Data through close

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

As of close · rank #1754 by open interest · snapshot page

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HIG's nearest-expiration max pain is 135.00 for 2026-10-16, its GEX flip is 118.45, net GEX is 449,938, its put/call open-interest ratio is 0.26. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
126.05
prev 125.74
Gamma max
152.05
+20.6% from close
Delta neutral
128.13
+1.7% from close
Gamma neutral
118.45
-6.0% from close
Open interest
15,538
+0.3% vs prev
Contracts listed
72
42 calls · 31 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
135.00
+7.1% from close
2026-10-16
GEX flip
118.45
-6.0% from close
Net GEX
449,938
2,895,727 per 100k OI
Call wall
160.00
+26.9% from close
Put wall
135.00
+7.1% from close
Put/call OI
0.26
3,200 puts / 12,338 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
11.9
within trailing 52-week range
Front / back ATM IV
+24.8% / +22.6%
2.2 pp front premium
Expected move
+4.8%
14 DTE · one standard deviation
ATM straddle / spot
+3.8%
front-window midpoint premium
25Δ risk reversal
4.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.02
291 contracts traded
Normalized net delta
-0.030
option-holder convention
Modeled dealer delta
0.030
opposite-side scenario
Vanna / 100k OI
2,690
volatility-sensitive delta
Charm / 100k OI
279,811
time-decay-sensitive delta
IV surface range
129.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HIG closed 20.6% below its gamma max of 152.05. It is 1.7% below the delta neutral price of 128.13. Total open interest is 15,538, +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

← AADX (#1753) RGR (#1755) →

Questions people ask about HIG

Where is HIG's gamma max today?

As of Oct 2, 2026, the gamma max for HIG is 152.05, +20.6% from the 126.05 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 HIG above or below its delta neutral price?

HIG closed below delta neutral: 126.05 against a delta neutral price of 128.13. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HIG have?

15,538 contracts of open interest across 72 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.