Data through close

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

As of close · rank #2106 by open interest · snapshot page

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PRGS's nearest-expiration max pain is 37.50 for 2026-10-16, its GEX flip is 17.14, net GEX is 531,957, its put/call open-interest ratio is 0.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
36.90
prev 36.58
Gamma max
41.96
+13.7% from close
Delta neutral
31.44
-14.8% from close
Gamma neutral
17.14
-53.6% from close
Open interest
9,628
-2.3% vs prev
Contracts listed
143
94 calls · 64 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
37.50
+1.6% from close
2026-10-16
GEX flip
17.14
-53.6% from close
Net GEX
531,957
5,525,102 per 100k OI
Call wall
40.00
+8.4% from close
Put wall
35.00
-5.1% from close
Put/call OI
0.26
2,005 puts / 7,623 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
1.0
within trailing 52-week range
Front / back ATM IV
+47.2% / +48.9%
-1.7 pp front premium
Expected move
+9.2%
14 DTE · one standard deviation
ATM straddle / spot
+7.3%
front-window midpoint premium
25Δ risk reversal
0.6 pp
put IV minus call IV
IV butterfly
-0.6 pp
front-window smile convexity
Volume / open interest
0.03
335 contracts traded
Normalized net delta
0.163
option-holder convention
Modeled dealer delta
-0.163
opposite-side scenario
Vanna / 100k OI
3,334
volatility-sensitive delta
Charm / 100k OI
-207,032
time-decay-sensitive delta
IV surface range
119.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PRGS closed 13.7% below its gamma max of 41.96. It is 14.8% above the delta neutral price of 31.44. Total open interest is 9,628, -2.3% 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

← NFG (#2105) EVRG (#2107) →

Questions people ask about PRGS

Where is PRGS's gamma max today?

As of Oct 2, 2026, the gamma max for PRGS is 41.96, +13.7% from the 36.90 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 PRGS above or below its delta neutral price?

PRGS closed above delta neutral: 36.90 against a delta neutral price of 31.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PRGS have?

9,628 contracts of open interest across 143 listed contracts on Oct 2, 2026, -2.3% 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.