Data through close

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

As of close · rank #1444 by open interest · snapshot page

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DEO's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 82.18, net GEX is 360,740, its put/call open-interest ratio is 0.74. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
84.75
prev 84.42
Gamma max
94.64
+11.7% from close
Delta neutral
83.12
-1.9% from close
Gamma neutral
82.18
-3.0% from close
Open interest
23,954
+0.1% vs prev
Contracts listed
130
75 calls · 67 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
85.00
+0.3% from close
2026-10-16
GEX flip
82.18
-3.0% from close
Net GEX
360,740
1,505,968 per 100k OI
Call wall
85.00
+0.3% from close
Put wall
85.00
+0.3% from close
Put/call OI
0.74
10,152 puts / 13,802 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
51.2
within trailing 52-week range
Front / back ATM IV
+29.2% / +29.4%
-0.2 pp front premium
Expected move
+5.7%
14 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
-164.7 pp
put IV minus call IV
IV butterfly
5.1 pp
front-window smile convexity
Volume / open interest
0.01
223 contracts traded
Normalized net delta
0.045
option-holder convention
Modeled dealer delta
-0.044
opposite-side scenario
Vanna / 100k OI
2,521
volatility-sensitive delta
Charm / 100k OI
678,885
time-decay-sensitive delta
IV surface range
169.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DEO closed 11.7% below its gamma max of 94.64. It is 1.9% above the delta neutral price of 83.12. Total open interest is 23,954, +0.1% 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

← FN (#1443) LOMA (#1445) →

Questions people ask about DEO

Where is DEO's gamma max today?

As of Oct 2, 2026, the gamma max for DEO is 94.64, +11.7% from the 84.75 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 DEO above or below its delta neutral price?

DEO closed above delta neutral: 84.75 against a delta neutral price of 83.12. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DEO have?

23,954 contracts of open interest across 130 listed contracts on Oct 2, 2026, +0.1% 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.