Data through close

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

As of close · rank #2659 by open interest · snapshot page

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HII's nearest-expiration max pain is 270.00 for 2026-10-16, net GEX is 52,856, its put/call open-interest ratio is 0.85. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
268.54
prev 274.33
Gamma max
297.37
+10.7% from close
Delta neutral
275.25
+2.5% from close
Gamma neutral
268.54
0.0% from close
Open interest
4,384
+0.3% vs prev
Contracts listed
147
92 calls · 66 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
270.00
+0.5% from close
2026-10-16
GEX flip
–
Net GEX
52,856
1,205,656 per 100k OI
Call wall
270.00
+0.5% from close
Put wall
280.00
+4.3% from close
Put/call OI
0.85
2,016 puts / 2,368 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
13.8
within trailing 52-week range
Front / back ATM IV
+27.7% / +40.1%
-12.4 pp front premium
Expected move
+5.4%
14 DTE · one standard deviation
ATM straddle / spot
+4.0%
front-window midpoint premium
25Δ risk reversal
58.8 pp
put IV minus call IV
IV butterfly
1.3 pp
front-window smile convexity
Volume / open interest
0.03
130 contracts traded
Normalized net delta
-0.018
option-holder convention
Modeled dealer delta
0.018
opposite-side scenario
Vanna / 100k OI
844
volatility-sensitive delta
Charm / 100k OI
-403,695
time-decay-sensitive delta
IV surface range
60.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HII closed 10.7% below its gamma max of 297.37. It is 2.5% below the delta neutral price of 275.25. Total open interest is 4,384, +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

← OFRM (#2658) MOO (#2660) →

Questions people ask about HII

Where is HII's gamma max today?

As of Oct 2, 2026, the gamma max for HII is 297.37, +10.7% from the 268.54 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 HII above or below its delta neutral price?

HII closed below delta neutral: 268.54 against a delta neutral price of 275.25. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HII have?

4,384 contracts of open interest across 147 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.