Data through close

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

As of close · rank #1365 by open interest · snapshot page

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DPZ's nearest-expiration max pain is 320.00 for 2026-10-16, its GEX flip is 318.56, net GEX is -741,826, its put/call open-interest ratio is 0.80. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
297.61
prev 295.00
Gamma max
385.03
+29.4% from close
Delta neutral
317.76
+6.8% from close
Gamma neutral
318.56
+7.0% from close
Open interest
26,674
+3.2% vs prev
Contracts listed
482
292 calls · 231 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
320.00
+7.5% from close
2026-10-16
GEX flip
318.56
+7.0% from close
Net GEX
-741,826
-2,781,081 per 100k OI
Call wall
330.00
+10.9% from close
Put wall
300.00
+0.8% from close
Put/call OI
0.80
11,868 puts / 14,806 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
6.7
within trailing 52-week range
Front / back ATM IV
+53.1% / +39.1%
14.0 pp front premium
Expected move
+10.4%
14 DTE · one standard deviation
ATM straddle / spot
+7.8%
front-window midpoint premium
25Δ risk reversal
8.3 pp
put IV minus call IV
IV butterfly
-1.9 pp
front-window smile convexity
Volume / open interest
0.01
258 contracts traded
Normalized net delta
-0.068
option-holder convention
Modeled dealer delta
0.068
opposite-side scenario
Vanna / 100k OI
3,412
volatility-sensitive delta
Charm / 100k OI
2,046,285
time-decay-sensitive delta
IV surface range
73.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DPZ closed 29.4% below its gamma max of 385.03. It is 6.8% below the delta neutral price of 317.76. Total open interest is 26,674, +3.2% 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

← ITA (#1364) AISP (#1366) →

Questions people ask about DPZ

Where is DPZ's gamma max today?

As of Oct 2, 2026, the gamma max for DPZ is 385.03, +29.4% from the 297.61 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 DPZ above or below its delta neutral price?

DPZ closed below delta neutral: 297.61 against a delta neutral price of 317.76. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DPZ have?

26,674 contracts of open interest across 482 listed contracts on Oct 2, 2026, +3.2% 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.