Data through close

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

As of close · rank #924 by open interest · snapshot page

YINN's nearest-expiration max pain is 25.00 for 2026-10-09, net GEX is 239,406, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
23.16
prev 24.78
Gamma max
27.85
+20.3% from close
Delta neutral
23.74
+2.5% from close
Gamma neutral
23.16
0.0% from close
Open interest
56,245
-9.3% vs prev
Contracts listed
491
295 calls · 241 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
+7.9% from close
2026-10-09
GEX flip
–
Net GEX
239,406
425,649 per 100k OI
Call wall
25.00
+7.9% from close
Put wall
23.00
-0.7% from close
Put/call OI
0.44
17,201 puts / 39,044 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
56.7
within trailing 52-week range
Front / back ATM IV
+58.6% / +59.2%
-0.5 pp front premium
Expected move
+8.1%
7 DTE · one standard deviation
ATM straddle / spot
+6.3%
front-window midpoint premium
25Δ risk reversal
4.1 pp
put IV minus call IV
IV butterfly
1.1 pp
front-window smile convexity
Volume / open interest
0.18
11,365 contracts traded
Normalized net delta
-0.023
option-holder convention
Modeled dealer delta
0.023
opposite-side scenario
Vanna / 100k OI
2,343
volatility-sensitive delta
Charm / 100k OI
223,108
time-decay-sensitive delta
IV surface range
61.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

YINN closed 20.3% below its gamma max of 27.85. It is 2.5% below the delta neutral price of 23.74. Total open interest is 56,245, -9.3% 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

Questions people ask about YINN

Where is YINN's gamma max today?

As of Oct 2, 2026, the gamma max for YINN is 27.85, +20.3% from the 23.16 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 YINN above or below its delta neutral price?

YINN closed below delta neutral: 23.16 against a delta neutral price of 23.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does YINN have?

56,245 contracts of open interest across 491 listed contracts on Oct 2, 2026, -9.3% 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.