Data through close

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

As of close · rank #653 by open interest · snapshot page

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LBRT's nearest-expiration max pain is 19.00 for 2026-10-16, its GEX flip is 10.37, net GEX is 6,936,064, its put/call open-interest ratio is 0.33. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.31
prev 18.47
Gamma max
19.97
+3.4% from close
Delta neutral
14.47
-25.1% from close
Gamma neutral
10.37
-46.3% from close
Open interest
96,131
+10.1% vs prev
Contracts listed
158
96 calls · 80 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
19.00
-1.6% from close
2026-10-16
GEX flip
10.37
-46.3% from close
Net GEX
6,936,064
7,215,221 per 100k OI
Call wall
20.00
+3.6% from close
Put wall
17.00
-12.0% from close
Put/call OI
0.33
24,118 puts / 72,013 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
2.7
within trailing 52-week range
Front / back ATM IV
+63.9% / +65.4%
-1.5 pp front premium
Expected move
+12.5%
14 DTE · one standard deviation
ATM straddle / spot
+9.4%
front-window midpoint premium
25Δ risk reversal
0.0 pp
put IV minus call IV
IV butterfly
2.9 pp
front-window smile convexity
Volume / open interest
0.01
495 contracts traded
Normalized net delta
0.339
option-holder convention
Modeled dealer delta
-0.338
opposite-side scenario
Vanna / 100k OI
851
volatility-sensitive delta
Charm / 100k OI
-582,614
time-decay-sensitive delta
IV surface range
159.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LBRT closed 3.4% below its gamma max of 19.97. It is 25.1% above the delta neutral price of 14.47. Total open interest is 96,131, +10.1% 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

← ERO (#652) SO (#654) →

Questions people ask about LBRT

Where is LBRT's gamma max today?

As of Oct 2, 2026, the gamma max for LBRT is 19.97, +3.4% from the 19.31 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 LBRT above or below its delta neutral price?

LBRT closed above delta neutral: 19.31 against a delta neutral price of 14.47. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LBRT have?

96,131 contracts of open interest across 158 listed contracts on Oct 2, 2026, +10.1% 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.