Data through close

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

As of close · rank #4135 by open interest · snapshot page

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LIVN's nearest-expiration max pain is 70.00 for 2026-10-16, its GEX flip is 45.34, net GEX is 32,610, its put/call open-interest ratio is 0.41. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
75.07
prev 74.70
Gamma max
79.41
+5.8% from close
Delta neutral
69.61
-7.3% from close
Gamma neutral
45.34
-39.6% from close
Open interest
441
+10.0% vs prev
Contracts listed
70
46 calls · 32 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
70.00
-6.8% from close
2026-10-16
GEX flip
45.34
-39.6% from close
Net GEX
32,610
7,394,594 per 100k OI
Call wall
80.00
+6.6% from close
Put wall
80.00
+6.6% from close
Put/call OI
0.41
128 puts / 313 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
60.9
within trailing 52-week range
Front / back ATM IV
+43.0% / +40.2%
2.8 pp front premium
Expected move
+8.4%
14 DTE · one standard deviation
ATM straddle / spot
–
front-window midpoint premium
25Δ risk reversal
– pp
put IV minus call IV
IV butterfly
– pp
front-window smile convexity
Volume / open interest
0.12
53 contracts traded
Normalized net delta
0.171
option-holder convention
Modeled dealer delta
-0.171
opposite-side scenario
Vanna / 100k OI
-227
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
12.0 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LIVN closed 5.8% below its gamma max of 79.41. It is 7.3% above the delta neutral price of 69.61. Total open interest is 441, +10.0% 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

← NWN (#4134) STXF (#4136) →

Questions people ask about LIVN

Where is LIVN's gamma max today?

As of Oct 2, 2026, the gamma max for LIVN is 79.41, +5.8% from the 75.07 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 LIVN above or below its delta neutral price?

LIVN closed above delta neutral: 75.07 against a delta neutral price of 69.61. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LIVN have?

441 contracts of open interest across 70 listed contracts on Oct 2, 2026, +10.0% 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.