Data through close

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

As of close · rank #731 by open interest · snapshot page

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LION's nearest-expiration max pain is 12.00 for 2026-10-16, net GEX is 8,471,858, its put/call open-interest ratio is 0.08. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
11.16
prev 11.25
Gamma max
11.84
+6.1% from close
Delta neutral
7.43
-33.4% from close
Gamma neutral
11.16
0.0% from close
Open interest
81,967
+0.2% vs prev
Contracts listed
106
86 calls · 41 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
12.00
+7.5% from close
2026-10-16
GEX flip
–
Net GEX
8,471,858
10,335,693 per 100k OI
Call wall
12.00
+7.5% from close
Put wall
9.00
-19.4% from close
Put/call OI
0.08
5,901 puts / 76,066 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
6.4
within trailing 52-week range
Front / back ATM IV
+80.6% / +67.2%
13.4 pp front premium
Expected move
+15.8%
14 DTE · one standard deviation
ATM straddle / spot
+19.3%
front-window midpoint premium
25Δ risk reversal
-56.4 pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.03
2,272 contracts traded
Normalized net delta
0.291
option-holder convention
Modeled dealer delta
-0.291
opposite-side scenario
Vanna / 100k OI
3,534
volatility-sensitive delta
Charm / 100k OI
-99,540
time-decay-sensitive delta
IV surface range
159.2 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LION closed 6.1% below its gamma max of 11.84. It is 33.4% above the delta neutral price of 7.43. Total open interest is 81,967, +0.2% 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

Neighbours by open interest

← PSX (#730) LNG (#732) →

Questions people ask about LION

Where is LION's gamma max today?

As of Oct 2, 2026, the gamma max for LION is 11.84, +6.1% from the 11.16 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 LION above or below its delta neutral price?

LION closed above delta neutral: 11.16 against a delta neutral price of 7.43. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LION have?

81,967 contracts of open interest across 106 listed contracts on Oct 2, 2026, +0.2% 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.