Data through close

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

As of close · rank #1775 by open interest · snapshot page

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HALO's nearest-expiration max pain is 110.00 for 2026-10-16, its GEX flip is 65.61, net GEX is 1,237,949, its put/call open-interest ratio is 0.24. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
109.86
prev 106.94
Gamma max
114.63
+4.3% from close
Delta neutral
86.80
-21.0% from close
Gamma neutral
65.61
-40.3% from close
Open interest
15,046
+0.2% vs prev
Contracts listed
118
83 calls · 58 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
110.00
+0.1% from close
2026-10-16
GEX flip
65.61
-40.3% from close
Net GEX
1,237,949
8,227,760 per 100k OI
Call wall
110.00
+0.1% from close
Put wall
110.00
+0.1% from close
Put/call OI
0.24
2,920 puts / 12,126 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
7.1
within trailing 52-week range
Front / back ATM IV
+35.2% / +39.2%
-3.9 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
10.2 pp
put IV minus call IV
IV butterfly
-17.8 pp
front-window smile convexity
Volume / open interest
0.01
83 contracts traded
Normalized net delta
0.340
option-holder convention
Modeled dealer delta
-0.302
opposite-side scenario
Vanna / 100k OI
1,748
volatility-sensitive delta
Charm / 100k OI
-232,593
time-decay-sensitive delta
IV surface range
15.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HALO closed 4.3% below its gamma max of 114.63. It is 21.0% above the delta neutral price of 86.80. Total open interest is 15,046, +0.2% 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

Neighbours by open interest

← ADEA (#1774) MUR (#1776) →

Questions people ask about HALO

Where is HALO's gamma max today?

As of Oct 2, 2026, the gamma max for HALO is 114.63, +4.3% from the 109.86 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 HALO above or below its delta neutral price?

HALO closed above delta neutral: 109.86 against a delta neutral price of 86.80. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HALO have?

15,046 contracts of open interest across 118 listed contracts on Oct 2, 2026, +0.2% 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.