Data through close

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

As of close · rank #1845 by open interest · snapshot page

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PRMB's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 10.87, net GEX is 521,993, its put/call open-interest ratio is 0.47. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.51
prev 19.05
Gamma max
19.86
+1.8% from close
Delta neutral
18.94
-2.9% from close
Gamma neutral
10.87
-44.3% from close
Open interest
13,598
+0.2% vs prev
Contracts listed
135
86 calls · 66 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
+2.5% from close
2026-10-16
GEX flip
10.87
-44.3% from close
Net GEX
521,993
3,838,750 per 100k OI
Call wall
20.00
+2.5% from close
Put wall
20.00
+2.5% from close
Put/call OI
0.47
4,353 puts / 9,245 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
22.8
within trailing 52-week range
Front / back ATM IV
+38.6% / +50.2%
-11.6 pp front premium
Expected move
+7.5%
14 DTE · one standard deviation
ATM straddle / spot
+6.0%
front-window midpoint premium
25Δ risk reversal
-44.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
39 contracts traded
Normalized net delta
0.102
option-holder convention
Modeled dealer delta
-0.102
opposite-side scenario
Vanna / 100k OI
4,626
volatility-sensitive delta
Charm / 100k OI
-307,979
time-decay-sensitive delta
IV surface range
134.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PRMB closed 1.8% below its gamma max of 19.86. It is 2.9% above the delta neutral price of 18.94. Total open interest is 13,598, +0.2% 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

← ERY (#1844) WGO (#1846) →

Questions people ask about PRMB

Where is PRMB's gamma max today?

As of Oct 2, 2026, the gamma max for PRMB is 19.86, +1.8% from the 19.51 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 PRMB above or below its delta neutral price?

PRMB closed above delta neutral: 19.51 against a delta neutral price of 18.94. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PRMB have?

13,598 contracts of open interest across 135 listed contracts on Oct 2, 2026, +0.2% 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.