Data through close

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

As of close · rank #3519 by open interest · snapshot page

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USNA's nearest-expiration max pain is 17.50 for 2026-10-16, its GEX flip is 2.00, net GEX is 17,458, its put/call open-interest ratio is 0.77. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.82
prev 14.37
Gamma max
12.18
-17.8% from close
Delta neutral
13.08
-11.7% from close
Gamma neutral
2.00
-86.5% from close
Open interest
1,285
-0.1% vs prev
Contracts listed
45
29 calls · 24 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
17.50
+18.1% from close
2026-10-16
GEX flip
2.00
-86.5% from close
Net GEX
17,458
1,358,607 per 100k OI
Call wall
15.00
+1.2% from close
Put wall
15.00
+1.2% from close
Put/call OI
0.77
558 puts / 727 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
68.9
within trailing 52-week range
Front / back ATM IV
+232.5% / +85.8%
146.6 pp front premium
Expected move
+45.5%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-26.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
0.082
option-holder convention
Modeled dealer delta
-0.081
opposite-side scenario
Vanna / 100k OI
-1,790
volatility-sensitive delta
Charm / 100k OI
-1,242,101
time-decay-sensitive delta
IV surface range
180.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

USNA closed 17.8% above its gamma max of 12.18. It is 11.7% above the delta neutral price of 13.08. Total open interest is 1,285, -0.1% 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

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Neighbours by open interest

← RHP (#3518) TXNM (#3520) →

Questions people ask about USNA

Where is USNA's gamma max today?

As of Oct 2, 2026, the gamma max for USNA is 12.18, -17.8% from the 14.82 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 USNA above or below its delta neutral price?

USNA closed above delta neutral: 14.82 against a delta neutral price of 13.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does USNA have?

1,285 contracts of open interest across 45 listed contracts on Oct 2, 2026, -0.1% 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.