Data through close

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

As of close · rank #3552 by open interest · snapshot page

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PLMR's nearest-expiration max pain is 125.00 for 2026-10-16, its GEX flip is 93.86, net GEX is 87,057, its put/call open-interest ratio is 0.34. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
126.49
prev 125.93
Gamma max
143.82
+13.7% from close
Delta neutral
126.27
-0.2% from close
Gamma neutral
93.86
-25.8% from close
Open interest
1,231
+0.1% vs prev
Contracts listed
100
67 calls · 51 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
125.00
-1.2% from close
2026-10-16
GEX flip
93.86
-25.8% from close
Net GEX
87,057
7,072,047 per 100k OI
Call wall
155.00
+22.5% from close
Put wall
125.00
-1.2% from close
Put/call OI
0.34
315 puts / 916 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
11.5
within trailing 52-week range
Front / back ATM IV
+38.6% / +42.1%
-3.5 pp front premium
Expected move
+7.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
11.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
3 contracts traded
Normalized net delta
0.021
option-holder convention
Modeled dealer delta
-0.021
opposite-side scenario
Vanna / 100k OI
1,543
volatility-sensitive delta
Charm / 100k OI
-590,252
time-decay-sensitive delta
IV surface range
47.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PLMR closed 13.7% below its gamma max of 143.82. It is 0.2% above the delta neutral price of 126.27. Total open interest is 1,231, +0.1% 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

← EMLC (#3551) AAMI (#3553) →

Questions people ask about PLMR

Where is PLMR's gamma max today?

As of Oct 2, 2026, the gamma max for PLMR is 143.82, +13.7% from the 126.49 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 PLMR above or below its delta neutral price?

PLMR closed above delta neutral: 126.49 against a delta neutral price of 126.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PLMR have?

1,231 contracts of open interest across 100 listed contracts on Oct 2, 2026, +0.1% 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.