Data through close

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

As of close · rank #840 by open interest · snapshot page

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D's nearest-expiration max pain is 62.50 for 2026-10-16, its GEX flip is 51.90, net GEX is 4,389,939, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
61.31
prev 60.75
Gamma max
66.89
+9.1% from close
Delta neutral
60.20
-1.8% from close
Gamma neutral
51.90
-15.4% from close
Open interest
66,530
+0.4% vs prev
Contracts listed
245
133 calls · 123 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
62.50
+1.9% from close
2026-10-16
GEX flip
51.90
-15.4% from close
Net GEX
4,389,939
6,598,435 per 100k OI
Call wall
67.50
+10.1% from close
Put wall
62.50
+1.9% from close
Put/call OI
0.44
20,241 puts / 46,289 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
0.7
within trailing 52-week range
Front / back ATM IV
+21.7% / +21.0%
0.7 pp front premium
Expected move
+4.3%
14 DTE · one standard deviation
ATM straddle / spot
+3.6%
front-window midpoint premium
25Δ risk reversal
-120.6 pp
put IV minus call IV
IV butterfly
1.8 pp
front-window smile convexity
Volume / open interest
0.01
599 contracts traded
Normalized net delta
0.065
option-holder convention
Modeled dealer delta
-0.065
opposite-side scenario
Vanna / 100k OI
4,282
volatility-sensitive delta
Charm / 100k OI
-76,203
time-decay-sensitive delta
IV surface range
165.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

D closed 9.1% below its gamma max of 66.89. It is 1.8% above the delta neutral price of 60.20. Total open interest is 66,530, +0.4% 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

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Neighbours by open interest

← JMIA (#839) BCS (#841) →

Questions people ask about D

Where is D's gamma max today?

As of Oct 2, 2026, the gamma max for D is 66.89, +9.1% from the 61.31 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 D above or below its delta neutral price?

D closed above delta neutral: 61.31 against a delta neutral price of 60.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does D have?

66,530 contracts of open interest across 245 listed contracts on Oct 2, 2026, +0.4% 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.