Data through close

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

As of close · rank #4356 by open interest · snapshot page

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USCI's nearest-expiration max pain is 91.00 for 2026-10-16, its GEX flip is 36.62, net GEX is 10,473, its put/call open-interest ratio is 0.51. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
108.62
prev 109.96
Gamma max
81.93
-24.6% from close
Delta neutral
92.00
-15.3% from close
Gamma neutral
36.62
-66.3% from close
Open interest
272
+0.4% vs prev
Contracts listed
25
18 calls · 8 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
91.00
-16.2% from close
2026-10-16
GEX flip
36.62
-66.3% from close
Net GEX
10,473
3,850,271 per 100k OI
Call wall
91.00
-16.2% from close
Put wall
100.00
-7.9% from close
Put/call OI
0.51
92 puts / 180 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
28.1
within trailing 52-week range
Front / back ATM IV
+39.6% / +42.0%
-2.4 pp front premium
Expected move
+7.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.189
option-holder convention
Modeled dealer delta
-0.109
opposite-side scenario
Vanna / 100k OI
368
volatility-sensitive delta
Charm / 100k OI
110,662
time-decay-sensitive delta
IV surface range
5.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

USCI closed 24.6% above its gamma max of 81.93. It is 15.3% above the delta neutral price of 92.00. Total open interest is 272, +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

← TKC (#4355) VDC (#4357) →

Questions people ask about USCI

Where is USCI's gamma max today?

As of Oct 2, 2026, the gamma max for USCI is 81.93, -24.6% from the 108.62 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 USCI above or below its delta neutral price?

USCI closed above delta neutral: 108.62 against a delta neutral price of 92.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does USCI have?

272 contracts of open interest across 25 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.