JD max pain, gamma exposure (GEX) & options open interest
As of close · rank #125 by open interest · 1,394 sessions of history since Dec 1, 2020
JD's nearest-expiration max pain is 26.50 for 2026-10-09, its GEX flip is 26.53, net GEX is -8,400,678, its put/call open-interest ratio is 0.64. These are whole-chain derived aggregates as of Oct 2, 2026 close.
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.
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.
Strongest relative signals: IV rank 100
JD closed 27.1% below its gamma max of 32.77. It is 3.6% below the delta neutral price of 26.71. Total open interest is 808,921, -1.9% versus the previous session. Its options catalyst-intensity score is 39.2 out of 100, led by IV rank 100. What gamma max means · What delta neutral means
Call versus put open interest changes
Growth compares outstanding contracts on each side. A positive growth gap favors calls; a negative gap favors puts. Standardized surprises compare each measure with its own prior history. These describe the OI balance, not IV skew or buying direction.
| Measure | Value |
|---|---|
| Call OI change, 1 session | -9,978 contracts · -2.0% |
| Put OI change, 1 session | -5,848 contracts · -1.8% |
| Call minus put OI growth, 1 session | -0.2 pp |
| Call OI change, 5 sessions | +24,965 contracts · +5.3% |
| Put OI change, 5 sessions | +7,346 contracts · +2.4% |
| Call minus put OI growth, 5 sessions | +3.0 pp |
| Daily call OI change surprise | -0.08σ (252 prior changes) |
| Daily put OI change surprise | -0.17σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.00σ (252 prior changes) |
History
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Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
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Gamma walls
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What followed prior gamma-max crosses?
Each historical path starts at 0% on the cross date and follows the close for ten subsequent trading sessions. Cohorts use the same direction as labelled and require gamma max to be within 10% of the close on both crossing sessions.
Crosses above gamma max 13 completed Day +10 paths · latest Jul 15, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 13 | -1.1% | -2.7% to +1.4% | 46% | -2.7% to +1.4% | 0.0% |
| Day +2 | 13 | +0.2% | -5.2% to +1.9% | 54% | -5.2% to +1.9% | 0.0% |
| Day +3 | 13 | +1.1% | -2.7% to +5.4% | 62% | -2.7% to +5.4% | 0.0% |
| Day +4 | 13 | -1.5% | -5.4% to +4.8% | 46% | -5.4% to +4.8% | 0.0% |
| Day +5 | 13 | -1.8% | -3.9% to +3.0% | 38% | -3.9% to +3.0% | 0.0% |
| Day +6 | 13 | -1.3% | -5.3% to +2.8% | 46% | -5.3% to +2.8% | 0.0% |
| Day +7 | 13 | +1.0% | -6.5% to +4.2% | 54% | -6.5% to +4.2% | 0.0% |
| Day +8 | 13 | -1.1% | -8.1% to +3.2% | 38% | -8.1% to +3.2% | 0.0% |
| Day +9 | 13 | -0.6% | -5.2% to +3.0% | 46% | -5.2% to +3.0% | 0.0% |
| Day +10 | 13 | -0.3% | -6.4% to +7.1% | 38% | -6.4% to +7.1% | 0.0% |
Crosses below gamma max 12 completed Day +10 paths · latest May 14, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 12 | -1.2% | -2.0% to -0.1% | 25% | -2.6% to +0.6% | 0.0% |
| Day +2 | 12 | +0.2% | -3.5% to +3.2% | 50% | -3.7% to +3.8% | 0.0% |
| Day +3 | 12 | -0.6% | -2.9% to +3.4% | 50% | -3.1% to +6.0% | 0.0% |
| Day +4 | 12 | -0.6% | -2.6% to +2.0% | 50% | -5.1% to +4.0% | 0.0% |
| Day +5 | 12 | -1.7% | -4.6% to +2.8% | 42% | -5.8% to +3.4% | 0.0% |
| Day +6 | 12 | +1.5% | -6.9% to +3.0% | 58% | -7.1% to +3.6% | 0.0% |
| Day +7 | 12 | -1.9% | -7.5% to +0.9% | 42% | -8.7% to +1.5% | 0.0% |
| Day +8 | 12 | -3.2% | -8.3% to +3.0% | 42% | -8.6% to +3.4% | 0.0% |
| Day +9 | 12 | -3.4% | -8.4% to +5.2% | 42% | -8.9% to +8.1% | 0.0% |
| Day +10 | 12 | -1.0% | -7.5% to +7.1% | 42% | -7.8% to +7.3% | 0.0% |
Returns are close-to-close after the labelled number of subsequent trading sessions. The confidence floor is the closest-to-zero bound of the order-statistic median interval; it is zero when that interval spans zero. Its coverage is nominally at least 90% under independent observations. Historical paths can overlap, so the interval and floor are descriptive uncertainty guides rather than formal coverage guarantees. Historical, not a forecast.
Last 252 sessions
| Sessions closed above gamma max | 2% |
| Gamma max crosses | 6 |
| Delta neutral crosses | 25 |
| Prior-year sessions closer to gamma max | 82.1% of 252 |
| Prior-year sessions closer to delta neutral | 49.6% of 252 |
| Open interest percentile (1y) | 3th |
| Daily open interest change versus prior year | -0.11σ (-15,826 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +4.2% |
| Open interest change, 21 sessions | -17.6% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 27.16 vs 27.18 (-0.1%)
- closed above delta neutral at 27.38 vs 27.24 (+0.5%)
- closed below delta neutral at 27.66 vs 27.82 (-0.6%)
- closed above delta neutral at 28.26 vs 28.07 (+0.7%)
- closed below delta neutral at 27.90 vs 28.07 (-0.6%)
- closed below gamma max at 29.62 vs 33.54 (-13.2%)
- closed above gamma max at 29.28 vs 28.96 (+1.1%)
- closed above delta neutral at 27.63 vs 26.83 (+2.9%)
- closed below delta neutral at 26.52 vs 26.59 (-0.2%)
- closed above delta neutral at 26.78 vs 26.65 (+0.5%)
In today's screens
Neighbours by open interest
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Share the dated 1600×840 image or cite this canonical page. The card contains public derived aggregates, not contract-level quotes.
Canonical source: https://halfonadouble.com/stock/JD
Questions people ask about JD
Where is JD's gamma max today?
As of Oct 2, 2026, the gamma max for JD is 32.77, +27.1% from the 25.78 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 JD above or below its delta neutral price?
JD closed below delta neutral: 25.78 against a delta neutral price of 26.71. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does JD have?
808,921 contracts of open interest across 461 listed contracts on Oct 2, 2026, -1.9% 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.