Data through close

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

As of close · rank #2060 by open interest · snapshot page

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ITW's nearest-expiration max pain is 270.00 for 2026-10-16, its GEX flip is 242.14, net GEX is 1,723,707, its put/call open-interest ratio is 0.37. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
262.92
prev 260.84
Gamma max
276.42
+5.1% from close
Delta neutral
257.31
-2.1% from close
Gamma neutral
242.14
-7.9% from close
Open interest
10,351
+1.3% vs prev
Contracts listed
149
86 calls · 71 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
270.00
+2.7% from close
2026-10-16
GEX flip
242.14
-7.9% from close
Net GEX
1,723,707
16,652,564 per 100k OI
Call wall
280.00
+6.5% from close
Put wall
260.00
-1.1% from close
Put/call OI
0.37
2,805 puts / 7,546 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
14.5
within trailing 52-week range
Front / back ATM IV
+21.3% / +23.7%
-2.3 pp front premium
Expected move
+4.2%
14 DTE · one standard deviation
ATM straddle / spot
+3.2%
front-window midpoint premium
25Δ risk reversal
-2.6 pp
put IV minus call IV
IV butterfly
1.8 pp
front-window smile convexity
Volume / open interest
0.04
442 contracts traded
Normalized net delta
0.079
option-holder convention
Modeled dealer delta
-0.079
opposite-side scenario
Vanna / 100k OI
3,903
volatility-sensitive delta
Charm / 100k OI
-1,359,608
time-decay-sensitive delta
IV surface range
93.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

ITW closed 5.1% below its gamma max of 276.42. It is 2.1% above the delta neutral price of 257.31. Total open interest is 10,351, +1.3% 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

← CRBU (#2059) CPS (#2061) →

Questions people ask about ITW

Where is ITW's gamma max today?

As of Oct 2, 2026, the gamma max for ITW is 276.42, +5.1% from the 262.92 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 ITW above or below its delta neutral price?

ITW closed above delta neutral: 262.92 against a delta neutral price of 257.31. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does ITW have?

10,351 contracts of open interest across 149 listed contracts on Oct 2, 2026, +1.3% 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.