Data through close

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

As of close · rank #2067 by open interest · snapshot page

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PII's nearest-expiration max pain is 55.00 for 2026-10-16, its GEX flip is 51.85, net GEX is 57,989, its put/call open-interest ratio is 0.84. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
53.71
prev 52.37
Gamma max
64.86
+20.8% from close
Delta neutral
55.51
+3.3% from close
Gamma neutral
51.85
-3.5% from close
Open interest
10,169
+2.0% vs prev
Contracts listed
136
81 calls · 63 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
55.00
+2.4% from close
2026-10-16
GEX flip
51.85
-3.5% from close
Net GEX
57,989
570,251 per 100k OI
Call wall
65.00
+21.0% from close
Put wall
60.00
+11.7% from close
Put/call OI
0.84
4,643 puts / 5,526 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
13.0
within trailing 52-week range
Front / back ATM IV
+46.2% / +53.2%
-7.0 pp front premium
Expected move
+9.1%
14 DTE · one standard deviation
ATM straddle / spot
+7.3%
front-window midpoint premium
25Δ risk reversal
7.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
32 contracts traded
Normalized net delta
0.035
option-holder convention
Modeled dealer delta
-0.035
opposite-side scenario
Vanna / 100k OI
2,744
volatility-sensitive delta
Charm / 100k OI
-155,394
time-decay-sensitive delta
IV surface range
71.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PII closed 20.8% below its gamma max of 64.86. It is 3.3% below the delta neutral price of 55.51. Total open interest is 10,169, +2.0% 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

← PHG (#2066) MGK (#2068) →

Questions people ask about PII

Where is PII's gamma max today?

As of Oct 2, 2026, the gamma max for PII is 64.86, +20.8% from the 53.71 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 PII above or below its delta neutral price?

PII closed below delta neutral: 53.71 against a delta neutral price of 55.51. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PII have?

10,169 contracts of open interest across 136 listed contracts on Oct 2, 2026, +2.0% 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.