DPRO max pain, gamma exposure (GEX) & options open interest
As of close · rank #426 by open interest · 348 sessions of history since Oct 7, 2021
DPRO's nearest-expiration max pain is 6.00 for 2026-10-09, its GEX flip is 3.97, net GEX is 12,876,013, its put/call open-interest ratio is 0.07. 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: smile convexity -23.2 pp · 7d expected move +14.5% · IV rank 100
DPRO closed 17.7% below its gamma max of 6.22. It is 31.3% above the delta neutral price of 3.63. Total open interest is 185,569, -1.3% versus the previous session. Its options catalyst-intensity score is 54.7 out of 100, led by smile convexity -23.2 pp, 7d expected move +14.5%, IV rank 100. 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 | -2,245 contracts · -1.3% |
| Put OI change, 1 session | -104 contracts · -0.8% |
| Call minus put OI growth, 1 session | -0.5 pp |
| Call OI change, 5 sessions | -1,439 contracts · -0.8% |
| Put OI change, 5 sessions | -58 contracts · -0.5% |
| Call minus put OI growth, 5 sessions | -0.4 pp |
| Daily call OI change surprise | -0.40σ (252 prior changes) |
| Daily put OI change surprise | -0.16σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.04σ (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 12 completed Day +10 paths · latest Sep 10, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 12 | -2.5% | -4.8% to +2.1% | 33% | -5.0% to +2.4% | 0.0% |
| Day +2 | 12 | -9.4% | -11.3% to -5.2% | 25% | -11.8% to +0.9% | 0.0% |
| Day +3 | 12 | -5.8% | -9.1% to -2.8% | 17% | -11.8% to -2.2% | -2.2% |
| Day +4 | 12 | -3.2% | -10.7% to -1.1% | 8% | -13.1% to -0.7% | -0.7% |
| Day +5 | 12 | -2.7% | -12.9% to +4.3% | 50% | -16.7% to +5.1% | 0.0% |
| Day +6 | 12 | -7.1% | -10.8% to +3.8% | 33% | -13.1% to +7.0% | 0.0% |
| Day +7 | 12 | -0.8% | -14.2% to +6.4% | 50% | -14.4% to +12.6% | 0.0% |
| Day +8 | 12 | +0.4% | -15.0% to +5.1% | 50% | -15.0% to +11.1% | 0.0% |
| Day +9 | 12 | -0.6% | -18.4% to +9.7% | 50% | -18.8% to +11.5% | 0.0% |
| Day +10 | 12 | -1.0% | -17.5% to +6.2% | 50% | -17.6% to +9.4% | 0.0% |
Crosses above gamma max 7 completed Day +10 paths · latest May 21, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 7 | +0.2% | -2.6% to +2.1% | 57% | -7.9% to +2.9% | 0.0% |
| Day +2 | 7 | +3.7% | -1.9% to +5.2% | 71% | -5.9% to +9.0% | 0.0% |
| Day +3 | 7 | +2.1% | -3.7% to +5.8% | 71% | -11.1% to +6.9% | 0.0% |
| Day +4 | 7 | -0.2% | -8.9% to +5.5% | 43% | -12.5% to +24.8% | 0.0% |
| Day +5 | 7 | -0.3% | -8.6% to +2.7% | 43% | -16.1% to +19.7% | 0.0% |
| Day +6 | 7 | +1.2% | -8.3% to +7.0% | 57% | -13.7% to +21.2% | 0.0% |
| Day +7 | 7 | -6.5% | -8.4% to +10.2% | 43% | -12.5% to +25.4% | 0.0% |
| Day +8 | 7 | -3.7% | -6.8% to +6.6% | 43% | -16.1% to +33.9% | 0.0% |
| Day +9 | 7 | +4.1% | -0.2% to +10.3% | 71% | -24.0% to +24.7% | 0.0% |
| Day +10 | 7 | +2.5% | +1.2% to +9.9% | 86% | -18.6% to +27.0% | 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 | 23% |
| Gamma max crosses | 21 |
| Delta neutral crosses | 0 |
| Prior-year sessions closer to gamma max | 68.7% of 252 |
| Prior-year sessions closer to delta neutral | 0.0% of 252 |
| Open interest percentile (1y) | 93th |
| Daily open interest change versus prior year | -0.39σ (-2,349 contracts; 252 prior changes) |
| Open interest change, 5 sessions | -0.8% |
| Open interest change, 21 sessions | +47.1% |
| History available | Oct 7, 2021 → Oct 2, 2026 |
Recent crosses
- closed below gamma max at 5.47 vs 5.70 (-4.2%)
- closed above gamma max at 5.42 vs 5.14 (+5.2%)
- closed below gamma max at 6.99 vs 7.10 (-1.6%)
- closed above gamma max at 6.24 vs 6.08 (+2.6%)
- closed below gamma max at 5.28 vs 5.41 (-2.6%)
- closed above gamma max at 5.30 vs 5.13 (+3.2%)
- closed below gamma max at 5.68 vs 5.83 (-2.6%)
- closed above gamma max at 5.94 vs 5.27 (+11.2%)
- closed below gamma max at 7.78 vs 8.06 (-3.6%)
- closed above gamma max at 7.89 vs 7.79 (+1.2%)
In today's screens
Neighbours by open interest
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Canonical source: https://halfonadouble.com/stock/DPRO
Questions people ask about DPRO
Where is DPRO's gamma max today?
As of Oct 2, 2026, the gamma max for DPRO is 6.22, +17.7% from the 5.28 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 DPRO above or below its delta neutral price?
DPRO closed above delta neutral: 5.28 against a delta neutral price of 3.63. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does DPRO have?
185,569 contracts of open interest across 121 listed contracts on Oct 2, 2026, -1.3% 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.