Data through close

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

As of close · rank #832 by open interest · snapshot page

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DLTR's nearest-expiration max pain is 116.00 for 2026-10-09, its GEX flip is 96.91, net GEX is 1,934,297, its put/call open-interest ratio is 0.65. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
112.16
prev 114.43
Gamma max
130.34
+16.2% from close
Delta neutral
108.20
-3.5% from close
Gamma neutral
96.91
-13.6% from close
Open interest
67,668
-1.9% vs prev
Contracts listed
556
346 calls · 265 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
116.00
+3.4% from close
2026-10-09
GEX flip
96.91
-13.6% from close
Net GEX
1,934,297
2,858,510 per 100k OI
Call wall
135.00
+20.4% from close
Put wall
110.00
-1.9% from close
Put/call OI
0.65
26,623 puts / 41,045 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
75.8
within trailing 52-week range
Front / back ATM IV
+44.5% / +34.7%
9.8 pp front premium
Expected move
+6.2%
7 DTE · one standard deviation
ATM straddle / spot
+4.4%
front-window midpoint premium
25Δ risk reversal
-8.6 pp
put IV minus call IV
IV butterfly
-9.2 pp
front-window smile convexity
Volume / open interest
0.04
2,586 contracts traded
Normalized net delta
0.074
option-holder convention
Modeled dealer delta
-0.073
opposite-side scenario
Vanna / 100k OI
3,019
volatility-sensitive delta
Charm / 100k OI
392,021
time-decay-sensitive delta
IV surface range
72.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DLTR closed 16.2% below its gamma max of 130.34. It is 3.5% above the delta neutral price of 108.20. Total open interest is 67,668, -1.9% 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

← DNUT (#831) MELI (#833) →

Questions people ask about DLTR

Where is DLTR's gamma max today?

As of Oct 2, 2026, the gamma max for DLTR is 130.34, +16.2% from the 112.16 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 DLTR above or below its delta neutral price?

DLTR closed above delta neutral: 112.16 against a delta neutral price of 108.20. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DLTR have?

67,668 contracts of open interest across 556 listed contracts on Oct 2, 2026, -1.9% 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.