Data through close

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

As of close · rank #2693 by open interest · snapshot page

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PRM's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 27.92, net GEX is -11,887, its put/call open-interest ratio is 0.77. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
27.45
prev 27.20
Gamma max
39.97
+45.6% from close
Delta neutral
27.67
+0.8% from close
Gamma neutral
27.92
+1.7% from close
Open interest
4,154
+1.8% vs prev
Contracts listed
63
39 calls · 32 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
25.00
-8.9% from close
2026-10-16
GEX flip
27.92
+1.7% from close
Net GEX
-11,887
-286,148 per 100k OI
Call wall
30.00
+9.3% from close
Put wall
25.00
-8.9% from close
Put/call OI
0.77
1,803 puts / 2,351 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
33.6
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
28.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
228 contracts traded
Normalized net delta
-0.007
option-holder convention
Modeled dealer delta
0.007
opposite-side scenario
Vanna / 100k OI
3,033
volatility-sensitive delta
Charm / 100k OI
-2,569,571
time-decay-sensitive delta
IV surface range
172.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PRM closed 45.6% below its gamma max of 39.97. It is 0.8% below the delta neutral price of 27.67. Total open interest is 4,154, +1.8% 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

← WTS (#2692) TXO (#2694) →

Questions people ask about PRM

Where is PRM's gamma max today?

As of Oct 2, 2026, the gamma max for PRM is 39.97, +45.6% from the 27.45 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 PRM above or below its delta neutral price?

PRM closed below delta neutral: 27.45 against a delta neutral price of 27.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PRM have?

4,154 contracts of open interest across 63 listed contracts on Oct 2, 2026, +1.8% 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.