Data through close

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

As of close · rank #3328 by open interest · snapshot page

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HLNE's nearest-expiration max pain is 95.00 for 2026-10-16, its GEX flip is 95.40, net GEX is -53,006, its put/call open-interest ratio is 1.15. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
87.04
prev 88.57
Gamma max
114.30
+31.3% from close
Delta neutral
88.62
+1.8% from close
Gamma neutral
95.40
+9.6% from close
Open interest
1,725
+5.1% vs prev
Contracts listed
84
53 calls · 36 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
95.00
+9.1% from close
2026-10-16
GEX flip
95.40
+9.6% from close
Net GEX
-53,006
-3,072,785 per 100k OI
Call wall
100.00
+14.9% from close
Put wall
90.00
+3.4% from close
Put/call OI
1.15
922 puts / 803 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
20.2
within trailing 52-week range
Front / back ATM IV
+52.7% / +47.1%
5.7 pp front premium
Expected move
+10.3%
14 DTE · one standard deviation
ATM straddle / spot
+8.9%
front-window midpoint premium
25Δ risk reversal
80.8 pp
put IV minus call IV
IV butterfly
-0.0 pp
front-window smile convexity
Volume / open interest
0.03
59 contracts traded
Normalized net delta
-0.007
option-holder convention
Modeled dealer delta
0.007
opposite-side scenario
Vanna / 100k OI
2,435
volatility-sensitive delta
Charm / 100k OI
1,386,319
time-decay-sensitive delta
IV surface range
32.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HLNE closed 31.3% below its gamma max of 114.30. It is 1.8% below the delta neutral price of 88.62. Total open interest is 1,725, +5.1% 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

Neighbours by open interest

← CFR (#3327) NEWT (#3329) →

Questions people ask about HLNE

Where is HLNE's gamma max today?

As of Oct 2, 2026, the gamma max for HLNE is 114.30, +31.3% from the 87.04 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 HLNE above or below its delta neutral price?

HLNE closed below delta neutral: 87.04 against a delta neutral price of 88.62. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HLNE have?

1,725 contracts of open interest across 84 listed contracts on Oct 2, 2026, +5.1% 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.