Data through close

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

As of close · rank #1998 by open interest · snapshot page

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DNLI's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 16.96, net GEX is 66,756, its put/call open-interest ratio is 1.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
20.00
prev 20.53
Gamma max
21.59
+8.0% from close
Delta neutral
20.21
+1.0% from close
Gamma neutral
16.96
-15.2% from close
Open interest
11,244
-0.1% vs prev
Contracts listed
41
25 calls · 23 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
20.00
0.0% from close
2026-10-16
GEX flip
16.96
-15.2% from close
Net GEX
66,756
593,707 per 100k OI
Call wall
22.50
+12.5% from close
Put wall
20.00
0.0% from close
Put/call OI
1.39
6,534 puts / 4,710 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
20.9
within trailing 52-week range
Front / back ATM IV
+84.8% / +78.0%
6.8 pp front premium
Expected move
+16.6%
14 DTE · one standard deviation
ATM straddle / spot
+23.1%
front-window midpoint premium
25Δ risk reversal
-31.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.07
817 contracts traded
Normalized net delta
0.004
option-holder convention
Modeled dealer delta
-0.004
opposite-side scenario
Vanna / 100k OI
1,067
volatility-sensitive delta
Charm / 100k OI
-415,377
time-decay-sensitive delta
IV surface range
98.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DNLI closed 8.0% below its gamma max of 21.59. It is 1.0% below the delta neutral price of 20.21. Total open interest is 11,244, -0.1% 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

← UFO (#1997) ERX (#1999) →

Questions people ask about DNLI

Where is DNLI's gamma max today?

As of Oct 2, 2026, the gamma max for DNLI is 21.59, +8.0% from the 20.00 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 DNLI above or below its delta neutral price?

DNLI closed below delta neutral: 20.00 against a delta neutral price of 20.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DNLI have?

11,244 contracts of open interest across 41 listed contracts on Oct 2, 2026, -0.1% 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.