Data through close

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

As of close · rank #2618 by open interest · snapshot page

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HASI's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 31.39, net GEX is 356,030, its put/call open-interest ratio is 0.40. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
36.27
prev 36.03
Gamma max
40.97
+13.0% from close
Delta neutral
32.82
-9.5% from close
Gamma neutral
31.39
-13.5% from close
Open interest
4,695
-0.9% vs prev
Contracts listed
45
27 calls · 24 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
35.00
-3.5% from close
2026-10-16
GEX flip
31.39
-13.5% from close
Net GEX
356,030
7,583,173 per 100k OI
Call wall
40.00
+10.3% from close
Put wall
35.00
-3.5% from close
Put/call OI
0.40
1,341 puts / 3,354 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
6.0
within trailing 52-week range
Front / back ATM IV
+32.4% / +35.9%
-3.5 pp front premium
Expected move
+6.3%
14 DTE · one standard deviation
ATM straddle / spot
+5.7%
front-window midpoint premium
25Δ risk reversal
0.3 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
30 contracts traded
Normalized net delta
0.136
option-holder convention
Modeled dealer delta
-0.134
opposite-side scenario
Vanna / 100k OI
4,686
volatility-sensitive delta
Charm / 100k OI
-152,481
time-decay-sensitive delta
IV surface range
61.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HASI closed 13.0% below its gamma max of 40.97. It is 9.5% above the delta neutral price of 32.82. Total open interest is 4,695, -0.9% 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

← TYRA (#2617) FLWS (#2619) →

Questions people ask about HASI

Where is HASI's gamma max today?

As of Oct 2, 2026, the gamma max for HASI is 40.97, +13.0% from the 36.27 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 HASI above or below its delta neutral price?

HASI closed above delta neutral: 36.27 against a delta neutral price of 32.82. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HASI have?

4,695 contracts of open interest across 45 listed contracts on Oct 2, 2026, -0.9% 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.