Data through close

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

As of close · rank #3544 by open interest · snapshot page

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PTF's nearest-expiration max pain is 100.00 for 2026-10-16, its GEX flip is 78.21, net GEX is 95,121, its put/call open-interest ratio is 0.60. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
112.26
prev 111.45
Gamma max
111.18
-1.0% from close
Delta neutral
93.27
-16.9% from close
Gamma neutral
78.21
-30.3% from close
Open interest
1,246
+2.2% vs prev
Contracts listed
102
67 calls · 45 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
100.00
-10.9% from close
2026-10-16
GEX flip
78.21
-30.3% from close
Net GEX
95,121
7,634,093 per 100k OI
Call wall
115.00
+2.4% from close
Put wall
120.00
+6.9% from close
Put/call OI
0.60
468 puts / 778 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
10.0
within trailing 52-week range
Front / back ATM IV
+44.3% / +50.4%
-6.1 pp front premium
Expected move
+8.7%
14 DTE · one standard deviation
ATM straddle / spot
+18.4%
front-window midpoint premium
25Δ risk reversal
28.2 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.05
63 contracts traded
Normalized net delta
0.278
option-holder convention
Modeled dealer delta
-0.278
opposite-side scenario
Vanna / 100k OI
-161
volatility-sensitive delta
Charm / 100k OI
-981,541
time-decay-sensitive delta
IV surface range
34.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

PTF closed 1.0% above its gamma max of 111.18. It is 16.9% above the delta neutral price of 93.27. Total open interest is 1,246, +2.2% 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

← NGS (#3543) CINT (#3545) →

Questions people ask about PTF

Where is PTF's gamma max today?

As of Oct 2, 2026, the gamma max for PTF is 111.18, -1.0% from the 112.26 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 PTF above or below its delta neutral price?

PTF closed above delta neutral: 112.26 against a delta neutral price of 93.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does PTF have?

1,246 contracts of open interest across 102 listed contracts on Oct 2, 2026, +2.2% 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.