Data through close

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

As of close · rank #4353 by open interest · snapshot page

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LQDT's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 33.70, net GEX is 24,463, its put/call open-interest ratio is 0.69. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
43.23
prev 43.64
Gamma max
44.73
+3.5% from close
Delta neutral
39.97
-7.5% from close
Gamma neutral
33.70
-22.0% from close
Open interest
273
0.0% vs prev
Contracts listed
27
16 calls · 14 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
40.00
-7.5% from close
2026-10-16
GEX flip
33.70
-22.0% from close
Net GEX
24,463
8,960,876 per 100k OI
Call wall
45.00
+4.1% from close
Put wall
40.00
-7.5% from close
Put/call OI
0.69
111 puts / 162 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
21.3
within trailing 52-week range
Front / back ATM IV
+37.8% / +44.4%
-6.5 pp front premium
Expected move
+7.4%
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
0.04
10 contracts traded
Normalized net delta
0.147
option-holder convention
Modeled dealer delta
-0.147
opposite-side scenario
Vanna / 100k OI
0
volatility-sensitive delta
Charm / 100k OI
0
time-decay-sensitive delta
IV surface range
18.9 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LQDT closed 3.5% below its gamma max of 44.73. It is 7.5% above the delta neutral price of 39.97. Total open interest is 273, 0.0% 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

← FRI (#4352) OKTG (#4354) →

Questions people ask about LQDT

Where is LQDT's gamma max today?

As of Oct 2, 2026, the gamma max for LQDT is 44.73, +3.5% from the 43.23 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 LQDT above or below its delta neutral price?

LQDT closed above delta neutral: 43.23 against a delta neutral price of 39.97. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LQDT have?

273 contracts of open interest across 27 listed contracts on Oct 2, 2026, 0.0% 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.