Data through close

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

As of close · rank #1859 by open interest · snapshot page

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HP's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 26.08, net GEX is 368,550, its put/call open-interest ratio is 0.84. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
38.56
prev 38.20
Gamma max
41.21
+6.9% from close
Delta neutral
33.78
-12.4% from close
Gamma neutral
26.08
-32.4% from close
Open interest
13,348
+0.0% vs prev
Contracts listed
129
84 calls · 72 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
40.00
+3.7% from close
2026-10-16
GEX flip
26.08
-32.4% from close
Net GEX
368,550
2,761,089 per 100k OI
Call wall
35.00
-9.2% from close
Put wall
40.00
+3.7% from close
Put/call OI
0.84
6,112 puts / 7,236 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
12.1
within trailing 52-week range
Front / back ATM IV
+46.5% / +55.5%
-9.0 pp front premium
Expected move
+9.1%
14 DTE · one standard deviation
ATM straddle / spot
+7.9%
front-window midpoint premium
25Δ risk reversal
-13.8 pp
put IV minus call IV
IV butterfly
-12.6 pp
front-window smile convexity
Volume / open interest
0.00
13 contracts traded
Normalized net delta
0.171
option-holder convention
Modeled dealer delta
-0.149
opposite-side scenario
Vanna / 100k OI
210
volatility-sensitive delta
Charm / 100k OI
-166,220
time-decay-sensitive delta
IV surface range
132.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HP closed 6.9% below its gamma max of 41.21. It is 12.4% above the delta neutral price of 33.78. Total open interest is 13,348, +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

← ENLT (#1858) PNR (#1860) →

Questions people ask about HP

Where is HP's gamma max today?

As of Oct 2, 2026, the gamma max for HP is 41.21, +6.9% from the 38.56 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 HP above or below its delta neutral price?

HP closed above delta neutral: 38.56 against a delta neutral price of 33.78. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HP have?

13,348 contracts of open interest across 129 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.