Data through close

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

As of close · rank #2840 by open interest · snapshot page

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DRNZ's nearest-expiration max pain is 21.00 for 2026-10-16, its GEX flip is 16.61, net GEX is 105,739, its put/call open-interest ratio is 0.50. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.85
prev 19.53
Gamma max
23.64
+19.1% from close
Delta neutral
18.99
-4.4% from close
Gamma neutral
16.61
-16.3% from close
Open interest
3,334
+0.3% vs prev
Contracts listed
78
46 calls · 34 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
21.00
+5.8% from close
2026-10-16
GEX flip
16.61
-16.3% from close
Net GEX
105,739
3,171,529 per 100k OI
Call wall
23.00
+15.9% from close
Put wall
20.00
+0.8% from close
Put/call OI
0.50
1,113 puts / 2,221 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
1.6
within trailing 52-week range
Front / back ATM IV
+52.2% / +48.6%
3.7 pp front premium
Expected move
+10.2%
14 DTE · one standard deviation
ATM straddle / spot
+16.1%
front-window midpoint premium
25Δ risk reversal
-38.3 pp
put IV minus call IV
IV butterfly
0.3 pp
front-window smile convexity
Volume / open interest
0.02
77 contracts traded
Normalized net delta
0.065
option-holder convention
Modeled dealer delta
-0.065
opposite-side scenario
Vanna / 100k OI
3,869
volatility-sensitive delta
Charm / 100k OI
-147,510
time-decay-sensitive delta
IV surface range
63.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DRNZ closed 19.1% below its gamma max of 23.64. It is 4.4% above the delta neutral price of 18.99. Total open interest is 3,334, +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

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Neighbours by open interest

← JDST (#2839) HEI (#2841) →

Questions people ask about DRNZ

Where is DRNZ's gamma max today?

As of Oct 2, 2026, the gamma max for DRNZ is 23.64, +19.1% from the 19.85 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 DRNZ above or below its delta neutral price?

DRNZ closed above delta neutral: 19.85 against a delta neutral price of 18.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DRNZ have?

3,334 contracts of open interest across 78 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.