Data through close

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

As of close · rank #3738 by open interest · snapshot page

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LEA's nearest-expiration max pain is 125.00 for 2026-10-16, its GEX flip is 112.51, net GEX is 74,309, its put/call open-interest ratio is 0.43. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
120.85
prev 121.37
Gamma max
130.18
+7.7% from close
Delta neutral
119.22
-1.3% from close
Gamma neutral
112.51
-6.9% from close
Open interest
921
+0.4% vs prev
Contracts listed
94
57 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
125.00
+3.4% from close
2026-10-16
GEX flip
112.51
-6.9% from close
Net GEX
74,309
8,068,272 per 100k OI
Call wall
130.00
+7.6% from close
Put wall
125.00
+3.4% from close
Put/call OI
0.43
276 puts / 645 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
11.9
within trailing 52-week range
Front / back ATM IV
+32.3% / +34.9%
-2.6 pp front premium
Expected move
+6.3%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
11 contracts traded
Normalized net delta
0.027
option-holder convention
Modeled dealer delta
-0.027
opposite-side scenario
Vanna / 100k OI
1,086
volatility-sensitive delta
Charm / 100k OI
-271,444
time-decay-sensitive delta
IV surface range
42.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LEA closed 7.7% below its gamma max of 130.18. It is 1.3% above the delta neutral price of 119.22. Total open interest is 921, +0.4% 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

← ATRC (#3737) NWPX (#3739) →

Questions people ask about LEA

Where is LEA's gamma max today?

As of Oct 2, 2026, the gamma max for LEA is 130.18, +7.7% from the 120.85 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 LEA above or below its delta neutral price?

LEA closed above delta neutral: 120.85 against a delta neutral price of 119.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LEA have?

921 contracts of open interest across 94 listed contracts on Oct 2, 2026, +0.4% 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.