Data through close

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

As of close · rank #2141 by open interest · snapshot page

UAN's nearest-expiration max pain is 130.00 for 2026-10-16, its GEX flip is 118.00, net GEX is 153,885, its put/call open-interest ratio is 0.80. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
124.82
prev 124.58
Gamma max
137.74
+10.4% from close
Delta neutral
131.17
+5.1% from close
Gamma neutral
118.00
-5.5% from close
Open interest
9,114
+2.5% vs prev
Contracts listed
139
79 calls · 76 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
130.00
+4.1% from close
2026-10-16
GEX flip
118.00
-5.5% from close
Net GEX
153,885
1,688,444 per 100k OI
Call wall
135.00
+8.2% from close
Put wall
130.00
+4.1% from close
Put/call OI
0.80
4,039 puts / 5,075 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
7.1
within trailing 52-week range
Front / back ATM IV
+35.8% / +47.3%
-11.5 pp front premium
Expected move
+7.0%
14 DTE · one standard deviation
ATM straddle / spot
+5.4%
front-window midpoint premium
25Δ risk reversal
4.7 pp
put IV minus call IV
IV butterfly
-3.8 pp
front-window smile convexity
Volume / open interest
0.01
53 contracts traded
Normalized net delta
-0.019
option-holder convention
Modeled dealer delta
0.018
opposite-side scenario
Vanna / 100k OI
2,008
volatility-sensitive delta
Charm / 100k OI
303,851
time-decay-sensitive delta
IV surface range
62.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

UAN closed 10.4% below its gamma max of 137.74. It is 5.1% below the delta neutral price of 131.17. Total open interest is 9,114, +2.5% 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 UAN

Where is UAN's gamma max today?

As of Oct 2, 2026, the gamma max for UAN is 137.74, +10.4% from the 124.82 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 UAN above or below its delta neutral price?

UAN closed below delta neutral: 124.82 against a delta neutral price of 131.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UAN have?

9,114 contracts of open interest across 139 listed contracts on Oct 2, 2026, +2.5% 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.