 for 2026-10-16, its GEX flip is 165.99, net GEX is 301,727, its put/call open-interest ratio is 0.73. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
189.61
prev 183.87
Gamma max
197.46
+4.1% from close
Delta neutral
168.86
-10.9% from close
Gamma neutral
165.99
-12.5% from close
Open interest
4,419
+2.3% vs prev
Contracts listed
195
131 calls · 121 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
155.00
-18.3% from close
2026-10-16
GEX flip
165.99
-12.5% from close
Net GEX
301,727
6,827,958 per 100k OI
Call wall
200.00
+5.5% from close
Put wall
155.00
-18.3% from close
Put/call OI
0.73
1,865 puts / 2,554 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
79.5
within trailing 52-week range
Front / back ATM IV
+55.6% / +75.8%
-20.3 pp front premium
Expected move
+10.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
30.2 pp
put IV minus call IV
IV butterfly
-3.1 pp
front-window smile convexity
Volume / open interest
0.04
184 contracts traded
Normalized net delta
0.253
option-holder convention
Modeled dealer delta
-0.252
opposite-side scenario
Vanna / 100k OI
634
volatility-sensitive delta
Charm / 100k OI
-5,150,396
time-decay-sensitive delta
IV surface range
80.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PI closed 4.1% below its gamma max of 197.46. It is 10.9% above the delta neutral price of 168.86. Total open interest is 4,419, +2.3% 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

← HACK (#2653) AIR (#2655) →

Questions people ask about PI

Where is PI's gamma max today?

As of Oct 2, 2026, the gamma max for PI is 197.46, +4.1% from the 189.61 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 PI above or below its delta neutral price?

PI closed above delta neutral: 189.61 against a delta neutral price of 168.86. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PI have?

4,419 contracts of open interest across 195 listed contracts on Oct 2, 2026, +2.3% 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.