DNN max pain, gamma exposure (GEX) & options open interest
As of close · rank #279 by open interest · 1,340 sessions of history since Feb 19, 2021
DNN's nearest-expiration max pain is 0.50 for 2026-10-09, net GEX is 7,170,688, its put/call open-interest ratio is 0.19. 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: 25Δ risk reversal -44.7 pp · front IV premium -0.7 pp
DNN closed 21.7% below its gamma max of 3.13. It is 32.9% above the delta neutral price of 1.72. Total open interest is 342,242, -0.2% versus the previous session. Its options catalyst-intensity score is 50.4 out of 100, led by 25Δ risk reversal -44.7 pp, front IV premium -0.7 pp. 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 | -628 contracts · -0.2% |
| Put OI change, 1 session | -153 contracts · -0.3% |
| Call minus put OI growth, 1 session | +0.1 pp |
| Call OI change, 5 sessions | +6,165 contracts · +2.2% |
| Put OI change, 5 sessions | +3,891 contracts · +7.6% |
| Call minus put OI growth, 5 sessions | -5.4 pp |
| Daily call OI change surprise | -0.04σ (252 prior changes) |
| Daily put OI change surprise | -0.06σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.07σ (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 64 completed Day +10 paths · latest Aug 27, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 64 | +0.7% | -1.5% to +3.1% | 56% | -0.6% to +1.7% | 0.0% |
| Day +2 | 64 | +0.3% | -1.8% to +3.6% | 50% | -1.0% to +2.2% | 0.0% |
| Day +3 | 64 | +0.4% | -2.7% to +4.8% | 50% | -0.9% to +2.8% | 0.0% |
| Day +4 | 64 | +0.1% | -3.7% to +5.1% | 50% | -0.5% to +2.3% | 0.0% |
| Day +5 | 64 | +1.4% | -3.0% to +5.6% | 59% | -0.7% to +2.8% | 0.0% |
| Day +6 | 64 | +2.0% | -3.4% to +7.5% | 56% | -1.2% to +3.6% | 0.0% |
| Day +7 | 64 | +1.2% | -4.4% to +7.1% | 53% | -1.6% to +3.4% | 0.0% |
| Day +8 | 64 | +2.0% | -5.9% to +7.5% | 59% | -0.6% to +3.9% | 0.0% |
| Day +9 | 64 | +2.2% | -3.2% to +9.4% | 63% | +1.1% to +6.9% | +1.1% |
| Day +10 | 64 | +3.4% | -5.1% to +9.5% | 59% | 0.0% to +6.0% | 0.0% |
Crosses above gamma max 63 completed Day +10 paths · latest Aug 21, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 63 | 0.0% | -2.6% to +2.2% | 49% | -1.0% to +1.2% | 0.0% |
| Day +2 | 63 | +0.5% | -1.8% to +4.6% | 52% | -0.8% to +1.9% | 0.0% |
| Day +3 | 63 | +2.2% | -1.9% to +4.9% | 62% | +1.3% to +3.4% | +1.3% |
| Day +4 | 63 | +1.3% | -3.5% to +6.2% | 59% | -0.2% to +3.4% | 0.0% |
| Day +5 | 63 | 0.0% | -3.2% to +5.6% | 48% | -0.9% to +2.0% | 0.0% |
| Day +6 | 63 | 0.0% | -2.8% to +4.9% | 44% | -1.3% to +1.8% | 0.0% |
| Day +7 | 63 | +1.3% | -3.1% to +6.0% | 59% | -0.7% to +3.8% | 0.0% |
| Day +8 | 63 | +3.2% | -3.6% to +8.2% | 57% | -0.3% to +5.0% | 0.0% |
| Day +9 | 63 | +1.9% | -2.7% to +8.2% | 52% | -1.4% to +4.9% | 0.0% |
| Day +10 | 63 | +2.5% | -3.8% to +10.5% | 54% | -1.3% to +5.0% | 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 | 37% |
| Gamma max crosses | 39 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 96.8% of 252 |
| Prior-year sessions closer to delta neutral | 0.8% of 252 |
| Open interest percentile (1y) | 44th |
| Daily open interest change versus prior year | -0.04σ (-781 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +3.0% |
| Open interest change, 21 sessions | +3.8% |
| History available | Feb 19, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 2.86 vs 3.17 (-10.7%)
- closed above gamma max at 2.89 vs 2.76 (+4.6%)
- closed below gamma max at 3.67 vs 3.68 (-0.2%)
- closed above gamma max at 3.50 vs 3.37 (+3.7%)
- closed below gamma max at 3.31 vs 3.32 (-0.2%)
- closed above gamma max at 3.23 vs 3.19 (+1.2%)
- closed below gamma max at 3.13 vs 3.17 (-1.4%)
- closed above gamma max at 2.92 vs 2.64 (+9.4%)
- closed below gamma max at 2.69 vs 2.73 (-1.4%)
- closed above gamma max at 2.75 vs 2.73 (+0.9%)
In today's screens
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Neighbours by open interest
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Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/DNN
Questions people ask about DNN
Where is DNN's gamma max today?
As of Oct 2, 2026, the gamma max for DNN is 3.13, +21.7% from the 2.57 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 DNN above or below its delta neutral price?
DNN closed above delta neutral: 2.57 against a delta neutral price of 1.72. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DNN have?
342,242 contracts of open interest across 92 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.