Data through close

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

As of close · rank #4410 by open interest · snapshot page

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IWY's nearest-expiration max pain is 280.00 for 2026-10-16, its GEX flip is 281.24, net GEX is 36,810, its put/call open-interest ratio is 1.28. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
298.70
prev 295.62
Gamma max
299.04
+0.1% from close
Delta neutral
282.23
-5.5% from close
Gamma neutral
281.24
-5.8% from close
Open interest
244
+0.8% vs prev
Contracts listed
45
28 calls · 19 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
280.00
-6.3% from close
2026-10-16
GEX flip
281.24
-5.8% from close
Net GEX
36,810
15,086,075 per 100k OI
Call wall
295.00
-1.2% from close
Put wall
275.00
-7.9% from close
Put/call OI
1.28
137 puts / 107 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
7.1
within trailing 52-week range
Front / back ATM IV
+18.3% / +19.4%
-1.1 pp front premium
Expected move
+3.6%
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
1 contracts traded
Normalized net delta
0.200
option-holder convention
Modeled dealer delta
-0.200
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
22.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IWY closed 0.1% below its gamma max of 299.04. It is 5.5% above the delta neutral price of 282.23. Total open interest is 244, +0.8% 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

← DFE (#4409) YETH (#4411) →

Questions people ask about IWY

Where is IWY's gamma max today?

As of Oct 2, 2026, the gamma max for IWY is 299.04, +0.1% from the 298.70 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 IWY above or below its delta neutral price?

IWY closed above delta neutral: 298.70 against a delta neutral price of 282.23. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IWY have?

244 contracts of open interest across 45 listed contracts on Oct 2, 2026, +0.8% 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.