Data through close

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

As of close · rank #3940 by open interest · snapshot page

YCS's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 71.40, net GEX is -35,653, its put/call open-interest ratio is 1.75. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
54.11
prev 54.31
Gamma max
80.11
+48.1% from close
Delta neutral
56.87
+5.1% from close
Gamma neutral
71.40
+32.0% from close
Open interest
611
0.0% vs prev
Contracts listed
57
37 calls · 22 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
50.00
-7.6% from close
2026-10-16
GEX flip
71.40
+32.0% from close
Net GEX
-35,653
-5,835,246 per 100k OI
Call wall
53.00
-2.1% from close
Put wall
55.00
+1.6% from close
Put/call OI
1.75
389 puts / 222 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
31.0
within trailing 52-week range
Front / back ATM IV
+25.3% / +31.9%
-6.6 pp front premium
Expected move
+5.0%
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
-0.105
option-holder convention
Modeled dealer delta
0.101
opposite-side scenario
Vanna / 100k OI
655
volatility-sensitive delta
Charm / 100k OI
3,564,648
time-decay-sensitive delta
IV surface range
107.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

YCS closed 48.1% below its gamma max of 80.11. It is 5.1% below the delta neutral price of 56.87. Total open interest is 611, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

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Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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Neighbours by open interest

Questions people ask about YCS

Where is YCS's gamma max today?

As of Oct 2, 2026, the gamma max for YCS is 80.11, +48.1% from the 54.11 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 YCS above or below its delta neutral price?

YCS closed below delta neutral: 54.11 against a delta neutral price of 56.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does YCS have?

611 contracts of open interest across 57 listed contracts on Oct 2, 2026, 0.0% 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.