Data through close

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

As of close · rank #2663 by open interest · snapshot page

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DTE's nearest-expiration max pain is 125.00 for 2026-10-16, its GEX flip is 114.36, net GEX is 426,398, its put/call open-interest ratio is 0.19. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
124.45
prev 123.27
Gamma max
134.55
+8.1% from close
Delta neutral
120.73
-3.0% from close
Gamma neutral
114.36
-8.1% from close
Open interest
4,356
+1.2% vs prev
Contracts listed
90
60 calls · 31 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
125.00
+0.4% from close
2026-10-16
GEX flip
114.36
-8.1% from close
Net GEX
426,398
9,788,758 per 100k OI
Call wall
135.00
+8.5% from close
Put wall
125.00
+0.4% from close
Put/call OI
0.19
709 puts / 3,647 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
39.9
within trailing 52-week range
Front / back ATM IV
+19.9% / +21.0%
-1.1 pp front premium
Expected move
+3.9%
14 DTE · one standard deviation
ATM straddle / spot
+2.7%
front-window midpoint premium
25Δ risk reversal
-132.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
71 contracts traded
Normalized net delta
0.063
option-holder convention
Modeled dealer delta
-0.062
opposite-side scenario
Vanna / 100k OI
2,365
volatility-sensitive delta
Charm / 100k OI
-4,125,551
time-decay-sensitive delta
IV surface range
134.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DTE closed 8.1% below its gamma max of 134.55. It is 3.0% above the delta neutral price of 120.73. Total open interest is 4,356, +1.2% 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

← TAK (#2662) BVN (#2664) →

Questions people ask about DTE

Where is DTE's gamma max today?

As of Oct 2, 2026, the gamma max for DTE is 134.55, +8.1% from the 124.45 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 DTE above or below its delta neutral price?

DTE closed above delta neutral: 124.45 against a delta neutral price of 120.73. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DTE have?

4,356 contracts of open interest across 90 listed contracts on Oct 2, 2026, +1.2% 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.