Data through close

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

As of close · rank #706 by open interest · snapshot page

UMAC's nearest-expiration max pain is 24.50 for 2026-10-09, its GEX flip is 20.59, net GEX is 838,294, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
22.37
prev 21.78
Gamma max
28.03
+25.3% from close
Delta neutral
21.23
-5.1% from close
Gamma neutral
20.59
-7.9% from close
Open interest
85,822
-8.2% vs prev
Contracts listed
384
226 calls · 198 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
24.50
+9.5% from close
2026-10-09
GEX flip
20.59
-7.9% from close
Net GEX
838,294
976,782 per 100k OI
Call wall
25.00
+11.8% from close
Put wall
20.00
-10.6% from close
Put/call OI
0.55
30,463 puts / 55,359 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
78.4
within trailing 52-week range
Front / back ATM IV
+83.5% / +100.2%
-16.6 pp front premium
Expected move
+11.6%
7 DTE · one standard deviation
ATM straddle / spot
+8.5%
front-window midpoint premium
25Δ risk reversal
3.6 pp
put IV minus call IV
IV butterfly
-0.3 pp
front-window smile convexity
Volume / open interest
0.10
9,374 contracts traded
Normalized net delta
0.126
option-holder convention
Modeled dealer delta
-0.125
opposite-side scenario
Vanna / 100k OI
904
volatility-sensitive delta
Charm / 100k OI
300,143
time-decay-sensitive delta
IV surface range
67.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

UMAC closed 25.3% below its gamma max of 28.03. It is 5.1% above the delta neutral price of 21.23. Total open interest is 85,822, -8.2% 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

Questions people ask about UMAC

Where is UMAC's gamma max today?

As of Oct 2, 2026, the gamma max for UMAC is 28.03, +25.3% from the 22.37 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 UMAC above or below its delta neutral price?

UMAC closed above delta neutral: 22.37 against a delta neutral price of 21.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UMAC have?

85,822 contracts of open interest across 384 listed contracts on Oct 2, 2026, -8.2% 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.