Data through close

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

As of close · rank #969 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

PONY's nearest-expiration max pain is 7.00 for 2026-10-09, net GEX is 817,262, its put/call open-interest ratio is 0.23. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
6.07
prev 6.24
Gamma max
7.55
+24.4% from close
Delta neutral
5.58
-8.0% from close
Gamma neutral
6.07
0.0% from close
Open interest
52,727
-10.1% vs prev
Contracts listed
169
111 calls · 82 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
7.00
+15.3% from close
2026-10-09
GEX flip
–
Net GEX
817,262
1,549,988 per 100k OI
Call wall
10.00
+64.7% from close
Put wall
7.50
+23.6% from close
Put/call OI
0.23
10,033 puts / 42,694 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
46.3
within trailing 52-week range
Front / back ATM IV
+62.5% / +62.9%
-0.4 pp front premium
Expected move
+8.7%
7 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-153.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
2,654 contracts traded
Normalized net delta
0.072
option-holder convention
Modeled dealer delta
-0.072
opposite-side scenario
Vanna / 100k OI
3,752
volatility-sensitive delta
Charm / 100k OI
-62,690
time-decay-sensitive delta
IV surface range
91.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PONY closed 24.4% below its gamma max of 7.55. It is 8.0% above the delta neutral price of 5.58. Total open interest is 52,727, -10.1% 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

← NWL (#968) BCRX (#970) →

Questions people ask about PONY

Where is PONY's gamma max today?

As of Oct 2, 2026, the gamma max for PONY is 7.55, +24.4% from the 6.07 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 PONY above or below its delta neutral price?

PONY closed above delta neutral: 6.07 against a delta neutral price of 5.58. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PONY have?

52,727 contracts of open interest across 169 listed contracts on Oct 2, 2026, -10.1% 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.