Data through close

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

As of close · rank #1993 by open interest · snapshot page

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GCO's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 26.36, net GEX is 493,441, its put/call open-interest ratio is 1.31. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
34.80
prev 34.81
Gamma max
38.68
+11.2% from close
Delta neutral
30.05
-13.7% from close
Gamma neutral
26.36
-24.2% from close
Open interest
11,321
-0.0% vs prev
Contracts listed
37
21 calls · 19 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
35.00
+0.6% from close
2026-10-16
GEX flip
26.36
-24.2% from close
Net GEX
493,441
4,358,632 per 100k OI
Call wall
35.00
+0.6% from close
Put wall
25.00
-28.2% from close
Put/call OI
1.31
6,412 puts / 4,909 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
16.4
within trailing 52-week range
Front / back ATM IV
+57.1% / +52.3%
4.9 pp front premium
Expected move
+11.2%
14 DTE · one standard deviation
ATM straddle / spot
+8.6%
front-window midpoint premium
25Δ risk reversal
11.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
29 contracts traded
Normalized net delta
0.114
option-holder convention
Modeled dealer delta
-0.114
opposite-side scenario
Vanna / 100k OI
4,726
volatility-sensitive delta
Charm / 100k OI
-73,730
time-decay-sensitive delta
IV surface range
37.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GCO closed 11.2% below its gamma max of 38.68. It is 13.7% above the delta neutral price of 30.05. Total open interest is 11,321, -0.0% 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

← LABX (#1992) LGO (#1994) →

Questions people ask about GCO

Where is GCO's gamma max today?

As of Oct 2, 2026, the gamma max for GCO is 38.68, +11.2% from the 34.80 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 GCO above or below its delta neutral price?

GCO closed above delta neutral: 34.80 against a delta neutral price of 30.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GCO have?

11,321 contracts of open interest across 37 listed contracts on Oct 2, 2026, -0.0% 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.