Data through close

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

As of close · rank #2669 by open interest · snapshot page

HDSN's nearest-expiration max pain is 5.00 for 2026-10-16, net GEX is 276,894, its put/call open-interest ratio is 0.15. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
5.23
prev 5.25
Gamma max
5.74
+9.8% from close
Delta neutral
4.15
-20.6% from close
Gamma neutral
5.23
0.0% from close
Open interest
4,325
+2.3% vs prev
Contracts listed
21
27 calls · 11 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
5.00
-4.4% from close
2026-10-16
GEX flip
–
Net GEX
276,894
6,402,176 per 100k OI
Call wall
6.00
+14.7% from close
Put wall
5.00
-4.4% from close
Put/call OI
0.15
562 puts / 3,763 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
91.4
within trailing 52-week range
Front / back ATM IV
+52.7% / +54.1%
-1.4 pp front premium
Expected move
+10.3%
14 DTE · one standard deviation
ATM straddle / spot
+8.6%
front-window midpoint premium
25Δ risk reversal
-33.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
59 contracts traded
Normalized net delta
0.307
option-holder convention
Modeled dealer delta
-0.306
opposite-side scenario
Vanna / 100k OI
2,936
volatility-sensitive delta
Charm / 100k OI
-16,925
time-decay-sensitive delta
IV surface range
101.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HDSN closed 9.8% below its gamma max of 5.74. It is 20.6% above the delta neutral price of 4.15. Total open interest is 4,325, +2.3% versus the previous session. What gamma max means · What delta neutral means

History

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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 HDSN

Where is HDSN's gamma max today?

As of Oct 2, 2026, the gamma max for HDSN is 5.74, +9.8% from the 5.23 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 HDSN above or below its delta neutral price?

HDSN closed above delta neutral: 5.23 against a delta neutral price of 4.15. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HDSN have?

4,325 contracts of open interest across 21 listed contracts on Oct 2, 2026, +2.3% 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.