Data through close

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

As of close · rank #2224 by open interest · snapshot page

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PSN's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 59.28, net GEX is -328,715, its put/call open-interest ratio is 1.91. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.79
prev 41.01
Gamma max
69.78
+71.1% from close
Delta neutral
48.52
+19.0% from close
Gamma neutral
59.28
+45.3% from close
Open interest
8,289
+0.2% vs prev
Contracts listed
72
48 calls · 29 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
+10.3% from close
2026-10-16
GEX flip
59.28
+45.3% from close
Net GEX
-328,715
-3,965,675 per 100k OI
Call wall
45.00
+10.3% from close
Put wall
35.00
-14.2% from close
Put/call OI
1.91
5,437 puts / 2,852 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
25.6
within trailing 52-week range
Front / back ATM IV
+37.4% / +59.3%
-21.9 pp front premium
Expected move
+7.3%
14 DTE · one standard deviation
ATM straddle / spot
+5.8%
front-window midpoint premium
25Δ risk reversal
-1.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
112 contracts traded
Normalized net delta
-0.234
option-holder convention
Modeled dealer delta
0.234
opposite-side scenario
Vanna / 100k OI
2,377
volatility-sensitive delta
Charm / 100k OI
96,345
time-decay-sensitive delta
IV surface range
40.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PSN closed 71.1% below its gamma max of 69.78. It is 19.0% below the delta neutral price of 48.52. Total open interest is 8,289, +0.2% 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

← HIMZ (#2223) ES (#2225) →

Questions people ask about PSN

Where is PSN's gamma max today?

As of Oct 2, 2026, the gamma max for PSN is 69.78, +71.1% from the 40.79 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 PSN above or below its delta neutral price?

PSN closed below delta neutral: 40.79 against a delta neutral price of 48.52. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PSN have?

8,289 contracts of open interest across 72 listed contracts on Oct 2, 2026, +0.2% 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.