Data through close

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

As of close · rank #2901 by open interest · snapshot page

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LFUS's nearest-expiration max pain is 410.00 for 2026-10-16, its GEX flip is 437.88, net GEX is 41,482, its put/call open-interest ratio is 1.73. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
456.53
prev 435.55
Gamma max
523.25
+14.6% from close
Delta neutral
430.22
-5.8% from close
Gamma neutral
437.88
-4.1% from close
Open interest
3,095
-1.6% vs prev
Contracts listed
170
100 calls · 89 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
410.00
-10.2% from close
2026-10-16
GEX flip
437.88
-4.1% from close
Net GEX
41,482
1,340,282 per 100k OI
Call wall
520.00
+13.9% from close
Put wall
360.00
-21.1% from close
Put/call OI
1.73
1,961 puts / 1,134 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
3.8
within trailing 52-week range
Front / back ATM IV
+40.5% / +49.3%
-8.7 pp front premium
Expected move
+7.9%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
5.0 pp
put IV minus call IV
IV butterfly
-0.8 pp
front-window smile convexity
Volume / open interest
0.01
17 contracts traded
Normalized net delta
0.079
option-holder convention
Modeled dealer delta
-0.079
opposite-side scenario
Vanna / 100k OI
2,553
volatility-sensitive delta
Charm / 100k OI
-512,342
time-decay-sensitive delta
IV surface range
51.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LFUS closed 14.6% below its gamma max of 523.25. It is 5.8% above the delta neutral price of 430.22. Total open interest is 3,095, -1.6% 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

← CBUS (#2900) SBRA (#2902) →

Questions people ask about LFUS

Where is LFUS's gamma max today?

As of Oct 2, 2026, the gamma max for LFUS is 523.25, +14.6% from the 456.53 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 LFUS above or below its delta neutral price?

LFUS closed above delta neutral: 456.53 against a delta neutral price of 430.22. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LFUS have?

3,095 contracts of open interest across 170 listed contracts on Oct 2, 2026, -1.6% 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.