Data through close

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

As of close · rank #2788 by open interest · snapshot page

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XNCR's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 7.73, net GEX is 138,930, its put/call open-interest ratio is 0.40. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
24.84
prev 24.77
Gamma max
22.47
-9.6% from close
Delta neutral
18.37
-26.0% from close
Gamma neutral
7.73
-68.9% from close
Open interest
3,601
-3.4% vs prev
Contracts listed
33
24 calls · 17 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
25.00
+0.6% from close
2026-10-16
GEX flip
7.73
-68.9% from close
Net GEX
138,930
3,858,082 per 100k OI
Call wall
30.00
+20.8% from close
Put wall
25.00
+0.6% from close
Put/call OI
0.40
1,036 puts / 2,565 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
75.0
within trailing 52-week range
Front / back ATM IV
+105.5% / +128.4%
-22.9 pp front premium
Expected move
+20.7%
14 DTE · one standard deviation
ATM straddle / spot
+15.9%
front-window midpoint premium
25Δ risk reversal
6.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.07
267 contracts traded
Normalized net delta
0.253
option-holder convention
Modeled dealer delta
-0.253
opposite-side scenario
Vanna / 100k OI
750
volatility-sensitive delta
Charm / 100k OI
-2,653,902
time-decay-sensitive delta
IV surface range
137.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

XNCR closed 9.6% above its gamma max of 22.47. It is 26.0% above the delta neutral price of 18.37. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 3,601, -3.4% 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

← NMFC (#2787) VTIP (#2789) →

Questions people ask about XNCR

Where is XNCR's gamma max today?

As of Oct 2, 2026, the gamma max for XNCR is 22.47, -9.6% from the 24.84 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 XNCR above or below its delta neutral price?

XNCR closed above delta neutral: 24.84 against a delta neutral price of 18.37. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does XNCR have?

3,601 contracts of open interest across 33 listed contracts on Oct 2, 2026, -3.4% 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.