Data through close

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

As of close · rank #946 by open interest · snapshot page

DAR's nearest-expiration max pain is 57.50 for 2026-10-16, its GEX flip is 43.90, net GEX is 4,846,406, its put/call open-interest ratio is 0.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
62.94
prev 61.65
Gamma max
64.65
+2.7% from close
Delta neutral
53.92
-14.3% from close
Gamma neutral
43.90
-30.3% from close
Open interest
54,477
+0.2% vs prev
Contracts listed
149
116 calls · 87 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
57.50
-8.6% from close
2026-10-16
GEX flip
43.90
-30.3% from close
Net GEX
4,846,406
8,896,242 per 100k OI
Call wall
62.50
-0.7% from close
Put wall
55.00
-12.6% from close
Put/call OI
0.46
17,146 puts / 37,331 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
26.8
within trailing 52-week range
Front / back ATM IV
+45.2% / +47.1%
-1.9 pp front premium
Expected move
+8.8%
14 DTE · one standard deviation
ATM straddle / spot
+6.9%
front-window midpoint premium
25Δ risk reversal
2.6 pp
put IV minus call IV
IV butterfly
-2.7 pp
front-window smile convexity
Volume / open interest
0.02
833 contracts traded
Normalized net delta
0.295
option-holder convention
Modeled dealer delta
-0.290
opposite-side scenario
Vanna / 100k OI
707
volatility-sensitive delta
Charm / 100k OI
-1,701,819
time-decay-sensitive delta
IV surface range
76.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DAR closed 2.7% below its gamma max of 64.65. It is 14.3% above the delta neutral price of 53.92. Total open interest is 54,477, +0.2% 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 DAR

Where is DAR's gamma max today?

As of Oct 2, 2026, the gamma max for DAR is 64.65, +2.7% from the 62.94 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 DAR above or below its delta neutral price?

DAR closed above delta neutral: 62.94 against a delta neutral price of 53.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DAR have?

54,477 contracts of open interest across 149 listed contracts on Oct 2, 2026, +0.2% 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.