Data through close

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

As of close · rank #1315 by open interest · snapshot page

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DEI's nearest-expiration max pain is 10.00 for 2026-10-16, its GEX flip is 2.40, net GEX is 1,428,043, its put/call open-interest ratio is 0.23. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
9.82
prev 9.71
Gamma max
10.79
+9.9% from close
Delta neutral
8.96
-8.8% from close
Gamma neutral
2.40
-75.6% from close
Open interest
28,676
-2.5% vs prev
Contracts listed
36
19 calls · 18 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
10.00
+1.8% from close
2026-10-16
GEX flip
2.40
-75.6% from close
Net GEX
1,428,043
4,979,925 per 100k OI
Call wall
14.00
+42.6% from close
Put wall
12.00
+22.2% from close
Put/call OI
0.23
5,285 puts / 23,391 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
20.9
within trailing 52-week range
Front / back ATM IV
+58.0% / +39.2%
18.7 pp front premium
Expected move
+11.3%
14 DTE · one standard deviation
ATM straddle / spot
+8.9%
front-window midpoint premium
25Δ risk reversal
22.8 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.07
2,006 contracts traded
Normalized net delta
0.087
option-holder convention
Modeled dealer delta
-0.087
opposite-side scenario
Vanna / 100k OI
2,068
volatility-sensitive delta
Charm / 100k OI
-2,315,278
time-decay-sensitive delta
IV surface range
257.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DEI closed 9.9% below its gamma max of 10.79. It is 8.8% above the delta neutral price of 8.96. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 28,676, -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

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Questions people ask about DEI

Where is DEI's gamma max today?

As of Oct 2, 2026, the gamma max for DEI is 10.79, +9.9% from the 9.82 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 DEI above or below its delta neutral price?

DEI closed above delta neutral: 9.82 against a delta neutral price of 8.96. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DEI have?

28,676 contracts of open interest across 36 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.