Data through close

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

As of close · rank #1205 by open interest · snapshot page

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LEVI's nearest-expiration max pain is 20.00 for 2026-10-16, its GEX flip is 21.43, net GEX is -1,065,063, its put/call open-interest ratio is 1.54. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
19.87
prev 19.92
Gamma max
24.39
+22.7% from close
Delta neutral
21.05
+5.9% from close
Gamma neutral
21.43
+7.9% from close
Open interest
34,428
+0.8% vs prev
Contracts listed
125
75 calls · 63 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
20.00
+0.7% from close
2026-10-16
GEX flip
21.43
+7.9% from close
Net GEX
-1,065,063
-3,093,596 per 100k OI
Call wall
20.00
+0.7% from close
Put wall
20.00
+0.7% from close
Put/call OI
1.54
20,885 puts / 13,543 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
58.5
within trailing 52-week range
Front / back ATM IV
+62.7% / +44.1%
18.6 pp front premium
Expected move
+12.3%
14 DTE · one standard deviation
ATM straddle / spot
+9.4%
front-window midpoint premium
25Δ risk reversal
-78.5 pp
put IV minus call IV
IV butterfly
-1.4 pp
front-window smile convexity
Volume / open interest
0.02
675 contracts traded
Normalized net delta
-0.074
option-holder convention
Modeled dealer delta
0.073
opposite-side scenario
Vanna / 100k OI
4,064
volatility-sensitive delta
Charm / 100k OI
182,128
time-decay-sensitive delta
IV surface range
173.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LEVI closed 22.7% below its gamma max of 24.39. It is 5.9% below the delta neutral price of 21.05. Total open interest is 34,428, +0.8% 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

← HBM (#1204) OBDC (#1206) →

Questions people ask about LEVI

Where is LEVI's gamma max today?

As of Oct 2, 2026, the gamma max for LEVI is 24.39, +22.7% from the 19.87 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 LEVI above or below its delta neutral price?

LEVI closed below delta neutral: 19.87 against a delta neutral price of 21.05. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LEVI have?

34,428 contracts of open interest across 125 listed contracts on Oct 2, 2026, +0.8% 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.