Data through close

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

As of close · rank #4409 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

DFE's nearest-expiration max pain is 82.00 for 2026-11-20, net GEX is -53,141, its put/call open-interest ratio is 21.18. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
73.85
prev 73.29
Gamma max
60.00
-18.7% from close
Delta neutral
99.29
+34.5% from close
Gamma neutral
73.85
0.0% from close
Open interest
244
0.0% vs prev
Contracts listed
33
8 calls · 25 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
82.00
+11.0% from close
2026-11-20
GEX flip
–
Net GEX
-53,141
-21,779,241 per 100k OI
Call wall
80.00
+8.3% from close
Put wall
82.00
+11.0% from close
Put/call OI
21.18
233 puts / 11 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
5.3
within trailing 52-week range
Front / back ATM IV
+21.9% / +21.9%
0.0 pp front premium
Expected move
+8.0%
49 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.686
option-holder convention
Modeled dealer delta
0.686
opposite-side scenario
Vanna / 100k OI
-3,279
volatility-sensitive delta
Charm / 100k OI
95,492
time-decay-sensitive delta
IV surface range
5.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DFE closed 18.7% above its gamma max of 60.00. It is 34.5% below the delta neutral price of 99.29. Total open interest is 244, 0.0% 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

← TNC (#4408) IWY (#4410) →

Questions people ask about DFE

Where is DFE's gamma max today?

As of Oct 2, 2026, the gamma max for DFE is 60.00, -18.7% from the 73.85 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 DFE above or below its delta neutral price?

DFE closed below delta neutral: 73.85 against a delta neutral price of 99.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DFE have?

244 contracts of open interest across 33 listed contracts on Oct 2, 2026, 0.0% 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.