Data through close

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

As of close · rank #1888 by open interest · snapshot page

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LAD's nearest-expiration max pain is 320.00 for 2026-10-16, its GEX flip is 428.52, net GEX is -1,280,013, its put/call open-interest ratio is 6.79. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
307.77
prev 306.07
Gamma max
477.07
+55.0% from close
Delta neutral
346.65
+12.6% from close
Gamma neutral
428.52
+39.2% from close
Open interest
12,890
+0.2% vs prev
Contracts listed
174
109 calls · 87 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
320.00
+4.0% from close
2026-10-16
GEX flip
428.52
+39.2% from close
Net GEX
-1,280,013
-9,930,277 per 100k OI
Call wall
350.00
+13.7% from close
Put wall
260.00
-15.5% from close
Put/call OI
6.79
11,235 puts / 1,655 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
3.5
within trailing 52-week range
Front / back ATM IV
+34.0% / +38.8%
-4.9 pp front premium
Expected move
+6.7%
14 DTE · one standard deviation
ATM straddle / spot
+13.5%
front-window midpoint premium
25Δ risk reversal
3.1 pp
put IV minus call IV
IV butterfly
-0.8 pp
front-window smile convexity
Volume / open interest
0.01
120 contracts traded
Normalized net delta
-0.121
option-holder convention
Modeled dealer delta
0.121
opposite-side scenario
Vanna / 100k OI
5,764
volatility-sensitive delta
Charm / 100k OI
-78,115
time-decay-sensitive delta
IV surface range
26.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LAD closed 55.0% below its gamma max of 477.07. It is 12.6% below the delta neutral price of 346.65. Total open interest is 12,890, +0.2% 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

← BWEN (#1887) CCO (#1889) →

Questions people ask about LAD

Where is LAD's gamma max today?

As of Oct 2, 2026, the gamma max for LAD is 477.07, +55.0% from the 307.77 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 LAD above or below its delta neutral price?

LAD closed below delta neutral: 307.77 against a delta neutral price of 346.65. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LAD have?

12,890 contracts of open interest across 174 listed contracts on Oct 2, 2026, +0.2% 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.