Data through close

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

As of close · rank #2908 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

LGN's nearest-expiration max pain is 55.00 for 2026-10-16, net GEX is 162,564, its put/call open-interest ratio is 0.20. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
53.61
prev 51.67
Gamma max
65.11
+21.5% from close
Delta neutral
49.29
-8.1% from close
Gamma neutral
53.61
0.0% from close
Open interest
3,044
+3.1% vs prev
Contracts listed
71
51 calls · 27 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
55.00
+2.6% from close
2026-10-16
GEX flip
–
Net GEX
162,564
5,340,485 per 100k OI
Call wall
55.00
+2.6% from close
Put wall
55.00
+2.6% from close
Put/call OI
0.20
501 puts / 2,543 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
12.8
within trailing 52-week range
Front / back ATM IV
+61.7% / +76.6%
-14.9 pp front premium
Expected move
+12.1%
14 DTE · one standard deviation
ATM straddle / spot
+9.6%
front-window midpoint premium
25Δ risk reversal
-2.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.00
4 contracts traded
Normalized net delta
0.097
option-holder convention
Modeled dealer delta
-0.096
opposite-side scenario
Vanna / 100k OI
2,727
volatility-sensitive delta
Charm / 100k OI
-1,776,150
time-decay-sensitive delta
IV surface range
25.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LGN closed 21.5% below its gamma max of 65.11. It is 8.1% above the delta neutral price of 49.29. Total open interest is 3,044, +3.1% 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

← IONX (#2907) DMAC (#2909) →

Questions people ask about LGN

Where is LGN's gamma max today?

As of Oct 2, 2026, the gamma max for LGN is 65.11, +21.5% from the 53.61 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 LGN above or below its delta neutral price?

LGN closed above delta neutral: 53.61 against a delta neutral price of 49.29. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LGN have?

3,044 contracts of open interest across 71 listed contracts on Oct 2, 2026, +3.1% 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.