Data through close

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

As of close · rank #3028 by open interest · snapshot page

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PNFP's nearest-expiration max pain is 95.00 for 2026-10-16, its GEX flip is 81.92, net GEX is 449,029, its put/call open-interest ratio is 0.29. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
96.09
prev 94.63
Gamma max
99.29
+3.3% from close
Delta neutral
90.02
-6.3% from close
Gamma neutral
81.92
-14.7% from close
Open interest
2,585
+1.5% vs prev
Contracts listed
59
37 calls · 26 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
95.00
-1.1% from close
2026-10-16
GEX flip
81.92
-14.7% from close
Net GEX
449,029
17,370,564 per 100k OI
Call wall
100.00
+4.1% from close
Put wall
95.00
-1.1% from close
Put/call OI
0.29
586 puts / 1,999 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
7.8
within trailing 52-week range
Front / back ATM IV
+30.0% / +28.8%
1.3 pp front premium
Expected move
+5.9%
14 DTE · one standard deviation
ATM straddle / spot
+4.7%
front-window midpoint premium
25Δ risk reversal
-5.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.06
154 contracts traded
Normalized net delta
0.173
option-holder convention
Modeled dealer delta
-0.173
opposite-side scenario
Vanna / 100k OI
3,443
volatility-sensitive delta
Charm / 100k OI
-2,030,368
time-decay-sensitive delta
IV surface range
94.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PNFP closed 3.3% below its gamma max of 99.29. It is 6.3% above the delta neutral price of 90.02. Total open interest is 2,585, +1.5% 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

← LADR (#3027) AAOG (#3029) →

Questions people ask about PNFP

Where is PNFP's gamma max today?

As of Oct 2, 2026, the gamma max for PNFP is 99.29, +3.3% from the 96.09 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 PNFP above or below its delta neutral price?

PNFP closed above delta neutral: 96.09 against a delta neutral price of 90.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PNFP have?

2,585 contracts of open interest across 59 listed contracts on Oct 2, 2026, +1.5% 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.