Data through close

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

As of close · rank #2579 by open interest · snapshot page

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PSA's nearest-expiration max pain is 300.00 for 2026-10-16, its GEX flip is 293.35, net GEX is -409,838, its put/call open-interest ratio is 1.63. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
283.81
prev 284.00
Gamma max
311.43
+9.7% from close
Delta neutral
297.05
+4.7% from close
Gamma neutral
293.35
+3.4% from close
Open interest
4,981
+0.9% vs prev
Contracts listed
119
66 calls · 55 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
300.00
+5.7% from close
2026-10-16
GEX flip
293.35
+3.4% from close
Net GEX
-409,838
-8,228,034 per 100k OI
Call wall
300.00
+5.7% from close
Put wall
270.00
-4.9% from close
Put/call OI
1.63
3,088 puts / 1,893 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
7.1
within trailing 52-week range
Front / back ATM IV
+24.6% / +25.0%
-0.5 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
+3.8%
front-window midpoint premium
25Δ risk reversal
5.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
84 contracts traded
Normalized net delta
-0.125
option-holder convention
Modeled dealer delta
0.125
opposite-side scenario
Vanna / 100k OI
3,835
volatility-sensitive delta
Charm / 100k OI
1,342,963
time-decay-sensitive delta
IV surface range
37.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PSA closed 9.7% below its gamma max of 311.43. It is 4.7% below the delta neutral price of 297.05. Total open interest is 4,981, +0.9% 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

← AVGG (#2578) STXS (#2580) →

Questions people ask about PSA

Where is PSA's gamma max today?

As of Oct 2, 2026, the gamma max for PSA is 311.43, +9.7% from the 283.81 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 PSA above or below its delta neutral price?

PSA closed below delta neutral: 283.81 against a delta neutral price of 297.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PSA have?

4,981 contracts of open interest across 119 listed contracts on Oct 2, 2026, +0.9% 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.