Data through close

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

As of close · rank #1941 by open interest · snapshot page

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HPP's nearest-expiration max pain is 12.50 for 2026-10-16, its GEX flip is 11.41, net GEX is 4,190, its put/call open-interest ratio is 2.85. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.48
prev 11.42
Gamma max
13.57
+18.2% from close
Delta neutral
11.17
-2.7% from close
Gamma neutral
11.41
-0.6% from close
Open interest
12,147
-0.4% vs prev
Contracts listed
57
44 calls · 32 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
12.50
+8.9% from close
2026-10-16
GEX flip
11.41
-0.6% from close
Net GEX
4,190
34,492 per 100k OI
Call wall
12.50
+8.9% from close
Put wall
10.00
-12.9% from close
Put/call OI
2.85
8,995 puts / 3,152 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
95.3
within trailing 52-week range
Front / back ATM IV
– / –
– pp front premium
Expected move
–
– DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
-66.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
136 contracts traded
Normalized net delta
0.000
option-holder convention
Modeled dealer delta
-0.000
opposite-side scenario
Vanna / 100k OI
5,376
volatility-sensitive delta
Charm / 100k OI
-740,858
time-decay-sensitive delta
IV surface range
58.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HPP closed 18.2% below its gamma max of 13.57. It is 2.7% above the delta neutral price of 11.17. Total open interest is 12,147, -0.4% 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

← IVR (#1940) RHI (#1942) →

Questions people ask about HPP

Where is HPP's gamma max today?

As of Oct 2, 2026, the gamma max for HPP is 13.57, +18.2% from the 11.48 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 HPP above or below its delta neutral price?

HPP closed above delta neutral: 11.48 against a delta neutral price of 11.17. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HPP have?

12,147 contracts of open interest across 57 listed contracts on Oct 2, 2026, -0.4% 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.