Data through close

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

As of close · rank #611 by open interest · 75 sessions of history since Jun 17, 2026

DXYZ's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 30.76, net GEX is 2,547,824, its put/call open-interest ratio is 0.48. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
32.80
prev 31.24
Gamma max
37.75
+15.1% from close
Delta neutral
29.32
-10.6% from close
Gamma neutral
30.76
-6.2% from close
Open interest
105,963
+4.1% vs prev
Contracts listed
76
50 calls · 46 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
30.00
-8.5% from close
2026-10-16
GEX flip
30.76
-6.2% from close
Net GEX
2,547,824
2,404,447 per 100k OI
Call wall
35.00
+6.7% from close
Put wall
30.00
-8.5% from close
Put/call OI
0.48
34,156 puts / 71,807 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
39.8
cross-sectional score / 100
Directional score
23.1
relatively bullish positioning
IV rank
2.6
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-12.1 pp
put IV minus call IV
IV butterfly
-3.5 pp
front-window smile convexity
Volume / open interest
0.10
10,348 contracts traded
Normalized net delta
0.176
option-holder convention
Modeled dealer delta
-0.175
opposite-side scenario
Vanna / 100k OI
2,514
volatility-sensitive delta
Charm / 100k OI
-296,543
time-decay-sensitive delta
IV surface range
39.7 pp
published contour maximum minus minimum

Strongest relative signals: volume/OI 0.10

Download the complete dated analysis JSON .

DXYZ closed 15.1% below its gamma max of 37.75. It is 10.6% above the delta neutral price of 29.32. Total open interest is 105,963, +4.1% versus the previous session. Its options catalyst-intensity score is 39.8 out of 100, led by volume/OI 0.10. 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.

DXYZ call and put open interest changes
Measure Value
Call OI change, 1 session +3,255 contracts · +4.7%
Put OI change, 1 session +871 contracts · +2.6%
Call minus put OI growth, 1 session +2.1 pp
Call OI change, 5 sessions +10,196 contracts · +16.5%
Put OI change, 5 sessions +3,315 contracts · +10.7%
Call minus put OI growth, 5 sessions +5.8 pp
Daily call OI change surprise — (73 prior changes)
Daily put OI change surprise — (73 prior changes)
Daily call-minus-put growth surprise — (73 prior changes)

History

2026-06 2026-10
close delta neutral gamma max
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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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 above gamma max 1 completed Day +10 paths · latest Aug 17, 2026
DXYZ returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -8.0% -4.0% 0% +4.0% +8.0% Cross on Aug 17, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
DXYZ historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 1 -2.5% -2.5% to -2.5% 0% – –
Day +2 1 -1.7% -1.7% to -1.7% 0% – –
Day +3 1 +1.9% +1.9% to +1.9% 100% – –
Day +4 1 +1.3% +1.3% to +1.3% 100% – –
Day +5 1 -4.7% -4.7% to -4.7% 0% – –
Day +6 1 +1.9% +1.9% to +1.9% 100% – –
Day +7 1 +1.6% +1.6% to +1.6% 100% – –
Day +8 1 +4.1% +4.1% to +4.1% 100% – –
Day +9 1 +2.2% +2.2% to +2.2% 100% – –
Day +10 1 -5.5% -5.5% to -5.5% 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 75 sessions

DXYZ trailing historical statistics
Sessions closed above gamma max 5%
Gamma max crosses 2
Delta neutral crosses 3
Prior-year sessions closer to gamma max 32.4% of 74
Prior-year sessions closer to delta neutral 39.2% of 74
Open interest percentile (1y) 81th
Daily open interest change versus prior year – (4,126 contracts; 73 prior changes)
Open interest change, 5 sessions +14.6%
Open interest change, 21 sessions +3.9%
History available Jun 17, 2026 → Oct 2, 2026

Recent crosses

  1. closed below gamma max at 34.43 vs 36.95 (-7.3%)
  2. closed above gamma max at 34.00 vs 31.58 (+7.1%)
  3. closed above delta neutral at 26.76 vs 25.69 (+4.0%)
  4. closed below delta neutral at 25.88 vs 26.03 (-0.6%)
  5. closed above delta neutral at 27.84 vs 26.40 (+5.2%)

In today's screens

Neighbours by open interest

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Questions people ask about DXYZ

Where is DXYZ's gamma max today?

As of Oct 2, 2026, the gamma max for DXYZ is 37.75, +15.1% from the 32.80 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 DXYZ above or below its delta neutral price?

DXYZ closed above delta neutral: 32.80 against a delta neutral price of 29.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DXYZ have?

105,963 contracts of open interest across 76 listed contracts on Oct 2, 2026, +4.1% 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.