Data through close

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

As of close · rank #3065 by open interest · snapshot page

LAMR's nearest-expiration max pain is 145.00 for 2026-10-16, its GEX flip is 98.87, net GEX is 453,593, its put/call open-interest ratio is 0.25. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
144.12
prev 143.34
Gamma max
152.83
+6.0% from close
Delta neutral
135.29
-6.1% from close
Gamma neutral
98.87
-31.4% from close
Open interest
2,435
+0.9% vs prev
Contracts listed
80
43 calls · 39 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
145.00
+0.6% from close
2026-10-16
GEX flip
98.87
-31.4% from close
Net GEX
453,593
18,628,058 per 100k OI
Call wall
150.00
+4.1% from close
Put wall
145.00
+0.6% from close
Put/call OI
0.25
481 puts / 1,954 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
19.1
within trailing 52-week range
Front / back ATM IV
+23.0% / +23.7%
-0.7 pp front premium
Expected move
+4.5%
14 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
20.9 pp
put IV minus call IV
IV butterfly
2.1 pp
front-window smile convexity
Volume / open interest
0.01
13 contracts traded
Normalized net delta
0.155
option-holder convention
Modeled dealer delta
-0.154
opposite-side scenario
Vanna / 100k OI
862
volatility-sensitive delta
Charm / 100k OI
-1,132,977
time-decay-sensitive delta
IV surface range
66.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LAMR closed 6.0% below its gamma max of 152.83. It is 6.1% above the delta neutral price of 135.29. Total open interest is 2,435, +0.9% 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

Questions people ask about LAMR

Where is LAMR's gamma max today?

As of Oct 2, 2026, the gamma max for LAMR is 152.83, +6.0% from the 144.12 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 LAMR above or below its delta neutral price?

LAMR closed above delta neutral: 144.12 against a delta neutral price of 135.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LAMR have?

2,435 contracts of open interest across 80 listed contracts on Oct 2, 2026, +0.9% 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.