Data through close

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

As of close · rank #4644 by open interest · snapshot page

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IWMY's nearest-expiration max pain is 25.00 for 2026-10-16, its GEX flip is 23.73, net GEX is -14,256, its put/call open-interest ratio is 2.00. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
17.18
prev 17.10
Gamma max
27.36
+59.2% from close
Delta neutral
20.43
+18.9% from close
Gamma neutral
23.73
+38.1% from close
Open interest
135
+1.5% vs prev
Contracts listed
26
14 calls · 15 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
25.00
+45.5% from close
2026-10-16
GEX flip
23.73
+38.1% from close
Net GEX
-14,256
-10,560,246 per 100k OI
Call wall
19.00
+10.6% from close
Put wall
17.00
-1.0% from close
Put/call OI
2.00
90 puts / 45 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
40.2
within trailing 52-week range
Front / back ATM IV
+44.0% / +32.7%
11.3 pp front premium
Expected move
+8.6%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
0 contracts traded
Normalized net delta
-0.396
option-holder convention
Modeled dealer delta
0.396
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
33.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IWMY closed 59.2% below its gamma max of 27.36. It is 18.9% below the delta neutral price of 20.43. That is a fresh cross: the previous close was on the other side of gamma max. Total open interest is 135, +1.5% 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

← LKFT (#4643) AFK (#4645) →

Questions people ask about IWMY

Where is IWMY's gamma max today?

As of Oct 2, 2026, the gamma max for IWMY is 27.36, +59.2% from the 17.18 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 IWMY above or below its delta neutral price?

IWMY closed below delta neutral: 17.18 against a delta neutral price of 20.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IWMY have?

135 contracts of open interest across 26 listed contracts on Oct 2, 2026, +1.5% 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.