Data through close

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

As of close · rank #2257 by open interest · snapshot page

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GIL's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 41.88, net GEX is -52,729, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
41.00
prev 41.92
Gamma max
52.74
+28.6% from close
Delta neutral
42.74
+4.2% from close
Gamma neutral
41.88
+2.1% from close
Open interest
7,861
+9.8% vs prev
Contracts listed
110
69 calls · 51 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
+9.8% from close
2026-10-16
GEX flip
41.88
+2.1% from close
Net GEX
-52,729
-670,761 per 100k OI
Call wall
47.50
+15.9% from close
Put wall
35.00
-14.6% from close
Put/call OI
0.55
2,774 puts / 5,087 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
40.9
within trailing 52-week range
Front / back ATM IV
+50.0% / +51.1%
-1.1 pp front premium
Expected move
+9.8%
14 DTE · one standard deviation
ATM straddle / spot
+14.6%
front-window midpoint premium
25Δ risk reversal
-160.7 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
173 contracts traded
Normalized net delta
0.089
option-holder convention
Modeled dealer delta
-0.089
opposite-side scenario
Vanna / 100k OI
1,005
volatility-sensitive delta
Charm / 100k OI
2,900
time-decay-sensitive delta
IV surface range
29.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GIL closed 28.6% below its gamma max of 52.74. It is 4.2% below the delta neutral price of 42.74. Total open interest is 7,861, +9.8% 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

← VMC (#2256) SFL (#2258) →

Questions people ask about GIL

Where is GIL's gamma max today?

As of Oct 2, 2026, the gamma max for GIL is 52.74, +28.6% from the 41.00 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 GIL above or below its delta neutral price?

GIL closed below delta neutral: 41.00 against a delta neutral price of 42.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GIL have?

7,861 contracts of open interest across 110 listed contracts on Oct 2, 2026, +9.8% 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.