Data through close

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

As of close · rank #3580 by open interest · snapshot page

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UMBF's nearest-expiration max pain is 145.00 for 2026-10-16, its GEX flip is 118.37, net GEX is 15,098, its put/call open-interest ratio is 0.96. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
130.94
prev 129.79
Gamma max
138.37
+5.7% from close
Delta neutral
141.39
+8.0% from close
Gamma neutral
118.37
-9.6% from close
Open interest
1,182
+2.1% vs prev
Contracts listed
41
22 calls · 20 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
145.00
+10.7% from close
2026-10-16
GEX flip
118.37
-9.6% from close
Net GEX
15,098
1,277,362 per 100k OI
Call wall
145.00
+10.7% from close
Put wall
145.00
+10.7% from close
Put/call OI
0.96
578 puts / 604 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
13.9
within trailing 52-week range
Front / back ATM IV
+17.3% / +21.6%
-4.3 pp front premium
Expected move
+3.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-37.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
2 contracts traded
Normalized net delta
-0.288
option-holder convention
Modeled dealer delta
0.288
opposite-side scenario
Vanna / 100k OI
1,100
volatility-sensitive delta
Charm / 100k OI
-1,469,966
time-decay-sensitive delta
IV surface range
29.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

UMBF closed 5.7% below its gamma max of 138.37. It is 8.0% below the delta neutral price of 141.39. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 1,182, +2.1% 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

Neighbours by open interest

← SKYY (#3579) CQP (#3581) →

Questions people ask about UMBF

Where is UMBF's gamma max today?

As of Oct 2, 2026, the gamma max for UMBF is 138.37, +5.7% from the 130.94 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 UMBF above or below its delta neutral price?

UMBF closed below delta neutral: 130.94 against a delta neutral price of 141.39. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UMBF have?

1,182 contracts of open interest across 41 listed contracts on Oct 2, 2026, +2.1% 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.