Data through close

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

As of close · rank #1742 by open interest · snapshot page

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GEL's nearest-expiration max pain is 15.00 for 2026-10-16, its GEX flip is 17.56, net GEX is -36,724, its put/call open-interest ratio is 0.54. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
14.05
prev 13.68
Gamma max
18.14
+29.1% from close
Delta neutral
14.02
-0.2% from close
Gamma neutral
17.56
+25.0% from close
Open interest
15,763
+0.6% vs prev
Contracts listed
27
17 calls · 12 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
15.00
+6.8% from close
2026-10-16
GEX flip
17.56
+25.0% from close
Net GEX
-36,724
-232,976 per 100k OI
Call wall
17.50
+24.6% from close
Put wall
15.00
+6.8% from close
Put/call OI
0.54
5,522 puts / 10,241 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
16.7
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
-20.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
105 contracts traded
Normalized net delta
-0.071
option-holder convention
Modeled dealer delta
0.066
opposite-side scenario
Vanna / 100k OI
1,795
volatility-sensitive delta
Charm / 100k OI
-137,728
time-decay-sensitive delta
IV surface range
111.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GEL closed 29.1% below its gamma max of 18.14. It is 0.2% above the delta neutral price of 14.02. Total open interest is 15,763, +0.6% 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

← PARR (#1741) EQIX (#1743) →

Questions people ask about GEL

Where is GEL's gamma max today?

As of Oct 2, 2026, the gamma max for GEL is 18.14, +29.1% from the 14.05 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 GEL above or below its delta neutral price?

GEL closed above delta neutral: 14.05 against a delta neutral price of 14.02. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GEL have?

15,763 contracts of open interest across 27 listed contracts on Oct 2, 2026, +0.6% 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.