DLO max pain, gamma exposure (GEX) & options open interest
As of close · rank #358 by open interest · 1,250 sessions of history since Jun 28, 2021
DLO's nearest-expiration max pain is 14.00 for 2026-10-16, its GEX flip is 3.00, net GEX is 22,233,075, its put/call open-interest ratio is 0.16. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: OI change 0.04σ
DLO closed 9.8% below its gamma max of 15.09. It is 21.6% above the delta neutral price of 10.78. Total open interest is 236,443, +0.2% versus the previous session. Its options catalyst-intensity score is 33.1 out of 100, led by OI change 0.04σ. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | +488 contracts · +0.2% |
| Put OI change, 1 session | +33 contracts · +0.1% |
| Call minus put OI growth, 1 session | +0.1 pp |
| Call OI change, 5 sessions | +1,312 contracts · +0.6% |
| Put OI change, 5 sessions | +1,555 contracts · +5.0% |
| Call minus put OI growth, 5 sessions | -4.4 pp |
| Daily call OI change surprise | +0.04σ (252 prior changes) |
| Daily put OI change surprise | +0.05σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.00σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses below gamma max 36 completed Day +10 paths · latest Sep 9, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 36 | +0.7% | -1.2% to +2.3% | 61% | -0.1% to +1.3% | 0.0% |
| Day +2 | 36 | +0.2% | -2.4% to +1.5% | 50% | -1.9% to +1.4% | 0.0% |
| Day +3 | 36 | +1.3% | -2.7% to +3.1% | 61% | -0.6% to +2.5% | 0.0% |
| Day +4 | 36 | -0.3% | -2.8% to +2.5% | 47% | -1.8% to +1.8% | 0.0% |
| Day +5 | 36 | -1.1% | -3.6% to +3.8% | 44% | -2.5% to +1.5% | 0.0% |
| Day +6 | 36 | -1.0% | -3.5% to +4.4% | 39% | -2.1% to +0.6% | 0.0% |
| Day +7 | 36 | +0.3% | -4.3% to +5.1% | 53% | -1.9% to +1.6% | 0.0% |
| Day +8 | 36 | -2.2% | -4.7% to +3.6% | 39% | -3.4% to +0.8% | 0.0% |
| Day +9 | 36 | -1.8% | -4.6% to +3.9% | 39% | -2.8% to +1.2% | 0.0% |
| Day +10 | 36 | -1.6% | -5.9% to +5.1% | 44% | -4.1% to +3.7% | 0.0% |
Crosses above gamma max 35 completed Day +10 paths · latest Sep 2, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 35 | +1.2% | -2.5% to +3.0% | 54% | -0.6% to +2.4% | 0.0% |
| Day +2 | 35 | -0.9% | -3.9% to +2.9% | 46% | -2.5% to +0.7% | 0.0% |
| Day +3 | 35 | -1.5% | -4.0% to +2.6% | 43% | -2.8% to +1.2% | 0.0% |
| Day +4 | 35 | -1.5% | -5.2% to +3.6% | 43% | -4.2% to +2.8% | 0.0% |
| Day +5 | 35 | -1.3% | -4.8% to +4.4% | 49% | -2.8% to +2.2% | 0.0% |
| Day +6 | 35 | -1.2% | -5.0% to +5.3% | 49% | -3.7% to +4.1% | 0.0% |
| Day +7 | 35 | -0.3% | -4.8% to +5.3% | 49% | -3.3% to +3.4% | 0.0% |
| Day +8 | 35 | +0.1% | -4.0% to +4.4% | 51% | -1.9% to +3.4% | 0.0% |
| Day +9 | 35 | +0.3% | -6.1% to +5.5% | 51% | -3.6% to +3.0% | 0.0% |
| Day +10 | 35 | -0.6% | -6.6% to +4.6% | 46% | -2.8% to +2.5% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 15% |
| Gamma max crosses | 12 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 50.0% of 252 |
| Prior-year sessions closer to delta neutral | 52.0% of 252 |
| Open interest percentile (1y) | 79th |
| Daily open interest change versus prior year | +0.04σ (521 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +1.2% |
| Open interest change, 21 sessions | +4.5% |
| History available | Jun 28, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 14.66 vs 14.89 (-1.5%)
- closed above gamma max at 15.57 vs 15.13 (+2.8%)
- closed below gamma max at 14.83 vs 14.89 (-0.4%)
- closed above gamma max at 14.34 vs 14.05 (+2.0%)
- closed below gamma max at 14.17 vs 14.65 (-3.4%)
- closed above gamma max at 14.76 vs 14.64 (+0.8%)
- closed below gamma max at 14.40 vs 14.53 (-0.9%)
- closed above gamma max at 14.49 vs 14.32 (+1.2%)
- closed below gamma max at 14.08 vs 14.27 (-1.4%)
- closed above gamma max at 14.88 vs 13.95 (+6.3%)
In today's screens
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Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/DLO
Questions people ask about DLO
Where is DLO's gamma max today?
As of Oct 2, 2026, the gamma max for DLO is 15.09, +9.8% from the 13.74 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 DLO above or below its delta neutral price?
DLO closed above delta neutral: 13.74 against a delta neutral price of 10.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DLO have?
236,443 contracts of open interest across 151 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.