Data through close

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

As of close · rank #4578 by open interest · snapshot page

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PRN's nearest-expiration max pain is 215.00 for 2026-10-16, its GEX flip is 293.87, net GEX is -7,223, its put/call open-interest ratio is 1.38. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
202.06
prev 200.74
Gamma max
343.57
+70.0% from close
Delta neutral
230.62
+14.1% from close
Gamma neutral
293.87
+45.4% from close
Open interest
162
0.0% vs prev
Contracts listed
39
23 calls · 19 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
215.00
+6.4% from close
2026-10-16
GEX flip
293.87
+45.4% from close
Net GEX
-7,223
-4,458,470 per 100k OI
Call wall
240.00
+18.8% from close
Put wall
215.00
+6.4% from close
Put/call OI
1.38
94 puts / 68 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
3.2
within trailing 52-week range
Front / back ATM IV
+36.2% / +33.1%
3.0 pp front premium
Expected move
+7.1%
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
0 contracts traded
Normalized net delta
-0.236
option-holder convention
Modeled dealer delta
0.236
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
1.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PRN closed 70.0% below its gamma max of 343.57. It is 14.1% below the delta neutral price of 230.62. Total open interest is 162, 0.0% 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

← NNI (#4577) MNDO (#4579) →

Questions people ask about PRN

Where is PRN's gamma max today?

As of Oct 2, 2026, the gamma max for PRN is 343.57, +70.0% from the 202.06 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 PRN above or below its delta neutral price?

PRN closed below delta neutral: 202.06 against a delta neutral price of 230.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PRN have?

162 contracts of open interest across 39 listed contracts on Oct 2, 2026, 0.0% 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.