Data through close

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

As of close · rank #809 by open interest · snapshot page

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DVA's nearest-expiration max pain is 180.00 for 2026-10-16, its GEX flip is 156.60, net GEX is 4,546,490, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
178.69
prev 176.35
Gamma max
193.46
+8.3% from close
Delta neutral
176.27
-1.4% from close
Gamma neutral
156.60
-12.4% from close
Open interest
70,161
+0.4% vs prev
Contracts listed
369
239 calls · 178 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
180.00
+0.7% from close
2026-10-16
GEX flip
156.60
-12.4% from close
Net GEX
4,546,490
6,480,082 per 100k OI
Call wall
185.00
+3.5% from close
Put wall
210.00
+17.5% from close
Put/call OI
0.49
22,957 puts / 47,204 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
11.1
within trailing 52-week range
Front / back ATM IV
+37.3% / +47.6%
-10.3 pp front premium
Expected move
+7.3%
14 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
-143.2 pp
put IV minus call IV
IV butterfly
-6.1 pp
front-window smile convexity
Volume / open interest
0.01
496 contracts traded
Normalized net delta
0.024
option-holder convention
Modeled dealer delta
-0.024
opposite-side scenario
Vanna / 100k OI
4,461
volatility-sensitive delta
Charm / 100k OI
-888,486
time-decay-sensitive delta
IV surface range
195.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DVA closed 8.3% below its gamma max of 193.46. It is 1.4% above the delta neutral price of 176.27. Total open interest is 70,161, +0.4% 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

← DFTX (#808) UUP (#810) →

Questions people ask about DVA

Where is DVA's gamma max today?

As of Oct 2, 2026, the gamma max for DVA is 193.46, +8.3% from the 178.69 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 DVA above or below its delta neutral price?

DVA closed above delta neutral: 178.69 against a delta neutral price of 176.27. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DVA have?

70,161 contracts of open interest across 369 listed contracts on Oct 2, 2026, +0.4% 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.