Data through close

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

As of close · rank #740 by open interest · snapshot page

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GPN's nearest-expiration max pain is 80.00 for 2026-10-16, its GEX flip is 63.11, net GEX is 5,288,584, its put/call open-interest ratio is 0.37. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
78.38
prev 80.29
Gamma max
83.37
+6.4% from close
Delta neutral
71.85
-8.3% from close
Gamma neutral
63.11
-19.5% from close
Open interest
81,050
+1.0% vs prev
Contracts listed
350
201 calls · 175 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
80.00
+2.1% from close
2026-10-16
GEX flip
63.11
-19.5% from close
Net GEX
5,288,584
6,525,089 per 100k OI
Call wall
100.00
+27.6% from close
Put wall
85.00
+8.4% from close
Put/call OI
0.37
21,769 puts / 59,281 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
53.3
within trailing 52-week range
Front / back ATM IV
+39.5% / +44.9%
-5.4 pp front premium
Expected move
+7.7%
14 DTE · one standard deviation
ATM straddle / spot
+5.8%
front-window midpoint premium
25Δ risk reversal
0.2 pp
put IV minus call IV
IV butterfly
8.4 pp
front-window smile convexity
Volume / open interest
0.03
2,309 contracts traded
Normalized net delta
0.120
option-holder convention
Modeled dealer delta
-0.120
opposite-side scenario
Vanna / 100k OI
4,580
volatility-sensitive delta
Charm / 100k OI
-538,300
time-decay-sensitive delta
IV surface range
90.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GPN closed 6.4% below its gamma max of 83.37. It is 8.3% above the delta neutral price of 71.85. Total open interest is 81,050, +1.0% 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

← REAL (#739) TECH (#741) →

Questions people ask about GPN

Where is GPN's gamma max today?

As of Oct 2, 2026, the gamma max for GPN is 83.37, +6.4% from the 78.38 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 GPN above or below its delta neutral price?

GPN closed above delta neutral: 78.38 against a delta neutral price of 71.85. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GPN have?

81,050 contracts of open interest across 350 listed contracts on Oct 2, 2026, +1.0% 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.