Data through close

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

As of close · rank #4249 by open interest · snapshot page

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DGII's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 38.59, net GEX is 38,313, its put/call open-interest ratio is 0.17. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
75.61
prev 73.39
Gamma max
78.66
+4.0% from close
Delta neutral
60.42
-20.1% from close
Gamma neutral
38.59
-49.0% from close
Open interest
343
+6.2% vs prev
Contracts listed
39
28 calls · 16 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
70.00
-7.4% from close
2026-10-16
GEX flip
38.59
-49.0% from close
Net GEX
38,313
11,170,096 per 100k OI
Call wall
80.00
+5.8% from close
Put wall
70.00
-7.4% from close
Put/call OI
0.17
51 puts / 292 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
18.5
within trailing 52-week range
Front / back ATM IV
+47.2% / +50.2%
-3.0 pp front premium
Expected move
+9.2%
14 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
0.02
6 contracts traded
Normalized net delta
0.332
option-holder convention
Modeled dealer delta
-0.332
opposite-side scenario
Vanna / 100k OI
1,749
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
15.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DGII closed 4.0% below its gamma max of 78.66. It is 20.1% above the delta neutral price of 60.42. Total open interest is 343, +6.2% 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

← CLPR (#4248) PCB (#4250) →

Questions people ask about DGII

Where is DGII's gamma max today?

As of Oct 2, 2026, the gamma max for DGII is 78.66, +4.0% from the 75.61 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 DGII above or below its delta neutral price?

DGII closed above delta neutral: 75.61 against a delta neutral price of 60.42. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DGII have?

343 contracts of open interest across 39 listed contracts on Oct 2, 2026, +6.2% 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.