Data through close

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

As of close · rank #613 by open interest · 1,394 sessions of history since Dec 1, 2020

HIMX's nearest-expiration max pain is 14.00 for 2026-10-16, its GEX flip is 7.63, net GEX is 5,141,608, its put/call open-interest ratio is 0.21. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
15.24
prev 14.45
Gamma max
16.08
+5.5% from close
Delta neutral
11.65
-23.5% from close
Gamma neutral
7.63
-49.9% from close
Open interest
105,485
+0.3% vs prev
Contracts listed
175
134 calls · 89 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
14.00
-8.1% from close
2026-10-16
GEX flip
7.63
-49.9% from close
Net GEX
5,141,608
4,874,255 per 100k OI
Call wall
16.00
+5.0% from close
Put wall
14.00
-8.1% from close
Put/call OI
0.21
18,193 puts / 87,292 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
58.6
cross-sectional score / 100
Directional score
40.8
relatively bullish positioning
IV rank
38.7
within trailing 52-week range
Front / back ATM IV
+57.5% / +64.0%
-6.5 pp front premium
Expected move
+11.3%
14 DTE · one standard deviation
ATM straddle / spot
+8.5%
front-window midpoint premium
25Δ risk reversal
-118.3 pp
put IV minus call IV
IV butterfly
4.7 pp
front-window smile convexity
Volume / open interest
0.03
2,863 contracts traded
Normalized net delta
0.347
option-holder convention
Modeled dealer delta
-0.340
opposite-side scenario
Vanna / 100k OI
1,598
volatility-sensitive delta
Charm / 100k OI
-143,565
time-decay-sensitive delta
IV surface range
145.8 pp
published contour maximum minus minimum

Strongest relative signals: 25Δ risk reversal -118.3 pp · 14d expected move +11.3% · OI change 0.04σ

Download the complete dated analysis JSON .

HIMX closed 5.5% below its gamma max of 16.08. It is 23.5% above the delta neutral price of 11.65. Total open interest is 105,485, +0.3% versus the previous session. Its options catalyst-intensity score is 58.6 out of 100, led by 25Δ risk reversal -118.3 pp, 14d expected move +11.3%, OI change 0.04σ. What gamma max means · What delta neutral means

Call versus put open interest changes

Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.

HIMX call and put open interest changes
Measure Value
Call OI change, 1 session +417 contracts · +0.5%
Put OI change, 1 session -87 contracts · -0.5%
Call minus put OI growth, 1 session +1.0 pp
Call OI change, 5 sessions +1,926 contracts · +2.3%
Put OI change, 5 sessions +173 contracts · +1.0%
Call minus put OI growth, 5 sessions +1.3 pp
Daily call OI change surprise +0.06σ (252 prior changes)
Daily put OI change surprise -0.06σ (252 prior changes)
Daily call-minus-put growth surprise +0.31σ (252 prior changes)

History

2025-10 2026-10
close delta neutral gamma max
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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What followed prior gamma-max crosses?

Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.

Crosses below gamma max 36 completed Day +10 paths · latest Jun 5, 2026
HIMX returns after crossing below gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -40.0% -20.0% 0% +20.0% +40.0% Cross on Dec 2, 2020 Cross on Dec 10, 2020 Cross on Dec 18, 2020 Cross on Dec 29, 2020 Cross on Jan 4, 2021 Cross on Feb 4, 2021 Cross on Apr 12, 2021 Cross on Jul 1, 2021 Cross on Jul 8, 2021 Cross on Aug 6, 2021 Cross on Nov 8, 2021 Cross on Jan 27, 2023 Cross on Jan 16, 2024 Cross on Jan 25, 2024 Cross on May 17, 2024 Cross on Dec 17, 2024 Cross on Jan 15, 2025 Cross on Feb 3, 2025 Cross on Feb 7, 2025 Cross on Feb 12, 2025 Cross on Feb 24, 2025 Cross on May 15, 2025 Cross on Oct 15, 2025 Cross on Dec 9, 2025 Cross on Dec 11, 2025 Cross on Mar 18, 2026 Cross on Mar 26, 2026 Cross on Apr 7, 2026 Cross on Apr 9, 2026 Cross on Apr 16, 2026 Cross on Apr 30, 2026 Cross on May 4, 2026 Cross on May 12, 2026 Cross on May 18, 2026 Cross on May 27, 2026 Cross on Jun 5, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
HIMX historical gamma-max cross outcomes after closing below
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 36 +1.0% -2.7% to +4.9% 53% -1.5% to +2.2% 0.0%
Day +2 36 +0.0% -2.4% to +3.7% 50% -1.9% to +2.1% 0.0%
Day +3 36 +1.4% -4.5% to +5.7% 61% -0.1% to +3.7% 0.0%
Day +4 36 +1.6% -3.7% to +6.3% 58% -2.6% to +4.1% 0.0%
Day +5 36 +1.4% -4.8% to +14.2% 53% -3.8% to +5.6% 0.0%
Day +6 36 +1.3% -5.7% to +14.3% 56% -4.6% to +7.3% 0.0%
Day +7 36 +2.1% -6.1% to +13.0% 56% -2.2% to +4.6% 0.0%
Day +8 36 +1.3% -7.4% to +14.2% 56% -2.7% to +8.7% 0.0%
Day +9 36 +2.8% -8.8% to +13.6% 56% -2.6% to +11.5% 0.0%
Day +10 36 +1.4% -9.1% to +16.0% 53% -4.7% to +10.0% 0.0%
Crosses above gamma max 37 completed Day +10 paths · latest Jun 2, 2026
HIMX returns after crossing above gamma max Historical close-to-close return paths from Day 0 through Day 10, with the median, middle fifty percent, and a nominal confidence interval for the median. -30.0% -15.0% 0% +15.0% +30.0% Cross on Dec 4, 2020 Cross on Dec 11, 2020 Cross on Dec 28, 2020 Cross on Jan 11, 2021 Cross on Feb 8, 2021 Cross on Apr 1, 2021 Cross on Jun 30, 2021 Cross on Jul 2, 2021 Cross on Aug 4, 2021 Cross on Nov 5, 2021 Cross on Dec 27, 2021 Cross on Nov 10, 2022 Cross on Nov 17, 2022 Cross on Jan 26, 2023 Cross on Nov 15, 2023 Cross on Jan 19, 2024 Cross on May 13, 2024 Cross on Dec 12, 2024 Cross on Jan 21, 2025 Cross on Feb 4, 2025 Cross on Feb 11, 2025 Cross on Feb 14, 2025 Cross on May 12, 2025 Cross on Oct 14, 2025 Cross on Dec 8, 2025 Cross on Dec 10, 2025 Cross on Mar 11, 2026 Cross on Mar 20, 2026 Cross on Apr 6, 2026 Cross on Apr 8, 2026 Cross on Apr 13, 2026 Cross on Apr 17, 2026 Cross on May 1, 2026 Cross on May 5, 2026 Cross on May 15, 2026 Cross on May 19, 2026 Cross on Jun 2, 2026 Day 0 +1 +2 +3 +4 +5 +6 +7 +8 +9 +10
prior crosses middle 50% of outcomes nominal ≥90% median interval median
HIMX historical gamma-max cross outcomes after closing above
Horizon n Median Middle 50% Above zero Nominal ≥90% median interval Confidence floor
Day +1 37 +0.4% -3.3% to +1.8% 51% -1.4% to +1.2% 0.0%
Day +2 37 +2.4% -0.2% to +4.9% 73% +1.2% to +3.1% +1.2%
Day +3 37 +3.0% -0.1% to +7.3% 73% +1.1% to +4.6% +1.1%
Day +4 37 +2.8% -2.3% to +5.0% 62% -0.2% to +3.8% 0.0%
Day +5 37 +0.8% -6.3% to +6.9% 51% -0.8% to +5.0% 0.0%
Day +6 37 +0.9% -9.1% to +4.6% 54% -1.8% to +3.3% 0.0%
Day +7 37 -1.4% -6.3% to +6.3% 49% -4.1% to +1.4% 0.0%
Day +8 37 +1.0% -8.1% to +7.1% 54% -5.1% to +4.0% 0.0%
Day +9 37 -1.8% -9.3% to +7.4% 43% -4.8% to +2.5% 0.0%
Day +10 37 +2.1% -8.6% to +10.9% 54% -5.7% to +6.2% 0.0%

Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.

Last 252 sessions

HIMX trailing historical statistics
Sessions closed above gamma max 16%
Gamma max crosses 28
Delta neutral crosses 0
Prior-year sessions closer to gamma max 29.8% of 252
Prior-year sessions closer to delta neutral 31.7% of 252
Open interest percentile (1y) 50th
Daily open interest change versus prior year +0.04σ (330 contracts; 252 prior changes)
Open interest change, 5 sessions +2.0%
Open interest change, 21 sessions -16.9%
History available Dec 1, 2020 → Oct 2, 2026

Recent crosses

  1. closed below gamma max at 20.08 vs 22.03 (-9.7%)
  2. closed above gamma max at 23.98 vs 23.19 (+3.3%)
  3. closed below gamma max at 20.65 vs 21.42 (-3.7%)
  4. closed above gamma max at 19.35 vs 19.34 (+0.0%)
  5. closed below gamma max at 18.08 vs 18.18 (-0.6%)
  6. closed above gamma max at 19.16 vs 18.66 (+2.6%)
  7. closed below gamma max at 19.13 vs 19.71 (-3.1%)
  8. closed above gamma max at 12.18 vs 11.88 (+2.5%)
  9. closed below gamma max at 11.56 vs 11.69 (-1.1%)
  10. closed above gamma max at 12.31 vs 11.66 (+5.3%)

In today's screens

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Neighbours by open interest

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Canonical source: https://halfonadouble.com/stock/HIMX

Questions people ask about HIMX

Where is HIMX's gamma max today?

As of Oct 2, 2026, the gamma max for HIMX is 16.08, +5.5% from the 15.24 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 HIMX above or below its delta neutral price?

HIMX closed above delta neutral: 15.24 against a delta neutral price of 11.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HIMX have?

105,485 contracts of open interest across 175 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.