Data through close

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

As of close · rank #1680 by open interest · snapshot page

HAPN's nearest-expiration max pain is 14.00 for 2026-10-16, its GEX flip is 11.61, net GEX is 556,125, its put/call open-interest ratio is 0.47. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
15.38
prev 15.40
Gamma max
18.38
+19.5% from close
Delta neutral
13.81
-10.2% from close
Gamma neutral
11.61
-24.5% from close
Open interest
17,408
+0.3% vs prev
Contracts listed
95
75 calls · 41 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
14.00
-9.0% from close
2026-10-16
GEX flip
11.61
-24.5% from close
Net GEX
556,125
3,194,654 per 100k OI
Call wall
18.00
+17.0% from close
Put wall
15.00
-2.5% from close
Put/call OI
0.47
5,558 puts / 11,850 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
70.7
within trailing 52-week range
Front / back ATM IV
+47.4% / +66.9%
-19.5 pp front premium
Expected move
+9.3%
14 DTE · one standard deviation
ATM straddle / spot
+7.3%
front-window midpoint premium
25Δ risk reversal
-98.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
77 contracts traded
Normalized net delta
0.156
option-holder convention
Modeled dealer delta
-0.156
opposite-side scenario
Vanna / 100k OI
3,349
volatility-sensitive delta
Charm / 100k OI
-306,325
time-decay-sensitive delta
IV surface range
48.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HAPN closed 19.5% below its gamma max of 18.38. It is 10.2% above the delta neutral price of 13.81. Total open interest is 17,408, +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

Questions people ask about HAPN

Where is HAPN's gamma max today?

As of Oct 2, 2026, the gamma max for HAPN is 18.38, +19.5% from the 15.38 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 HAPN above or below its delta neutral price?

HAPN closed above delta neutral: 15.38 against a delta neutral price of 13.81. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HAPN have?

17,408 contracts of open interest across 95 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.