Data through close

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

As of close · rank #1756 by open interest · snapshot page

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PS's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 46.33, net GEX is 245,920, its put/call open-interest ratio is 1.60. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
52.76
prev 53.21
Gamma max
57.99
+9.9% from close
Delta neutral
43.60
-17.4% from close
Gamma neutral
46.33
-12.2% from close
Open interest
15,421
+1.9% vs prev
Contracts listed
93
59 calls · 51 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
50.00
-5.2% from close
2026-10-16
GEX flip
46.33
-12.2% from close
Net GEX
245,920
1,594,709 per 100k OI
Call wall
45.00
-14.7% from close
Put wall
40.00
-24.2% from close
Put/call OI
1.60
9,491 puts / 5,930 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
15.0
within trailing 52-week range
Front / back ATM IV
+91.0% / +72.9%
18.2 pp front premium
Expected move
+17.8%
14 DTE · one standard deviation
ATM straddle / spot
+21.6%
front-window midpoint premium
25Δ risk reversal
23.1 pp
put IV minus call IV
IV butterfly
-4.1 pp
front-window smile convexity
Volume / open interest
0.01
163 contracts traded
Normalized net delta
0.189
option-holder convention
Modeled dealer delta
-0.183
opposite-side scenario
Vanna / 100k OI
1,537
volatility-sensitive delta
Charm / 100k OI
-340,827
time-decay-sensitive delta
IV surface range
115.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PS closed 9.9% below its gamma max of 57.99. It is 17.4% above the delta neutral price of 43.60. Total open interest is 15,421, +1.9% 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

← RGR (#1755) TEX (#1757) →

Questions people ask about PS

Where is PS's gamma max today?

As of Oct 2, 2026, the gamma max for PS is 57.99, +9.9% from the 52.76 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 PS above or below its delta neutral price?

PS closed above delta neutral: 52.76 against a delta neutral price of 43.60. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PS have?

15,421 contracts of open interest across 93 listed contracts on Oct 2, 2026, +1.9% 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.