Data through close

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

As of close · rank #2016 by open interest · snapshot page

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PRCT's nearest-expiration max pain is 20.00 for 2026-10-16, net GEX is 156,712, its put/call open-interest ratio is 0.33. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.16
prev 17.02
Gamma max
22.34
+30.2% from close
Delta neutral
14.94
-12.9% from close
Gamma neutral
17.16
0.0% from close
Open interest
11,026
+0.1% vs prev
Contracts listed
57
40 calls · 23 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
20.00
+16.6% from close
2026-10-16
GEX flip
–
Net GEX
156,712
1,421,293 per 100k OI
Call wall
20.00
+16.6% from close
Put wall
17.50
+2.0% from close
Put/call OI
0.33
2,756 puts / 8,270 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
59.3
within trailing 52-week range
Front / back ATM IV
+76.2% / +76.0%
0.2 pp front premium
Expected move
+14.9%
14 DTE · one standard deviation
ATM straddle / spot
+11.7%
front-window midpoint premium
25Δ risk reversal
-154.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
46 contracts traded
Normalized net delta
0.118
option-holder convention
Modeled dealer delta
-0.118
opposite-side scenario
Vanna / 100k OI
1,660
volatility-sensitive delta
Charm / 100k OI
-862,752
time-decay-sensitive delta
IV surface range
112.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PRCT closed 30.2% below its gamma max of 22.34. It is 12.9% above the delta neutral price of 14.94. Total open interest is 11,026, +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

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Questions people ask about PRCT

Where is PRCT's gamma max today?

As of Oct 2, 2026, the gamma max for PRCT is 22.34, +30.2% from the 17.16 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 PRCT above or below its delta neutral price?

PRCT closed above delta neutral: 17.16 against a delta neutral price of 14.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PRCT have?

11,026 contracts of open interest across 57 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.