Data through close

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

As of close · rank #2716 by open interest · snapshot page

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GNL's nearest-expiration max pain is 10.00 for 2026-10-16, net GEX is 86,655, its put/call open-interest ratio is 0.60. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
8.25
prev 8.24
Gamma max
9.57
+16.0% from close
Delta neutral
7.77
-5.8% from close
Gamma neutral
8.25
0.0% from close
Open interest
3,964
+0.1% vs prev
Contracts listed
23
13 calls · 14 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
10.00
+21.2% from close
2026-10-16
GEX flip
–
Net GEX
86,655
2,186,058 per 100k OI
Call wall
10.00
+21.2% from close
Put wall
7.50
-9.1% from close
Put/call OI
0.60
1,494 puts / 2,470 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
31.9
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
-137.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
1 contracts traded
Normalized net delta
0.084
option-holder convention
Modeled dealer delta
-0.083
opposite-side scenario
Vanna / 100k OI
6,609
volatility-sensitive delta
Charm / 100k OI
-215,666
time-decay-sensitive delta
IV surface range
110.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GNL closed 16.0% below its gamma max of 9.57. It is 5.8% above the delta neutral price of 7.77. Total open interest is 3,964, +0.1% 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

← NAGE (#2715) RGA (#2717) →

Questions people ask about GNL

Where is GNL's gamma max today?

As of Oct 2, 2026, the gamma max for GNL is 9.57, +16.0% from the 8.25 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 GNL above or below its delta neutral price?

GNL closed above delta neutral: 8.25 against a delta neutral price of 7.77. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GNL have?

3,964 contracts of open interest across 23 listed contracts on Oct 2, 2026, +0.1% 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.