Data through close

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

As of close · rank #1717 by open interest · snapshot page

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UNFI's nearest-expiration max pain is 44.00 for 2026-10-16, its GEX flip is 43.20, net GEX is 141,433, its put/call open-interest ratio is 1.79. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
45.59
prev 44.78
Gamma max
46.71
+2.5% from close
Delta neutral
44.11
-3.2% from close
Gamma neutral
43.20
-5.2% from close
Open interest
16,428
+0.4% vs prev
Contracts listed
127
75 calls · 71 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
44.00
-3.5% from close
2026-10-16
GEX flip
43.20
-5.2% from close
Net GEX
141,433
860,927 per 100k OI
Call wall
50.00
+9.7% from close
Put wall
37.00
-18.8% from close
Put/call OI
1.79
10,537 puts / 5,891 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
40.8
within trailing 52-week range
Front / back ATM IV
+35.3% / +34.6%
0.7 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+5.9%
front-window midpoint premium
25Δ risk reversal
94.9 pp
put IV minus call IV
IV butterfly
3.5 pp
front-window smile convexity
Volume / open interest
0.01
134 contracts traded
Normalized net delta
0.163
option-holder convention
Modeled dealer delta
-0.158
opposite-side scenario
Vanna / 100k OI
2,605
volatility-sensitive delta
Charm / 100k OI
-171,317
time-decay-sensitive delta
IV surface range
256.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

UNFI closed 2.5% below its gamma max of 46.71. It is 3.2% above the delta neutral price of 44.11. Total open interest is 16,428, +0.4% 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

← AER (#1716) TRON (#1718) →

Questions people ask about UNFI

Where is UNFI's gamma max today?

As of Oct 2, 2026, the gamma max for UNFI is 46.71, +2.5% from the 45.59 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 UNFI above or below its delta neutral price?

UNFI closed above delta neutral: 45.59 against a delta neutral price of 44.11. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does UNFI have?

16,428 contracts of open interest across 127 listed contracts on Oct 2, 2026, +0.4% 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.