Data through close

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

As of close · rank #2672 by open interest · snapshot page

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IWV's nearest-expiration max pain is 445.00 for 2026-10-16, its GEX flip is 370.78, net GEX is 579,768, its put/call open-interest ratio is 0.04. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
436.16
prev 432.59
Gamma max
498.37
+14.3% from close
Delta neutral
380.88
-12.7% from close
Gamma neutral
370.78
-15.0% from close
Open interest
4,305
+0.1% vs prev
Contracts listed
86
61 calls · 33 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
445.00
+2.0% from close
2026-10-16
GEX flip
370.78
-15.0% from close
Net GEX
579,768
13,467,327 per 100k OI
Call wall
510.00
+16.9% from close
Put wall
370.00
-15.2% from close
Put/call OI
0.04
150 puts / 4,155 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
1.9
within trailing 52-week range
Front / back ATM IV
+11.9% / +14.8%
-2.9 pp front premium
Expected move
+2.3%
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
3 contracts traded
Normalized net delta
0.092
option-holder convention
Modeled dealer delta
-0.090
opposite-side scenario
Vanna / 100k OI
3,879
volatility-sensitive delta
Charm / 100k OI
-328,990
time-decay-sensitive delta
IV surface range
18.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IWV closed 14.3% below its gamma max of 498.37. It is 12.7% above the delta neutral price of 380.88. Total open interest is 4,305, +0.1% 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

← DSP (#2671) RNW (#2673) →

Questions people ask about IWV

Where is IWV's gamma max today?

As of Oct 2, 2026, the gamma max for IWV is 498.37, +14.3% from the 436.16 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 IWV above or below its delta neutral price?

IWV closed above delta neutral: 436.16 against a delta neutral price of 380.88. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IWV have?

4,305 contracts of open interest across 86 listed contracts on Oct 2, 2026, +0.1% 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.