Data through close

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

As of close · rank #2404 by open interest · snapshot page

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USFD's nearest-expiration max pain is 100.00 for 2026-10-16, its GEX flip is 95.91, net GEX is 35,384, its put/call open-interest ratio is 0.89. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
96.92
prev 93.93
Gamma max
110.93
+14.5% from close
Delta neutral
96.67
-0.3% from close
Gamma neutral
95.91
-1.0% from close
Open interest
6,452
+0.4% vs prev
Contracts listed
93
61 calls · 49 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
100.00
+3.2% from close
2026-10-16
GEX flip
95.91
-1.0% from close
Net GEX
35,384
548,413 per 100k OI
Call wall
100.00
+3.2% from close
Put wall
100.00
+3.2% from close
Put/call OI
0.89
3,041 puts / 3,411 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
11.1
within trailing 52-week range
Front / back ATM IV
+29.4% / +32.1%
-2.7 pp front premium
Expected move
+5.8%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
7.8 pp
put IV minus call IV
IV butterfly
2.1 pp
front-window smile convexity
Volume / open interest
0.01
69 contracts traded
Normalized net delta
0.031
option-holder convention
Modeled dealer delta
-0.031
opposite-side scenario
Vanna / 100k OI
2,883
volatility-sensitive delta
Charm / 100k OI
417,560
time-decay-sensitive delta
IV surface range
72.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

USFD closed 14.5% below its gamma max of 110.93. It is 0.3% above the delta neutral price of 96.67. Total open interest is 6,452, +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

Neighbours by open interest

← SBIT (#2403) CMRE (#2405) →

Questions people ask about USFD

Where is USFD's gamma max today?

As of Oct 2, 2026, the gamma max for USFD is 110.93, +14.5% from the 96.92 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 USFD above or below its delta neutral price?

USFD closed above delta neutral: 96.92 against a delta neutral price of 96.67. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does USFD have?

6,452 contracts of open interest across 93 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.