Data through close

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

As of close · rank #998 by open interest · snapshot page

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GRAL's nearest-expiration max pain is 85.00 for 2026-10-16, its GEX flip is 124.57, net GEX is 330,182, its put/call open-interest ratio is 1.02. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
143.26
prev 132.56
Gamma max
150.74
+5.2% from close
Delta neutral
120.28
-16.0% from close
Gamma neutral
124.57
-13.0% from close
Open interest
49,230
-0.1% vs prev
Contracts listed
203
165 calls · 139 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
85.00
-40.7% from close
2026-10-16
GEX flip
124.57
-13.0% from close
Net GEX
330,182
670,692 per 100k OI
Call wall
130.00
-9.3% from close
Put wall
60.00
-58.1% from close
Put/call OI
1.02
24,877 puts / 24,353 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
81.8
within trailing 52-week range
Front / back ATM IV
+75.7% / +87.2%
-11.6 pp front premium
Expected move
+14.8%
14 DTE · one standard deviation
ATM straddle / spot
+11.4%
front-window midpoint premium
25Δ risk reversal
12.2 pp
put IV minus call IV
IV butterfly
-6.7 pp
front-window smile convexity
Volume / open interest
0.02
1,172 contracts traded
Normalized net delta
0.174
option-holder convention
Modeled dealer delta
-0.126
opposite-side scenario
Vanna / 100k OI
-128
volatility-sensitive delta
Charm / 100k OI
1,923,711
time-decay-sensitive delta
IV surface range
46.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GRAL closed 5.2% below its gamma max of 150.74. It is 16.0% above the delta neutral price of 120.28. Total open interest is 49,230, -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

← MNDY (#997) KOLD (#999) →

Questions people ask about GRAL

Where is GRAL's gamma max today?

As of Oct 2, 2026, the gamma max for GRAL is 150.74, +5.2% from the 143.26 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 GRAL above or below its delta neutral price?

GRAL closed above delta neutral: 143.26 against a delta neutral price of 120.28. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GRAL have?

49,230 contracts of open interest across 203 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.