Data through close

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

As of close · rank #1816 by open interest · snapshot page

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HXL's nearest-expiration max pain is 80.00 for 2026-10-16, its GEX flip is 58.48, net GEX is 4,361,021, its put/call open-interest ratio is 0.06. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
86.41
prev 86.74
Gamma max
85.68
-0.8% from close
Delta neutral
71.99
-16.7% from close
Gamma neutral
58.48
-32.3% from close
Open interest
14,210
+0.4% vs prev
Contracts listed
103
70 calls · 43 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
80.00
-7.4% from close
2026-10-16
GEX flip
58.48
-32.3% from close
Net GEX
4,361,021
30,689,806 per 100k OI
Call wall
90.00
+4.2% from close
Put wall
85.00
-1.6% from close
Put/call OI
0.06
857 puts / 13,353 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
25.0
within trailing 52-week range
Front / back ATM IV
+35.3% / +39.1%
-3.7 pp front premium
Expected move
+6.9%
14 DTE · one standard deviation
ATM straddle / spot
+6.5%
front-window midpoint premium
25Δ risk reversal
-4.4 pp
put IV minus call IV
IV butterfly
-1.6 pp
front-window smile convexity
Volume / open interest
0.00
8 contracts traded
Normalized net delta
0.448
option-holder convention
Modeled dealer delta
-0.447
opposite-side scenario
Vanna / 100k OI
676
volatility-sensitive delta
Charm / 100k OI
-8,048,529
time-decay-sensitive delta
IV surface range
30.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

HXL closed 0.8% above its gamma max of 85.68. It is 16.7% above the delta neutral price of 71.99. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 14,210, +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

← COHU (#1815) IMMR (#1817) →

Questions people ask about HXL

Where is HXL's gamma max today?

As of Oct 2, 2026, the gamma max for HXL is 85.68, -0.8% from the 86.41 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 HXL above or below its delta neutral price?

HXL closed above delta neutral: 86.41 against a delta neutral price of 71.99. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does HXL have?

14,210 contracts of open interest across 103 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.