Data through close

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

As of close · rank #3756 by open interest · snapshot page

PSI's nearest-expiration max pain is 132.00 for 2026-10-16, its GEX flip is 113.88, net GEX is 79,119, its put/call open-interest ratio is 0.45. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
160.94
prev 155.90
Gamma max
149.40
-7.2% from close
Delta neutral
130.98
-18.6% from close
Gamma neutral
113.88
-29.2% from close
Open interest
897
+1.1% vs prev
Contracts listed
102
70 calls · 40 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
132.00
-18.0% from close
2026-10-16
GEX flip
113.88
-29.2% from close
Net GEX
79,119
8,820,441 per 100k OI
Call wall
150.00
-6.8% from close
Put wall
135.00
-16.1% from close
Put/call OI
0.45
277 puts / 620 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
21.5
within trailing 52-week range
Front / back ATM IV
+42.0% / +49.8%
-7.8 pp front premium
Expected move
+8.2%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
-4.0 pp
front-window smile convexity
Volume / open interest
0.16
144 contracts traded
Normalized net delta
0.349
option-holder convention
Modeled dealer delta
-0.349
opposite-side scenario
Vanna / 100k OI
-557
volatility-sensitive delta
Charm / 100k OI
-3,020,401
time-decay-sensitive delta
IV surface range
27.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PSI closed 7.2% above its gamma max of 149.40. It is 18.6% above the delta neutral price of 130.98. Total open interest is 897, +1.1% 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

Questions people ask about PSI

Where is PSI's gamma max today?

As of Oct 2, 2026, the gamma max for PSI is 149.40, -7.2% from the 160.94 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 PSI above or below its delta neutral price?

PSI closed above delta neutral: 160.94 against a delta neutral price of 130.98. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PSI have?

897 contracts of open interest across 102 listed contracts on Oct 2, 2026, +1.1% 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.