Data through close

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

As of close · rank #4374 by open interest · snapshot page

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PRI's nearest-expiration max pain is 290.00 for 2026-10-16, its GEX flip is 250.74, net GEX is 24,663, its put/call open-interest ratio is 0.60. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
275.42
prev 274.72
Gamma max
299.70
+8.8% from close
Delta neutral
265.21
-3.7% from close
Gamma neutral
250.74
-9.0% from close
Open interest
264
+0.8% vs prev
Contracts listed
52
26 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
290.00
+5.3% from close
2026-10-16
GEX flip
250.74
-9.0% from close
Net GEX
24,663
9,342,046 per 100k OI
Call wall
290.00
+5.3% from close
Put wall
270.00
-2.0% from close
Put/call OI
0.60
99 puts / 165 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
1.5
within trailing 52-week range
Front / back ATM IV
+25.7% / +21.6%
4.1 pp front premium
Expected move
+5.0%
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
1 contracts traded
Normalized net delta
0.086
option-holder convention
Modeled dealer delta
-0.086
opposite-side scenario
Vanna / 100k OI
1,136
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
25.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PRI closed 8.8% below its gamma max of 299.70. It is 3.7% above the delta neutral price of 265.21. Total open interest is 264, +0.8% 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

← PLUS (#4373) WAFD (#4375) →

Questions people ask about PRI

Where is PRI's gamma max today?

As of Oct 2, 2026, the gamma max for PRI is 299.70, +8.8% from the 275.42 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 PRI above or below its delta neutral price?

PRI closed above delta neutral: 275.42 against a delta neutral price of 265.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PRI have?

264 contracts of open interest across 52 listed contracts on Oct 2, 2026, +0.8% 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.