Data through close

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

As of close · rank #3699 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

PSIL's nearest-expiration max pain is 19.00 for 2026-10-16, net GEX is 213,286, its put/call open-interest ratio is 0.04. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
21.85
prev 22.01
Gamma max
21.87
+0.1% from close
Delta neutral
16.57
-24.2% from close
Gamma neutral
21.85
0.0% from close
Open interest
984
+0.1% vs prev
Contracts listed
30
27 calls · 6 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
19.00
-13.0% from close
2026-10-16
GEX flip
–
Net GEX
213,286
21,675,430 per 100k OI
Call wall
22.00
+0.7% from close
Put wall
20.00
-8.5% from close
Put/call OI
0.04
40 puts / 944 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
38.6
within trailing 52-week range
Front / back ATM IV
+37.5% / +33.5%
4.0 pp front premium
Expected move
+7.3%
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
0.04
42 contracts traded
Normalized net delta
0.365
option-holder convention
Modeled dealer delta
-0.365
opposite-side scenario
Vanna / 100k OI
3,760
volatility-sensitive delta
Charm / 100k OI
-1,342,378
time-decay-sensitive delta
IV surface range
42.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PSIL closed 0.1% below its gamma max of 21.87. It is 24.2% above the delta neutral price of 16.57. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 984, +0.1% 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

Neighbours by open interest

← AMX (#3698) BTCL (#3700) →

Questions people ask about PSIL

Where is PSIL's gamma max today?

As of Oct 2, 2026, the gamma max for PSIL is 21.87, +0.1% from the 21.85 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 PSIL above or below its delta neutral price?

PSIL closed above delta neutral: 21.85 against a delta neutral price of 16.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PSIL have?

984 contracts of open interest across 30 listed contracts on Oct 2, 2026, +0.1% 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.