Data through close

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

As of close · rank #1106 by open interest · snapshot page

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PNC's nearest-expiration max pain is 225.00 for 2026-10-09, its GEX flip is 230.95, net GEX is -1,087,889, its put/call open-interest ratio is 1.00. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
221.03
prev 220.75
Gamma max
265.12
+19.9% from close
Delta neutral
228.67
+3.5% from close
Gamma neutral
230.95
+4.5% from close
Open interest
40,759
-2.0% vs prev
Contracts listed
518
268 calls · 297 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
225.00
+1.8% from close
2026-10-09
GEX flip
230.95
+4.5% from close
Net GEX
-1,087,889
-2,669,077 per 100k OI
Call wall
240.00
+8.6% from close
Put wall
220.00
-0.5% from close
Put/call OI
1.00
20,420 puts / 20,339 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
100.0
within trailing 52-week range
Front / back ATM IV
+28.7% / +26.6%
2.0 pp front premium
Expected move
+4.0%
7 DTE · one standard deviation
ATM straddle / spot
+2.9%
front-window midpoint premium
25Δ risk reversal
6.6 pp
put IV minus call IV
IV butterfly
-4.2 pp
front-window smile convexity
Volume / open interest
0.02
932 contracts traded
Normalized net delta
-0.052
option-holder convention
Modeled dealer delta
0.049
opposite-side scenario
Vanna / 100k OI
2,989
volatility-sensitive delta
Charm / 100k OI
1,573,365
time-decay-sensitive delta
IV surface range
92.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PNC closed 19.9% below its gamma max of 265.12. It is 3.5% below the delta neutral price of 228.67. Total open interest is 40,759, -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

← BKSY (#1105) JBL (#1107) →

Questions people ask about PNC

Where is PNC's gamma max today?

As of Oct 2, 2026, the gamma max for PNC is 265.12, +19.9% from the 221.03 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 PNC above or below its delta neutral price?

PNC closed below delta neutral: 221.03 against a delta neutral price of 228.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PNC have?

40,759 contracts of open interest across 518 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.