Data through close

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

As of close · rank #1806 by open interest · snapshot page

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DY's nearest-expiration max pain is 290.00 for 2026-10-16, its GEX flip is 243.42, net GEX is 667,681, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
273.75
prev 269.96
Gamma max
308.74
+12.8% from close
Delta neutral
276.91
+1.2% from close
Gamma neutral
243.42
-11.1% from close
Open interest
14,433
+0.8% vs prev
Contracts listed
252
151 calls · 111 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
290.00
+5.9% from close
2026-10-16
GEX flip
243.42
-11.1% from close
Net GEX
667,681
4,626,071 per 100k OI
Call wall
290.00
+5.9% from close
Put wall
270.00
-1.4% from close
Put/call OI
0.41
4,177 puts / 10,256 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
13.0
within trailing 52-week range
Front / back ATM IV
+48.3% / +54.3%
-6.0 pp front premium
Expected move
+9.4%
14 DTE · one standard deviation
ATM straddle / spot
+7.3%
front-window midpoint premium
25Δ risk reversal
-2.4 pp
put IV minus call IV
IV butterfly
2.5 pp
front-window smile convexity
Volume / open interest
0.02
332 contracts traded
Normalized net delta
-0.014
option-holder convention
Modeled dealer delta
0.014
opposite-side scenario
Vanna / 100k OI
2,501
volatility-sensitive delta
Charm / 100k OI
-608,210
time-decay-sensitive delta
IV surface range
60.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

DY closed 12.8% below its gamma max of 308.74. It is 1.2% below the delta neutral price of 276.91. Total open interest is 14,433, +0.8% 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

← NEOV (#1805) APLX (#1807) →

Questions people ask about DY

Where is DY's gamma max today?

As of Oct 2, 2026, the gamma max for DY is 308.74, +12.8% from the 273.75 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 DY above or below its delta neutral price?

DY closed below delta neutral: 273.75 against a delta neutral price of 276.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does DY have?

14,433 contracts of open interest across 252 listed contracts on Oct 2, 2026, +0.8% 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.