Data through close

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

As of close · rank #1841 by open interest · snapshot page

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LDOS's nearest-expiration max pain is 130.00 for 2026-10-16, its GEX flip is 97.74, net GEX is 597,538, its put/call open-interest ratio is 0.48. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
117.74
prev 121.97
Gamma max
132.94
+12.9% from close
Delta neutral
111.92
-4.9% from close
Gamma neutral
97.74
-17.0% from close
Open interest
13,690
+0.1% vs prev
Contracts listed
232
149 calls · 100 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
130.00
+10.4% from close
2026-10-16
GEX flip
97.74
-17.0% from close
Net GEX
597,538
4,364,778 per 100k OI
Call wall
140.00
+18.9% from close
Put wall
120.00
+1.9% from close
Put/call OI
0.48
4,443 puts / 9,247 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
90.3
within trailing 52-week range
Front / back ATM IV
+28.7% / +37.9%
-9.1 pp front premium
Expected move
+5.6%
14 DTE · one standard deviation
ATM straddle / spot
+11.1%
front-window midpoint premium
25Δ risk reversal
-5.9 pp
put IV minus call IV
IV butterfly
4.1 pp
front-window smile convexity
Volume / open interest
0.02
241 contracts traded
Normalized net delta
0.073
option-holder convention
Modeled dealer delta
-0.073
opposite-side scenario
Vanna / 100k OI
2,411
volatility-sensitive delta
Charm / 100k OI
33,353
time-decay-sensitive delta
IV surface range
48.1 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LDOS closed 12.9% below its gamma max of 132.94. It is 4.9% above the delta neutral price of 111.92. Total open interest is 13,690, +0.1% 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

← SION (#1840) KLC (#1842) →

Questions people ask about LDOS

Where is LDOS's gamma max today?

As of Oct 2, 2026, the gamma max for LDOS is 132.94, +12.9% from the 117.74 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 LDOS above or below its delta neutral price?

LDOS closed above delta neutral: 117.74 against a delta neutral price of 111.92. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LDOS have?

13,690 contracts of open interest across 232 listed contracts on Oct 2, 2026, +0.1% 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.