Data through close

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

As of close · rank #3286 by open interest · snapshot page

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LII's nearest-expiration max pain is 380.00 for 2026-10-16, its GEX flip is 398.50, net GEX is -127,825, its put/call open-interest ratio is 1.12. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
356.30
prev 360.46
Gamma max
448.01
+25.7% from close
Delta neutral
390.54
+9.6% from close
Gamma neutral
398.50
+11.8% from close
Open interest
1,813
+3.8% vs prev
Contracts listed
159
98 calls · 66 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
380.00
+6.7% from close
2026-10-16
GEX flip
398.50
+11.8% from close
Net GEX
-127,825
-7,050,453 per 100k OI
Call wall
420.00
+17.9% from close
Put wall
360.00
+1.0% from close
Put/call OI
1.12
957 puts / 856 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
8.2
within trailing 52-week range
Front / back ATM IV
+33.0% / +39.6%
-6.6 pp front premium
Expected move
+6.5%
14 DTE · one standard deviation
ATM straddle / spot
+4.8%
front-window midpoint premium
25Δ risk reversal
-19.1 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.01
17 contracts traded
Normalized net delta
-0.181
option-holder convention
Modeled dealer delta
0.181
opposite-side scenario
Vanna / 100k OI
331
volatility-sensitive delta
Charm / 100k OI
-139,603
time-decay-sensitive delta
IV surface range
43.4 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LII closed 25.7% below its gamma max of 448.01. It is 9.6% below the delta neutral price of 390.54. Total open interest is 1,813, +3.8% 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

← UDR (#3285) AMH (#3287) →

Questions people ask about LII

Where is LII's gamma max today?

As of Oct 2, 2026, the gamma max for LII is 448.01, +25.7% from the 356.30 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 LII above or below its delta neutral price?

LII closed below delta neutral: 356.30 against a delta neutral price of 390.54. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LII have?

1,813 contracts of open interest across 159 listed contracts on Oct 2, 2026, +3.8% 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.