Data through close

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

As of close · rank #1238 by open interest · snapshot page

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LHX's nearest-expiration max pain is 240.00 for 2026-10-09, its GEX flip is 209.19, net GEX is 1,073,205, its put/call open-interest ratio is 0.39. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
236.60
prev 238.40
Gamma max
260.85
+10.2% from close
Delta neutral
240.32
+1.6% from close
Gamma neutral
209.19
-11.6% from close
Open interest
32,364
-0.4% vs prev
Contracts listed
372
237 calls · 148 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
240.00
+1.4% from close
2026-10-09
GEX flip
209.19
-11.6% from close
Net GEX
1,073,205
3,316,047 per 100k OI
Call wall
260.00
+9.9% from close
Put wall
240.00
+1.4% from close
Put/call OI
0.39
9,139 puts / 23,225 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
79.0
within trailing 52-week range
Front / back ATM IV
+28.7% / +29.6%
-0.9 pp front premium
Expected move
+4.0%
7 DTE · one standard deviation
ATM straddle / spot
+3.7%
front-window midpoint premium
25Δ risk reversal
1.1 pp
put IV minus call IV
IV butterfly
-0.0 pp
front-window smile convexity
Volume / open interest
0.07
2,398 contracts traded
Normalized net delta
-0.019
option-holder convention
Modeled dealer delta
0.019
opposite-side scenario
Vanna / 100k OI
2,910
volatility-sensitive delta
Charm / 100k OI
-88,745
time-decay-sensitive delta
IV surface range
93.6 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LHX closed 10.2% below its gamma max of 260.85. It is 1.6% below the delta neutral price of 240.32. Total open interest is 32,364, -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

← NAVN (#1237) RY (#1239) →

Questions people ask about LHX

Where is LHX's gamma max today?

As of Oct 2, 2026, the gamma max for LHX is 260.85, +10.2% from the 236.60 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 LHX above or below its delta neutral price?

LHX closed below delta neutral: 236.60 against a delta neutral price of 240.32. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LHX have?

32,364 contracts of open interest across 372 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.