Data through close

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

As of close · rank #957 by open interest · snapshot page

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DE's nearest-expiration max pain is 682.50 for 2026-10-09, its GEX flip is 671.22, net GEX is 1,117,179, its put/call open-interest ratio is 1.11. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
687.00
prev 667.26
Gamma max
738.03
+7.4% from close
Delta neutral
645.07
-6.1% from close
Gamma neutral
671.22
-2.3% from close
Open interest
53,230
-3.4% vs prev
Contracts listed
983
606 calls · 556 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
682.50
-0.7% from close
2026-10-09
GEX flip
671.22
-2.3% from close
Net GEX
1,117,179
2,098,777 per 100k OI
Call wall
700.00
+1.9% from close
Put wall
650.00
-5.4% from close
Put/call OI
1.11
27,951 puts / 25,279 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
100.0
within trailing 52-week range
Front / back ATM IV
+32.6% / +30.7%
1.9 pp front premium
Expected move
+4.5%
7 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
6.7 pp
put IV minus call IV
IV butterfly
9.6 pp
front-window smile convexity
Volume / open interest
0.05
2,854 contracts traded
Normalized net delta
0.172
option-holder convention
Modeled dealer delta
-0.172
opposite-side scenario
Vanna / 100k OI
1,337
volatility-sensitive delta
Charm / 100k OI
-1,963,284
time-decay-sensitive delta
IV surface range
110.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DE closed 7.4% below its gamma max of 738.03. It is 6.1% above the delta neutral price of 645.07. Total open interest is 53,230, -3.4% 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

← NYT (#956) SDGR (#958) →

Questions people ask about DE

Where is DE's gamma max today?

As of Oct 2, 2026, the gamma max for DE is 738.03, +7.4% from the 687.00 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 DE above or below its delta neutral price?

DE closed above delta neutral: 687.00 against a delta neutral price of 645.07. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DE have?

53,230 contracts of open interest across 983 listed contracts on Oct 2, 2026, -3.4% 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.