Data through close

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

As of close · rank #2574 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

PRE's nearest-expiration max pain is 22.50 for 2026-10-16, net GEX is 339,524, its put/call open-interest ratio is 0.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
20.17
prev 21.95
Gamma max
24.10
+19.5% from close
Delta neutral
7.83
-61.2% from close
Gamma neutral
20.17
0.0% from close
Open interest
5,011
-0.1% vs prev
Contracts listed
34
31 calls · 13 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
22.50
+11.6% from close
2026-10-16
GEX flip
–
Net GEX
339,524
6,775,576 per 100k OI
Call wall
30.00
+48.7% from close
Put wall
20.00
-0.8% from close
Put/call OI
0.02
101 puts / 4,910 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
68.6
within trailing 52-week range
Front / back ATM IV
+166.9% / +100.6%
66.3 pp front premium
Expected move
+32.7%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
11 contracts traded
Normalized net delta
0.288
option-holder convention
Modeled dealer delta
-0.288
opposite-side scenario
Vanna / 100k OI
798
volatility-sensitive delta
Charm / 100k OI
-1,588,146
time-decay-sensitive delta
IV surface range
188.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PRE closed 19.5% below its gamma max of 24.10. It is 61.2% above the delta neutral price of 7.83. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 5,011, -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

Neighbours by open interest

← KYN (#2573) AMBQ (#2575) →

Questions people ask about PRE

Where is PRE's gamma max today?

As of Oct 2, 2026, the gamma max for PRE is 24.10, +19.5% from the 20.17 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 PRE above or below its delta neutral price?

PRE closed above delta neutral: 20.17 against a delta neutral price of 7.83. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PRE have?

5,011 contracts of open interest across 34 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.