Data through close

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

As of close · rank #2737 by open interest · snapshot page

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LGIH's nearest-expiration max pain is 50.00 for 2026-10-16, its GEX flip is 33.12, net GEX is 21,506, its put/call open-interest ratio is 0.73. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
48.14
prev 47.71
Gamma max
70.54
+46.5% from close
Delta neutral
46.21
-4.0% from close
Gamma neutral
33.12
-31.2% from close
Open interest
3,855
+0.8% vs prev
Contracts listed
77
46 calls · 40 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
50.00
+3.9% from close
2026-10-16
GEX flip
33.12
-31.2% from close
Net GEX
21,506
557,885 per 100k OI
Call wall
45.00
-6.5% from close
Put wall
50.00
+3.9% from close
Put/call OI
0.73
1,625 puts / 2,230 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
52.3
within trailing 52-week range
Front / back ATM IV
+50.2% / +61.7%
-11.5 pp front premium
Expected move
+9.8%
14 DTE · one standard deviation
ATM straddle / spot
+21.8%
front-window midpoint premium
25Δ risk reversal
-1.5 pp
put IV minus call IV
IV butterfly
-1.3 pp
front-window smile convexity
Volume / open interest
0.00
8 contracts traded
Normalized net delta
0.068
option-holder convention
Modeled dealer delta
-0.068
opposite-side scenario
Vanna / 100k OI
26
volatility-sensitive delta
Charm / 100k OI
3,268
time-decay-sensitive delta
IV surface range
40.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LGIH closed 46.5% below its gamma max of 70.54. It is 4.0% above the delta neutral price of 46.21. Total open interest is 3,855, +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

← EG (#2736) VO (#2738) →

Questions people ask about LGIH

Where is LGIH's gamma max today?

As of Oct 2, 2026, the gamma max for LGIH is 70.54, +46.5% from the 48.14 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 LGIH above or below its delta neutral price?

LGIH closed above delta neutral: 48.14 against a delta neutral price of 46.21. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LGIH have?

3,855 contracts of open interest across 77 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.