Data through close

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

As of close · rank #2125 by open interest · snapshot page

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GSL's nearest-expiration max pain is 45.00 for 2026-10-16, its GEX flip is 34.80, net GEX is 1,199,917, its put/call open-interest ratio is 0.44. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
45.79
prev 45.44
Gamma max
47.77
+4.3% from close
Delta neutral
41.59
-9.2% from close
Gamma neutral
34.80
-24.0% from close
Open interest
9,368
+0.3% vs prev
Contracts listed
101
57 calls · 53 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
-1.7% from close
2026-10-16
GEX flip
34.80
-24.0% from close
Net GEX
1,199,917
12,808,679 per 100k OI
Call wall
45.00
-1.7% from close
Put wall
45.00
-1.7% from close
Put/call OI
0.44
2,867 puts / 6,501 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
10.2
within trailing 52-week range
Front / back ATM IV
+24.4% / +28.9%
-4.6 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
+3.8%
front-window midpoint premium
25Δ risk reversal
3.5 pp
put IV minus call IV
IV butterfly
9.9 pp
front-window smile convexity
Volume / open interest
0.02
195 contracts traded
Normalized net delta
0.259
option-holder convention
Modeled dealer delta
-0.240
opposite-side scenario
Vanna / 100k OI
1,142
volatility-sensitive delta
Charm / 100k OI
-234,639
time-decay-sensitive delta
IV surface range
167.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GSL closed 4.3% below its gamma max of 47.77. It is 9.2% above the delta neutral price of 41.59. Total open interest is 9,368, +0.3% 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

← TCPC (#2124) ILF (#2126) →

Questions people ask about GSL

Where is GSL's gamma max today?

As of Oct 2, 2026, the gamma max for GSL is 47.77, +4.3% from the 45.79 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 GSL above or below its delta neutral price?

GSL closed above delta neutral: 45.79 against a delta neutral price of 41.59. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GSL have?

9,368 contracts of open interest across 101 listed contracts on Oct 2, 2026, +0.3% 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.