Data through close

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

As of close · rank #3192 by open interest · snapshot page

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DLX's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 13.03, net GEX is 51,105, its put/call open-interest ratio is 0.60. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
22.61
prev 22.94
Gamma max
27.65
+22.3% from close
Delta neutral
22.57
-0.2% from close
Gamma neutral
13.03
-42.4% from close
Open interest
2,031
+0.3% vs prev
Contracts listed
35
21 calls · 18 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
25.00
+10.6% from close
2026-10-16
GEX flip
13.03
-42.4% from close
Net GEX
51,105
2,516,239 per 100k OI
Call wall
25.00
+10.6% from close
Put wall
22.50
-0.5% from close
Put/call OI
0.60
758 puts / 1,273 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
58.3
within trailing 52-week range
Front / back ATM IV
+32.2% / +43.2%
-11.0 pp front premium
Expected move
+6.3%
14 DTE · one standard deviation
ATM straddle / spot
+18.2%
front-window midpoint premium
25Δ risk reversal
-112.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
17 contracts traded
Normalized net delta
0.020
option-holder convention
Modeled dealer delta
-0.020
opposite-side scenario
Vanna / 100k OI
2,068
volatility-sensitive delta
Charm / 100k OI
-249,138
time-decay-sensitive delta
IV surface range
54.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DLX closed 22.3% below its gamma max of 27.65. It is 0.2% above the delta neutral price of 22.57. Total open interest is 2,031, +0.3% 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

Neighbours by open interest

← POST (#3191) AIT (#3193) →

Questions people ask about DLX

Where is DLX's gamma max today?

As of Oct 2, 2026, the gamma max for DLX is 27.65, +22.3% from the 22.61 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 DLX above or below its delta neutral price?

DLX closed above delta neutral: 22.61 against a delta neutral price of 22.57. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DLX have?

2,031 contracts of open interest across 35 listed contracts on Oct 2, 2026, +0.3% 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.