Data through close

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

As of close · rank #792 by open interest · snapshot page

GGAL's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 46.49, net GEX is -2,242,377, its put/call open-interest ratio is 1.17. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
35.89
prev 36.07
Gamma max
58.27
+62.4% from close
Delta neutral
42.10
+17.3% from close
Gamma neutral
46.49
+29.5% from close
Open interest
72,925
+2.9% vs prev
Contracts listed
162
97 calls · 79 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
45.00
+25.4% from close
2026-10-16
GEX flip
46.49
+29.5% from close
Net GEX
-2,242,377
-3,074,908 per 100k OI
Call wall
45.00
+25.4% from close
Put wall
30.00
-16.4% from close
Put/call OI
1.17
39,278 puts / 33,647 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
64.0
within trailing 52-week range
Front / back ATM IV
+51.7% / +56.2%
-4.6 pp front premium
Expected move
+10.1%
14 DTE · one standard deviation
ATM straddle / spot
+7.5%
front-window midpoint premium
25Δ risk reversal
-134.9 pp
put IV minus call IV
IV butterfly
-9.7 pp
front-window smile convexity
Volume / open interest
0.02
1,182 contracts traded
Normalized net delta
-0.175
option-holder convention
Modeled dealer delta
0.175
opposite-side scenario
Vanna / 100k OI
4,117
volatility-sensitive delta
Charm / 100k OI
-13,654
time-decay-sensitive delta
IV surface range
47.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GGAL closed 62.4% below its gamma max of 58.27. It is 17.3% below the delta neutral price of 42.10. Total open interest is 72,925, +2.9% 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

Questions people ask about GGAL

Where is GGAL's gamma max today?

As of Oct 2, 2026, the gamma max for GGAL is 58.27, +62.4% from the 35.89 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 GGAL above or below its delta neutral price?

GGAL closed below delta neutral: 35.89 against a delta neutral price of 42.10. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GGAL have?

72,925 contracts of open interest across 162 listed contracts on Oct 2, 2026, +2.9% 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.