Data through close

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

As of close · rank #2639 by open interest · snapshot page

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HRTG's nearest-expiration max pain is 35.00 for 2026-10-16, its GEX flip is 20.69, net GEX is 402,749, its put/call open-interest ratio is 0.38. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
33.99
prev 33.83
Gamma max
30.48
-10.3% from close
Delta neutral
24.08
-29.1% from close
Gamma neutral
20.69
-39.1% from close
Open interest
4,499
-0.8% vs prev
Contracts listed
31
21 calls · 19 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
35.00
+3.0% from close
2026-10-16
GEX flip
20.69
-39.1% from close
Net GEX
402,749
8,951,964 per 100k OI
Call wall
30.00
-11.7% from close
Put wall
22.50
-33.8% from close
Put/call OI
0.38
1,249 puts / 3,250 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
39.4
within trailing 52-week range
Front / back ATM IV
+48.4% / +52.6%
-4.2 pp front premium
Expected move
+9.5%
14 DTE · one standard deviation
ATM straddle / spot
+19.3%
front-window midpoint premium
25Δ risk reversal
51.6 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
16 contracts traded
Normalized net delta
0.419
option-holder convention
Modeled dealer delta
-0.419
opposite-side scenario
Vanna / 100k OI
-778
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
18.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HRTG closed 10.3% above its gamma max of 30.48. It is 29.1% above the delta neutral price of 24.08. Total open interest is 4,499, -0.8% 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

← FOA (#2638) ALDX (#2640) →

Questions people ask about HRTG

Where is HRTG's gamma max today?

As of Oct 2, 2026, the gamma max for HRTG is 30.48, -10.3% from the 33.99 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 HRTG above or below its delta neutral price?

HRTG closed above delta neutral: 33.99 against a delta neutral price of 24.08. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HRTG have?

4,499 contracts of open interest across 31 listed contracts on Oct 2, 2026, -0.8% 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.