Data through close

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

As of close · rank #2053 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

GLPI's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 9.90, net GEX is 169,520, its put/call open-interest ratio is 0.37. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
37.68
prev 37.59
Gamma max
47.09
+25.0% from close
Delta neutral
39.87
+5.8% from close
Gamma neutral
9.90
-73.7% from close
Open interest
10,415
+0.9% vs prev
Contracts listed
60
37 calls · 29 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
40.00
+6.2% from close
2026-10-16
GEX flip
9.90
-73.7% from close
Net GEX
169,520
1,627,651 per 100k OI
Call wall
52.50
+39.3% from close
Put wall
40.00
+6.2% from close
Put/call OI
0.37
2,789 puts / 7,626 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
100.0
within trailing 52-week range
Front / back ATM IV
+24.5% / +22.2%
2.3 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
+3.7%
front-window midpoint premium
25Δ risk reversal
-72.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
266 contracts traded
Normalized net delta
-0.086
option-holder convention
Modeled dealer delta
0.085
opposite-side scenario
Vanna / 100k OI
1,469
volatility-sensitive delta
Charm / 100k OI
-974,095
time-decay-sensitive delta
IV surface range
154.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GLPI closed 25.0% below its gamma max of 47.09. It is 5.8% below the delta neutral price of 39.87. Total open interest is 10,415, +0.9% 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

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← BAND (#2052) BSY (#2054) →

Questions people ask about GLPI

Where is GLPI's gamma max today?

As of Oct 2, 2026, the gamma max for GLPI is 47.09, +25.0% from the 37.68 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 GLPI above or below its delta neutral price?

GLPI closed below delta neutral: 37.68 against a delta neutral price of 39.87. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GLPI have?

10,415 contracts of open interest across 60 listed contracts on Oct 2, 2026, +0.9% 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.