Data through close

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

As of close · rank #732 by open interest · snapshot page

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LNG's nearest-expiration max pain is 270.00 for 2026-10-09, its GEX flip is 217.54, net GEX is 7,167,600, its put/call open-interest ratio is 0.49. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
269.95
prev 272.40
Gamma max
286.67
+6.2% from close
Delta neutral
245.16
-9.2% from close
Gamma neutral
217.54
-19.4% from close
Open interest
81,717
-4.9% vs prev
Contracts listed
492
346 calls · 243 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
270.00
+0.0% from close
2026-10-09
GEX flip
217.54
-19.4% from close
Net GEX
7,167,600
8,771,248 per 100k OI
Call wall
280.00
+3.7% from close
Put wall
260.00
-3.7% from close
Put/call OI
0.49
26,769 puts / 54,948 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
71.2
within trailing 52-week range
Front / back ATM IV
+33.3% / +33.6%
-0.3 pp front premium
Expected move
+4.6%
7 DTE · one standard deviation
ATM straddle / spot
+3.4%
front-window midpoint premium
25Δ risk reversal
4.5 pp
put IV minus call IV
IV butterfly
-3.4 pp
front-window smile convexity
Volume / open interest
0.06
5,294 contracts traded
Normalized net delta
0.161
option-holder convention
Modeled dealer delta
-0.158
opposite-side scenario
Vanna / 100k OI
2,175
volatility-sensitive delta
Charm / 100k OI
-1,124,107
time-decay-sensitive delta
IV surface range
95.8 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LNG closed 6.2% below its gamma max of 286.67. It is 9.2% above the delta neutral price of 245.16. Total open interest is 81,717, -4.9% 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

← LION (#731) INVZ (#733) →

Questions people ask about LNG

Where is LNG's gamma max today?

As of Oct 2, 2026, the gamma max for LNG is 286.67, +6.2% from the 269.95 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 LNG above or below its delta neutral price?

LNG closed above delta neutral: 269.95 against a delta neutral price of 245.16. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LNG have?

81,717 contracts of open interest across 492 listed contracts on Oct 2, 2026, -4.9% 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.