Data through close

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

As of close · rank #3074 by open interest · snapshot page

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IWR's nearest-expiration max pain is 111.00 for 2026-10-16, its GEX flip is 97.90, net GEX is 172,859, its put/call open-interest ratio is 0.22. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
108.28
prev 107.59
Gamma max
111.80
+3.2% from close
Delta neutral
106.74
-1.4% from close
Gamma neutral
97.90
-9.6% from close
Open interest
2,406
+0.0% vs prev
Contracts listed
53
39 calls · 20 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
111.00
+2.5% from close
2026-10-16
GEX flip
97.90
-9.6% from close
Net GEX
172,859
7,184,507 per 100k OI
Call wall
110.00
+1.6% from close
Put wall
115.00
+6.2% from close
Put/call OI
0.22
429 puts / 1,977 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
11.7
within trailing 52-week range
Front / back ATM IV
+15.1% / +16.1%
-1.0 pp front premium
Expected move
+3.0%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
12.6 pp
put IV minus call IV
IV butterfly
1.6 pp
front-window smile convexity
Volume / open interest
0.03
66 contracts traded
Normalized net delta
0.213
option-holder convention
Modeled dealer delta
-0.113
opposite-side scenario
Vanna / 100k OI
457
volatility-sensitive delta
Charm / 100k OI
-206,401
time-decay-sensitive delta
IV surface range
24.7 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IWR closed 3.2% below its gamma max of 111.80. It is 1.4% above the delta neutral price of 106.74. Total open interest is 2,406, +0.0% 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

← SSP (#3073) MFG (#3075) →

Questions people ask about IWR

Where is IWR's gamma max today?

As of Oct 2, 2026, the gamma max for IWR is 111.80, +3.2% from the 108.28 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 IWR above or below its delta neutral price?

IWR closed above delta neutral: 108.28 against a delta neutral price of 106.74. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IWR have?

2,406 contracts of open interest across 53 listed contracts on Oct 2, 2026, +0.0% 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.