KTOS max pain, gamma exposure (GEX) & options open interest
As of close · rank #510 by open interest · 1,394 sessions of history since Dec 1, 2020
KTOS's nearest-expiration max pain is 47.00 for 2026-10-09, its GEX flip is 32.94, net GEX is 3,488,829, its put/call open-interest ratio is 0.40. 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: smile convexity 28.5 pp · volume/OI 0.15 · OI change 0.04σ
KTOS closed 21.1% below its gamma max of 52.18. It is 1.3% above the delta neutral price of 42.49. Total open interest is 140,921, +0.3% versus the previous session. Its options catalyst-intensity score is 54.5 out of 100, led by smile convexity 28.5 pp, volume/OI 0.15, OI change 0.04σ. 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 | +4,794 contracts · +5.0% |
| Put OI change, 1 session | -4,368 contracts · -9.8% |
| Call minus put OI growth, 1 session | +14.8 pp |
| Call OI change, 5 sessions | +12,845 contracts · +14.6% |
| Put OI change, 5 sessions | +505 contracts · +1.3% |
| Call minus put OI growth, 5 sessions | +13.3 pp |
| Daily call OI change surprise | +0.93σ (252 prior changes) |
| Daily put OI change surprise | -1.49σ (252 prior changes) |
| Daily call-minus-put growth surprise | +3.87σ (252 prior changes) |
History
Hover for valuesDrag to panScroll to zoomClick a series to hide it ← → step a session+ − zoomTouch: swipe to pan, pinch to zoom, hold for the crosshair
Analysis visualizations
Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.
No matching visualizations.
Gamma walls
Chart loads when this section is in view.
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 below gamma max 46 completed Day +10 paths · latest May 29, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 46 | +0.6% | -1.5% to +2.3% | 61% | -0.6% to +1.4% | 0.0% |
| Day +2 | 46 | +1.0% | -1.5% to +3.6% | 61% | -0.1% to +2.7% | 0.0% |
| Day +3 | 46 | +1.8% | -2.3% to +4.3% | 61% | -0.2% to +3.6% | 0.0% |
| Day +4 | 46 | +1.7% | -1.6% to +6.9% | 61% | -0.7% to +4.0% | 0.0% |
| Day +5 | 46 | +1.3% | -2.8% to +6.1% | 61% | -0.7% to +4.1% | 0.0% |
| Day +6 | 46 | +1.7% | -2.2% to +7.4% | 59% | -1.4% to +4.8% | 0.0% |
| Day +7 | 46 | +2.8% | -2.9% to +9.5% | 65% | +0.2% to +6.1% | +0.2% |
| Day +8 | 46 | +2.0% | -3.7% to +9.6% | 59% | -0.5% to +7.7% | 0.0% |
| Day +9 | 46 | +2.3% | -3.9% to +8.6% | 57% | -1.7% to +5.9% | 0.0% |
| Day +10 | 46 | +3.7% | -3.6% to +11.0% | 59% | -1.4% to +8.3% | 0.0% |
Crosses above gamma max 46 completed Day +10 paths · latest May 28, 2026
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 46 | -0.4% | -1.8% to +1.3% | 48% | -1.1% to +0.6% | 0.0% |
| Day +2 | 46 | -0.1% | -2.2% to +3.4% | 48% | -1.1% to +1.5% | 0.0% |
| Day +3 | 46 | -0.3% | -2.4% to +4.1% | 46% | -1.6% to +2.0% | 0.0% |
| Day +4 | 46 | +0.3% | -2.4% to +4.2% | 57% | -0.6% to +1.4% | 0.0% |
| Day +5 | 46 | +0.9% | -2.0% to +5.7% | 59% | -1.0% to +4.4% | 0.0% |
| Day +6 | 46 | +1.0% | -3.1% to +6.6% | 57% | -1.4% to +3.9% | 0.0% |
| Day +7 | 46 | +0.8% | -3.9% to +5.4% | 57% | -1.6% to +4.2% | 0.0% |
| Day +8 | 46 | +1.0% | -3.6% to +7.2% | 67% | +0.5% to +3.5% | +0.5% |
| Day +9 | 46 | +3.0% | -3.1% to +8.1% | 63% | -0.8% to +4.8% | 0.0% |
| Day +10 | 46 | +2.9% | -2.9% to +7.5% | 61% | -0.7% to +5.4% | 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 | 8 |
| Delta neutral crosses | 26 |
| Prior-year sessions closer to gamma max | 62.3% of 252 |
| Prior-year sessions closer to delta neutral | 9.9% of 252 |
| Open interest percentile (1y) | 96th |
| Daily open interest change versus prior year | +0.04σ (426 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +10.5% |
| Open interest change, 21 sessions | +30.2% |
| History available | Dec 1, 2020 → Oct 2, 2026 |
Recent crosses
- closed above delta neutral at 43.07 vs 42.49 (+1.3%)
- closed below delta neutral at 44.07 vs 45.21 (-2.6%)
- closed above delta neutral at 47.66 vs 46.13 (+3.2%)
- closed below delta neutral at 47.59 vs 47.67 (-0.2%)
- closed above delta neutral at 47.62 vs 47.03 (+1.2%)
- closed below delta neutral at 50.98 vs 51.45 (-0.9%)
- closed above delta neutral at 49.21 vs 47.37 (+3.7%)
- closed below delta neutral at 43.88 vs 46.08 (-5.0%)
- closed above delta neutral at 49.45 vs 47.71 (+3.5%)
- closed below delta neutral at 47.35 vs 47.40 (-0.1%)
In today's screens
Neighbours by open interest
Cite or embed this snapshot
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/KTOS
Questions people ask about KTOS
Where is KTOS's gamma max today?
As of Oct 2, 2026, the gamma max for KTOS is 52.18, +21.1% from the 43.07 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 KTOS above or below its delta neutral price?
KTOS closed above delta neutral: 43.07 against a delta neutral price of 42.49. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does KTOS have?
140,921 contracts of open interest across 661 listed contracts on Oct 2, 2026, +0.3% 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.