Data through close

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

As of close · rank #3107 by open interest · snapshot page

HURN's nearest-expiration max pain is 140.00 for 2026-10-16, its GEX flip is 118.19, net GEX is 142,071, its put/call open-interest ratio is 0.55. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
162.15
prev 168.42
Gamma max
171.59
+5.8% from close
Delta neutral
135.70
-16.3% from close
Gamma neutral
118.19
-27.1% from close
Open interest
2,323
+44.7% vs prev
Contracts listed
109
65 calls · 64 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
140.00
-13.7% from close
2026-10-16
GEX flip
118.19
-27.1% from close
Net GEX
142,071
6,115,832 per 100k OI
Call wall
185.00
+14.1% from close
Put wall
150.00
-7.5% from close
Put/call OI
0.55
826 puts / 1,497 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
17.9
within trailing 52-week range
Front / back ATM IV
+39.6% / +53.6%
-14.0 pp front premium
Expected move
+7.8%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
18.0 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.08
178 contracts traded
Normalized net delta
0.272
option-holder convention
Modeled dealer delta
-0.272
opposite-side scenario
Vanna / 100k OI
1,636
volatility-sensitive delta
Charm / 100k OI
-1,730,521
time-decay-sensitive delta
IV surface range
34.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HURN closed 5.8% below its gamma max of 171.59. It is 16.3% above the delta neutral price of 135.70. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 2,323, +44.7% 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

Questions people ask about HURN

Where is HURN's gamma max today?

As of Oct 2, 2026, the gamma max for HURN is 171.59, +5.8% from the 162.15 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 HURN above or below its delta neutral price?

HURN closed above delta neutral: 162.15 against a delta neutral price of 135.70. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HURN have?

2,323 contracts of open interest across 109 listed contracts on Oct 2, 2026, +44.7% 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.