LCID max pain, gamma exposure (GEX) & options open interest
As of close · rank #135 by open interest · 1,231 sessions of history since Jul 26, 2021
LCID's nearest-expiration max pain is 4.00 for 2026-10-09, its GEX flip is 6.24, net GEX is -8,681,243, its put/call open-interest ratio is 1.34. 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 · 7d expected move +10.6%
LCID closed 119.5% below its gamma max of 9.06. It is 28.3% below the delta neutral price of 5.30. Total open interest is 745,422, -0.7% versus the previous session. Its options catalyst-intensity score is 41.2 out of 100, led by IV rank 100, 7d expected move +10.6%. 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 | -6,558 contracts · -2.0% |
| Put OI change, 1 session | +1,382 contracts · +0.3% |
| Call minus put OI growth, 1 session | -2.3 pp |
| Call OI change, 5 sessions | +25,096 contracts · +8.6% |
| Put OI change, 5 sessions | +30,173 contracts · +7.6% |
| Call minus put OI growth, 5 sessions | +1.0 pp |
| Daily call OI change surprise | -0.07σ (252 prior changes) |
| Daily put OI change surprise | +0.00σ (252 prior changes) |
| Daily call-minus-put growth surprise | -0.29σ (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 4 completed Day +10 paths · latest Jul 17, 2025
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 4 | -0.2% | -2.5% to +4.5% | 50% | – | – |
| Day +2 | 4 | -9.7% | -10.1% to -6.3% | 25% | – | – |
| Day +3 | 4 | -0.9% | -4.1% to +1.6% | 50% | – | – |
| Day +4 | 4 | -2.8% | -7.1% to +0.5% | 25% | – | – |
| Day +5 | 4 | -3.2% | -6.0% to +0.2% | 25% | – | – |
| Day +6 | 4 | -2.2% | -7.6% to +6.7% | 50% | – | – |
| Day +7 | 4 | +0.3% | -9.1% to +10.5% | 50% | – | – |
| Day +8 | 4 | -5.1% | -14.0% to +3.2% | 50% | – | – |
| Day +9 | 4 | -5.6% | -15.0% to +6.7% | 50% | – | – |
| Day +10 | 4 | -4.6% | -12.5% to +3.0% | 50% | – | – |
Crosses below gamma max 5 completed Day +10 paths · latest Jul 12, 2023
| Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
|---|---|---|---|---|---|---|
| Day +1 | 5 | -4.4% | -9.0% to -0.6% | 20% | -10.5% to +1.9% | 0.0% |
| Day +2 | 5 | +0.4% | -6.4% to +1.9% | 60% | -7.3% to +5.1% | 0.0% |
| Day +3 | 5 | -1.9% | -2.7% to -1.8% | 20% | -5.8% to +3.8% | 0.0% |
| Day +4 | 5 | -1.6% | -1.7% to -0.2% | 20% | -5.6% to +0.2% | 0.0% |
| Day +5 | 5 | +1.3% | +0.0% to +5.3% | 80% | -6.4% to +24.0% | 0.0% |
| Day +6 | 5 | -1.6% | -3.4% to +1.7% | 40% | -10.1% to +17.4% | 0.0% |
| Day +7 | 5 | -1.4% | -4.1% to +4.8% | 40% | -9.7% to +5.1% | 0.0% |
| Day +8 | 5 | +0.1% | -3.2% to +0.8% | 60% | -7.1% to +23.3% | 0.0% |
| Day +9 | 5 | -3.7% | -4.5% to -2.7% | 20% | -6.7% to +14.2% | 0.0% |
| Day +10 | 5 | -2.6% | -2.9% to +0.1% | 40% | -7.9% to +17.1% | 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 | 0% |
| Gamma max crosses | 0 |
| Delta neutral crosses | 9 |
| Prior-year sessions closer to gamma max | 80.6% of 252 |
| Prior-year sessions closer to delta neutral | 76.2% of 252 |
| Open interest percentile (1y) | 93th |
| Daily open interest change versus prior year | -0.03σ (-5,176 contracts; 252 prior changes) |
| Open interest change, 5 sessions | +8.0% |
| Open interest change, 21 sessions | +5.0% |
| History available | Jul 26, 2021 → Oct 2, 2026 |
Recent crosses
- closed below delta neutral at 7.38 vs 7.84 (-6.2%)
- closed above delta neutral at 7.96 vs 7.79 (+2.1%)
- closed below delta neutral at 6.78 vs 7.26 (-7.1%)
- closed above delta neutral at 7.32 vs 7.31 (+0.1%)
- closed below delta neutral at 7.11 vs 7.12 (-0.1%)
- closed above delta neutral at 7.35 vs 7.07 (+3.8%)
- closed below delta neutral at 20.53 vs 21.12 (-2.9%)
- closed above delta neutral at 21.92 vs 21.68 (+1.1%)
- closed below delta neutral at 22.01 vs 22.54 (-2.4%)
- closed above delta neutral at 21.10 vs 20.48 (+2.9%)
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/LCID
Questions people ask about LCID
Where is LCID's gamma max today?
As of Oct 2, 2026, the gamma max for LCID is 9.06, +119.5% from the 4.13 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 LCID above or below its delta neutral price?
LCID closed below delta neutral: 4.13 against a delta neutral price of 5.30. The delta neutral price is where the summed delta of the whole chain is zero; the definition.
How much open interest does LCID have?
745,422 contracts of open interest across 385 listed contracts on Oct 2, 2026, -0.7% 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.