Data through close

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

As of close · rank #2765 by open interest · snapshot page

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GASS's nearest-expiration max pain is 7.50 for 2026-10-16, net GEX is 423,056, its put/call open-interest ratio is 0.13. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
9.34
prev 9.14
Gamma max
9.65
+3.3% from close
Delta neutral
5.92
-36.6% from close
Gamma neutral
9.34
0.0% from close
Open interest
3,698
+0.3% vs prev
Contracts listed
21
18 calls · 7 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
7.50
-19.7% from close
2026-10-16
GEX flip
–
Net GEX
423,056
11,440,130 per 100k OI
Call wall
10.00
+7.1% from close
Put wall
7.50
-19.7% from close
Put/call OI
0.13
426 puts / 3,272 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
16.6
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
-22.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
21 contracts traded
Normalized net delta
0.421
option-holder convention
Modeled dealer delta
-0.414
opposite-side scenario
Vanna / 100k OI
514
volatility-sensitive delta
Charm / 100k OI
-34,559
time-decay-sensitive delta
IV surface range
10.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GASS closed 3.3% below its gamma max of 9.65. It is 36.6% above the delta neutral price of 5.92. Total open interest is 3,698, +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

← BATRA (#2764) LTC (#2766) →

Questions people ask about GASS

Where is GASS's gamma max today?

As of Oct 2, 2026, the gamma max for GASS is 9.65, +3.3% from the 9.34 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 GASS above or below its delta neutral price?

GASS closed above delta neutral: 9.34 against a delta neutral price of 5.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GASS have?

3,698 contracts of open interest across 21 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.