Data through close

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

As of close · rank #1220 by open interest · snapshot page

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HCA's nearest-expiration max pain is 425.00 for 2026-10-16, its GEX flip is 422.50, net GEX is 349,147, its put/call open-interest ratio is 0.86. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
426.69
prev 423.39
Gamma max
466.47
+9.3% from close
Delta neutral
417.45
-2.2% from close
Gamma neutral
422.50
-1.0% from close
Open interest
33,656
-0.9% vs prev
Contracts listed
537
342 calls · 266 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
425.00
-0.4% from close
2026-10-16
GEX flip
422.50
-1.0% from close
Net GEX
349,147
1,037,400 per 100k OI
Call wall
440.00
+3.1% from close
Put wall
430.00
+0.8% from close
Put/call OI
0.86
15,533 puts / 18,123 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
15.9
within trailing 52-week range
Front / back ATM IV
+30.8% / +36.5%
-5.7 pp front premium
Expected move
+6.0%
14 DTE · one standard deviation
ATM straddle / spot
+4.7%
front-window midpoint premium
25Δ risk reversal
3.7 pp
put IV minus call IV
IV butterfly
-0.7 pp
front-window smile convexity
Volume / open interest
0.01
350 contracts traded
Normalized net delta
0.097
option-holder convention
Modeled dealer delta
-0.097
opposite-side scenario
Vanna / 100k OI
3,230
volatility-sensitive delta
Charm / 100k OI
-466,562
time-decay-sensitive delta
IV surface range
104.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HCA closed 9.3% below its gamma max of 466.47. It is 2.2% above the delta neutral price of 417.45. Total open interest is 33,656, -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

← CFG (#1219) NWSA (#1221) →

Questions people ask about HCA

Where is HCA's gamma max today?

As of Oct 2, 2026, the gamma max for HCA is 466.47, +9.3% from the 426.69 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 HCA above or below its delta neutral price?

HCA closed above delta neutral: 426.69 against a delta neutral price of 417.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HCA have?

33,656 contracts of open interest across 537 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.