Data through close

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

As of close · rank #2326 by open interest · snapshot page

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DAN's nearest-expiration max pain is 29.00 for 2026-10-16, its GEX flip is 37.82, net GEX is -534,844, its put/call open-interest ratio is 2.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
27.88
prev 27.63
Gamma max
44.46
+59.5% from close
Delta neutral
32.97
+18.3% from close
Gamma neutral
37.82
+35.7% from close
Open interest
7,189
+2.5% vs prev
Contracts listed
125
67 calls · 73 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
29.00
+4.0% from close
2026-10-16
GEX flip
37.82
+35.7% from close
Net GEX
-534,844
-7,439,758 per 100k OI
Call wall
30.00
+7.6% from close
Put wall
30.00
+7.6% from close
Put/call OI
2.46
5,114 puts / 2,075 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
1.9
within trailing 52-week range
Front / back ATM IV
+51.3% / +56.5%
-5.2 pp front premium
Expected move
+10.0%
14 DTE · one standard deviation
ATM straddle / spot
+18.6%
front-window midpoint premium
25Δ risk reversal
42.3 pp
put IV minus call IV
IV butterfly
1.0 pp
front-window smile convexity
Volume / open interest
0.00
10 contracts traded
Normalized net delta
-0.197
option-holder convention
Modeled dealer delta
0.197
opposite-side scenario
Vanna / 100k OI
3,811
volatility-sensitive delta
Charm / 100k OI
107,164
time-decay-sensitive delta
IV surface range
138.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DAN closed 59.5% below its gamma max of 44.46. It is 18.3% below the delta neutral price of 32.97. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 7,189, +2.5% 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

← ABG (#2325) EFX (#2327) →

Questions people ask about DAN

Where is DAN's gamma max today?

As of Oct 2, 2026, the gamma max for DAN is 44.46, +59.5% from the 27.88 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 DAN above or below its delta neutral price?

DAN closed below delta neutral: 27.88 against a delta neutral price of 32.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DAN have?

7,189 contracts of open interest across 125 listed contracts on Oct 2, 2026, +2.5% 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.