Data through close

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

As of close · rank #1602 by open interest · snapshot page

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HELE's nearest-expiration max pain is 30.00 for 2026-10-16, its GEX flip is 19.86, net GEX is 321,688, its put/call open-interest ratio is 0.75. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
26.74
prev 26.85
Gamma max
30.94
+15.7% from close
Delta neutral
22.45
-16.0% from close
Gamma neutral
19.86
-25.7% from close
Open interest
19,235
+0.0% vs prev
Contracts listed
87
59 calls · 50 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
30.00
+12.2% from close
2026-10-16
GEX flip
19.86
-25.7% from close
Net GEX
321,688
1,672,410 per 100k OI
Call wall
30.00
+12.2% from close
Put wall
17.50
-34.6% from close
Put/call OI
0.75
8,264 puts / 10,971 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
47.1
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
32.5 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
283 contracts traded
Normalized net delta
0.206
option-holder convention
Modeled dealer delta
-0.205
opposite-side scenario
Vanna / 100k OI
863
volatility-sensitive delta
Charm / 100k OI
263,405
time-decay-sensitive delta
IV surface range
70.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HELE closed 15.7% below its gamma max of 30.94. It is 16.0% above the delta neutral price of 22.45. Total open interest is 19,235, +0.0% 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

← RC (#1601) OHI (#1603) →

Questions people ask about HELE

Where is HELE's gamma max today?

As of Oct 2, 2026, the gamma max for HELE is 30.94, +15.7% from the 26.74 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 HELE above or below its delta neutral price?

HELE closed above delta neutral: 26.74 against a delta neutral price of 22.45. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HELE have?

19,235 contracts of open interest across 87 listed contracts on Oct 2, 2026, +0.0% 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.