Data through close

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

As of close · rank #1504 by open interest · snapshot page

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DAVE's nearest-expiration max pain is 345.00 for 2026-10-09, its GEX flip is 376.22, net GEX is -196,711, its put/call open-interest ratio is 0.90. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
346.57
prev 339.59
Gamma max
479.92
+38.5% from close
Delta neutral
317.36
-8.4% from close
Gamma neutral
376.22
+8.6% from close
Open interest
21,971
-10.3% vs prev
Contracts listed
629
385 calls · 374 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
345.00
-0.5% from close
2026-10-09
GEX flip
376.22
+8.6% from close
Net GEX
-196,711
-895,323 per 100k OI
Call wall
370.00
+6.8% from close
Put wall
320.00
-7.7% from close
Put/call OI
0.90
10,408 puts / 11,563 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
73.6
within trailing 52-week range
Front / back ATM IV
+71.9% / +78.1%
-6.2 pp front premium
Expected move
+10.0%
7 DTE · one standard deviation
ATM straddle / spot
+10.7%
front-window midpoint premium
25Δ risk reversal
-71.0 pp
put IV minus call IV
IV butterfly
-1.8 pp
front-window smile convexity
Volume / open interest
0.04
1,043 contracts traded
Normalized net delta
0.166
option-holder convention
Modeled dealer delta
-0.166
opposite-side scenario
Vanna / 100k OI
-32
volatility-sensitive delta
Charm / 100k OI
-1,209,936
time-decay-sensitive delta
IV surface range
47.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DAVE closed 38.5% below its gamma max of 479.92. It is 8.4% above the delta neutral price of 317.36. Total open interest is 21,971, -10.3% 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

← CRNC (#1503) MTA (#1505) →

Questions people ask about DAVE

Where is DAVE's gamma max today?

As of Oct 2, 2026, the gamma max for DAVE is 479.92, +38.5% from the 346.57 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 DAVE above or below its delta neutral price?

DAVE closed above delta neutral: 346.57 against a delta neutral price of 317.36. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DAVE have?

21,971 contracts of open interest across 629 listed contracts on Oct 2, 2026, -10.3% 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.