Data through close

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

As of close · rank #1882 by open interest · snapshot page

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DD's nearest-expiration max pain is 130.00 for 2026-10-16, its GEX flip is 112.44, net GEX is 1,380,860, its put/call open-interest ratio is 0.27. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
129.98
prev 129.20
Gamma max
137.71
+5.9% from close
Delta neutral
118.44
-8.9% from close
Gamma neutral
112.44
-13.5% from close
Open interest
12,957
+0.6% vs prev
Contracts listed
236
151 calls · 113 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
130.00
+0.0% from close
2026-10-16
GEX flip
112.44
-13.5% from close
Net GEX
1,380,860
10,657,251 per 100k OI
Call wall
135.00
+3.9% from close
Put wall
125.00
-3.8% from close
Put/call OI
0.27
2,758 puts / 10,199 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
22.8
within trailing 52-week range
Front / back ATM IV
+32.1% / +33.0%
-1.0 pp front premium
Expected move
+6.3%
14 DTE · one standard deviation
ATM straddle / spot
+4.5%
front-window midpoint premium
25Δ risk reversal
8.7 pp
put IV minus call IV
IV butterfly
-4.6 pp
front-window smile convexity
Volume / open interest
0.03
349 contracts traded
Normalized net delta
0.184
option-holder convention
Modeled dealer delta
-0.164
opposite-side scenario
Vanna / 100k OI
2,254
volatility-sensitive delta
Charm / 100k OI
-3,454,295
time-decay-sensitive delta
IV surface range
58.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DD closed 5.9% below its gamma max of 137.71. It is 8.9% above the delta neutral price of 118.44. Total open interest is 12,957, +0.6% 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

← AVGX (#1881) RJF (#1883) →

Questions people ask about DD

Where is DD's gamma max today?

As of Oct 2, 2026, the gamma max for DD is 137.71, +5.9% from the 129.98 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 DD above or below its delta neutral price?

DD closed above delta neutral: 129.98 against a delta neutral price of 118.44. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DD have?

12,957 contracts of open interest across 236 listed contracts on Oct 2, 2026, +0.6% 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.