Data through close

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

As of close · rank #1770 by open interest · snapshot page

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PSIX's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 23.47, net GEX is 691,507, its put/call open-interest ratio is 0.40. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
44.85
prev 45.40
Gamma max
50.52
+12.6% from close
Delta neutral
41.63
-7.2% from close
Gamma neutral
23.47
-47.7% from close
Open interest
15,186
+0.3% vs prev
Contracts listed
74
50 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
45.00
+0.3% from close
2026-10-16
GEX flip
23.47
-47.7% from close
Net GEX
691,507
4,553,583 per 100k OI
Call wall
50.00
+11.5% from close
Put wall
45.00
+0.3% from close
Put/call OI
0.40
4,339 puts / 10,847 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
32.3
within trailing 52-week range
Front / back ATM IV
+80.7% / +84.0%
-3.4 pp front premium
Expected move
+15.8%
14 DTE · one standard deviation
ATM straddle / spot
+12.2%
front-window midpoint premium
25Δ risk reversal
10.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.59
8,910 contracts traded
Normalized net delta
0.186
option-holder convention
Modeled dealer delta
-0.186
opposite-side scenario
Vanna / 100k OI
731
volatility-sensitive delta
Charm / 100k OI
28,092
time-decay-sensitive delta
IV surface range
27.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PSIX closed 12.6% below its gamma max of 50.52. It is 7.2% above the delta neutral price of 41.63. Total open interest is 15,186, +0.3% 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

← SVRA (#1769) BKV (#1771) →

Questions people ask about PSIX

Where is PSIX's gamma max today?

As of Oct 2, 2026, the gamma max for PSIX is 50.52, +12.6% from the 44.85 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 PSIX above or below its delta neutral price?

PSIX closed above delta neutral: 44.85 against a delta neutral price of 41.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PSIX have?

15,186 contracts of open interest across 74 listed contracts on Oct 2, 2026, +0.3% 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.