Data through close

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

As of close · rank #414 by open interest · 419 sessions of history since Feb 4, 2025

XIFR's nearest-expiration max pain is 11.00 for 2026-10-16, its GEX flip is 12.30, net GEX is -17,034,775, its put/call open-interest ratio is 1.31. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
10.39
prev 10.43
Gamma max
14.55
+40.0% from close
Delta neutral
11.00
+5.9% from close
Gamma neutral
12.30
+18.3% from close
Open interest
195,387
+0.1% vs prev
Contracts listed
107
73 calls · 59 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
11.00
+5.9% from close
2026-10-16
GEX flip
12.30
+18.3% from close
Net GEX
-17,034,775
-8,718,479 per 100k OI
Call wall
11.00
+5.9% from close
Put wall
10.00
-3.8% from close
Put/call OI
1.31
110,847 puts / 84,540 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
53.9
cross-sectional score / 100
Directional score
-7.4
mixed positioning
IV rank
100.0
within trailing 52-week range
Front / back ATM IV
+40.2% / +46.1%
-5.8 pp front premium
Expected move
+7.9%
14 DTE · one standard deviation
ATM straddle / spot
+6.7%
front-window midpoint premium
25Δ risk reversal
-5.8 pp
put IV minus call IV
IV butterfly
-6.7 pp
front-window smile convexity
Volume / open interest
0.03
6,180 contracts traded
Normalized net delta
-0.037
option-holder convention
Modeled dealer delta
0.037
opposite-side scenario
Vanna / 100k OI
4,043
volatility-sensitive delta
Charm / 100k OI
-22,426
time-decay-sensitive delta
IV surface range
32.6 pp
published contour maximum minus minimum

Strongest relative signals: IV rank 100 · OI change 0.02σ

Download the complete dated analysis JSON .

XIFR closed 40.0% below its gamma max of 14.55. It is 5.9% below the delta neutral price of 11.00. Total open interest is 195,387, +0.1% versus the previous session. Its options catalyst-intensity score is 53.9 out of 100, led by IV rank 100, OI change 0.02σ. What gamma max means · What delta neutral means

Call versus put open interest changes

Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.

XIFR call and put open interest changes
Measure Value
Call OI change, 1 session +75 contracts · +0.1%
Put OI change, 1 session +66 contracts · +0.1%
Call minus put OI growth, 1 session +0.0 pp
Call OI change, 5 sessions -1,780 contracts · -2.1%
Put OI change, 5 sessions +427 contracts · +0.4%
Call minus put OI growth, 5 sessions -2.4 pp
Daily call OI change surprise +0.02σ (252 prior changes)
Daily put OI change surprise +0.02σ (252 prior changes)
Daily call-minus-put growth surprise +0.00σ (252 prior changes)

History

2025-10 2026-10
close delta neutral gamma max
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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Last 252 sessions

XIFR trailing historical statistics
Sessions closed above gamma max 0%
Gamma max crosses 2
Delta neutral crosses 28
Prior-year sessions closer to gamma max 71.4% of 252
Prior-year sessions closer to delta neutral 60.7% of 252
Open interest percentile (1y) 65th
Daily open interest change versus prior year +0.02σ (141 contracts; 252 prior changes)
Open interest change, 5 sessions -0.7%
Open interest change, 21 sessions -4.4%
History available Feb 4, 2025 → Oct 2, 2026

Recent crosses

  1. closed below delta neutral at 11.20 vs 11.23 (-0.3%)
  2. closed above delta neutral at 11.66 vs 11.57 (+0.7%)
  3. closed below delta neutral at 11.34 vs 11.38 (-0.3%)
  4. closed above delta neutral at 11.58 vs 11.39 (+1.7%)
  5. closed below delta neutral at 11.88 vs 11.95 (-0.6%)
  6. closed above delta neutral at 11.90 vs 11.42 (+4.0%)
  7. closed below delta neutral at 11.08 vs 11.51 (-3.8%)
  8. closed above delta neutral at 11.28 vs 11.24 (+0.4%)
  9. closed below delta neutral at 11.05 vs 11.11 (-0.6%)
  10. closed above delta neutral at 10.85 vs 10.32 (+4.8%)

In today's screens

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Neighbours by open interest

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Questions people ask about XIFR

Where is XIFR's gamma max today?

As of Oct 2, 2026, the gamma max for XIFR is 14.55, +40.0% from the 10.39 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 XIFR above or below its delta neutral price?

XIFR closed below delta neutral: 10.39 against a delta neutral price of 11.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does XIFR have?

195,387 contracts of open interest across 107 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.