Data through close

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

As of close · rank #2023 by open interest · snapshot page

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DGX's nearest-expiration max pain is 240.00 for 2026-10-16, its GEX flip is 248.24, net GEX is -2,210,607, its put/call open-interest ratio is 1.37. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
233.32
prev 231.07
Gamma max
267.33
+14.6% from close
Delta neutral
238.00
+2.0% from close
Gamma neutral
248.24
+6.4% from close
Open interest
10,979
+0.2% vs prev
Contracts listed
88
63 calls · 46 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
240.00
+2.9% from close
2026-10-16
GEX flip
248.24
+6.4% from close
Net GEX
-2,210,607
-20,134,866 per 100k OI
Call wall
230.00
-1.4% from close
Put wall
220.00
-5.7% from close
Put/call OI
1.37
6,344 puts / 4,635 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
13.8
within trailing 52-week range
Front / back ATM IV
+25.1% / +29.3%
-4.2 pp front premium
Expected move
+4.9%
14 DTE · one standard deviation
ATM straddle / spot
+3.5%
front-window midpoint premium
25Δ risk reversal
7.0 pp
put IV minus call IV
IV butterfly
-2.0 pp
front-window smile convexity
Volume / open interest
0.08
842 contracts traded
Normalized net delta
-0.049
option-holder convention
Modeled dealer delta
0.048
opposite-side scenario
Vanna / 100k OI
2,213
volatility-sensitive delta
Charm / 100k OI
4,915,839
time-decay-sensitive delta
IV surface range
57.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DGX closed 14.6% below its gamma max of 267.33. It is 2.0% below the delta neutral price of 238.00. Total open interest is 10,979, +0.2% 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

← TSLQ (#2022) CDNA (#2024) →

Questions people ask about DGX

Where is DGX's gamma max today?

As of Oct 2, 2026, the gamma max for DGX is 267.33, +14.6% from the 233.32 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 DGX above or below its delta neutral price?

DGX closed below delta neutral: 233.32 against a delta neutral price of 238.00. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DGX have?

10,979 contracts of open interest across 88 listed contracts on Oct 2, 2026, +0.2% 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.