Data through close

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

As of close · rank #1709 by open interest · snapshot page

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GWRE's nearest-expiration max pain is 150.00 for 2026-10-16, its GEX flip is 142.09, net GEX is 400,749, its put/call open-interest ratio is 0.66. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
152.15
prev 155.32
Gamma max
176.29
+15.9% from close
Delta neutral
144.71
-4.9% from close
Gamma neutral
142.09
-6.6% from close
Open interest
16,643
+4.8% vs prev
Contracts listed
301
201 calls · 140 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
150.00
-1.4% from close
2026-10-16
GEX flip
142.09
-6.6% from close
Net GEX
400,749
2,407,910 per 100k OI
Call wall
160.00
+5.2% from close
Put wall
145.00
-4.7% from close
Put/call OI
0.66
6,622 puts / 10,021 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
4.8
within trailing 52-week range
Front / back ATM IV
+55.7% / +54.7%
1.0 pp front premium
Expected move
+10.9%
14 DTE · one standard deviation
ATM straddle / spot
+8.0%
front-window midpoint premium
25Δ risk reversal
3.0 pp
put IV minus call IV
IV butterfly
7.2 pp
front-window smile convexity
Volume / open interest
0.02
330 contracts traded
Normalized net delta
0.070
option-holder convention
Modeled dealer delta
-0.070
opposite-side scenario
Vanna / 100k OI
2,614
volatility-sensitive delta
Charm / 100k OI
-971,580
time-decay-sensitive delta
IV surface range
44.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

GWRE closed 15.9% below its gamma max of 176.29. It is 4.9% above the delta neutral price of 144.71. Total open interest is 16,643, +4.8% 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

← CRWG (#1708) CRAK (#1710) →

Questions people ask about GWRE

Where is GWRE's gamma max today?

As of Oct 2, 2026, the gamma max for GWRE is 176.29, +15.9% from the 152.15 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 GWRE above or below its delta neutral price?

GWRE closed above delta neutral: 152.15 against a delta neutral price of 144.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does GWRE have?

16,643 contracts of open interest across 301 listed contracts on Oct 2, 2026, +4.8% 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.